Systematic Signal Analytics
Quantitative analysis of 924 systematically generated signals across 29 instruments over 22 months. All statistics are computed on out-of-sample data with walk-forward validation.
April 2024 – February 2026
Aggregate Statistics
By Signal Type
Intraday Breakout (IB)
Morning range formation followed by high-volume breakout with systematic entry, SL at range low, and tiered take-profit.
Gap & Go
Overnight gap detection on equity open with momentum confirmation, volume surge validation, and intraday exit management.
Hypothetical Growth of $100,000
Illustrative only. Assumes proportional signal sizing on a hypothetical $100,000 portfolio with no compounding adjustments. Actual results would vary based on execution timing, slippage, market impact, and capital allocation decisions. See full disclaimer below.
Monthly Signal Returns (Hypothetical)
Statistical Validation
All results are subjected to rigorous out-of-sample testing to guard against overfitting, survivorship bias, and concentration risk.
Methodology
Signals are generated by a systematic framework combining technical structure (EMA alignment, RSI momentum, ADX trend strength, volume confirmation) with macro regime awareness and correlation-adjusted position management.
Statistics reflect signal-level performance with realistic cost modeling including exchange fees, estimated slippage, and funding costs. Results are not audited and do not represent returns on investor capital.
Walk-forward validation uses expanding training windows with non-overlapping test periods. Bootstrap confidence intervals are computed via 10,000 resamples. Permutation testing validates that observed edge is statistically distinguishable from random.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS.
No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. There are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. The ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can adversely affect actual trading results.
This page presents systematic signal research for informational purposes only. It does not constitute investment advice, a solicitation, or an offer to buy or sell any security. These statistics do not represent actual portfolio returns, audited performance, or returns on investor capital.