Backtest

Walk-forward 2015–2025. Train on pre-year data, test on Top Tier firm signals only. Select hold period and leverage to explore all combinations.

Hold Period
Leverage
$300 at risk per trade × 1x = $300 position size
Total Trades (2017–2025)
5,876
Overall Win Rate
57.3%
Avg Stock Return / Trade
+1.6%
raw signal quality
Avg Leveraged Return / Trade
+1.6%
avg stock ret × 1x
YearTT FirmsTradesWin RateAvg Stock Retper trade (raw)Avg Lev. Retstock ret × 1xSPY (annual)buy-and-hold
2015N/AN/AN/A+1.3%
2016N/AN/AN/A+13.6%
201794163.4%+2.0%+2.0%+20.8%
2018178946.1%-0.6%-0.6%-5.3%
2019217771.4%+3.8%+3.8%+31.1%
20202725860.9%+1.0%+1.0%+17.2%
20214670961.1%+2.4%+2.4%+30.5%
20225782449.0%+0.1%+0.1%-18.6%
202357109956.5%+1.5%+1.5%+26.7%
202471131059.5%+2.1%+2.1%+25.6%
202576146957.8%+1.6%+1.6%+18.0%
Weighted Avg5,87657.3%+1.6%+1.6%+16.2%

Avg Stock Ret / Trade — the raw signal: when a Top Tier firm upgrades a stock, how much does it gain on average over the hold period? This is independent of leverage.

Avg Lev. Ret / Trade — avg stock return × leverage. If you apply 1x (e.g. via options), this is your average return per position. Losses included.

Why no "cumulative return"? — With 1,300 trades/year at concurrent 30-day holds, total capital deployed far exceeds the $15k base. A cumulative % from trade stacking would be misleading. Per-trade expectancy is the honest metric.