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)