7-Year Win Rates on 799,000 Backtested Signals
Real backtest data — not simulated, not cherry-picked. Every number below comes from replaying 7 years of daily bar history across 3,000+ US liquid stocks using the EdgeOS signal system. Entry at next-bar open after count-1. Win = exit at or above +1 ATR target.
Backtest Methodology
All win rates on this page derive from a single consistent backtest engine, not multiple ad-hoc studies. The parameters:
- Period: 7 years of daily bar data, 2017–2024
- Universe: 3,000+ US liquid stocks, ADV ≥ $40M (eliminates thin, manipulable names)
- Signal: EdgeOS bull/bear counter reaching count-1 for the first time after a reset
- Entry: Next bar open after the count-1 confirmation bar
- Exit rules (first triggered):
- Count-9 or count-13 exhaustion (take-profit at +1 ATR target)
- Close below the trigger price (stop — invalidates the setup)
- 20 bars elapsed without resolution (time stop)
- Win definition: Any exit at or above the +1.0× ATR target from the trigger price
- Total signals: 799,000 across all conditions
Regime classification uses SPY's daily SCTR score: SPY SCTR > 9 = Bull, SCTR 4–9 = Chop, SCTR < 4 = Bear. This is computed independently for each trading day in the backtest using only data available at that point in time — no look-ahead.
For a deeper explanation of how SCTR and the EdgeOS counter work, see the EdgeOS Signal Guide.
Win Rates by Market Regime
Regime is the single largest driver of signal outcome. The same T1 ignition setup has a 17-percentage-point difference in win rate between bull and bear regimes. Every scan card in the Scans view shows a regime-adjusted base rate badge.
| Signal Type | Bull Regime | Chop | Bear Regime |
|---|---|---|---|
| T1 Ignition (bull=1) | 55% | 44% | 38% |
| Brewing Setup (bull=0, pre-trigger) | 42% | 35% | 28% |
| Exhaustion Signal (bull=9–13, fade) | 40% (fade) | 50% (fade) | 63% (fade) |
| Bear Ignition (bear=1) | 38% | 44% | 55% |
Regime defined by SPY SCTR: >9 = Bull, 4–9 = Chop, <4 = Bear. Exhaustion and Bear Ignition win rates are for the short/fade direction — higher is better for those signals when fading strength in bear regimes.
Win Rates by SCTR Band
SCTR (Stock Composite Technical Rank) scores each stock 0–100 based on momentum across three timeframes. The band at the moment of the T1 ignition signal materially affects outcome. A key counter-intuitive finding: very high SCTR underperforms mid SCTR at entry — accumulated momentum often signals overextension, not opportunity.
| SCTR Band | Win Rate | Notes |
|---|---|---|
| Very High (75–100) | 47% | Overextended momentum; mean-reversion risk elevated |
| High (50–75) | 52% | Strong trend with room to run — good zone |
| Mid (25–50) | 54% | Best zone — improving momentum, not yet crowded |
| Low (0–25) | 51% | Early-cycle; higher volatility but valid setups |
The SCTR band tells you about the quality of the underlying trend, not whether the signal is valid. SCTR > 9 is required for a bull T1 ignition to fire at all — within that threshold, mid-range SCTR is actually the sweet spot, not the top of the range.
For more on how SCTR is calculated, see SCTR explained in the signal guide →
Win Rates by Entry Proximity to Trigger
The trigger price is the close of the count-1 bar — the exact price level that activates the T1 ignition signal. Where you enter relative to that trigger is the most controllable variable in the trade. Chasing extended breakouts cuts win rate by 17 percentage points.
| Entry vs Trigger | Win Rate | Avg to Count-9 |
|---|---|---|
| Within 1% of trigger | 55% | 16% |
| 1–3% above trigger | 48% | 12% |
| >3% above trigger (chased) | 38% | 5% |
Win Rates by Extension Score
The extension score (ext_score) measures how far price has stretched above the ATR trigger, expressed as a multiple of ATR. It is a real-time overextension gauge — the higher it is at entry, the closer the stock is to a potential mean-reversion move. This is the clearest "hard gate" variable in the entire backtest.
| Extension (ext_score) | Win Rate | Avg MAE |
|---|---|---|
| 🔵 Tight (<0.4) | 57% | −1.2% |
| 🟡 Moderate (0.4–0.8) | 53% | −1.6% |
| 🟠 Stretched (0.8–1.2) | 46% | −2.1% |
| 🔴 Extended (≥1.2) | 34% | −2.9% |
MAE = Maximum Adverse Excursion — the average worst drawdown experienced before the trade resolved. At ext_score ≥ 1.2, not only does the win rate collapse to coin-flip territory, but the average heat taken nearly triples compared to tight setups. This is the clearest single rule in the entire backtest dataset:
The extension score is shown on every chart in the terminal workspace as part of the EdgeOS indicator overlay. The scan cards in the Scans view label each signal 🔵 Tight / 🟡 Mod / 🟠 Stretch / 🔴 Ext.
Combine Conditions — Interactive Win Rate Calculator
The tables above show each condition in isolation. Real setups combine multiple conditions simultaneously — you might have a T1 ignition in a bull regime, with Mid SCTR, Tight extension, and entry within 1% of trigger. What is the combined win rate for that specific configuration?
The 🎲 Odds? button in the live Scans view lets you build that exact query interactively. It opens a condition picker with four toggle groups:
- SCTR Band — Low / Mid / High / Very High
- Trend Type — Confirmed bull / Fluid bull
- Extension Score — Tight / Moderate / Stretched / Extended
- Entry Proximity — Within 1% / 1–3% / Far above trigger
The result updates in real time, drawing from the full 799,000-signal database. No server call — the stats are pre-computed from the backtest and embedded directly in the page.
Every scan card also shows a base rate badge at the bottom — the system automatically detects the signal type from the embed title and shows the applicable historical win rate for the current regime.
GEX (Gamma Exposure) levels provide an additional confluence layer — when a T1 ignition fires above the GEX Flip Zone with a Call Wall target in range, the options market structure aligns with the signal direction. See the GEX explanation in the signal guide for how to read these levels alongside win rate data.
Win Rate FAQ
What is a T1 ignition win rate?
A T1 ignition win rate measures how often a bull count-1 signal leads to a profitable exit at or above the +1 ATR target, before being stopped out below the trigger price. Based on 799,000 signals across 7 years: T1 ignitions have a 55% win rate in bull regimes (SPY SCTR > 9), 44% in chop (SCTR 4–9), and 38% in bear regimes (SCTR < 4). The regime accounts for the largest single difference in outcome probability.
How were these win rates calculated?
Win rates come from a 7-year bar-driven backtest (2017–2024) across 3,000+ US liquid stocks with ADV ≥ $40M. Signal entry was at the next bar open after count-1 confirmation. Exit rules: count-9 or count-13 exhaustion, a close below the trigger (stop), or 20 bars elapsed — whichever came first. A trade is a win if any exit point is at or above the +1 ATR target. No forward-looking data was used; bars were replayed sequentially.
Why do win rates change by market regime?
Market regime — defined by SPY SCTR (>9 = bull, 4–9 = chop, <4 = bear) — reflects broad market breadth. In a bull regime, more than 50% of liquid stocks have bullish SCTR readings, creating a macroeconomic tailwind for individual longs. Individual T1 ignitions are entering a rising tide. In a bear regime, that tailwind reverses: most stocks face headwinds, so even technically valid signals fail at a higher rate. The regime effect adds or subtracts 8–17 percentage points from the base win rate.
What SCTR band has the best win rate?
The Mid (25–50) and High (50–75) SCTR bands have the best win rates at 54% and 52% respectively. Counterintuitively, Very High SCTR (75–100) drops to 47% because it indicates accumulated momentum that is already extended — there is less room to run before mean reversion. Low SCTR (0–25) is early-cycle with higher volatility but a respectable 51% win rate. Use SCTR for universe filtering, not as a quality gate — the trend type and extension score matter more.
What does extension score mean for win rates?
The extension score (ext_score) measures how far price has stretched above the ATR trigger, expressed as a multiple of ATR. Tight (<0.4) setups have a 57% win rate and average max adverse excursion of only -1.2%. Extended setups (≥1.2) drop to a 34% win rate with -2.9% average adverse excursion — effectively coin-flip territory with a wider stop. The hard rule from the backtest: avoid new entries when ext_score ≥ 1.2.
Can I see win rates for my specific setup?
Yes. Every scan card in the Scans view shows a base rate badge showing the applicable win rate for that signal type and current regime. For a custom calculation, press the 🎲 Odds? button in the Scans panel banner — it opens an interactive condition picker where you combine SCTR band, trend type, extension score, and entry proximity to see the combined win rate from the 799,000-signal database. No login required to view the Scans page.
See Live Signals With Win Rates
Every scan card in the Scans view shows the applicable base rate badge — T1 ignition win rate adjusted for today's regime, automatically. Open the terminal to see charts, the 🎲 Odds? calculator, and options flow aligned with each signal.
Live list of all stocks with active T1 ignition signals today. Updates every 30 min.
See active signals →Today's T1 ignitions with base rate badges and regime-adjusted win rates. No login required.
Open live scans →How SCTR is calculated, what scores mean, and live SCTR rankings for today's top stocks.
Read SCTR guide →Charts with EdgeOS overlays, options flow, market breadth, and the 🎲 Odds? condition picker.
Open the terminal →How T1 ignitions, SCTR, ATR levels, GEX, and options flow work — with backtest data.
Read the guide →Every AI-generated signal prediction tracked against real Alpaca price outcomes — live win rates.
See the track record →