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
31
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
Setup
On a proven floor AND recovering (the Setups thesis)
1mo
237
+10.3%
med +3.7%
67%
+4.7%
+5.6%
+3.6%
95% CI +0.5% … +6.8%
11/17 months +
1.3%
base 1.4%
Setup
On a proven floor AND recovering (the Setups thesis)
3mo
183
+26.2%
med +15.0%
74%
+13.6%
+12.7%
+6.8%
95% CI +1.7% … +12.2%
12/15 months +
2.7%
base 2.2%
At Support
Sitting in a tested accumulation zone
1mo
10,730
+5.9%
med +0.5%
54%
+4.7%
+1.2%
+0.1%
95% CI -0.6% … +0.7%
10/18 months +
1.7%
base 1.4%
At Support
Sitting in a tested accumulation zone
3mo
9,454
+18.6%
med +6.5%
71%
+13.6%
+5.1%
+1.3%
95% CI -0.2% … +2.8%
9/16 months +
2.8%
base 2.2%
Recovering
≥25% off sustained peak and turning up
1mo
1,566
+10.1%
med +3.2%
65%
+4.7%
+5.4%
+4.4%
95% CI +2.7% … +6.4%
19/20 months +
1.4%
base 1.4%
Recovering
≥25% off sustained peak and turning up
3mo
1,255
+24.4%
med +12.9%
75%
+13.6%
+10.9%
+8.6%
95% CI +4.8% … +12.6%
16/18 months +
2.6%
base 2.2%
Momentum
Robust monthly gain ≥15% vs trailing median
1mo
38,749
+6.6%
med +2.6%
60%
+4.7%
+2.0%
+0.9%
95% CI +0.4% … +1.4%
20/24 months +
1.5%
base 1.4%
Momentum
Robust monthly gain ≥15% vs trailing median
3mo
32,236
+17.2%
med +10.8%
72%
+13.6%
+3.6%
+1.1%
95% CI +0.1% … +2.0%
15/22 months +
2.0%
base 2.2%
Walk-forward replay over 31 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.