[TRACK RECORD]
Signal performance, measured
Same Profit Factor math as the screener. 3,178 symbols, 1,033,796 scored events since 1997. Pick a signal below (White Arrow BUY is the default). Judge Profit Factor first; win rate alone misleads on trend rules.
Universe. Liquid US common stocks. excludes ETF/crypto/index/commodity/preferred/CEF/BDC/REIT; price≥$5; dollar ADV≥$1,000,000.
Backtest: today's rules on today's universe (survivorship bias). Price-only and no dividends. Best Combo is net of 20 bps round-trip costs; other signal records do not model costs. Updated 2026-10-15.
Select a signal
EXHAUSTION BUY · Price move over 21 sessions after seller exhaustion triggers a BUY release. The DTE table below is descriptive path, not a second scorecard.
Showing 19,052 scored Exh BUY events · 1997-2026
After a release, the typical liquid name is higher over months because equities drift. The release does not pick better names — leftover vs SPY is about 0–1%. Path drawdown is the risk that matters for a vertical. Not a forecast and not option P&L. The 21-session scorecard above remains the scored rule.
| HOLD | N | MEDIAN | MEAN | P(UP) | P(+12%) | P(EXP −12%) | P(PATH −12%) | VS SPY MED |
|---|---|---|---|---|---|---|---|---|
| 90d / 3-5M | 19k | +4.4% | +6.2% | 59% | 34% | 20% | 46% | +0.1% |
| 150d / 5-7M | 19k | +5.1% | +8.2% | 59% | 39% | 24% | 54% | -1.2% |
| 210d / 7-10M | 19k | +6.4% | +11.0% | 59% | 42% | 26% | 58% | -1.2% |
| 300d / 10M | 18k | +10.2% | +18.9% | 62% | 48% | 26% | 63% | +0.2% |
| 360d | 18k | +13.0% | +23.4% | 63% | 51% | 26% | 65% | +1.1% |
| 400d / 10-13M | 18k | +14.9% | +26.5% | 64% | 53% | 26% | 66% | +0.8% |
| TOUCH BY SESSION | 5d | 21d | 63d | 126d | 189d | 249d |
|---|---|---|---|---|---|---|
| P(path −6%) | 26% | 51% | 67% | 73% | 77% | 79% |
| P(path −12%) | 10% | 29% | 47% | 56% | 62% | 65% |
| REGIME | EXHAUSTION BUY |
|---|---|
| UNKNOWN | - |
| BULL | PF 0.4650%8 |
| RECOVERY | PF 1.2352%1.2k |
| BEAR | PF 1.3357%2.3k |
| CRISIS | PF 1.4155%16k |
| YEAR | EXHAUSTION BUY |
|---|---|
| 2026 | 1.3253%+1.1%637 |
| 2025 | 1.4353%+1.1%831 |
| 2024 | 0.9646%-0.8%297 |
| 2023 | 1.5053%+0.8%294 |
| 2022 | 1.1149%-0.2%1.0k |
| 2021 | 0.8249%-0.4%447 |
| 2020 | 2.7667%+7.5%2.6k |
| 2019 | 2.8768%+3.9%414 |
| 2018 | 1.6760%+2.4%1.5k |
| 2017 | 3.0565%+3.0%266 |
| 2016 | 2.6166%+3.4%900 |
| 2015 | 0.8345%-1.2%759 |
| 2014 | 1.8063%+2.7%715 |
| 2013 | 2.6568%+2.5%207 |
| 2012 | 1.4757%+1.4%155 |
| 2011 | 0.7738%-2.1%407 |
| 2010 | 3.5560%+4.0%72 |
| 2009 | 2.9872%+10.7%303 |
| 2008 | 0.5240%-3.8%2.7k |
| 2007 | 1.4454%+0.9%909 |
| 2006 | 1.3953%+0.6%481 |
| 2005 | 1.6057%+1.6%388 |
| 2004 | 2.4962%+3.3%282 |
| 2003 | 1.3343%-1.1%67 |
| 2002 | 3.1172%+7.5%350 |
| 2001 | 3.2871%+6.9%334 |
| 2000 | 1.5955%+2.9%518 |
| 1999 | 1.3048%-0.5%341 |
| 1998 | 1.1145%-1.6%771 |
| 1997 | 1.1956%+2.5%147 |
[METHODOLOGY]
- White Arrow BUY. Long round trips on White Arrow direction. Next-open entry and exit. 250-session warmup.
- White Arrow SELL. Exit-timing score (move avoided until re-entry). Not a short. Often weak alone.
- Exhaustion. The scored rule is a fixed 21-session horizon after a release. The EXH BUY tab also shows a descriptive stock-path table at the same calendar DTEs as /bull-spreads (median / P(up) / path −12%). That table is context, not a forecast and not a second Profit Factor.
- Best Combo V5. One stable-evidence state-machine replay. Qualified point-in-time out-of-fold transitions, net of 20 bps round-trip costs, become published calls; otherwise the model abstains.
- Regime. Hold BULL/RECOVERY; exit on BEAR/CRISIS (same as screener Regime Profit Factor). Next-open entry and exit, 250-session warmup.
- Caps. Returns clipped to -95% / +500% before aggregates. Open trades excluded from closed stats.
Full model detail: Methodology · Docs · Signal performance
Research only. Not investment advice. Past backtests do not guarantee future results. Terms.