Setup Scores

Tickers that have dropped, stabilized near their recent low, and have a decent Setup Score — actionable now, no look-ahead.

📈 Trading Signals Backtest (2020-Present)

Performance metrics across 5,453 setups computed historically at the exact bottom dates (no look-ahead bias).

🟢 BUY (Bottom Fish / Buy-in)Total Signals: 1,359
42.1%60d Win Rate

Triggered when quality is high, valuation is low, and stock has deep drawdown.

Avg Drawdown at Trigger-29.7%
Avg 60d Bounce+36.3%
🔴 SELL (Risk Avoidance / Sell-out)Total Signals: 1,470
40.5%60d Win Rate

Triggered on value trap, overvaluation, or excessive retail crowd topping.

Avg Drawdown at Trigger-24.8%
Avg Score33.5
⚪ HOLD (Hold / Watch)Total Signals: 2,624
HOLD/ HOLD (Hold / Watch)

Wait-and-see or normal positions on moderate quality/drawdown.

Avg Drawdown at Trigger-28.6%
Avg Score54.8

💡 Empirical Summary: 🟢 BUY signals occur on average at a deep -29.7% drawdown, with a 42.1% 60-day bounce rate and +36.3% average bounce. 🔴 SELL signals warn of overvaluation or toppings to avoid value traps.

Live identification criteria:
· Drawdown ≥ 15% from 90-day peak
· Currently within 5% of the 60-day low (near bottom, not mid-bounce)
· No new 90-day low in the past 5 days (stabilizing, not a falling knife)
· Setup Score ≥ 55 (fundamentals filter out value traps)
TickerTotalVerdictPricevs 90d peakvs 60d lowDays stableValueQualityDrawdownSmart MoneyOptionsSentimentMacro
BRO807/7
BUYDeep Value
$56.25-23.5%+3.4%18d1005410084756456
FIS747/7
BUYDeep Value
$42.99-16.7%+2.8%16d100509680544456
POOL717/7
BUYDeep Value
$181.40-22.6%+3.5%16d695791100674556
AOS697/7
BUYDeep Value
$56.72-27.2%+1.4%12d80695971865056
JKHY697/7
BUYDeep Value
$136.32-20.7%+1.7%17d70825877586756
ABT697/7
BUYDeep Value
$85.60-25.0%+3.7%20d69597685854256
OMC687/7
BUYDeep Value
$72.71-15.3%+2.7%16d100503183864756
CMCSA687/7
BUYDeep Value
$24.87-22.5%+0.4%16d100625469385356
DPZ667/7
BUYDeep Value
$310.58-25.3%+2.7%16d73527274577056
ALLE657/7
BUYDeep Value
$130.07-20.0%+3.5%16d69695582436356
GEHC647/7
BUYDeep Value
$62.34-22.2%+4.8%32d85585965465356
LDOS647/7
BUYDeep Value
$127.80-29.3%+3.9%10d88567265462956
XYL647/7
BUYDeep Value
$109.54-15.5%+3.0%12d69535761896356
NOC647/7
BUYDeep Value
$563.68-26.6%+4.3%16d71625379545356
APA637/7
BUYDeep Value
$36.43-17.9%+2.4%88d96673677164456
WTW637/7
BUYDeep Value
$249.67-18.0%+3.1%18d85685770362956
CLX627/7
BUYDeep Value
$90.02-29.0%+4.5%26d86486366493456
COO617/7
BUYDeep Value
$61.21-27.1%+3.8%20d71515575634156
ALB607/7
BUYDeep Value
$176.42-18.2%+4.4%72d97463676333656
TMUS597/7
BUYDeep Value
$187.53-15.4%+2.6%34d79495565394756
ERIE597/7
BUYDeep Value
$213.07-21.7%+1.1%27d69558550274556
ZBH587/7
BUYDeep Value
$82.33-17.2%+3.5%20d87504744376456