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[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 SELL · Move avoided over 21 sessions after buyer exhaustion triggers a SELL release.

Showing 22,106 scored Exh SELL events · 1997-2026

PROFIT FACTOR
0.71
gross wins / gross losses
AVG RETURN
-1.79%
winsorized to +/- (95/500)%
MEDIAN RETURN
-0.6%
typical trade (often negative on trend rules)
WIN RATE
47.4%
not the score when PF > 1
CLOSED TRADES
22k
0 open (excluded)
AVG HOLD
21 bars
trading days
45%'9756045%'9962050%'0136037%'0354240%'0567550%'0784650%'0918160%'1124443%'1377153%'1566646%'1777741%'1973454%'211.3k46%'2346744%'251.5k50%'261.9k100%50%0%
Grey bars = trades · amber line = win rate. Win rate is descriptive; profit factor is the edge. Dim 50% line is a coin-flip reference, not a target.
EDGE BY MARKET REGIME · color = profit factor (green ≥1)
REGIMEEXHAUSTION SELL
UNKNOWN-
BULLPF 0.7647%18k
RECOVERYPF 0.6549%3.7k
BEARPF 0.6338%42
CRISISPF 0.5047%422
How the edge holds across market regimes. Color = profit factor.
BY ENTRY YEAR · PF · win rate · median · trades
YEAREXHAUSTION SELL
20260.7950%0.0%1.9k
20250.6044%-1.6%1.5k
20240.5749%-0.3%1.3k
20230.9146%-0.6%467
20221.6158%+2.6%518
20210.9954%+1.1%1.3k
20200.5942%-2.3%1.5k
20190.6141%-1.8%734
20180.7653%+0.5%923
20170.7146%-0.8%777
20160.5744%-1.0%1.0k
20150.9753%+0.5%666
20141.1149%-0.1%757
20130.5943%-1.4%771
20120.8753%+0.6%227
20111.6060%+2.6%244
20100.6349%-0.5%236
20091.0650%-0.1%181
20080.9750%+0.0%451
20071.0050%-0.0%846
20060.9650%+0.0%776
20050.5240%-2.1%675
20040.7745%-0.8%630
20030.2737%-3.4%542
20020.6044%-1.2%263
20010.7950%0.0%360
20000.7446%-1.3%792
19990.3745%-1.4%620
19980.7049%-0.3%595
19970.5445%-1.1%560
Color = profit factor (green ≥1). Win rate and median for context.
RETURN DISTRIBUTION · % per closed trade · Exh SELL
311<=-50544-50..-30951-30..-202.5k-20..-102.8k-10..-52.5k-5..-21.9k-2..01.9k0..22.3k2..52.7k5..102.4k10..2077420..3034330..506550..100>100median -0.6%
Left of 0 = losers, right = winners. Left skew with PF > 1 is normal for trend rules (few large winners). Tails clipped at -95% / +500%.

[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.