← Live ranks 📄 Covered-call report 🧮 Granular math 📊 30-day backtest

30-Day Backtest — Would You Have Caught This?

Generated 2026-06-09 03:43 PT · 19 symbols · 30 historical dates · 299 total signals

Backtest methodology

For each of the last 30 trading days, the engine computes its backtestable composite (momentum + RSI + sector_rs) on that day's closing data and flags signal conditions. We then look forward 5, 10, and 20 trading days to measure whether the signal was actionable.

Flag Meaning Direction expected
strong_long partial composite > +1.5 up
strong_short partial composite < −1.5 down
sector_laggard sector_rs z < −1.0 down
momentum_collapse mom_z < −1.5 AND rsi_z < −1 down
hidden_laggard sector_rs < −0.8 BUT mom_z > +0.5 down

Hit rate = % of forward windows that went in the expected direction. Avg signal return = mean forward return, sign-flipped for short signals (so positive = signal worked).

Aggregate performance

Flag # signals 5d hit rate 5d avg 20d hit rate 20d avg
sector_laggard 147 39% -2.76% 34% -8.93%
strong_long 131 74% +6.93% 80% +25.92%
strong_short 75 41% -4.03% 25% -9.98%
momentum_collapse 32 59% +0.64% 53% +0.68%
hidden_laggard 5 0% -3.95% 20% -4.95%

Highest-impact catches

Signals where forward returns aligned strongly with the engine's direction.

Date Symbol Flags Partial composite 5d 10d 20d
2026-05-01 DELL strong_long +1.91 +23.93% +15.14% +121.71%
2026-05-04 DELL strong_long +1.76 +16.73% +12.47% +105.68%
2026-04-30 DELL strong_long +1.84 +10.20% +18.64% +101.44%
2026-05-05 DELL strong_long +1.63 +10.46% +8.76% +94.66%
2026-04-10 AMD strong_long +1.59 +13.61% +41.94% +85.76%
2026-05-06 MRVL strong_long +1.71 +3.37% +8.51% +83.81%
2026-04-08 AMD strong_long +1.77 +11.35% +30.90% +81.77%
2026-05-05 MRVL strong_long +1.75 -2.52% +4.46% +78.76%
2026-05-04 MRVL strong_long +1.77 +4.39% +3.22% +77.68%
2026-05-06 DELL strong_long +1.70 +2.12% +1.73% +76.74%
2026-04-09 AMD strong_long +1.77 +17.59% +29.03% +72.61%
2026-05-07 DELL strong_long +1.80 +7.65% +9.78% +71.27%
2026-05-08 MRVL strong_long +1.90 +3.97% +15.40% +69.78%
2026-03-27 MRVL strong_long +1.72 +15.42% +38.45% +66.83%
2026-05-06 ARM strong_long +1.79 -6.78% +8.19% +65.80%

Per-symbol flag history

AAPL — 7 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-30 sector_laggard 0.43 -0.78 -1.16 +5.93% +15.11%
2026-05-01 sector_laggard, hidden_laggard 0.68 -1.29 -1.59 +4.70% +9.44%
2026-05-04 sector_laggard 0.46 -1.05 -1.92 +5.82% +13.97%
2026-05-05 sector_laggard 0.49 -1.04 -1.52 +3.83% +9.28%
2026-05-06 sector_laggard, hidden_laggard 0.59 -1.4 -1.41 +4.05% +8.35%
2026-05-07 sector_laggard, hidden_laggard 0.57 -1.14 -1.42 +3.84% +7.02%
2026-05-08 sector_laggard, hidden_laggard 0.69 -1.26 -1.65 +2.45% +2.90%

AMD — 17 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-27 strong_long 3.0 -2.0 2.0 +2.06% +50.58%
2026-04-28 strong_long 2.86 -2.0 2.0 +9.92% +53.32%
2026-04-29 strong_long 3.0 -2.0 2.0 +25.00% +53.69%
2026-04-30 strong_long 3.0 -2.0 2.0 +15.22% +45.59%
2026-05-01 strong_long 3.0 -2.0 2.0 +26.25% +41.49%
2026-05-04 strong_long 2.92 -1.6 2.0 +34.33% +52.70%
2026-05-05 strong_long 3.0 -1.69 2.0 +26.19% +52.71%
2026-05-06 strong_long 3.0 -2.0 2.0 +5.72% +24.16%
2026-05-07 strong_long 3.0 -1.73 2.0 +10.10% +14.18%
2026-05-08 strong_long 3.0 -2.0 2.0 -6.83% +7.72%

ARM — 3 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-24 strong_long 3.0 -2.0 2.0 -10.06% +30.54%
2026-05-06 strong_long 3.0 -1.53 2.0 -6.78% +65.80%
2026-05-08 strong_long 2.41 -0.73 2.0 -1.93% +62.42%

CRWD — 12 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-09 sector_laggard -1.75 0.65 -1.24 +5.96% +28.13%
2026-04-10 sector_laggard -1.98 0.6 -1.65 +11.85% +39.25%
2026-04-13 sector_laggard -1.49 0.2 -1.34 +7.68% +34.81%
2026-04-14 sector_laggard -1.64 -0.11 -1.43 +12.83% +37.06%
2026-04-15 sector_laggard -1.26 -0.48 -1.28 +13.50% +36.83%
2026-04-16 sector_laggard -1.5 -0.49 -1.29 +6.50% +38.68%
2026-04-17 sector_laggard -1.39 -1.15 -1.24 +5.70% +40.13%
2026-04-20 sector_laggard -1.02 -1.13 -1.14 +4.95% +42.87%
2026-04-23 sector_laggard -0.74 -0.8 -1.2 +0.08% +45.54%
2026-04-24 sector_laggard -0.59 -0.85 -1.2 +1.68% +48.05%

CRWV — 6 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-10 momentum_collapse -2.17 -1.14 1.91 +14.56% +11.91%
2026-04-13 momentum_collapse -1.52 -1.39 2.0 +6.49% +4.02%
2026-04-17 momentum_collapse -1.53 -2.0 1.68 -5.74% -8.17%
2026-04-21 momentum_collapse -1.56 -2.0 1.71 -8.36% -13.33%
2026-04-24 momentum_collapse -1.86 -1.52 -0.36 +8.05% -4.22%
2026-04-27 momentum_collapse -1.51 -1.45 0.31 +11.93% -5.51%

DELL — 24 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-27 strong_long 3.0 -1.53 2.0 -2.00% +41.26%
2026-04-28 strong_long 3.0 -0.81 2.0 +5.05% +48.26%
2026-04-29 strong_long 3.0 -1.0 2.0 +16.11% +54.16%
2026-04-30 strong_long 3.0 -1.28 2.0 +10.20% +101.44%
2026-05-01 strong_long 3.0 -0.97 2.0 +23.93% +121.71%
2026-05-04 strong_long 2.87 -1.36 2.0 +16.73% +105.68%
2026-05-05 strong_long 2.86 -2.0 2.0 +10.46% +94.66%
2026-05-06 strong_long 3.0 -2.0 2.0 +2.12% +76.74%
2026-05-07 strong_long 3.0 -1.48 2.0 +7.65% +71.27%
2026-05-08 strong_long 3.0 -1.9 2.0 -7.09% +53.87%

GLW — 30 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-27 strong_long 3.0 -1.14 2.0 -4.79% +16.76%
2026-04-28 strong_long 3.0 0.73 2.0 +5.91% +24.72%
2026-04-29 strong_long 3.0 1.15 2.0 +19.53% +20.45%
2026-04-30 strong_long 3.0 0.37 2.0 +11.06% +10.47%
2026-05-01 strong_long 3.0 0.87 2.0 +18.12% +11.82%
2026-05-04 strong_long 3.0 0.67 2.0 +29.65% +25.47%
2026-05-05 strong_long 3.0 0.33 1.54 +22.29% +24.04%
2026-05-06 strong_long 3.0 -0.65 1.97 +13.74% +9.05%
2026-05-07 strong_long 3.0 -0.77 2.0 +14.19% -2.49%
2026-05-08 strong_long 3.0 -0.88 1.8 +2.61% +0.47%

GOOGL — 7 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-30 strong_long 3.0 -2.0 1.41 +3.43% -1.16%
2026-05-01 strong_long 3.0 -2.0 1.56 +3.92% -2.42%
2026-05-04 strong_long 3.0 -2.0 1.56 +1.41% -5.58%
2026-05-05 strong_long 3.0 -2.0 2.0 -0.28% -7.58%
2026-05-06 strong_long 3.0 -2.0 2.0 +1.15% -6.49%
2026-05-07 strong_long 3.0 -2.0 2.0 +0.77% -7.40%
2026-05-08 strong_long 3.0 -2.0 2.0 -1.00% -9.30%

HOOD — 26 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-21 sector_laggard, momentum_collapse, strong_short -3.0 -1.6 -1.83 -5.04% -14.20%
2026-04-22 sector_laggard, momentum_collapse, strong_short -2.87 -1.65 -1.56 -19.48% -14.33%
2026-04-23 sector_laggard, momentum_collapse, strong_short -3.0 -1.2 -1.89 -12.75% -9.12%
2026-04-24 sector_laggard, momentum_collapse, strong_short -2.96 -1.22 -1.56 -13.04% -13.07%
2026-04-27 sector_laggard, momentum_collapse, strong_short -2.95 -1.15 -1.43 -8.81% -11.75%
2026-04-28 sector_laggard, strong_short -3.0 -0.83 -1.5 -6.14% -7.12%
2026-04-29 sector_laggard, strong_short -3.0 -0.07 -1.74 +11.03% +19.16%
2026-04-30 sector_laggard, strong_short -3.0 -0.24 -1.42 +4.65% +29.37%
2026-05-01 strong_short -3.0 -0.13 -0.53 +4.58% +23.17%
2026-05-06 strong_short -3.0 0.67 -0.53 -2.91% +11.74%

IBM — 27 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-27 sector_laggard -1.5 0.83 -2.0 +0.63% +10.74%
2026-04-28 sector_laggard -1.41 0.41 -2.0 -1.72% +10.32%
2026-04-29 sector_laggard -1.55 0.47 -2.0 -0.60% +17.20%
2026-04-30 sector_laggard -1.56 -0.01 -2.0 +0.14% +29.88%
2026-05-01 sector_laggard -1.47 0.3 -2.0 -0.32% +39.01%
2026-05-04 sector_laggard, strong_short -2.04 0.57 -2.0 -1.87% +44.52%
2026-05-05 sector_laggard, strong_short -2.17 0.88 -2.0 -3.58% +34.43%
2026-05-06 sector_laggard -2.25 1.49 -2.0 -4.22% +34.66%
2026-05-07 sector_laggard -2.01 1.24 -2.0 -4.90% +24.05%
2026-05-08 sector_laggard -2.04 1.24 -2.0 -4.55% +22.22%

MRVL — 29 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-27 strong_long 3.0 -2.0 2.0 +3.44% +31.64%
2026-04-28 strong_long 3.0 -1.96 2.0 +10.13% +29.67%
2026-04-29 strong_long 3.0 -1.92 2.0 +9.95% +30.82%
2026-04-30 strong_long 3.0 -1.92 2.0 -3.11% +24.13%
2026-05-01 strong_long 3.0 -1.83 2.0 +3.14% +33.03%
2026-05-04 strong_long 3.0 -1.66 2.0 +4.39% +77.68%
2026-05-05 strong_long 3.0 -1.77 2.0 -2.52% +78.76%
2026-05-06 strong_long 3.0 -1.95 2.0 +3.37% +83.81%
2026-05-07 strong_long 3.0 -0.94 2.0 +14.11% +64.66%
2026-05-08 strong_long 3.0 -1.0 2.0 +3.97% +69.78%

MSFT — 28 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-23 sector_laggard, momentum_collapse, strong_short -1.56 -1.48 -1.87 -1.92% +1.02%
2026-04-24 sector_laggard, strong_short -1.39 -1.66 -1.91 -2.40% -1.21%
2026-04-27 sector_laggard -1.41 -1.7 -1.12 -2.64% -1.86%
2026-04-30 sector_laggard -1.78 -1.0 -1.3 +3.19% +10.65%
2026-05-01 sector_laggard, strong_short -1.67 -0.86 -1.71 +0.16% +11.36%
2026-05-04 sector_laggard -1.72 -0.63 -1.43 -0.23% +6.93%
2026-05-05 sector_laggard -1.86 -0.01 -1.47 -0.88% +4.10%
2026-05-06 sector_laggard -1.94 0.24 -1.84 -2.11% +3.63%
2026-05-07 sector_laggard -1.83 0.07 -1.71 -2.70% -0.76%
2026-05-08 sector_laggard -1.73 0.11 -2.0 +1.64% -0.60%

NVDA — 2 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-05-05 sector_laggard 0.22 0.16 -1.15 +12.36% +9.29%
2026-05-08 hidden_laggard 0.51 -0.69 -0.97 +4.70% -2.94%

ORCL — 25 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-20 momentum_collapse, strong_short -3.0 -1.97 -0.68 -2.60% +5.09%
2026-04-21 momentum_collapse, strong_short -3.0 -1.86 -0.41 -8.40% +0.16%
2026-04-22 momentum_collapse, strong_short -3.0 -2.0 -0.52 -12.62% +0.35%
2026-04-23 momentum_collapse, strong_short -3.0 -1.33 -0.43 -8.45% +7.65%
2026-04-24 momentum_collapse, strong_short -3.0 -1.2 -0.69 -0.84% +10.85%
2026-04-27 momentum_collapse, strong_short -3.0 -1.32 -0.68 +4.24% +11.62%
2026-04-28 strong_short -3.0 -0.92 -0.87 +11.68% +15.06%
2026-04-29 momentum_collapse, strong_short -3.0 -1.08 -0.7 +18.43% +24.34%
2026-04-30 strong_short -3.0 -0.95 -0.77 +20.57% +39.90%
2026-05-01 strong_short -3.0 -0.72 0.02 +14.04% +44.42%

PLTR — 27 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-24 sector_laggard -1.64 0.26 -1.66 +0.68% -4.34%
2026-04-27 sector_laggard -1.64 0.39 -1.52 +2.05% -4.54%
2026-04-28 sector_laggard -1.85 -0.03 -1.35 -3.73% -6.14%
2026-04-29 sector_laggard, strong_short -2.0 -0.55 -1.63 -3.03% +3.89%
2026-04-30 sector_laggard, strong_short -1.73 -0.83 -2.0 -1.48% +12.53%
2026-05-01 sector_laggard -1.68 -0.87 -1.41 -4.35% +11.51%
2026-05-05 sector_laggard, strong_short -2.35 0.44 -1.75 +0.07% +4.63%
2026-05-06 sector_laggard, strong_short -2.45 0.61 -2.0 -2.80% +5.91%
2026-05-07 sector_laggard, strong_short -2.59 0.64 -2.0 -2.42% -1.11%
2026-05-08 sector_laggard, strong_short -2.43 0.55 -2.0 -2.76% -0.97%

TRX — 21 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-27 strong_long 3.0 1.98 0.0 -3.48% -4.35%
2026-04-28 strong_long 3.0 2.0 0.0 -0.88% -5.31%
2026-04-29 strong_long 3.0 2.0 0.0 +13.76% +0.92%
2026-04-30 strong_long 3.0 2.0 0.0 +12.84% +5.50%
2026-05-01 strong_long 3.0 2.0 0.0 +10.53% -0.88%
2026-05-04 strong_long 3.0 2.0 0.0 +15.32% +1.80%
2026-05-05 strong_long 3.0 2.0 0.0 +16.07% -4.46%
2026-05-06 strong_long 3.0 0.86 0.0 +1.61% -15.32%
2026-05-07 strong_long 3.0 1.26 0.0 -2.44% -21.95%
2026-05-08 strong_long 3.0 0.83 0.0 -10.32% -26.19%

TSLA — 8 flags across the window

Date Flags mom_z rsi_z sec_rs_z 5d 20d
2026-04-08 sector_laggard -1.9 1.2 -1.21 +14.19% +16.16%
2026-04-09 sector_laggard -2.06 0.91 -1.37 +12.52% +19.15%
2026-04-10 sector_laggard -1.66 0.54 -1.3 +14.81% +22.75%
2026-04-13 sector_laggard -1.5 0.87 -1.31 +11.37% +26.27%
2026-04-14 sector_laggard -1.64 0.53 -1.2 +6.10% +19.01%
2026-04-20 sector_laggard -0.42 -0.92 -1.06 -3.52% +4.46%
2026-04-21 sector_laggard -0.95 -0.39 -1.08 -2.69% +4.58%
2026-04-24 sector_laggard -1.02 -0.75 -1.05 +3.86% +13.21%