[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

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

Showing 293,764 scored White Arrow BUY events · 1997-2026 (1.3k still open, excluded)

PROFIT FACTOR

1.42

gross wins / gross losses

AVG RETURN

+1.72%

winsorized to +/- (95/500)%

MEDIAN RETURN

-2.3%

typical trade (often negative on trend rules)

WIN RATE

37.9%

not the score when PF > 1

CLOSED TRADES

294k

1.3k 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.

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)

REGIME	WHITE ARROW · BUY
UNKNOWN	PF 1.3439%863
BULL	PF 1.4640%66k
RECOVERY	PF 1.3938%202k
BEAR	PF 1.1534%22k
CRISIS	PF 2.6529%3.0k

How the edge holds across market regimes. Color = profit factor.

BY ENTRY YEAR · PF · win rate · median · trades

YEAR	WHITE ARROW · BUY
2026	1.2836%-3.0%10k
2025	1.6038%-2.5%16k
2024	1.1934%-3.0%15k
2023	1.6941%-2.0%15k
2022	0.7833%-4.0%14k
2021	1.1537%-2.5%13k
2020	2.7544%-1.8%12k
2019	1.4942%-1.4%13k
2018	0.7227%-3.4%11k
2017	1.7041%-1.4%11k
2016	2.0445%-1.1%11k
2015	0.7630%-2.9%11k
2014	1.1238%-1.7%10k
2013	2.1446%-0.7%9.6k
2012	1.7041%-1.6%9.5k
2011	0.7231%-3.0%10k
2010	1.8044%-1.4%8.9k
2009	2.4445%-1.3%9.1k
2008	0.4926%-5.0%8.7k
2007	0.7829%-3.0%8.5k
2006	1.4438%-1.8%8.1k
2005	1.8542%-1.2%7.4k
2004	1.5040%-1.4%7.4k
2003	3.4050%-0.1%7.3k
2002	1.0335%-2.7%6.7k
2001	1.6341%-1.7%6.6k
2000	1.0734%-3.2%6.7k
1999	1.5233%-3.0%6.3k
1998	1.2737%-2.5%5.6k
1997	2.6649%-0.1%3.8k

Color = profit factor (green ≥1). Win rate and median for context.

RETURN DISTRIBUTION · % per closed trade · White Arrow BUY

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.