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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

REGIME · Long while the model is BULL or RECOVERY; exit on BEAR or CRISIS. Next-open entry and exit.

Showing 400,570 scored Regime risk-on events · 1997-2026 (1.8k still open, excluded)

PROFIT FACTOR
1.32
gross wins / gross losses
AVG RETURN
+1.37%
winsorized to +/- (95/500)%
MEDIAN RETURN
-2.7%
typical trade (often negative on trend rules)
WIN RATE
35.9%
not the score when PF > 1
CLOSED TRADES
401k
1.8k open (excluded)
AVG HOLD
23 bars
trading days

How to read. Trend rules often win about 35-45% of trades. Use profit factor and average return. A negative median with PF > 1 means a few large winners carry the edge.

44%'974.9k32%'998.7k37%'019.6k47%'038.9k41%'058.3k31%'0711k42%'0916k31%'1116k45%'1311k29%'1514k39%'1713k43%'1915k35%'2119k37%'2320k37%'2521k34%'2615k100%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)
REGIMEREGIME
UNKNOWN-
BULLPF 1.3436%96k
RECOVERYPF 1.3437%287k
BEARPF 0.1012%1.9k
CRISISPF 1.1716%16k
How the edge holds across market regimes. Color = profit factor.
BY ENTRY YEAR · PF · win rate · median · trades
YEARREGIME
20261.2834%-3.3%15k
20251.6337%-3.0%21k
20241.2735%-3.0%20k
20231.4137%-2.9%20k
20220.7729%-4.3%23k
20211.1135%-2.8%19k
20202.0340%-2.7%21k
20191.6843%-1.3%15k
20180.8429%-3.3%15k
20171.7039%-2.0%13k
20162.0943%-1.3%14k
20150.7829%-3.1%14k
20141.1737%-2.0%12k
20132.0445%-0.8%11k
20121.3737%-2.2%12k
20110.7831%-3.1%16k
20101.6739%-2.2%12k
20091.8742%-1.8%16k
20080.5325%-4.6%16k
20070.7931%-3.0%11k
20061.5039%-2.0%8.4k
20051.7341%-1.7%8.3k
20041.5240%-1.6%8.6k
20032.8647%-0.6%8.9k
20020.9132%-3.4%10k
20011.3837%-2.5%9.6k
20001.1333%-3.6%10k
19991.2532%-3.3%8.7k
19981.1633%-3.3%8.2k
19972.1944%-1.0%4.9k
Color = profit factor (green ≥1). Win rate and median for context.
RETURN DISTRIBUTION · % per closed trade · Regime risk-on
514<=-501.2k-50..-303.7k-30..-2043k-20..-1090k-10..-580k-5..-238k-2..023k0..227k2..530k5..1031k10..2014k20..3011k30..505.5k50..1001.7k>100median -2.7%
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.