Performance Summary

This page presents a comprehensive performance overview of all price pattern breakout signals identified by Signalski. The objective is to deliver a clear, consistent, and transparent view of how different chart patterns have historically (1 year period) performed, enabling users to benchmark signal quality across time and structure.

All data used in the calculations presented on this page can be found in the Historical Breakouts page. That source contains the breakout signal entries — including breakout dates, prices, and simulated outcomes — from which these summary statistics are derived. Data changes after each trading day and calculations are updated.

Each trading breakout signal is evaluated based on its return (SIM GAIN) and the time it took to achieve that return (SIM GAIN DAYS). To help interpret performance across patterns, a Linear Annual Return (LAR) is calculated for each:

Linear Annual Return (LAR)
Assumes returns scale proportionally with time.
Does not account for compounding — each trade’s gain is treated in isolation.
Useful for evaluating the average return pace over a standard trading year (252 days).

This metric provides a standardized way to compare how quickly different breakout patterns tend to generate returns, offering a rough efficiency benchmark across signals.

A Note on Interpretation

While historical performance does not guarantee future results, these metrics offer a useful comparative lens. They help identify which chart patterns tend to yield stronger or more consistent returns over time, and how quickly those returns are typically realised.

This analysis is part of Signalski’s commitment to data transparency and evidence-based breakout signals evaluation.

Pattern-Level Summary

Table updated: 06 December 2025 04:29 (UTC)

The Pattern-Level Summary table breaks down results by each specific chart pattern:

  • PATTERN: The technical pattern detected (e.g. Cup with Handle CwH, Flat Base FB, Double Top DT, etc.).
  • COUNT: Number of breakout signals detected for that pattern — indicates sample size.
  • WIN (RATE): Count of transactions that resulted in a profit, with the corresponding percentage relative to all transactions.
  • LOSS (RATE): Count of transactions that resulted in a loss, with the corresponding percentage relative to all transactions.
  • Avg Gain (%): Average return per signal.
  • Avg Days: Average time (in trading days) to achieve the return.
  • Linear Annual Return (%): Return scaled linearly to 252 trading days.

Weighted Total Summary

Table updated: 06 December 2025 04:29 (UTC)

The Weighted Total Summary table provides an overall performance summary across all patterns, weighted by the number of breakout signals:

  • LABEL: Fixed as TOTAL AVG to indicate this is a cumulative summary.
  • COUNT: Total number of breakout signals across all patterns.
  • WIN (RATE): Successful trades (count and % of total)
  • LOSS (RATE): Unsuccessful trades (count and % of total)
  • Weighted Avg Gain (%): True average return across all trades (not just an average of averages).
  • Weighted Avg Days: True average holding period across all trades.
  • Weighted Linear Annual Return (%): Overall return assuming no reinvestment.

This summary serves as a benchmark of overall system performance and reflects the collective strength of all patterns based on historical breakout signals.