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.

All scored Live candidates

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)

All · 38 Deep Value · 22 Quality on Sale · 3 Watch · 8 Value Trap Risk · 5

Ticker	Total	Verdict	Price	vs 90d peak	vs 60d low	Days stable	Value	Quality	Drawdown	Smart Money	Options	Sentiment	Macro
CHTR	707/7	HOLDValue Trap Risk	$144.05	-41.1%	+2.7%	16d	100	20	100	80	38	77	56
GIS	657/7	HOLDValue Trap Risk	$33.81	-25.1%	+2.5%	16d	92	20	77	75	81	45	56
CF	637/7	HOLDValue Trap Risk	$112.35	-18.4%	+0.0%	90d	92	90	37	33	30	59	56
MCK	597/7	HOLDValue Trap Risk	$742.44	-25.4%	+2.4%	20d	73	46	51	72	70	29	56
AVY	587/7	HOLDValue Trap Risk	$159.07	-18.4%	+3.1%	12d	72	54	39	59	58	63	56