Does any of this actually work? Each signal is replayed as-of every past monthly anchor using only the data available then, and scored on its realized forward return. The headline number is edge / anchor — how much the signal beat the average card, counting each month once. Cards move together within a month, so months (not card-months) are the real sample size.
Anchors
33
Horizons
1mo · 3mo
Prices
Real trades only
How to read this.n is pooled (printing × anchor) observations — impressive-looking but overstated, since cards are correlated within a month. Edge / anchor fixes that: the signal’s edge over the universe is computed separately at each entry month (months with fewer than 3 signal hits are excluded), and the headline is the average across months with a bootstrap 95% CI from resampling months. If the CI excludes zero, the edge is unlikely to be luck. Months + shows consistency — how many individual months beat the universe. Dropped is the survivorship check: signal entries whose exit price vanished (delisted/illiquid). If that rate is much higher than the universe’s, treat the edge as inflated.
Signal
Horizon
n
Fwd return
Hit %
Base
Pooled edge
Edge / anchor
By month
Dropped
Raw buy verdict
The raw buy rule (score ≥ 76, confidence ≥ 70, no extreme spread) on the Setups board rebuilt as of each month
1mo
191
+8.2%
med +2.6%
63%
+4.8%
+3.4%
+0.8%
95% CI -1.7% … +3.7%
9/17 months +
1.0%
base 1.2%
Raw buy verdict
The raw buy rule (score ≥ 76, confidence ≥ 70, no extreme spread) on the Setups board rebuilt as of each month
3mo
174
+26.7%
med +11.3%
69%
+15.8%
+10.9%
+7.4%
95% CI -0.7% … +15.5%
10/15 months +
1.7%
base 1.9%
Setup
On a proven floor AND recovering (the Setups thesis)
1mo
291
+9.3%
med +3.0%
64%
+4.8%
+4.5%
+2.4%
95% CI -0.2% … +5.1%
11/22 months +
1.4%
base 1.2%
Setup
On a proven floor AND recovering (the Setups thesis)
3mo
272
+23.7%
med +11.6%
70%
+15.8%
+7.9%
+4.8%
95% CI -1.2% … +10.8%
14/20 months +
2.5%
base 1.9%
At Support
Sitting in a tested accumulation zone
1mo
12,972
+6.2%
med +0.3%
52%
+4.8%
+1.4%
+0.5%
95% CI -0.2% … +1.4%
14/23 months +
1.6%
base 1.2%
At Support
Sitting in a tested accumulation zone
3mo
11,937
+20.7%
med +6.7%
70%
+15.8%
+4.9%
+1.9%
95% CI +0.5% … +3.4%
13/21 months +
2.6%
base 1.9%
Recovering
≥25% off sustained peak and turning up
1mo
1,904
+9.5%
med +2.2%
60%
+4.8%
+4.7%
+4.0%
95% CI +2.0% … +6.2%
20/25 months +
1.2%
base 1.2%
Recovering
≥25% off sustained peak and turning up
3mo
1,772
+22.5%
med +11.0%
71%
+15.8%
+6.7%
+6.1%
95% CI +1.8% … +10.4%
18/23 months +
2.5%
base 1.9%
Momentum
Robust monthly gain ≥15% vs trailing median
1mo
60,598
+6.4%
med +1.7%
57%
+4.8%
+1.5%
+0.8%
95% CI +0.4% … +1.2%
23/29 months +
1.1%
base 1.2%
Momentum
Robust monthly gain ≥15% vs trailing median
3mo
52,295
+18.9%
med +11.3%
73%
+15.8%
+3.1%
+0.9%
95% CI +0.1% … +1.6%
17/27 months +
1.7%
base 1.9%
Walk-forward replay over 33 monthly anchors · real-trade entry/exit only · baseline = all eligible printings · edge/anchor = mean of per-month edges (months with ≥3 signal hits), CI via 5,000-draw bootstrap over months · dropped = entries with no real exit price (survivorship check). Strong overall market in this window — even a clean CI is edge over the universe, not a guarantee of profit after fees. Personal, non-commercial prototype — not investment advice.