From chart setup
to actual exit.
Four selected stock trades. The saved signals that preceded them. Entry and exit prices you can inspect.
Same dates.
Different measures.
Entry and exit prices are the rounded prices shown in the supplied brokerage records. Net returns use recorded cost basis and net proceeds, so they may differ slightly from a calculation using displayed prices.
SPY is an S&P 500 ETF proxy. Its comparison runs from the entry-date open to the exit-date close, not the actual trade’s intraday execution times. These are price returns, not dividend-reinvested total returns.
See what happened after a signal →What happened
after the signal?
Inspect the opportunity, the downside and the market over matching dates. No minimum holding period.
These three references are drawn from the completed archived-signal study. They use each ticker’s earliest saved buy/strong-buy appearance in that study, not the best-performing signal date. INTU is not added to this study until the same entry-to-peak calculation is completed.
| Ticker | Matching period | Stock at close | SPY | Difference |
|---|
The endpoint is still chosen using the stock’s future peak. This describes a hindsight opportunity, not an implementable timing edge.
| Ticker | Saved signal | Assumed entry | Observed peak | Peak opportunity | Sessions to peak | Pre-peak downside | Stock at peak-date close | SPY, same window | Matched difference |
|---|---|---|---|---|---|---|---|---|---|
| JPM | Jun 4 · B | Jun 8 · $313.25 | Aug 13 · $366.50 | +17.00% | 46 | −1.40% | +15.92% | +4.64% | +11.27 pp |
| V | May 15 · B | May 19 · $333.33 | Aug 26 · $385.57 | +15.67% | 68 | −7.30% | +15.17% | +4.26% | +10.91 pp |
| NVDA | May 18 · B | May 20 · $223.18 | Sep 4 · $234.76 | +5.19% | 74 | −14.96% | +3.22% | +4.69% | −1.47 pp |
All dates are in 2026. Three reference setups from the completed study, selected using each ticker’s earliest saved buy/strong-buy appearance in the recovered archive. B = bottom formation. Entry is the open two trading sessions after the saved signal, leaving one full intervening session. The observation window ends September 16, 2026.
Peak opportunity uses the highest daily high after assumed entry, including the entry day. Pre-peak downside uses lows only on dates before the peak day. For the benchmark comparison, both stock and SPY run from their entry-date opens to their closes on the stock’s peak date; the difference is calculated from unrounded returns, in percentage points. Do not subtract the SPY close return from the stock’s intraday peak opportunity. Swipe the table horizontally on smaller screens.
What this study
does and doesn’t show.
No forced portfolio, no fixed hold and no implied perfect exit.
How is the entry selected?
Use the open two trading sessions after the saved signal date. This leaves one full intervening session because original publication times are unknown. It is an entry-latency assumption, not a minimum holding period.
What do peak and downside mean?
Peak opportunity is the highest daily high from entry through September 16, 2026. Same-day peaks are allowed. Pre-peak downside includes daily lows only before the peak day; the peak-day low is kept separate because daily data cannot reveal high/low ordering. Worst downside is the minimum low relative to entry across the complete observation window.
What do the saved signal dates establish?
These displayed studies use preserved non-demo scan outputs. A saved appearance may be a continuing signal state, not a fresh fire. Historical rule simulations are separate evidence and are not presented here as original delivered alerts. Signal-history schema ↗
Why isn’t this a full strategy backtest?
This is a selected-stock opportunity analysis, without an ex-ante exit rule or complete portfolio accounting. It does not establish a win rate, compounding return or consistent market outperformance. Before making those claims, use a frozen selection and exit policy, out-of-sample tests, costs, and equally measured non-signal comparison periods.
What remains unverified?
Original alert publication times, dividend and price-adjustment treatment, and some differences between archived reference closes and refreshed market data remain unresolved. These comparisons use one fetched OHLCV source consistently. Longer observation windows have more opportunity to produce a high. Repeated signals may describe the same move and should not be counted as independent trades.