[TRACK RECORD]

Signal performance, measured

Same Profit Factor math as the screener. 3,236 symbols, 1,038,304 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 2026-08-29.

Select a signal

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

Showing 22,089 scored Exh SELL events · 1997-2026

PROFIT FACTOR
0.71
gross wins / gross losses
AVG RETURN
-1.80%
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%'9756345%'9963050%'0135837%'0353941%'0567449%'0784851%'0918161%'1125643%'1377453%'1566046%'1777641%'1974254%'211.4k47%'2347645%'251.5k49%'261.7k100%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 0.7547%18k
RECOVERYPF 0.6649%3.8k
BEARPF 0.6338%42
CRISISPF 0.5647%446
How the edge holds across market regimes. Color = profit factor.
BY ENTRY YEAR · PF · win rate · median · trades
YEAREXHAUSTION SELL
20260.7549%-0.3%1.7k
20250.6345%-1.5%1.5k
20240.5949%-0.2%1.3k
20230.8947%-0.6%476
20221.6459%+2.7%525
20210.9754%+1.1%1.4k
20200.5942%-2.2%1.5k
20190.6041%-1.8%742
20180.7653%+0.5%935
20170.7146%-0.8%776
20160.5744%-1.0%1.1k
20151.0053%+0.5%660
20141.0949%-0.1%768
20130.6243%-1.4%774
20120.8953%+0.6%226
20111.7761%+2.9%256
20100.5747%-1.0%254
20091.2251%+0.3%181
20080.9549%-0.1%453
20070.9849%-0.2%848
20060.9750%+0.1%777
20050.5341%-2.0%674
20040.7444%-0.9%635
20030.2737%-3.4%539
20020.5944%-1.4%259
20010.7850%-0.1%358
20000.7446%-1.2%800
19990.3645%-1.4%630
19980.6948%-0.4%594
19970.5745%-1.0%563
Color = profit factor (green ≥1). Win rate and median for context.
RETURN DISTRIBUTION · % per closed trade · Exh SELL
322<=-50550-50..-30964-30..-202.5k-20..-102.8k-10..-52.5k-5..-21.9k-2..01.9k0..22.3k2..52.7k5..102.4k10..2078720..3036030..506750..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. Fixed 21-session horizon after a release.
  • 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.