Strategy Track Record
Backtest / Walk-Forward Simulation — Not Live Returns
These figures are from a walk-forward backtest over 2021-05-17 – 2026-05-16, using the same detectors that power live screening. They are not live trading results and do not represent what any user actually earned.
Survivorship bias: Backtested on currently-listed symbols only. Stocks that delisted, went bankrupt, or were acquired during the test period are excluded — these tend to be losers. Reported hit rates are higher than what a live trader would have observed. Assume the true historical rate is several percentage points lower.
Entry model: Entry is simulated at the next trading day's open after the signal fires, not the signal bar's close. The engine sees only data up to and including the current bar — no future data is used. No slippage, commissions, or market impact are modeled.
Hit rate defined: Percentage of backtested trade signals where the first or second price target was reached before the stop was hit, measured over the walk-forward hold window.
Per-Grade Hit Rates
| Grade | Hit Rate | Sample |
|---|---|---|
| A+ | 38.7% | n = 2,298 |
| A | 39.4% | n = 5,119 |
| B+ | 21.2% | n = 1,322 |
| B | limited data | — |
| C | limited data | — |
Formula version: 13pt-v1 · Backtest window: 2021-05-17 – 2026-05-16· Numbers last computed: 2026-05-16
Why A ≈ A+ in hit rate
Grade reflects expected R-multiple (reward-to-risk ratio), not raw hit rate. A (39.4%) and A+ (38.7%) are nearly identical in hit rate because both fire on high-confluence setups — A slightly edges A+ in frequency. B+ (21.2%) has a lower hit rate but can still be positive-expectancy at wider R-multiples. Hit rate alone does not determine grade; expectancy (hit rate × avg reward ÷ avg risk) does.
The grade system is designed to surface the highest-expectancy setups first, not simply the ones with the highest raw hit rate. A B+ setup at a 3R target with 21% hit rate can have better expectancy than an A+ at 1R — context matters.
Full methodology
- Backtesting methodology → walk-forward approach, regime approximation, entry model
- Strategy metrics methodology → win-rate computation, survivorship bias, "limited data" handling
Provenance
- Schema version: 1.0
- Formula version: 13pt-v1
- Metric: hit_rate
- Data last computed: 2026-05-16
Machine-readable feed at /track-record.json. Build-time companion at /track-record.md.