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Signal Backtest Results & Methodology (v2, 171 US stocks, Jan 2024 – Mar 2026)
| Signal | Window | Win Rate | Avg Return | Profit Factor | Signals |
|---|---|---|---|---|---|
| Quarter BUY | 180D | 64.4% | +8.82% | 2.0 | 16,856 |
| Months BUY | 60D | 61.2% | +3.25% | 1.6 | 9,709 |
| Quarter BUY | 120D | 61.6% | +4.79% | 1.6 | 16,856 |
| Months BUY | 40D | 58.5% | +2.25% | 1.5 | 9,709 |
| Months BUY | 20D | 55.3% | +1.16% | 1.4 | 9,709 |
| Weeks SELL | 15D | 53.2% | -0.81% med | 1.0 | 7,011 |
| Days SELL | 3D | 52.9% | -0.36% med | 1.1 | 4,785 |
| Days BUY | 1-5D | ~49% | ~0% | 1.1 | 4,835 |
Methodology: Each indicator votes +1 (bullish), -1 (bearish), or 0 (neutral). Short-term (Days/Weeks): BUY ≥ 3, SELL ≤ -2 (asymmetric — take profit triggers earlier). Long-term (Months/Quarter): BUY ≥ 3, SELL ≤ -3 to -4 (trend-following needs more evidence).
Key principles: Days uses RSI recovery zone (30-45, not <30 which catches falling knives — validated by Larry Connors' RSI research). Months adds SMA50/200 trend-regime filter (don't sell in bull markets — inspired by O'Neil CAN SLIM and Stan Weinstein Stage Analysis). Quarter follows institutional flow via OBV accumulation/distribution.
| Indicator | +1 Buy Setup | -1 Sell/Take Profit |
|---|---|---|
| RSI (14) | 30-45 (recovering) | ≥ 65 (overbought zone) |
| MACD | Bullish (confirmation) | Bearish crossover |
| KDJ | Oversold (K<20) | Overbought (K>80) |
| Price vs SMA5 | -3% to -0.5% (pullback) | > +3% above (stretched) |
| 1D % Action | -4% to -1% (moderate dip) | > +3% (sell the rip) |
| Indicator | +1 Buy Setup | -1 Sell/Take Profit |
|---|---|---|
| SMA 10/20 | SMA10 > SMA20 | SMA10 < SMA20 |
| Bollinger %B | < 0.2 (near lower band) | > 0.8 (near upper band) |
| Volume Spike | Vol ≥ 2x + up day | Vol ≥ 2x + down day |
| RSI (14) | ≤ 35 | ≥ 65 |
| 5D % Action | < -5% (oversold week) | > +5% (profit-taking) |
| Indicator | +1 (Bullish Trend) | -1 (Bearish Trend) |
|---|---|---|
| SMA 20/50 | SMA20 > SMA50 | SMA20 < SMA50 |
| 1-Month % | > +5% | < -5% |
| OBV Trend | UP (institutional buying) | DOWN (distribution) |
| RSI (14) | ≤ 35 | ≥ 65 |
| 3M % Guard | < -30% (capitulation) | > +30% (overextended) |
| SMA 50/200 Regime | Golden Cross (+1 bias) | Death Cross (-1 bias) |
| Indicator | +1 (Bullish Trend) | -1 (Bearish Trend) |
|---|---|---|
| SMA 50/200 | Golden Cross | Death Cross |
| 52-Week High | Within 10% (strength) | > 30% off (broken) |
| 6-Month % | > +15% | < -15% |
| 1-Year % | > +20% | < -20% |
| OBV Trend | UP (accumulation) | DOWN (distribution) |
Backtest: 171 US stocks, Jan 2024 – Mar 2026, 59,923 total signals. Win rate = % of signals where forward return matched predicted direction. Profit Factor = sum of winning returns / sum of losing returns. PF > 1.0 = profitable. These signals are for educational/informational purposes only and do not constitute financial advice. Past performance does not guarantee future results.
Technical indicators pre-computed nightly from price data. Not financial advice.