[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

WHITE ARROW · BUY · Long round trips on White Arrow direction. Enter and exit at the next session open after the signal.

Showing 294,483 scored White Arrow BUY events · 1997-2026 (1.7k still open, excluded)

PROFIT FACTOR
1.42
gross wins / gross losses
AVG RETURN
+1.77%
winsorized to +/- (95/500)%
MEDIAN RETURN
-2.3%
typical trade (often negative on trend rules)
WIN RATE
37.8%
not the score when PF > 1
CLOSED TRADES
294k
1.7k open (excluded)
AVG HOLD
26 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.

50%'973.8k33%'996.3k41%'016.6k50%'037.3k42%'057.4k29%'078.5k45%'099.1k31%'1110k45%'139.7k30%'1511k41%'1711k42%'1913k37%'2114k41%'2315k38%'2517k35%'268.6k100%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)
REGIMEWHITE ARROW · BUY
UNKNOWNPF 1.6836%1.2k
BULLPF 1.4640%66k
RECOVERYPF 1.3938%203k
BEARPF 1.1534%22k
CRISISPF 3.0028%3.1k
How the edge holds across market regimes. Color = profit factor.
BY ENTRY YEAR · PF · win rate · median · trades
YEARWHITE ARROW · BUY
20261.1535%-3.4%8.6k
20251.6138%-2.6%17k
20241.1733%-3.1%16k
20231.6841%-2.1%15k
20220.7833%-4.1%14k
20211.1537%-2.5%14k
20202.7544%-1.8%12k
20191.4742%-1.4%13k
20180.7227%-3.4%11k
20171.7041%-1.4%11k
20162.0845%-1.1%11k
20150.8230%-2.9%11k
20141.1838%-1.7%10k
20132.3245%-0.7%9.7k
20121.8041%-1.6%9.6k
20110.7231%-3.1%10k
20101.8244%-1.4%9.0k
20092.4445%-1.3%9.1k
20080.5026%-5.0%8.7k
20070.7729%-3.0%8.5k
20061.4838%-1.8%8.1k
20051.8542%-1.2%7.4k
20041.5040%-1.4%7.4k
20033.4250%-0.0%7.3k
20021.0235%-2.7%6.7k
20011.6241%-1.7%6.6k
20001.0934%-3.2%6.7k
19991.5233%-3.0%6.3k
19981.2837%-2.5%5.6k
19972.7450%-0.1%3.8k
Color = profit factor (green ≥1). Win rate and median for context.
RETURN DISTRIBUTION · % per closed trade · White Arrow BUY
513<=-501.3k-50..-304.4k-30..-2029k-20..-1059k-10..-558k-5..-230k-2..019k0..222k2..524k5..1023k10..209.9k20..307.4k30..504.1k50..1001.7k>100median -2.3%
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.