Signal backtest
Every signal is scored against what followed: whether the price moved 5%, 10%, 15% or 20% in the signal’s direction within two years of opening, how long that took, and the return if simply held.
81% of mega-cap signals reached +20%, against 70% overall. Only 5% of signals are mega caps.
Bullish signals that opened 35–50% below what funds paid reached +20% 78% of the time, against 67% for those 5–15% below.
90% of signals reached +5% at some point, but the median bullish signal was +9% two years after opening, and the median bearish one +0.7%.
18,845 signals opened since 2013 · all sizes · 20–30% from what funds paid
1,774 signals
Median return if held
1,545 signals
Median return if held
1,297 signals
Median return if held
905 signals
Median return if held
3,026 signals
Median return if held
4,010 signals
Median return if held
3,144 signals
Median return if held
545 signals
Median return if held
4,836 signals
Median return if held
8,567 signals
Median return if held
2,023 signals
Median return if held
4,330 signals
Median return if held
640 signals
Median return if held
That’s the record behind every signal.
See the latest signalsA threshold counts as met when the price moved that far in the signal’s direction within two years of opening. Signals opened less than two years ago that haven’t met a threshold yet are open. Profitable or loss is the return two years after opening, for signals that didn’t meet a threshold. Returns if held use each signal’s opening price. Past results do not guarantee future returns.