Works in few markets
Its ground: stocks and indices, on 1-hour, on a single asset — it beats in 8 of 904 combinations.
Detail on the index (S&P 500), which is the reference for the chart, the robustness suite and the neighbours.
ICT / Smart Money: the order block does not work consistently in any asset class; it does least badly on single stocks: 8 of 888 (1%), and worst on cryptocurrencies: it beats in 0 of 13. It improves as the bar gets longer: on 5-minute bars it beats in 0 of 110; on 4-hour bars, in 2 of 110. Its best daily market is EW: -8.1 points a year over the S&P 500 across 26 years, 14 trades; its worst daily market is Cartera con balance: S&P 500 (máx. 25 posiciones): -19.4 points a year against the S&P 500. Of the 4 daily markets where it beats, 4 hold out of sample (100%), but no neighbouring parameter beats the index: the published setting is a point, not a region.
Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact 543c64263612.
“Smart money leaves a footprint: the last bearish candle before a bullish impulse is an order block. When price returns to it, buy.”
Mechanical approximation: after a 16-bar bullish impulse we mark the last prior bearish candle; a return of price to that zone → entry; exit after 20 bars. ICT is discretionary: this tests the most-cited version, not any specific trader.
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| S&P 500 (SPY) | +3.0% | +3081.0% | -3078.0% | -10.8 pts | 34 | OVERFIT |
| Nasdaq-100 (QQQ) | -7.2% | +1565.8% | -1573.0% | -8.8 pts | 10 | INCONCLUSIVE |
| Russell 2000 (IWM) | -3.7% | +801.9% | -805.6% | -8.8 pts | 18 | OVERFIT |
| Emergentes (EEM) | -7.5% | +830.9% | -838.4% | -12.0 pts | 12 | INCONCLUSIVE |
| Oro (GLD) | -2.7% | +820.3% | -823.0% | -11.1 pts | 26 | OVERFIT |
| Bonos 20 años (TLT) | -1.8% | +131.2% | -132.9% | -11.3 pts | 62 | OVERFIT |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| Dow 30 (cartera) (30 · max 10) | -33.0% | +3081.0% | -3114.0% | -12.0 pts | 472 | — |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| Nasdaq-100 (cartera) (98 · max 20) | -50.1% | +3081.0% | -3131.1% | -12.9 pts | 858 | — |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| S&P 500 (cartera) (498 · max 25) | -95.0% | +3081.0% | -3176.1% | -19.4 pts | 5888 | — |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| AAPL | -8.0% | +322813.1% | -322821.1% | before 1993 | 10 | INCONCLUSIVE |
| AMGN | -3.4% | +187272.6% | -187276.0% | before 1993 | 8 | INCONCLUSIVE |
| AMZN | -2.5% | +265196.1% | -265198.6% | -9.8 pts | 4 | INCONCLUSIVE |
| AXP | +6.5% | +27029.4% | -27022.9% | before 1993 | 20 | OVERFIT |
| BA | -4.0% | +108724.7% | -108728.6% | before 1993 | 10 | INCONCLUSIVE |
| CAT | +1.6% | +172708.3% | -172706.6% | before 1993 | 14 | INCONCLUSIVE |
| CRM | -6.1% | +5992.9% | -5999.0% | -11.2 pts | 12 | OVERFIT |
| CSCO | +8.8% | +222956.6% | -222947.8% | before 1993 | 16 | OVERFIT |
| CVX | -6.0% | +68037.6% | -68043.7% | before 1993 | 32 | INCONCLUSIVE |
| DIS | +4.3% | +189847.3% | -189842.9% | before 1993 | 20 | INCONCLUSIVE |
| GOOGL | +2.1% | +13534.3% | -13532.2% | -11.2 pts | 4 | INCONCLUSIVE |
| GS | -3.4% | +2027.1% | -2030.6% | -8.6 pts | 8 | INCONCLUSIVE |
| HD | -3.9% | +1985758.9% | -1985762.8% | before 1993 | 20 | OVERFIT |
| HON | +1.6% | +21058.8% | -21057.2% | before 1993 | 34 | OVERFIT |
| IBM | -2.6% | +16203.8% | -16206.5% | before 1993 | 46 | OVERFIT |
| JNJ | -2.2% | +445196.6% | -445198.8% | before 1993 | 36 | OVERFIT |
| JPM | -2.7% | +34522.5% | -34525.2% | before 1993 | 24 | OVERFIT |
| KO | +6.0% | +199349.6% | -199343.6% | before 1993 | 44 | OVERFIT |
| MCD | +2.5% | +236707.0% | -236704.4% | before 1993 | 32 | OVERFIT |
| MMM | -9.8% | +31160.0% | -31169.8% | before 1993 | 32 | OVERFIT |
| MRK | -1.0% | +233375.1% | -233376.1% | before 1993 | 18 | INCONCLUSIVE |
| MSFT | -9.3% | +859506.0% | -859515.2% | before 1993 | 16 | INCONCLUSIVE |
| NKE | -1.9% | +32003.7% | -32005.6% | before 1993 | 10 | INCONCLUSIVE |
| NVDA | -1.1% | +587720.8% | -587721.9% | -8.8 pts | 10 | INCONCLUSIVE |
| PG | -6.7% | +59706.6% | -59713.3% | before 1993 | 46 | OVERFIT |
| SHW | +3.9% | +231766.6% | -231762.6% | before 1993 | 20 | OVERFIT |
| TRV | -0.9% | +12287.7% | -12288.7% | before 1993 | 30 | OVERFIT |
| UNH | +2.4% | +353381.4% | -353378.9% | before 1993 | 16 | OVERFIT |
| V | -3.4% | +2961.1% | -2964.5% | -12.3 pts | 16 | INCONCLUSIVE |
| WMT | -14.5% | +915365.3% | -915379.9% | before 1993 | 14 | INCONCLUSIVE |
| ABNB | n/a · history < 10y (5.7y) | |||||
| ADBE | +2.4% | +147731.1% | -147728.7% | before 1993 | 20 | OVERFIT |
| ADI | -1.3% | +81534.0% | -81535.4% | before 1993 | 12 | INCONCLUSIVE |
| ADP | -0.7% | +74205.9% | -74206.6% | before 1993 | 32 | OVERFIT |
| ADSK | -1.9% | +58084.6% | -58086.5% | before 1993 | 14 | INCONCLUSIVE |
| AEP | -1.1% | +13797.6% | -13798.7% | before 1993 | 34 | OVERFIT |
| ALAB | n/a · history < 10y (2.4y) | |||||
| ALNY | -10.7% | +3338.4% | -3349.2% | -11.5 pts | 8 | INCONCLUSIVE |
| AMAT | -2.9% | +664974.8% | -664977.7% | before 1993 | 4 | INCONCLUSIVE |
| AMD | +3.9% | +14863.3% | -14859.4% | before 1993 | 2 | INCONCLUSIVE |
| APP | n/a · history < 10y (5.4y) | |||||
| ARM | n/a · history < 10y (3.0y) | |||||
| ASML | +3.1% | +96277.5% | -96274.4% | -10.9 pts | 2 | INCONCLUSIVE |
| AVGO | -1.0% | +32512.1% | -32513.1% | -14.8 pts | 12 | INCONCLUSIVE |
| AXON | n/a · no signals on this asset | |||||
| BKNG | +3.1% | +922.2% | -919.1% | -8.5 pts | 12 | OVERFIT |
| BKR | +2.5% | +933.9% | -931.3% | before 1993 | 4 | INCONCLUSIVE |
| CCEP | -6.8% | +7081.8% | -7088.7% | before 1993 | 26 | OVERFIT |
| CDNS | +10.1% | +16839.0% | -16828.9% | before 1993 | 14 | INCONCLUSIVE |
| CEG | n/a · history < 10y (4.6y) | |||||
| CMCSA | -9.8% | +47049.9% | -47059.7% | before 1993 | 12 | INCONCLUSIVE |
| COST | -1.7% | +12800.7% | -12802.4% | before 1993 | 10 | INCONCLUSIVE |
| CPRT | +3.2% | +21554.9% | -21551.7% | -10.8 pts | 20 | OVERFIT |
| CRWD | n/a · history < 10y (7.2y) | |||||
| CSX | -4.5% | +40426.1% | -40430.6% | before 1993 | 18 | INCONCLUSIVE |
| CTAS | -0.1% | +123411.3% | -123411.4% | before 1993 | 10 | INCONCLUSIVE |
| DASH | n/a · history < 10y (5.7y) | |||||
| DDOG | n/a · history < 10y (6.9y) | |||||
| DXCM | +3.6% | +3002.6% | -2999.0% | -11.1 pts | 2 | INCONCLUSIVE |
| EA | n/a · history < 10y (9.0y) | |||||
| EXC | -7.9% | +17730.6% | -17738.5% | before 1993 | 38 | OVERFIT |
| FANG | +0.1% | +1406.8% | -1406.7% | -14.8 pts | 6 | INCONCLUSIVE |
| FAST | -22.4% | +262350.7% | -262373.1% | before 1993 | 10 | INCONCLUSIVE |
| FER | n/a · no signals on this asset | |||||
| FTNT | -2.4% | +10184.6% | -10187.0% | -14.3 pts | 8 | INCONCLUSIVE |
| GEHC | n/a · history < 10y (3.7y) | |||||
| GILD | -10.8% | +33594.8% | -33605.6% | before 1993 | 16 | OVERFIT |
| HONA | n/a · history < 10y (0.2y) | |||||
| IDXX | +10.0% | +58789.5% | -58779.5% | before 1993 | 22 | OVERFIT |
| INTC | -0.0% | +49216.9% | -49216.9% | before 1993 | 10 | INCONCLUSIVE |
| INTU | +2.8% | +15430.2% | -15427.4% | -10.7 pts | 12 | INCONCLUSIVE |
| ISRG | +1.9% | +18484.9% | -18482.9% | -8.3 pts | 8 | INCONCLUSIVE |
| KDP | -0.7% | +1090.2% | -1090.9% | -11.8 pts | 6 | INCONCLUSIVE |
| KHC | +0.8% | -42.2% | +43.0% | -14.2 pts | 4 | INCONCLUSIVE |
| KLAC | +3.6% | +289399.1% | -289395.5% | before 1993 | 4 | INCONCLUSIVE |
| LIN | -2.6% | +10777.0% | -10779.6% | before 1993 | 12 | INCONCLUSIVE |
| LITE | n/a · no signals on this asset | |||||
| LRCX | -2.7% | +159814.6% | -159817.3% | before 1993 | 6 | INCONCLUSIVE |
| MAR | +1.4% | +2539.5% | -2538.1% | -8.9 pts | 14 | OVERFIT |
| MCHP | -1.8% | +41961.5% | -41963.3% | -10.8 pts | 6 | INCONCLUSIVE |
| MDLZ | +3.5% | +461.4% | -457.9% | -9.3 pts | 14 | OVERFIT |
| MELI | +1.4% | +6911.0% | -6909.6% | -11.1 pts | 4 | INCONCLUSIVE |
| META | -6.1% | +1410.2% | -1416.4% | -15.7 pts | 4 | INCONCLUSIVE |
| MNST | +3.3% | +61968.9% | -61965.6% | before 1993 | 12 | INCONCLUSIVE |
| MPWR | +2.9% | +15002.1% | -14999.2% | -10.9 pts | 6 | INCONCLUSIVE |
| MRVL | -0.3% | +1645.0% | -1645.3% | -8.5 pts | 4 | INCONCLUSIVE |
| MSTR | +0.1% | +1158.6% | -1158.5% | -9.0 pts | 6 | INCONCLUSIVE |
| MU | +1.5% | +70877.8% | -70876.3% | before 1993 | 4 | INCONCLUSIVE |
| NFLX | +0.6% | +67643.2% | -67642.6% | -10.3 pts | 4 | INCONCLUSIVE |
| NXPI | -8.8% | +1721.2% | -1729.9% | -15.3 pts | 26 | INCONCLUSIVE |
| ODFL | +3.4% | +36444.7% | -36441.3% | before 1993 | 8 | INCONCLUSIVE |
| ORLY | +5.4% | +55255.7% | -55250.3% | -10.8 pts | 14 | INCONCLUSIVE |
| PANW | n/a · no signals on this asset | |||||
| PCAR | +4.0% | +57106.4% | -57102.4% | before 1993 | 16 | INCONCLUSIVE |
| PDD | n/a · history < 10y (8.1y) | |||||
| PEP | +5.1% | +37760.7% | -37755.6% | before 1993 | 36 | OVERFIT |
| PLTR | n/a · history < 10y (5.9y) | |||||
| PYPL | n/a · no signals on this asset | |||||
| QCOM | -2.6% | +50430.1% | -50432.7% | before 1993 | 8 | INCONCLUSIVE |
| REGN | -2.8% | +3718.3% | -3721.1% | before 1993 | 2 | INCONCLUSIVE |
| ROP | +2.1% | +26003.6% | -26001.5% | before 1993 | 10 | INCONCLUSIVE |
| ROST | -4.7% | +55801.1% | -55805.8% | before 1993 | 14 | INCONCLUSIVE |
| SBUX | -3.2% | +43019.5% | -43022.7% | before 1993 | 20 | OVERFIT |
| SHOP | -0.2% | +8568.8% | -8569.0% | -13.9 pts | 2 | INCONCLUSIVE |
| SNDK | n/a · history < 10y (1.5y) | |||||
| SNPS | -4.9% | +5482.1% | -5486.9% | before 1993 | 24 | OVERFIT |
| STX | -15.4% | +15614.6% | -15630.0% | -12.1 pts | 4 | INCONCLUSIVE |
| TER | +3.7% | +31309.8% | -31306.1% | before 1993 | 10 | INCONCLUSIVE |
| TMUS | -2.1% | +318.0% | -320.1% | -11.0 pts | 10 | INCONCLUSIVE |
| TRI | -8.6% | +578.4% | -587.0% | -11.0 pts | 18 | OVERFIT |
| TSLA | -2.3% | +23002.8% | -23005.1% | -15.3 pts | 4 | INCONCLUSIVE |
| TTWO | +9.1% | +5509.7% | -5500.6% | -9.8 pts | 16 | OVERFIT |
| TXN | +4.4% | +38040.6% | -38036.2% | before 1993 | 18 | OVERFIT |
| VRTX | +1.6% | +12000.4% | -11998.9% | before 1993 | 6 | INCONCLUSIVE |
| WBD | +3.3% | +302.2% | -298.8% | -11.0 pts | 6 | INCONCLUSIVE |
| WDAY | +0.4% | +305.5% | -305.1% | -14.8 pts | 4 | INCONCLUSIVE |
| WDC | +0.8% | +66202.2% | -66201.4% | before 1993 | 6 | INCONCLUSIVE |
| XEL | -0.4% | +7388.9% | -7389.3% | before 1993 | 46 | OVERFIT |
| A | -4.6% | +486.3% | -490.9% | -8.6 pts | 8 | INCONCLUSIVE |
| ABBV | -0.1% | +1156.0% | -1156.1% | -14.8 pts | 2 | INCONCLUSIVE |
| ABT | +4.1% | +62056.2% | -62052.1% | before 1993 | 22 | INCONCLUSIVE |
| ACGL | -4.6% | +4268.0% | -4272.6% | -10.7 pts | 32 | OVERFIT |
| ACN | +0.5% | +1726.5% | -1726.0% | -9.5 pts | 12 | INCONCLUSIVE |
| ADM | +4.6% | +9265.6% | -9261.0% | before 1993 | 14 | INCONCLUSIVE |
| AEE | -1.3% | +813.9% | -815.2% | -9.4 pts | 16 | OVERFIT |
| AES | +1.2% | +647.5% | -646.3% | before 1993 | 6 | INCONCLUSIVE |
| AFL | +2.4% | +205848.4% | -205846.0% | before 1993 | 16 | INCONCLUSIVE |
| AIG | -4.3% | +468.3% | -472.6% | before 1993 | 24 | INCONCLUSIVE |
| AIZ | +3.2% | +1585.5% | -1582.3% | -10.7 pts | 16 | OVERFIT |
| AJG | -0.2% | +41899.5% | -41899.7% | before 1993 | 32 | OVERFIT |
| AKAM | +0.2% | -25.2% | +25.4% | -8.5 pts | 6 | INCONCLUSIVE |
| ALB | -0.8% | +3091.3% | -3092.1% | -10.9 pts | 12 | INCONCLUSIVE |
| ALGN | -9.3% | +846.9% | -856.2% | -9.2 pts | 6 | INCONCLUSIVE |
| ALL | +1.1% | +3674.2% | -3673.1% | -10.8 pts | 20 | OVERFIT |
| ALLE | +0.4% | +265.9% | -265.6% | -13.9 pts | 2 | INCONCLUSIVE |
| AMCR | -0.4% | +100.6% | -101.0% | -15.0 pts | 2 | INCONCLUSIVE |
| AME | +5.6% | +25325.0% | -25319.4% | before 1993 | 28 | OVERFIT |
| AMP | +0.4% | +2154.1% | -2153.7% | -11.1 pts | 4 | INCONCLUSIVE |
| AMT | +0.4% | +1310.2% | -1309.7% | -9.1 pts | 2 | INCONCLUSIVE |
| ANET | n/a · no signals on this asset | |||||
| AON | -2.9% | +29815.0% | -29818.0% | before 1993 | 20 | OVERFIT |
| AOS | +4.9% | +13924.9% | -13920.0% | before 1993 | 10 | INCONCLUSIVE |
| APA | +0.4% | +2417.2% | -2416.8% | before 1993 | 16 | INCONCLUSIVE |
| APD | +1.2% | +20722.2% | -20721.0% | before 1993 | 14 | INCONCLUSIVE |
| APH | -2.8% | +146951.6% | -146954.4% | before 1993 | 12 | INCONCLUSIVE |
| APO | -1.0% | +1845.9% | -1846.8% | -14.1 pts | 2 | INCONCLUSIVE |
| APTV | -2.5% | +174.0% | -176.4% | -15.4 pts | 6 | INCONCLUSIVE |
| ARE | +2.9% | +624.3% | -621.4% | -9.6 pts | 14 | OVERFIT |
| ARES | n/a · no signals on this asset | |||||
| ATO | -2.0% | +13696.4% | -13698.4% | before 1993 | 28 | OVERFIT |
| AVB | -0.8% | +42.3% | -43.1% | -15.3 pts | 6 | INCONCLUSIVE |
| AVY | +4.2% | +8544.4% | -8540.1% | before 1993 | 18 | OVERFIT |
| AWK | -1.6% | +950.9% | -952.5% | -11.9 pts | 6 | INCONCLUSIVE |
| AZO | +0.8% | +40631.8% | -40631.0% | before 1993 | 20 | OVERFIT |
| BAC | -0.1% | +4053.1% | -4053.2% | before 1993 | 6 | INCONCLUSIVE |
| BALL | -1.4% | +49568.6% | -49570.0% | before 1993 | 24 | INCONCLUSIVE |
| BAX | +0.7% | +1778.4% | -1777.7% | before 1993 | 22 | OVERFIT |
| BBY | +3.0% | +89506.6% | -89503.7% | before 1993 | 10 | INCONCLUSIVE |
| BDX | -4.8% | +21440.4% | -21445.1% | before 1993 | 42 | OVERFIT |
| BEN | -8.7% | +130378.8% | -130387.5% | before 1993 | 14 | INCONCLUSIVE |
| BF-B | +0.2% | +14873.5% | -14873.3% | before 1993 | 24 | OVERFIT |
| BG | -1.7% | +1105.5% | -1107.3% | -9.6 pts | 10 | OVERFIT |
| BIIB | +8.5% | +6832.8% | -6824.3% | before 1993 | 10 | INCONCLUSIVE |
| BLDR | -0.4% | +393.7% | -394.1% | -11.2 pts | 2 | INCONCLUSIVE |
| BLK | -1.5% | +13724.5% | -13726.0% | -8.8 pts | 6 | INCONCLUSIVE |
| BMY | +0.2% | +23662.6% | -23662.4% | before 1993 | 38 | OVERFIT |
| BNY | -8.0% | +32230.3% | -32238.3% | before 1993 | 34 | INCONCLUSIVE |
| BR | +0.1% | +1234.2% | -1234.1% | -11.0 pts | 18 | INCONCLUSIVE |
| BRK-B | -8.6% | +2072.5% | -2081.1% | -10.7 pts | 34 | OVERFIT |
| BRO | -2.1% | +76212.8% | -76214.8% | before 1993 | 22 | OVERFIT |
| BSX | +1.9% | +1028.2% | -1026.2% | before 1993 | 6 | INCONCLUSIVE |
| BX | -8.3% | +1023.3% | -1031.6% | -11.3 pts | 8 | INCONCLUSIVE |
| BXP | +2.0% | +888.9% | -886.9% | -9.4 pts | 12 | OVERFIT |
| C | -2.0% | +1897.9% | -1899.9% | before 1993 | 24 | OVERFIT |
| CAH | -1.1% | +39284.8% | -39285.9% | before 1993 | 16 | OVERFIT |
| CARR | n/a · history < 10y (6.5y) | |||||
| CASY | -5.5% | +80461.2% | -80466.7% | before 1993 | 22 | OVERFIT |
| CB | -4.7% | +6587.6% | -6592.3% | -10.9 pts | 30 | OVERFIT |
| CBOE | +3.7% | +1060.1% | -1056.3% | -14.4 pts | 6 | INCONCLUSIVE |
| CBRE | +0.3% | +2283.8% | -2283.5% | -10.9 pts | 12 | OVERFIT |
| CCI | +1.7% | +899.9% | -898.1% | -9.0 pts | 14 | OVERFIT |
| CCL | +0.2% | +1154.4% | -1154.1% | before 1993 | 12 | INCONCLUSIVE |
| CDW | +0.2% | +858.2% | -857.9% | -14.5 pts | 4 | INCONCLUSIVE |
| CF | +0.3% | +5815.9% | -5815.7% | -11.1 pts | 2 | INCONCLUSIVE |
| CFG | +1.8% | +349.9% | -348.1% | -13.7 pts | 8 | INCONCLUSIVE |
| CHD | +9.4% | +93736.5% | -93727.1% | before 1993 | 20 | OVERFIT |
| CHRW | -1.9% | +4307.6% | -4309.5% | -9.4 pts | 20 | OVERFIT |
| CHTR | -0.2% | +335.5% | -335.7% | -14.1 pts | 8 | INCONCLUSIVE |
| CI | +0.6% | +12980.8% | -12980.2% | before 1993 | 24 | INCONCLUSIVE |
| CIEN | -1.6% | +195.6% | -197.2% | -9.9 pts | 6 | INCONCLUSIVE |
| CINF | -0.2% | +41545.9% | -41546.1% | before 1993 | 30 | OVERFIT |
| CL | -0.1% | +20919.0% | -20919.1% | before 1993 | 10 | INCONCLUSIVE |
| CLX | -18.3% | +6184.2% | -6202.5% | before 1993 | 58 | OVERFIT |
| CME | -0.4% | +6884.2% | -6884.6% | -11.4 pts | 8 | INCONCLUSIVE |
| CMG | -0.0% | +4221.6% | -4221.6% | -11.1 pts | 6 | INCONCLUSIVE |
| CMI | -0.6% | +28968.2% | -28968.9% | before 1993 | 6 | INCONCLUSIVE |
| CMS | -4.1% | +630.8% | -634.9% | before 1993 | 24 | OVERFIT |
| CNC | -1.4% | +4388.8% | -4390.2% | -10.1 pts | 6 | INCONCLUSIVE |
| CNP | -1.4% | +13998.0% | -13999.4% | before 1993 | 30 | OVERFIT |
| COF | -11.1% | +5724.6% | -5735.6% | -11.5 pts | 30 | OVERFIT |
| COHR | -6.7% | +68288.9% | -68295.6% | before 1993 | 16 | INCONCLUSIVE |
| COIN | n/a · history < 10y (5.4y) | |||||
| COO | -13.1% | +879.8% | -892.9% | before 1993 | 16 | INCONCLUSIVE |
| COP | -3.8% | +13561.7% | -13565.5% | before 1993 | 14 | INCONCLUSIVE |
| COR | -2.4% | +17062.1% | -17064.4% | -11.0 pts | 12 | OVERFIT |
| CPAY | -1.7% | +1383.7% | -1385.4% | -14.4 pts | 4 | INCONCLUSIVE |
| CPT | +0.9% | +2453.9% | -2453.0% | -10.9 pts | 36 | OVERFIT |
| CRH | -3.9% | +7617.9% | -7621.7% | before 1993 | 24 | OVERFIT |
| CRL | -5.8% | +1210.2% | -1216.0% | -8.7 pts | 12 | INCONCLUSIVE |
| CSGP | +6.5% | +3390.6% | -3384.1% | -8.6 pts | 12 | OVERFIT |
| CTSH | +5.6% | +35498.3% | -35492.7% | -8.8 pts | 18 | OVERFIT |
| CTVA | n/a · history < 10y (7.3y) | |||||
| CVNA | n/a · history < 10y (9.3y) | |||||
| CVS | -2.7% | +15658.6% | -15661.4% | before 1993 | 22 | INCONCLUSIVE |
| D | -3.0% | +17762.4% | -17765.4% | before 1993 | 28 | OVERFIT |
| DAL | n/a · no signals on this asset | |||||
| DD | -6.2% | +10113.6% | -10119.8% | before 1993 | 8 | INCONCLUSIVE |
| DE | -6.2% | +101089.1% | -101095.2% | before 1993 | 26 | OVERFIT |
| DECK | +4.4% | +7024.7% | -7020.3% | -10.7 pts | 6 | INCONCLUSIVE |
| DELL | n/a · no signals on this asset | |||||
| DG | -1.5% | +550.3% | -551.8% | -14.4 pts | 8 | INCONCLUSIVE |
| DGX | -0.6% | +9626.0% | -9626.6% | -10.1 pts | 18 | OVERFIT |
| DHI | +3.5% | +13111.0% | -13107.6% | before 1993 | 6 | INCONCLUSIVE |
| DHR | +0.1% | +483557.2% | -483557.2% | before 1993 | 30 | OVERFIT |
| DLR | -2.2% | +3540.7% | -3542.9% | -11.3 pts | 6 | INCONCLUSIVE |
| DLTR | +4.5% | +10731.5% | -10726.9% | -10.9 pts | 2 | INCONCLUSIVE |
| DOC | -1.1% | +6136.8% | -6138.0% | before 1993 | 20 | INCONCLUSIVE |
| DOV | +1.7% | +29264.8% | -29263.2% | before 1993 | 14 | INCONCLUSIVE |
| DOW | n/a · history < 10y (7.4y) | |||||
| DPZ | -5.9% | +5638.6% | -5644.4% | -11.4 pts | 10 | INCONCLUSIVE |
| DRI | +0.8% | +6998.7% | -6997.9% | -10.8 pts | 4 | INCONCLUSIVE |
| DTE | -9.4% | +35264.3% | -35273.7% | before 1993 | 40 | OVERFIT |
| DUK | -1.6% | +16239.0% | -16240.6% | before 1993 | 28 | INCONCLUSIVE |
| DVA | +4.7% | +4219.3% | -4214.6% | -10.5 pts | 24 | OVERFIT |
| DVN | -4.2% | +1411.9% | -1416.2% | before 1993 | 10 | INCONCLUSIVE |
| EBAY | +0.1% | +14035.1% | -14035.0% | -9.3 pts | 12 | INCONCLUSIVE |
| ECHO | -1.9% | +227.3% | -229.2% | -11.5 pts | 4 | INCONCLUSIVE |
| ECL | +3.3% | +20174.1% | -20170.8% | before 1993 | 10 | INCONCLUSIVE |
| ED | -7.9% | +45081.6% | -45089.5% | before 1993 | 32 | OVERFIT |
| EFX | +1.7% | +77234.4% | -77232.6% | before 1993 | 14 | INCONCLUSIVE |
| EG | -4.7% | +2975.7% | -2980.4% | -10.7 pts | 20 | OVERFIT |
| EIX | -0.7% | +14610.5% | -14611.2% | before 1993 | 24 | INCONCLUSIVE |
| EL | -2.1% | +1551.3% | -1553.5% | -10.6 pts | 14 | INCONCLUSIVE |
| ELV | -0.4% | +2326.9% | -2327.2% | -10.3 pts | 4 | INCONCLUSIVE |
| EME | +3.5% | +59203.5% | -59199.9% | -11.1 pts | 8 | INCONCLUSIVE |
| EMR | -0.8% | +19839.1% | -19839.9% | before 1993 | 24 | OVERFIT |
| EOG | -3.0% | +9279.7% | -9282.7% | before 1993 | 4 | INCONCLUSIVE |
| EQIX | -3.2% | +240.5% | -243.7% | -8.6 pts | 6 | INCONCLUSIVE |
| EQR | -1.7% | +44.2% | -45.9% | -15.4 pts | 6 | INCONCLUSIVE |
| EQT | -0.9% | +19557.1% | -19558.0% | before 1993 | 32 | OVERFIT |
| ERIE | -2.5% | +3362.8% | -3365.3% | -10.7 pts | 18 | OVERFIT |
| ES | -4.4% | +2960.1% | -2964.5% | before 1993 | 24 | OVERFIT |
| ESS | -1.0% | +5274.8% | -5275.8% | -11.1 pts | 22 | OVERFIT |
| ETN | -1.2% | +116541.5% | -116542.6% | before 1993 | 14 | INCONCLUSIVE |
| ETR | +2.5% | +19797.9% | -19795.4% | before 1993 | 24 | OVERFIT |
| EVRG | -3.1% | +5086.7% | -5089.8% | before 1993 | 34 | OVERFIT |
| EW | +3.7% | +6500.0% | -6496.3% | -8.1 pts | 14 | OVERFIT |
| EXE | n/a · history < 10y (5.6y) | |||||
| EXPD | -3.1% | +148324.6% | -148327.8% | before 1993 | 18 | INCONCLUSIVE |
| EXPE | +0.5% | +916.1% | -915.6% | -11.1 pts | 4 | INCONCLUSIVE |
| EXR | +0.4% | +2698.9% | -2698.5% | -11.3 pts | 12 | OVERFIT |
| F | -1.3% | +6752.4% | -6753.7% | before 1993 | 18 | INCONCLUSIVE |
| FCX | -7.3% | +1061.6% | -1069.0% | -10.9 pts | 12 | INCONCLUSIVE |
| FDS | -2.2% | +9088.9% | -9091.1% | -10.3 pts | 6 | INCONCLUSIVE |
| FDX | -0.7% | +53776.9% | -53777.6% | before 1993 | 8 | INCONCLUSIVE |
| FDXF | n/a · history < 10y (0.3y) | |||||
| FE | -3.8% | +563.0% | -566.9% | -9.6 pts | 16 | OVERFIT |
| FFIV | +2.5% | +5374.0% | -5371.5% | -8.4 pts | 2 | INCONCLUSIVE |
| FICO | -3.0% | +94747.8% | -94750.8% | before 1993 | 14 | INCONCLUSIVE |
| FIS | -4.8% | +363.8% | -368.6% | -9.7 pts | 12 | INCONCLUSIVE |
| FITB | +0.9% | +28280.0% | -28279.2% | before 1993 | 28 | OVERFIT |
| FIX | -9.9% | +11966.2% | -11976.1% | -9.9 pts | 16 | OVERFIT |
| FLEX | +0.6% | +7898.6% | -7898.0% | -10.9 pts | 10 | INCONCLUSIVE |
| FOX | n/a · history < 10y (7.5y) | |||||
| FOXA | n/a · history < 10y (7.5y) | |||||
| FRT | +7.0% | +24360.2% | -24353.3% | before 1993 | 38 | OVERFIT |
| FSLR | +0.8% | +716.1% | -715.3% | -10.9 pts | 2 | INCONCLUSIVE |
| FTV | -7.4% | +100.1% | -107.5% | -16.3 pts | 18 | INCONCLUSIVE |
| GD | +9.2% | +221689.9% | -221680.7% | before 1993 | 30 | OVERFIT |
| GDDY | -3.3% | +389.4% | -392.7% | -14.3 pts | 8 | INCONCLUSIVE |
| GE | +4.8% | +54356.2% | -54351.4% | before 1993 | 20 | INCONCLUSIVE |
| GEN | -4.1% | +12085.6% | -12089.7% | before 1993 | 4 | INCONCLUSIVE |
| GEV | n/a · history < 10y (2.4y) | |||||
| GIS | +4.6% | +15015.5% | -15011.0% | before 1993 | 50 | OVERFIT |
| GL | -0.4% | +12680.6% | -12680.9% | before 1993 | 18 | INCONCLUSIVE |
| GLW | -5.3% | +19301.2% | -19306.5% | before 1993 | 8 | INCONCLUSIVE |
| GM | +4.3% | +240.1% | -235.8% | -14.2 pts | 6 | INCONCLUSIVE |
| GNRC | +0.2% | +2091.1% | -2090.9% | -14.6 pts | 2 | INCONCLUSIVE |
| GPC | -1.9% | +12785.5% | -12787.4% | before 1993 | 22 | INCONCLUSIVE |
| GPN | +8.1% | +2567.9% | -2559.8% | -8.7 pts | 12 | OVERFIT |
| GRMN | -0.5% | +5377.3% | -5377.8% | -9.0 pts | 4 | INCONCLUSIVE |
| GWW | -7.6% | +55300.2% | -55307.8% | before 1993 | 34 | OVERFIT |
| HAL | -10.1% | +2860.8% | -2870.8% | before 1993 | 18 | INCONCLUSIVE |
| HAS | -0.1% | +201529.8% | -201529.9% | before 1993 | 12 | INCONCLUSIVE |
| HBAN | +9.1% | +3799.5% | -3790.4% | before 1993 | 22 | OVERFIT |
| HCA | +2.0% | +1699.7% | -1697.7% | -14.0 pts | 4 | INCONCLUSIVE |
| HIG | +4.0% | +951.1% | -947.1% | -10.3 pts | 24 | OVERFIT |
| HII | -1.0% | +883.6% | -884.7% | -14.3 pts | 4 | INCONCLUSIVE |
| HLT | +0.3% | +659.1% | -658.9% | -14.1 pts | 2 | INCONCLUSIVE |
| HOOD | n/a · history < 10y (5.1y) | |||||
| HPE | -4.5% | +625.0% | -629.5% | -15.3 pts | 4 | INCONCLUSIVE |
| HPQ | -5.1% | +77945.5% | -77950.6% | before 1993 | 22 | INCONCLUSIVE |
| HRL | -5.8% | +19046.1% | -19051.9% | before 1993 | 8 | INCONCLUSIVE |
| HSIC | +2.5% | +1913.1% | -1910.6% | -10.5 pts | 16 | OVERFIT |
| HST | +1.7% | +12843.9% | -12842.2% | before 1993 | 16 | INCONCLUSIVE |
| HSY | -7.5% | +53964.6% | -53972.1% | before 1993 | 18 | INCONCLUSIVE |
| HUBB | -0.3% | +3853.5% | -3853.8% | -11.1 pts | 18 | OVERFIT |
| HUM | -6.1% | +20168.9% | -20175.0% | before 1993 | 8 | INCONCLUSIVE |
| HWM | n/a · history < 10y (9.8y) | |||||
| IBKR | +4.9% | +1526.1% | -1521.2% | -10.5 pts | 4 | INCONCLUSIVE |
| ICE | -2.1% | +2307.9% | -2309.9% | -11.3 pts | 14 | OVERFIT |
| IEX | -3.7% | +12761.2% | -12765.0% | before 1993 | 24 | OVERFIT |
| IFF | -3.2% | +4754.9% | -4758.2% | before 1993 | 38 | OVERFIT |
| INCY | -1.6% | +6471.7% | -6473.3% | -11.0 pts | 6 | INCONCLUSIVE |
| INVH | n/a · history < 10y (9.6y) | |||||
| IP | -2.9% | +4590.1% | -4593.1% | before 1993 | 22 | INCONCLUSIVE |
| IQV | -7.0% | +520.3% | -527.2% | -14.8 pts | 8 | INCONCLUSIVE |
| IR | n/a · history < 10y (9.3y) | |||||
| IRM | -2.0% | +9911.6% | -9913.6% | -10.4 pts | 12 | INCONCLUSIVE |
| IT | -2.4% | +6431.0% | -6433.4% | -10.9 pts | 16 | INCONCLUSIVE |
| ITW | -4.3% | +51254.1% | -51258.3% | before 1993 | 26 | OVERFIT |
| IVZ | -1.7% | +1093.8% | -1095.5% | -10.8 pts | 10 | INCONCLUSIVE |
| J | -2.5% | +33544.7% | -33547.2% | before 1993 | 10 | INCONCLUSIVE |
| JBHT | +3.6% | +24926.6% | -24923.0% | before 1993 | 10 | INCONCLUSIVE |
| JBL | +9.5% | +41217.7% | -41208.2% | -10.6 pts | 6 | INCONCLUSIVE |
| JCI | -3.1% | +4376.5% | -4379.6% | before 1993 | 22 | OVERFIT |
| JKHY | -5.9% | +71288.2% | -71294.2% | before 1993 | 26 | OVERFIT |
| KEY | -0.5% | +1405.6% | -1406.1% | before 1993 | 18 | OVERFIT |
| KEYS | -0.2% | +1042.3% | -1042.5% | -14.4 pts | 2 | INCONCLUSIVE |
| KIM | +1.5% | +3036.5% | -3035.0% | before 1993 | 20 | OVERFIT |
| KKR | +4.6% | +1784.9% | -1780.3% | -14.5 pts | 8 | INCONCLUSIVE |
| KMB | +4.4% | +16039.9% | -16035.5% | before 1993 | 38 | OVERFIT |
| KMI | +2.3% | +117.5% | -115.2% | -13.8 pts | 8 | INCONCLUSIVE |
| KR | +1.8% | +182706.1% | -182704.3% | before 1993 | 18 | OVERFIT |
| KVUE | n/a · history < 10y (3.3y) | |||||
| L | -0.2% | +22398.8% | -22399.1% | before 1993 | 44 | OVERFIT |
| LDOS | +3.2% | +530.2% | -527.0% | -10.9 pts | 12 | OVERFIT |
| LEN | -5.0% | +29032.9% | -29038.0% | before 1993 | 12 | INCONCLUSIVE |
| LH | +1.6% | +1408.2% | -1406.6% | before 1993 | 14 | INCONCLUSIVE |
| LHX | -2.4% | +8519.5% | -8521.9% | before 1993 | 6 | INCONCLUSIVE |
| LII | +0.1% | +3122.4% | -3122.3% | -8.5 pts | 12 | OVERFIT |
| LLY | -5.0% | +129720.0% | -129725.0% | before 1993 | 20 | INCONCLUSIVE |
| LMT | +1.1% | +67444.7% | -67443.6% | before 1993 | 22 | OVERFIT |
| LNT | -3.7% | +9408.5% | -9412.2% | before 1993 | 30 | OVERFIT |
| LOW | -7.6% | +77328.4% | -77336.0% | before 1993 | 14 | INCONCLUSIVE |
| LULU | +1.1% | +759.0% | -757.9% | -11.1 pts | 2 | INCONCLUSIVE |
| LUV | -11.9% | +24508.5% | -24520.4% | before 1993 | 16 | OVERFIT |
| LVS | -2.5% | +50.3% | -52.8% | -11.0 pts | 6 | INCONCLUSIVE |
| LYB | +0.0% | +648.8% | -648.8% | -14.1 pts | 10 | INCONCLUSIVE |
| LYV | n/a · no signals on this asset | |||||
| MA | -3.4% | +14066.9% | -14070.4% | -11.4 pts | 10 | OVERFIT |
| MAA | -4.8% | +3525.2% | -3530.0% | -11.0 pts | 24 | OVERFIT |
| MAS | -3.3% | +7423.1% | -7426.4% | before 1993 | 18 | OVERFIT |
| MCK | -1.0% | +6946.5% | -6947.5% | -11.2 pts | 18 | OVERFIT |
| MCO | +0.9% | +7753.9% | -7753.1% | -11.0 pts | 22 | OVERFIT |
| MDT | +3.2% | +51421.0% | -51417.8% | before 1993 | 24 | INCONCLUSIVE |
| MET | +3.8% | +1176.9% | -1173.1% | -8.2 pts | 12 | INCONCLUSIVE |
| MGM | +0.6% | +1501.4% | -1500.8% | before 1993 | 10 | INCONCLUSIVE |
| MKC | +0.7% | +14401.8% | -14401.2% | before 1993 | 24 | OVERFIT |
| MLM | +1.1% | +3089.6% | -3088.4% | -10.8 pts | 16 | OVERFIT |
| MO | +8.9% | +2914781.4% | -2914772.5% | before 1993 | 30 | INCONCLUSIVE |
| MOS | +0.7% | +268.9% | -268.2% | before 1993 | 8 | INCONCLUSIVE |
| MPC | +0.1% | +2972.8% | -2972.7% | -14.6 pts | 6 | INCONCLUSIVE |
| MRNA | n/a · history < 10y (7.7y) | |||||
| MRSH | -2.3% | +21192.9% | -21195.2% | before 1993 | 20 | OVERFIT |
| MS | +0.2% | +6159.1% | -6158.9% | -10.9 pts | 2 | INCONCLUSIVE |
| MSCI | n/a · no signals on this asset | |||||
| MSI | -4.5% | +79243.2% | -79247.6% | before 1993 | 16 | INCONCLUSIVE |
| MTB | -1.5% | +105049.8% | -105051.4% | before 1993 | 22 | OVERFIT |
| MTD | +1.5% | +9346.3% | -9344.9% | -9.4 pts | 20 | OVERFIT |
| NCLH | -1.0% | -34.9% | +33.9% | -14.8 pts | 2 | INCONCLUSIVE |
| NDAQ | -7.4% | +2371.2% | -2378.6% | -11.2 pts | 14 | OVERFIT |
| NDSN | -4.1% | +37769.3% | -37773.4% | before 1993 | 12 | INCONCLUSIVE |
| NEE | -0.9% | +23772.9% | -23773.7% | before 1993 | 18 | OVERFIT |
| NEM | -1.1% | +2099.8% | -2100.9% | before 1993 | 4 | INCONCLUSIVE |
| NI | +2.0% | +5234.9% | -5232.9% | before 1993 | 42 | OVERFIT |
| NOC | +0.7% | +23369.3% | -23368.5% | before 1993 | 22 | INCONCLUSIVE |
| NOW | +5.3% | +2907.9% | -2902.6% | -14.6 pts | 4 | INCONCLUSIVE |
| NRG | -3.5% | +1442.6% | -1446.1% | -11.2 pts | 8 | INCONCLUSIVE |
| NSC | -6.2% | +24520.7% | -24526.8% | before 1993 | 26 | OVERFIT |
| NTAP | +0.2% | +19659.8% | -19659.5% | -10.5 pts | 10 | INCONCLUSIVE |
| NTRS | -4.7% | +53074.8% | -53079.6% | before 1993 | 20 | OVERFIT |
| NUE | +9.8% | +70209.1% | -70199.3% | before 1993 | 18 | INCONCLUSIVE |
| NVR | +6.4% | +61512.0% | -61505.6% | -10.7 pts | 22 | OVERFIT |
| NWS | +0.6% | +152.4% | -151.8% | -14.3 pts | 2 | INCONCLUSIVE |
| NWSA | +0.3% | +122.2% | -122.0% | -14.3 pts | 2 | INCONCLUSIVE |
| O | -6.6% | +5366.4% | -5373.0% | -11.3 pts | 34 | OVERFIT |
| OKE | -4.6% | +19101.6% | -19106.2% | before 1993 | 14 | INCONCLUSIVE |
| OMC | -4.2% | +15677.5% | -15681.7% | before 1993 | 22 | OVERFIT |
| ON | -2.8% | +208.7% | -211.5% | -8.6 pts | 6 | INCONCLUSIVE |
| ORCL | +1.4% | +296729.4% | -296728.0% | before 1993 | 12 | INCONCLUSIVE |
| OTIS | n/a · history < 10y (6.5y) | |||||
| OXY | -0.4% | +3580.0% | -3580.4% | before 1993 | 16 | INCONCLUSIVE |
| PCG | +1.3% | +1389.7% | -1388.4% | before 1993 | 26 | OVERFIT |
| PEG | -10.6% | +18884.4% | -18895.0% | before 1993 | 30 | OVERFIT |
| PFE | -14.5% | +20062.7% | -20077.2% | before 1993 | 22 | INCONCLUSIVE |
| PFG | -5.9% | +920.1% | -926.0% | -10.4 pts | 14 | OVERFIT |
| PGR | -2.7% | +819581.9% | -819584.6% | before 1993 | 30 | OVERFIT |
| PH | -0.1% | +41129.4% | -41129.5% | before 1993 | 12 | INCONCLUSIVE |
| PHM | -7.2% | +95847.7% | -95854.9% | before 1993 | 14 | INCONCLUSIVE |
| PLD | -1.8% | +1782.5% | -1784.4% | -9.4 pts | 12 | OVERFIT |
| PM | -2.5% | +785.7% | -788.2% | -12.4 pts | 12 | INCONCLUSIVE |
| PNC | -2.0% | +37937.9% | -37939.9% | before 1993 | 20 | OVERFIT |
| PNR | -3.7% | +11510.8% | -11514.5% | before 1993 | 24 | OVERFIT |
| PNW | -8.6% | +2247.6% | -2256.1% | before 1993 | 28 | OVERFIT |
| PODD | -3.5% | +831.5% | -835.0% | -11.0 pts | 4 | INCONCLUSIVE |
| PPG | -3.9% | +21327.4% | -21331.3% | before 1993 | 44 | OVERFIT |
| PPL | -3.9% | +7311.8% | -7315.8% | before 1993 | 26 | INCONCLUSIVE |
| PRU | n/a · no signals on this asset | |||||
| PSA | -4.4% | +13958.7% | -13963.1% | before 1993 | 36 | OVERFIT |
| PSKY | +2.8% | -34.8% | +37.6% | -11.0 pts | 4 | INCONCLUSIVE |
| PSX | +1.0% | +1071.7% | -1070.6% | -14.5 pts | 4 | INCONCLUSIVE |
| PTC | -3.0% | +8443.5% | -8446.5% | before 1993 | 12 | INCONCLUSIVE |
| PWR | +0.0% | +8155.1% | -8155.1% | -9.2 pts | 10 | INCONCLUSIVE |
| Q | n/a · history < 10y (0.8y) | |||||
| RCL | +1.4% | +4611.6% | -4610.2% | -10.9 pts | 8 | INCONCLUSIVE |
| REG | +6.6% | +2046.5% | -2039.9% | -10.6 pts | 18 | OVERFIT |
| RF | -0.9% | +7230.0% | -7230.9% | before 1993 | 14 | INCONCLUSIVE |
| RJF | -2.2% | +52691.1% | -52693.2% | before 1993 | 12 | INCONCLUSIVE |
| RL | -6.4% | +1376.9% | -1383.3% | -9.8 pts | 22 | OVERFIT |
| RMD | +8.5% | +43254.4% | -43245.9% | -10.5 pts | 10 | INCONCLUSIVE |
| ROK | -5.3% | +57325.7% | -57331.0% | before 1993 | 14 | INCONCLUSIVE |
| ROL | +2.2% | +36503.9% | -36501.7% | before 1993 | 16 | INCONCLUSIVE |
| RSG | -8.6% | +1977.7% | -1986.3% | -9.2 pts | 32 | OVERFIT |
| RTX | +0.2% | +231131.9% | -231131.6% | before 1993 | 38 | OVERFIT |
| RVTY | -4.2% | +25547.2% | -25551.4% | before 1993 | 10 | INCONCLUSIVE |
| SBAC | +8.9% | +2259.6% | -2250.7% | -8.2 pts | 12 | OVERFIT |
| SCHW | -0.3% | +45501.9% | -45502.2% | before 1993 | 6 | INCONCLUSIVE |
| SJM | +5.8% | +1119.0% | -1113.2% | -10.9 pts | 12 | OVERFIT |
| SLB | -3.6% | +1125.4% | -1129.0% | before 1993 | 18 | OVERFIT |
| SMCI | -0.1% | +4155.7% | -4155.8% | -11.1 pts | 4 | INCONCLUSIVE |
| SNA | +3.8% | +12522.0% | -12518.2% | before 1993 | 34 | OVERFIT |
| SO | -4.4% | +32617.4% | -32621.8% | before 1993 | 44 | OVERFIT |
| SOLV | n/a · history < 10y (2.4y) | |||||
| SPG | +0.4% | +5330.6% | -5330.1% | -10.9 pts | 22 | OVERFIT |
| SPGI | -3.5% | +140503.3% | -140506.8% | before 1993 | 32 | OVERFIT |
| SRE | -0.9% | +1463.0% | -1463.9% | -8.9 pts | 22 | OVERFIT |
| STE | +5.8% | +15491.4% | -15485.7% | before 1993 | 24 | OVERFIT |
| STLD | -1.8% | +7831.8% | -7833.6% | -10.1 pts | 6 | INCONCLUSIVE |
| STT | -8.8% | +199686.1% | -199694.9% | before 1993 | 20 | OVERFIT |
| STZ | +4.7% | +10007.0% | -10002.3% | before 1993 | 14 | INCONCLUSIVE |
| SW | n/a · no signals on this asset | |||||
| SWK | -7.5% | +5887.9% | -5895.4% | before 1993 | 26 | OVERFIT |
| SWKS | +8.6% | +1317.3% | -1308.7% | before 1993 | 6 | INCONCLUSIVE |
| SYF | -3.1% | +325.2% | -328.3% | -14.2 pts | 6 | INCONCLUSIVE |
| SYK | +2.0% | +430371.4% | -430369.5% | before 1993 | 32 | OVERFIT |
| SYY | -9.2% | +115885.9% | -115895.1% | before 1993 | 20 | OVERFIT |
| T | -0.9% | +10219.8% | -10220.7% | before 1993 | 28 | OVERFIT |
| TAP | -0.9% | +518.8% | -519.6% | before 1993 | 10 | INCONCLUSIVE |
| TDG | -1.3% | +13285.3% | -13286.6% | -11.1 pts | 16 | OVERFIT |
| TDY | -3.9% | +7164.6% | -7168.5% | -8.6 pts | 22 | OVERFIT |
| TECH | -1.4% | +79246.8% | -79248.2% | before 1993 | 14 | INCONCLUSIVE |
| TEL | -0.9% | +671.1% | -672.0% | -10.8 pts | 12 | INCONCLUSIVE |
| TFC | -5.5% | +10226.4% | -10231.9% | before 1993 | 14 | INCONCLUSIVE |
| TGT | -6.4% | +90566.5% | -90572.8% | before 1993 | 12 | INCONCLUSIVE |
| TJX | +0.1% | +36154.4% | -36154.3% | before 1993 | 14 | INCONCLUSIVE |
| TKO | -0.6% | +1638.9% | -1639.5% | -8.8 pts | 14 | OVERFIT |
| TMO | +2.1% | +36784.3% | -36782.2% | before 1993 | 18 | INCONCLUSIVE |
| TPL | +5.1% | +75277.1% | -75272.0% | before 1993 | 16 | INCONCLUSIVE |
| TPR | +9.5% | +7766.6% | -7757.1% | -8.3 pts | 4 | INCONCLUSIVE |
| TRGP | n/a · no signals on this asset | |||||
| TRMB | +2.1% | +3366.4% | -3364.3% | before 1993 | 8 | INCONCLUSIVE |
| TROW | +3.4% | +35932.6% | -35929.2% | before 1993 | 10 | INCONCLUSIVE |
| TSCO | -1.0% | +15199.0% | -15200.0% | -10.9 pts | 6 | INCONCLUSIVE |
| TSN | -2.6% | +4340.8% | -4343.4% | before 1993 | 12 | INCONCLUSIVE |
| TT | -1.7% | +49748.2% | -49749.8% | before 1993 | 26 | OVERFIT |
| TTD | n/a · history < 10y (9.9y) | |||||
| TXT | -4.1% | +4901.2% | -4905.4% | before 1993 | 8 | INCONCLUSIVE |
| TYL | +9.8% | +43359.1% | -43349.2% | before 1993 | 22 | OVERFIT |
| UAL | +2.5% | +240.6% | -238.1% | -11.1 pts | 2 | INCONCLUSIVE |
| UBER | n/a · history < 10y (7.3y) | |||||
| UDR | -2.9% | +14119.5% | -14122.4% | before 1993 | 18 | OVERFIT |
| UHS | -1.9% | +15293.2% | -15295.2% | before 1993 | 8 | INCONCLUSIVE |
| ULTA | -0.6% | +1721.3% | -1721.8% | -11.0 pts | 4 | INCONCLUSIVE |
| UNP | -0.2% | +30311.4% | -30311.5% | before 1993 | 42 | OVERFIT |
| UPS | -3.1% | +233.2% | -236.3% | -8.6 pts | 16 | OVERFIT |
| URI | -3.6% | +7088.3% | -7091.9% | -9.5 pts | 8 | INCONCLUSIVE |
| USB | -10.5% | +44799.0% | -44809.5% | before 1993 | 26 | OVERFIT |
| VEEV | n/a · no signals on this asset | |||||
| VICI | n/a · history < 10y (8.7y) | |||||
| VLO | -4.3% | +23394.0% | -23398.3% | before 1993 | 6 | INCONCLUSIVE |
| VLTO | n/a · history < 10y (2.9y) | |||||
| VMC | -4.8% | +48759.3% | -48764.1% | before 1993 | 32 | OVERFIT |
| VRSK | +3.8% | +648.8% | -645.0% | -14.2 pts | 8 | INCONCLUSIVE |
| VRSN | -1.6% | +5322.0% | -5323.6% | -9.4 pts | 8 | INCONCLUSIVE |
| VRT | n/a · history < 10y (8.1y) | |||||
| VST | n/a · history < 10y (9.9y) | |||||
| VTR | -0.4% | +1496.8% | -1497.2% | -9.7 pts | 10 | INCONCLUSIVE |
| VTRS | -7.5% | +1568.8% | -1576.3% | before 1993 | 8 | INCONCLUSIVE |
| VZ | -1.6% | +4889.1% | -4890.7% | before 1993 | 30 | OVERFIT |
| WAB | -0.6% | +4137.7% | -4138.4% | -10.8 pts | 12 | OVERFIT |
| WAT | -0.5% | +10865.4% | -10866.0% | -10.5 pts | 2 | INCONCLUSIVE |
| WEC | +4.8% | +23656.8% | -23652.0% | before 1993 | 22 | OVERFIT |
| WELL | -6.0% | +58774.1% | -58780.2% | before 1993 | 18 | OVERFIT |
| WFC | -3.0% | +63452.2% | -63455.2% | before 1993 | 16 | INCONCLUSIVE |
| WM | +8.2% | +8471.2% | -8463.0% | before 1993 | 20 | OVERFIT |
| WMB | +0.7% | +11974.1% | -11973.4% | before 1993 | 12 | INCONCLUSIVE |
| WSM | -1.7% | +69865.8% | -69867.5% | before 1993 | 12 | INCONCLUSIVE |
| WST | -1.9% | +79208.6% | -79210.5% | before 1993 | 16 | INCONCLUSIVE |
| WTW | -1.1% | +1181.6% | -1182.7% | -9.4 pts | 20 | OVERFIT |
| WY | -3.2% | +1781.4% | -1784.6% | before 1993 | 20 | INCONCLUSIVE |
| WYNN | +0.4% | +1217.6% | -1217.1% | -11.4 pts | 2 | INCONCLUSIVE |
| XOM | -3.3% | +183657.9% | -183661.1% | before 1993 | 32 | OVERFIT |
| XYL | +3.0% | +455.0% | -452.0% | -15.0 pts | 14 | INCONCLUSIVE |
| XYZ | n/a · no signals on this asset | |||||
| YUM | +1.2% | +4282.5% | -4281.2% | -9.3 pts | 8 | INCONCLUSIVE |
| ZBH | -1.5% | +292.2% | -293.7% | -9.7 pts | 12 | INCONCLUSIVE |
| ZBRA | -2.6% | +8617.7% | -8620.3% | before 1993 | 12 | INCONCLUSIVE |
| ZTS | +1.0% | +179.3% | -178.3% | -14.6 pts | 4 | INCONCLUSIVE |
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| EUR/USD | n/a · indicator needs volume; forex has none | |||||
| GBP/USD | n/a · indicator needs volume; forex has none | |||||
| USD/JPY | n/a · indicator needs volume; forex has none | |||||
| USD/MXN | n/a · indicator needs volume; forex has none | |||||
| AUD/USD | n/a · indicator needs volume; forex has none | |||||
| USD/CAD | n/a · indicator needs volume; forex has none | |||||
| USD/CHF | n/a · indicator needs volume; forex has none | |||||
| NZD/USD | n/a · indicator needs volume; forex has none | |||||
| Asset | Return | Buy and hold | Difference | Vs. S&P 500 (CAGR/yr) | Trades | Out of sample |
|---|---|---|---|---|---|---|
| Bitcoin | -0.7% | +17075.3% | -17076.0% | -13.8 pts | 4 | INCONCLUSIVE |
| Ether | n/a · history < 10y (8.8y) | |||||
| Litecoin | n/a · no signals on this asset | |||||
| Solana | n/a · history < 10y (6.4y) | |||||
| Cardano | n/a · history < 10y (8.8y) | |||||
| Dogecoin | n/a · history < 10y (8.8y) | |||||
5-minute to 4-hour bars, every asset from where intraday history exists (stocks 2016, forex 2003, crypto 2015), against holding that same asset. Difference versus buy-and-hold. No walk-forward (see protocol).
| Asset | 5 min | 15 min | 1 hour | 4 hours | Daily |
|---|---|---|---|---|---|
| Litecoin | -1348.2% | -1348.2% | -1302.9% | -1248.9% | n/a |
| Solana | n/a | n/a | n/a | n/a | n/a |
| Cardano | n/a | n/a | n/a | n/a | n/a |
| Dogecoin | n/a | n/a | n/a | n/a | n/a |
| EUR/USD | n/a | n/a | n/a | n/a | n/a |
| GBP/USD | n/a | n/a | n/a | n/a | n/a |
| USD/JPY | n/a | n/a | n/a | n/a | n/a |
| AUD/USD | n/a | n/a | n/a | n/a | n/a |
| USD/CAD | n/a | n/a | n/a | n/a | n/a |
| USD/CHF | n/a | n/a | n/a | n/a | n/a |
| NZD/USD | n/a | n/a | n/a | n/a | n/a |
| S&P 500 (SPY) | -454.0% | -453.9% | -421.7% | -360.5% | -3078.0% |
| Nasdaq-100 (QQQ) | -705.1% | -704.9% | -653.3% | -609.1% | -1573.0% |
| Russell 2000 (IWM) | -307.3% | -306.4% | -247.1% | -214.4% | -805.6% |
| Emergentes (EEM) | -269.1% | -267.1% | -206.3% | -172.4% | -838.4% |
| Oro (GLD) | -397.4% | -397.0% | -343.3% | -301.7% | -823.0% |
| Bonos 20 años (TLT) | -91.8% | -90.5% | -35.1% | -4.2% | -132.9% |
| AAPL | -1349.6% | -1344.9% | -1274.1% | -1249.7% | -322821.1% |
| AMGN | -379.1% | -363.7% | -305.4% | -276.4% | -187276.0% |
| AMZN | -836.5% | -828.7% | -759.5% | -736.0% | -265198.6% |
| AXP | -573.8% | -568.2% | -508.1% | -473.1% | -27022.9% |
| BA | -166.5% | -154.1% | -79.6% | -67.6% | -108728.6% |
| CAT | -1513.0% | -1502.2% | -1436.1% | -1414.4% | -172706.6% |
| CRM | -339.5% | -326.7% | -255.2% | -246.2% | -5999.0% |
| CSCO | -570.4% | -563.8% | -492.0% | -475.5% | -222947.8% |
| CVX | -358.2% | -350.1% | -274.1% | -261.6% | -68043.7% |
| DIS | -114.8% | -102.8% | -38.7% | -17.2% | -189842.9% |
| GOOGL | -920.8% | -914.6% | -846.5% | -825.9% | -13532.2% |
| GS | -723.2% | -710.9% | -647.8% | -623.8% | -2030.6% |
| HD | -324.2% | -316.1% | -240.2% | -233.7% | -1985762.8% |
| HON | -280.6% | -273.1% | -205.5% | -184.3% | -21057.2% |
| IBM | -286.6% | -280.8% | -217.7% | -188.7% | -16206.5% |
| JNJ | -357.5% | -353.1% | -300.8% | -262.9% | -445198.8% |
| JPM | -742.2% | -737.7% | -666.3% | -637.9% | -34525.2% |
| KO | -293.4% | -291.0% | -222.6% | -195.0% | -199343.6% |
| MCD | -285.6% | -281.9% | -227.3% | -188.2% | -236704.4% |
| MMM | -200.3% | -192.7% | -131.8% | -99.7% | -31169.8% |
| MRK | -412.7% | -404.7% | -345.2% | -312.4% | -233376.1% |
| MSFT | -1077.0% | -1074.2% | -1007.5% | -975.7% | -859515.2% |
| NKE | -74.3% | -60.2% | +7.9% | +24.1% | -32005.6% |
| NVDA | -27586.0% | -27563.8% | -27504.7% | -27487.8% | -587721.9% |
| PG | -246.9% | -242.6% | -185.3% | -147.5% | -59713.3% |
| SHW | -449.0% | -443.1% | -380.1% | -352.6% | -231762.6% |
| TRV | -422.1% | -416.0% | -349.9% | -323.3% | -12288.7% |
| UNH | -401.4% | -393.5% | -332.4% | -298.6% | -353378.9% |
| V | -543.9% | -539.6% | -480.9% | -448.4% | -2964.5% |
| WMT | -607.6% | -602.7% | -545.0% | -502.4% | -915379.9% |
| ABNB | n/a | n/a | n/a | n/a | n/a |
| ADBE | -317.0% | -307.0% | -240.8% | -218.8% | -147728.7% |
| ADI | -814.6% | -796.4% | -732.9% | -721.7% | -81535.4% |
| ADP | -441.3% | -434.8% | -374.6% | -339.8% | -74206.6% |
| ADSK | -432.2% | -415.7% | -339.8% | -333.8% | -58086.5% |
| AEP | -305.4% | -301.1% | -234.0% | -211.6% | -13798.7% |
| ALAB | n/a | n/a | n/a | n/a | n/a |
| ALNY | -254.7% | -212.8% | -156.1% | -154.9% | -3349.2% |
| AMAT | -2817.9% | -2798.0% | -2731.4% | -2723.3% | -664977.7% |
| AMD | -16807.9% | -16772.1% | -16720.9% | -16712.6% | -14859.4% |
| APP | n/a | n/a | n/a | n/a | n/a |
| ARM | n/a | n/a | n/a | n/a | n/a |
| ASML | -2158.7% | -2149.2% | -2081.5% | -2058.8% | -96274.4% |
| AVGO | -3403.2% | -3388.4% | -3320.8% | -3306.8% | -32513.1% |
| AXON | -3569.4% | -3532.2% | -3485.7% | -3470.1% | n/a |
| BKNG | -421.6% | -409.0% | -346.4% | -328.3% | -919.1% |
| BKR | n/a | n/a | n/a | n/a | -931.3% |
| CCEP | -415.8% | -408.6% | -337.9% | -315.2% | -7088.7% |
| CDNS | -1658.0% | -1648.9% | -1589.9% | -1559.8% | -16828.9% |
| CEG | n/a | n/a | n/a | n/a | n/a |
| CMCSA | -135.8% | -121.8% | -64.2% | -37.4% | -47059.7% |
| COST | -707.4% | -703.6% | -647.5% | -610.2% | -12802.4% |
| CPRT | -700.6% | -691.5% | -617.0% | -602.8% | -21551.7% |
| CRWD | n/a | n/a | n/a | n/a | n/a |
| CSX | -696.6% | -685.8% | -623.7% | -592.5% | -40430.6% |
| CTAS | -1031.2% | -1027.3% | -960.0% | -929.0% | -123411.4% |
| DASH | n/a | n/a | n/a | n/a | n/a |
| DDOG | n/a | n/a | n/a | n/a | n/a |
| DXCM | -462.8% | -434.3% | -367.6% | -373.2% | -2999.0% |
| EA | — | — | — | — | n/a |
| EXC | -318.9% | -309.9% | -249.4% | -222.2% | -17738.5% |
| FANG | -393.2% | -353.8% | -308.4% | -300.3% | -1406.7% |
| FAST | -656.9% | -644.9% | -578.7% | -553.9% | -262373.1% |
| FER | n/a | n/a | n/a | n/a | n/a |
| FTNT | -2745.6% | -2723.2% | -2662.4% | -2646.3% | -10187.0% |
| GEHC | n/a | n/a | n/a | n/a | n/a |
| GILD | -214.0% | -201.8% | -125.6% | -118.8% | -33605.6% |
| HONA | n/a | n/a | n/a | n/a | n/a |
| IDXX | -780.4% | -767.4% | -704.2% | -685.9% | -58779.5% |
| INTC | -333.0% | -311.9% | -245.0% | -234.6% | -49216.9% |
| INTU | -414.2% | -405.5% | -336.8% | -316.8% | -15427.4% |
| ISRG | -612.6% | -603.0% | -536.5% | -510.1% | -18482.9% |
| KHC | -56.8% | -41.2% | +27.8% | +40.0% | +43.0% |
| KLAC | -3063.6% | -3044.7% | -2985.3% | -2964.2% | -289395.5% |
| LIN | n/a | n/a | n/a | n/a | -10779.6% |
| LITE | -4007.9% | -3963.2% | -3907.9% | -3911.4% | n/a |
| LRCX | -4481.4% | -4459.8% | -4395.9% | -4385.0% | -159817.3% |
| MAR | -594.3% | -582.1% | -507.7% | -492.3% | -2538.1% |
| MCHP | -391.6% | -370.4% | -305.6% | -289.3% | -41963.3% |
| MDLZ | -182.0% | -173.6% | -115.8% | -88.6% | -457.9% |
| MELI | -1800.1% | -1767.3% | -1701.1% | -1705.1% | -6909.6% |
| META | -570.4% | -562.7% | -503.8% | -473.0% | -1416.4% |
| MNST | -194.8% | -179.2% | -113.1% | -95.1% | -61965.6% |
| MPWR | -2250.5% | -2234.1% | -2166.2% | -2156.6% | -14999.2% |
| MRVL | -2679.8% | -2649.3% | -2599.6% | -2577.2% | -1645.3% |
| MSTR | -738.2% | -694.1% | -653.9% | -646.4% | -1158.5% |
| MU | -6675.8% | -6648.1% | -6589.8% | -6578.2% | -70876.3% |
| NFLX | -743.2% | -722.5% | -657.4% | -647.1% | -67642.6% |
| NXPI | -300.5% | -291.1% | -215.7% | -206.4% | -1729.9% |
| ODFL | -1063.8% | -1046.2% | -972.9% | -961.3% | -36441.3% |
| ORLY | -539.4% | -531.0% | -463.5% | -443.7% | -55250.3% |
| PANW | -1299.9% | -1281.4% | -1195.6% | -1209.6% | n/a |
| PCAR | -580.1% | -572.0% | -501.9% | -485.5% | -57102.4% |
| PDD | n/a | n/a | n/a | n/a | n/a |
| PEP | -196.8% | -193.4% | -130.6% | -102.3% | -37755.6% |
| PLTR | n/a | n/a | n/a | n/a | n/a |
| PYPL | -155.8% | -137.2% | -71.6% | -54.7% | n/a |
| QCOM | -438.6% | -420.8% | -361.0% | -340.3% | -50432.7% |
| REGN | -155.2% | -135.7% | -70.1% | -58.7% | -3721.1% |
| ROP | -244.2% | -239.2% | -179.8% | -147.6% | -26001.5% |
| ROST | -465.7% | -456.9% | -374.5% | -361.2% | -55805.8% |
| SBUX | -232.0% | -222.5% | -160.2% | -139.2% | -43022.7% |
| SHOP | -5944.8% | -5912.1% | -5848.2% | -5850.3% | -8569.0% |
| SNDK | n/a | n/a | n/a | n/a | n/a |
| SNPS | -985.3% | -979.0% | -917.1% | -884.6% | -5486.9% |
| STX | -3652.5% | -3624.4% | -3559.6% | -3561.7% | -15630.0% |
| TER | -1857.0% | -1834.5% | -1768.0% | -1759.0% | -31306.1% |
| TMUS | -489.7% | -482.3% | -416.1% | -397.7% | -320.1% |
| TRI | -362.7% | -359.0% | -296.4% | -269.2% | -587.0% |
| TSLA | -2341.5% | -2298.5% | -2240.5% | -2237.4% | -23005.1% |
| TTWO | -688.9% | -672.4% | -611.4% | -594.1% | -5500.6% |
| TXN | -637.7% | -630.2% | -568.6% | -538.4% | -38036.2% |
| VRTX | -440.8% | -421.6% | -361.6% | -341.1% | -11998.9% |
| WBD | n/a | n/a | n/a | n/a | -298.8% |
| WDAY | -263.3% | -241.2% | -184.8% | -163.4% | -305.1% |
| WDC | -1171.4% | -1133.2% | -1077.8% | -1073.2% | -66201.4% |
| XEL | -295.9% | -290.2% | -221.8% | -201.2% | -7389.3% |
| KDP | -278.1% | -265.7% | -204.6% | -180.2% | -1090.9% |
| USD/MXN | n/a | n/a | n/a | n/a | n/a |
| Bitcoin | -18084.8% | -18084.8% | -18076.1% | -18005.6% | -17076.0% |
| Ether | — | — | — | — | n/a |
4 / 440 · against the s&p 500 over the same window: 0 / 440
| Parameters | Return | Sharpe | Max DD | Vs. index |
|---|---|---|---|---|
| impulse 16 | 3.0% | -7.33 | -1.5% | -3078.0% |
| impulse 10 | 2.8% | -7.10 | -2.9% | -3078.2% |
| impulse 21 | 1.1% | -7.29 | -2.2% | -3080.0% |
| impulse 30 | 1.8% | -8.32 | -1.5% | -3079.3% |
A rule that only works at the exact textbook numbers and dies one notch away is not an edge: it is luck.
Walk-forward: OVERFIT · 0%
Deflated Sharpe: 0.00 (< 0.95)
Robustness suite: MODERATE
By halves: First half did not beat (+2.6% vs +237.3%); Second half did not beat (+0.4% vs +843.1%).
5 fold(s) scored; 0% within the robust degradation band [0.5, 1.5].
Mean OOS/IS Sharpe degradation = 0.
Deflated Sharpe 0.0 < 0.95 — edge does not clear the multiple-trials selection-bias hurdle.
Computed on 2026-09-10 · period: each asset from its first bar (1962-01-01 to 2026-08-31) · round-trip costs: stocks and index 10 bps, forex 2 bps, crypto 30 bps · artifact 543c64263612 · Finaxion engine
Finaxion Research (2026). ICT / Smart Money: the order block: works in few markets. Daily backtest 1962-01-01–2026-08-31, artifact 543c64263612. https://finaxion.app/en/research/ict-order-block