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)
| Ticker | Total | Verdict | Price | vs 90d peak | vs 60d low | Days stable | Value | Quality | Drawdown | Smart Money | Options | Sentiment | Macro |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAG | 707/7 | HOLDWatch | $13.28 | -30.8% | +1.0% | 5d | 100 | 35 | 84 | 78 | 60 | 47 | 56 |
| ZTS | 657/7 | HOLDWatch | $77.69 | -39.8% | +4.7% | 16d | 62 | 64 | 100 | 55 | 83 | 29 | 56 |
| TRMB | 627/7 | HOLDWatch | $56.41 | -19.9% | +3.4% | 12d | 64 | 60 | 68 | 83 | 25 | 63 | 56 |
| BF-B | 597/7 | HOLDWatch | $25.72 | -15.1% | +4.3% | 68d | 83 | 68 | 46 | 38 | 25 | 71 | 56 |
| CSGP | 587/7 | HOLDWatch | $32.20 | -34.2% | +1.1% | 17d | 31 | 58 | 100 | 100 | 0 | 63 | 56 |
| MCD | 587/7 | HOLDWatch | $279.20 | -16.6% | +1.7% | 19d | 61 | 83 | 36 | 64 | 50 | 29 | 56 |
| TYL | 577/7 | HOLDWatch | $313.15 | -16.4% | +4.9% | 18d | 27 | 60 | 98 | 49 | 66 | 64 | 56 |
| BDX | 567/7 | HOLDWatch | $147.12 | -16.7% | +3.4% | 13d | 81 | 44 | 41 | 69 | 45 | 33 | 56 |