Transparent & Data-Driven

Signal Performance & Methodology

We believe in radical transparency. Every confidence score is backed by real backtested data. See exactly how our signals perform across different sources, confidence levels, and market conditions.

AlphaSignal Weekly Backtest

Hypothetical $10,000 performance following Alpha Opportunities. Each week we refresh the Top 5 and Top 10 stocks and ETFs identified by our Alpha Opportunities list, and apply a simple 3% stop-loss risk rule.

This is a transparent, rules-based view of how our signals could have performed—unlock full access to daily Alpha Opportunities and premium signal intelligence.

January–September

Quantitative signals only

September–Present

Alternative signals added (Congress, Dark Pool, Institutional, ML Ensemble, AI Analysis)

52.9%

Raw Win Rate

0.22%

Raw Avg Return

232,666

Backtested Signals

Evaluation Horizon

Raw win rate, average return, and backtested signal count above include only resolved signals for the top 500 symbols by market capitalization in our universe (symbols with a known market cap in our database)—not every name we have ever signaled.

Alpha Performance (vs SPY)

The naked truth: performance after removing market movement

-0.15%

Avg Alpha (Excess Return)

48.9%

Beat SPY Rate

0.02%

SPY Avg Return (Same Period)

What is Alpha?

Alpha measures how much our signals beat (or lag) the market. A +1% alpha means signals returned 1% more than SPY over the same period. This strips out market beta—in a +5% SPY rally, a signal returning +6% has +1% alpha. This is the true measure of signal value.

Backtested Performance

Every signal type is tracked against actual market outcomes to calculate real win rates and returns.

Adaptive Learning

Confidence scores adjust automatically as new market data comes in. Poor performers get downweighted.

Full Transparency

No black boxes. See sample sizes, win rates, and methodology for every signal source and type.

Signal Source Reliability

Performance rankings by data source

Zscore

16 signal types

57.3%

0.68%

0.08%

50.6%

85,743

Fundamental

5 signal types

55.2%

0.48%

0.02%

50.9%

647

Warn

2 signal types

54.8%

0.34%

0.41%

52.9%

Short Volume

4 signal types

54.2%

-0.08%

0.47%

55.2%

971

Fundamentals

3 signal types

53.3%

1.02%

0.13%

46.9%

448

Ai Analysis

8 signal types

52.4%

0.48%

-0.24%

49.5%

983

Ftd

6 signal types

49.8%

-0.18%

-0.84%

45.5%

5,365

Macro

2 signal types

49.8%

0.94%

0.68%

54.7%

6,356

Congress

1 signal types

49.7%

-0.09%

0.03%

49.8%

29,916

13F

2 signal types

49.3%

-0.21%

-0.35%

48.4%

31,319

Forecast

2 signal types

48.6%

-0.12%

-0.14%

47.7%

4,060

Event

1 signal types

48.3%

0.63%

-0.16%

49.1%

9,152

Cognitive Load

1 signal types

46.9%

-0.07%

-0.22%

47.2%

24,768

Form8K

8 signal types

46.2%

-0.64%

-1.10%

43.2%

2,688

Dark Pool

5 signal types

45.1%

0.02%

-0.27%

47.6%

81,359

Short Interest

3 signal types

43.6%

0.75%

-0.14%

48.6%

181

Insider

3 signal types

43.4%

-1.54%

-1.18%

41.8%

2,119

Technical

2 signal types

41.8%

-0.30%

-1.91%

44.0%

4,772

Top Performing Signal Types

Win rate > 60% with at least 20 samples

Momentum Z-Score: Strong Down

Zscore

Bearish

                    92.7%
                

High

→

657

Momentum Z-Score: Strong Up

Zscore

Bullish

                    90.4%
                

High

→

675

Volume Z-Score Surge

Zscore

Bearish

                    88.4%
                

High

→

448

Volume Z-Score Surge

Zscore

Bullish

                    83.6%
                

High

→

560

Form 8-K: Non-Reliance on Financials

Form8K

Bearish

                    79.4%
                

High

→

34

Gap Up

Technical

Bullish

                    75.3%
                

High

→

                    1,485
                

MACD Z-Score: Bearish Extreme

Zscore

Bearish

                    73.1%
                

High

→

428

Form 8-K: Auditor Change

Form8K

Bearish

                    70.3%
                

High

→

64

Rsi Overbought

Unknown

Bearish

                    68.4%
                

High

↓

98

Gap Down

Technical

Bearish

                    68.2%
                

High

→

                    2,568
                

How We Calculate Confidence (0-100 Scale)

Our 3-step formula for signal scoring

Base Confidence

We calculate a weighted average of all agreeing signals:

Base = Σ(Win Rate × Weight) / Σ(Weight)

Example: Congress (55% win rate, 0.70 weight) + Dark Pool (65%, 0.78) = 61 base

Confluence Boost

Multiple independent signals get a bonus:

2 signals: +3 points
3 signals: +7 points
4+ signals: +10 points

Diversity Bonus (0-8 points)

Diverse signal types and sources get additional boost:

Type diversity: +0 to +5 points
Source diversity: +0 to +3 points

Example: 4 different signal types from 3 sources = +8 diversity bonus

Final Score

Base + Confluence + Diversity = Final Confidence (0-100)

Example: 61 + 7 + 8 = 76 (High Confidence)

Confidence Tiers

75-100: High Confidence

65-74: Medium Confidence

55-64: Low Confidence

Below 55: Not displayed publicly

Our Signals Learn From Performance

Adaptive weighting based on recent performance

Unlike static systems, our signal weights adapt based on recent performance:

Example: Dark Pool Signals

All-Time: 65% win rate → 0.78 weight

Last 30 Days: 72% win rate → 0.82 weight ↑

Recent strong performance increases the signal's influence on future confidence scores.

Weight Calculation

30-Day Win Rate	Weight
≥70%	0.90 (Maximum influence)
65-69%	0.80 (High influence)
60-64%	0.70 (Good influence)
55-59%	0.60 (Moderate influence)
50-54%	0.50 (Low influence)
<50%	0.40 (Minimal influence)