Transparent & Data-Driven

Signal Performance & Methodology

We believe in radical transparency. Every confidence score is backed by real backtested data. See exactly how our signals perform across different sources, confidence levels, and market conditions.

Alpha Opportunities Snapshot-Rank Backtest

Hypothetical $10,000 model on daily alpha_opportunities_snapshot ranks (confidence ≥ 55, same floor as mobile). Top 10 and Top 20 long/short sleeves use non-overlapping 3-trading-day holds: enter at the snapshot day's open when captured pre-market; otherwise next trading day open, exit at close.

Point-in-time snapshot rank per direction (Top 10 / Top 20)
Equal-weight long and short legs; no overlap while a hold is open
No commissions, borrow, slippage, or liquidity constraints

Source

Daily snapshot rows ranked within each direction. Excludes optional web-only filters (60% source win rate, market-cap tiers).

Method

Snapshot-day open when captured pre-market; otherwise next trading day open → close after 3 trading days. Illustration only; not investment advice.

Past simulated performance does not guarantee future results. Large single-window moves may reflect thin or corporate-action price prints.

Largest 3-day snapshot holds (Top 10 sleeve)

Single-name legs from non-overlapping windows: snapshot rank, snapshot-day open when captured pre-market (otherwise next open), exit close after 3 trading days.

Symbol	Side	Rank	Snapshot	Hold	Return

One volatile name can dominate a window; ranks are as-of snapshot date.

49.7%

Raw Win Rate

0.03%

Raw Avg Return

420,045

Backtested Signals

Evaluation Horizon

Raw win rate, average return, and backtested signal count above include only resolved signals for the top 500 symbols by market capitalization in our universe (symbols with a known market cap in our database)—not every name we have ever signaled.

Alpha Performance (vs SPY)

The naked truth: performance after removing market movement

-0.05%

Avg Alpha (Excess Return)

49.4%

Beat SPY Rate

0.18%

SPY Avg Return (Same Period)

What is Alpha?

Alpha measures how much our signals beat (or lag) the market. A +1% alpha means signals returned 1% more than SPY over the same period. This strips out market beta—in a +5% SPY rally, a signal returning +6% has +1% alpha. This is the true measure of signal value.

Backtested Performance

Every signal type is tracked against actual market outcomes to calculate real win rates and returns.

Adaptive Learning

Confidence scores adjust automatically as new market data comes in. Poor performers get downweighted.

Full Transparency

No black boxes. See sample sizes, win rates, and methodology for every signal source and type.

Signal Source Reliability

Performance rankings by data source

Tail Risk

1 signal types

76.9%

5.64%

-0.04%

53.9%

Short Interest Intel

5 signal types

63.9%

0.50%

0.08%

48.0%

1 signal types

62.7%

0.00%

2.19%

60.0%

372

Institutional Holdings

5 signal types

59.8%

0.19%

0.08%

49.7%

11,102

FTD Intel

6 signal types

56.1%

0.19%

-0.24%

48.3%

18,509

Insider Trading

5 signal types

53.6%

0.79%

0.51%

53.2%

2,451

Market Events

1 signal types

53.3%

0.57%

-0.49%

46.1%

7,788

Fundamental Analysis

5 signal types

52.5%

0.35%

0.16%

51.3%

3,285

Options Flow

9 signal types

52.4%

0.28%

0.00%

50.1%

3,395

AI Deep Analysis

8 signal types

51.4%

0.10%

0.28%

51.7%

6,355

Sentiment

3 signal types

51.4%

-0.04%

0.33%

52.1%

724

Fundamentals

3 signal types

51.2%

0.06%

-0.05%

50.4%

1,528

Congressional Trading

2 signal types

50.2%

0.02%

0.00%

50.0%

157,423

Warn

2 signal types

50.0%

-0.79%

-0.23%

53.9%

142

Statistical Extremes

15 signal types

49.4%

-0.04%

-0.07%

49.0%

45,808

Dark Pool Activity

5 signal types

49.2%

-0.00%

0.00%

50.0%

76,215

ML Forecasts

2 signal types

49.2%

0.02%

-0.05%

49.1%

29,250

Short Volume Intel

4 signal types

49.2%

0.12%

-0.02%

49.7%

1,542

Cognitive Load

1 signal types

48.8%

0.03%

-0.02%

48.9%

58,324

Technical Analysis

2 signal types

47.8%

-0.46%

-0.33%

49.8%

5,551

Macro Events

11 signal types

47.5%

-0.25%

-0.46%

47.9%

5,924

Earnings Drift

3 signal types

47.3%

-0.82%

-0.19%

48.8%

313

Form 8-K Material Events

15 signal types

45.4%

-0.16%

-0.25%

48.2%

4,981

Options Flow

2 signal types

44.7%

0.00%

0.0%

215

Top Performing Signal Types

Win rate > 60% with at least 20 samples

FRED: Producer Price Index

Macro Events

Bearish

                    77.3%
                

High

→

22

Insider Selling

Insider Trading

Bearish

                    75.0%
                

High

→

20

Form 8-K: Non-Reliance on Financials

Form 8-K Material Events

Bearish

                    70.8%
                

High

→

65

Form 8-K: Auditor Change

Form 8-K Material Events

Bearish

                    69.7%
                

High

→

165

Attractive FCF Yield

Fundamental Analysis

Bullish

                    69.6%
                

High

→

102

Insider Selling: C-Suite

Insider Trading

Bearish

                    69.4%
                

High

→

36

Revenue Acceleration

Unknown

Bullish

                    68.2%
                

High

→

66

Short Interest: High Days-to-Cover

Short Interest Intel

Bullish

                    66.7%
                

High

↑

33

FRED: Consumer Sentiment

Macro Events

Bearish

                    66.7%
                

High

→

33

Form 8-K: Audit Committee Exit

Form 8-K Material Events

Bearish

                    65.6%
                

High

→

122

How We Calculate Confidence (0-100 Scale)

Our 3-step formula for signal scoring

Base Confidence

We calculate a weighted average of all agreeing signals:

Base = Σ(Win Rate × Weight) / Σ(Weight)

Example: Congress (55% win rate, 0.70 weight) + Dark Pool (65%, 0.78) = 61 base

Confluence Boost

Multiple independent signals get a bonus:

2 signals: +3 points
3 signals: +7 points
4+ signals: +10 points

Diversity Bonus (0-8 points)

Diverse signal types and sources get additional boost:

Type diversity: +0 to +5 points
Source diversity: +0 to +3 points

Example: 4 different signal types from 3 sources = +8 diversity bonus

Final Score

Base + Confluence + Diversity = Final Confidence (0-100)

Example: 61 + 7 + 8 = 76 (High Confidence)

Confidence Tiers

75-100: High Confidence

65-74: Medium Confidence

55-64: Low Confidence

Below 55: Not displayed publicly

Our Signals Learn From Performance

Adaptive weighting based on recent performance

Unlike static systems, our signal weights adapt based on recent performance:

Example: Dark Pool Signals

All-Time: 65% win rate → 0.78 weight

Last 30 Days: 72% win rate → 0.82 weight ↑

Recent strong performance increases the signal's influence on future confidence scores.

Weight Calculation

30-Day Win Rate	Weight
≥70%	0.90 (Maximum influence)
65-69%	0.80 (High influence)
60-64%	0.70 (Good influence)
55-59%	0.60 (Moderate influence)
50-54%	0.50 (Low influence)
<50%	0.40 (Minimal influence)