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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

WHITE ARROW · SELL · Exit-timing score: move avoided until the next BUY. Positive means the exit dodged a drawdown.

Showing 291,977 scored White Arrow SELL events · 1997-2026 (1.9k still open, excluded)

PROFIT FACTOR
0.55
gross wins / gross losses
AVG RETURN
-2.64%
winsorized to +/- (95/500)%
MEDIAN RETURN
-3.5%
typical trade (often negative on trend rules)
WIN RATE
29.6%
not the score when PF > 1
CLOSED TRADES
292k
1.9k open (excluded)
AVG HOLD
22 bars
trading days
22%'973.3k33%'996.3k31%'016.4k18%'036.8k28%'057.7k33%'078.5k23%'098.9k30%'1110k21%'139.5k33%'1511k24%'1711k28%'1911k30%'2114k37%'2313k30%'2515k28%'2610k100%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 · SELL
UNKNOWNPF 0.6734%852
BULLPF 0.6626%28k
RECOVERYPF 0.7230%73k
BEARPF 0.6429%125k
CRISISPF 0.4232%65k
How the edge holds across market regimes. Color = profit factor.
BY ENTRY YEAR · PF · win rate · median · trades
YEARWHITE ARROW · SELL
20260.4128%-4.4%10k
20250.5730%-4.1%15k
20240.4827%-4.1%17k
20230.9037%-2.7%13k
20220.9140%-2.5%15k
20210.6130%-3.6%14k
20200.8030%-5.0%12k
20190.6228%-3.3%11k
20180.8735%-2.6%12k
20170.3424%-3.2%11k
20160.2621%-4.0%10k
20150.7133%-2.7%11k
20140.5232%-2.5%10k
20130.2921%-3.5%9.5k
20120.5127%-3.4%9.3k
20110.5930%-3.4%10k
20100.3725%-4.0%8.8k
20090.3323%-5.8%8.9k
20081.0840%-3.0%8.4k
20070.6333%-2.8%8.5k
20060.3625%-3.2%7.9k
20050.3728%-3.0%7.7k
20040.4227%-3.2%7.4k
20030.1518%-4.6%6.8k
20020.6834%-3.2%7.1k
20010.5431%-3.9%6.4k
20000.4929%-4.8%6.6k
19990.4833%-3.6%6.3k
19980.5433%-3.7%5.5k
19970.3022%-4.1%3.3k
Color = profit factor (green ≥1). Win rate and median for context.
RETURN DISTRIBUTION · % per closed trade · White Arrow SELL
1.8k<=-502.4k-50..-305.9k-30..-2033k-20..-1070k-10..-566k-5..-227k-2..017k0..219k2..519k5..1018k10..207.3k20..305.3k30..501.7k50..100>100median -3.5%
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.