Performance Summary

This page presents a comprehensive performance overview of all price pattern signals identified by Signalski. The objective is to deliver a clear, consistent, and transparent view of how different chart patterns have historically 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 Historical Breakouts page.
That source contains the raw 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 signal is evaluated based on its return (SIM GAIN) and the time it took to achieve that return (SIM GAIN DAYS). From this, two forms of annualized performance are calculated for each pattern:

1. Linear Annual Return

  • Assumes returns scale proportionally with time.
  • Does not account for compounding — each trade’s gain is treated in isolation.
  • Useful for evaluating average return pace.

2. Compound Annual Growth Rate (CAGR)

  • Reflects compounded growth assuming capital is fully reinvested after each trade.
  • Models capital growth geometrically, using this logic:
    • Gains are compounded over time,
    • Trades repeat in sequence across a standard trading year (252 days).
  • More realistic when evaluating the performance of reinvested capital.

These models offer complementary perspectives: linear gives a rough efficiency metric, while CAGR provides insight into long-term capital growth under repeated exposure.

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 signal evaluation.

Pattern-Level Summary

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 signals detected for that pattern — indicates sample size.
  • 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.
  • Compound Annual Return (%): Return assuming continuous compounding of capital.

Weighted Total Summary

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

  • LABEL: Fixed as TOTAL AVG to indicate this is a cumulative summary.
  • Total Signal Count: Total number of signals across all patterns.
  • 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.
  • Weighted Compound Annual Return (%): CAGR-style return assuming reinvestment of capital across all trades.

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