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%.
37,027 signals opened since 2013 · all sizes · 5–15% from what funds paid
2,062 signals
Median return if held
3,584 signals
Median return if held
1,463 signals
Median return if held
6,279 signals
Median return if held
5,680 signals
Median return if held
11,267 signals
Median return if held
7,889 signals
Median return if held
3,674 signals
Median return if held
9,095 signals
Median return if held
11,677 signals
Median return if held
8,595 signals
Median return if held
13,167 signals
Median return if held
869 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.