Directional signals
ⓘ About these signals & the live track record
Aggregated data leans for each company over three horizons (short ~2wk, medium ~3mo, long ~6mo), ranked by medium-horizon score.
signals: as of 2026-10-13
Live combined book: +9.3% total return · Sharpe forming (short sample) · N=849 — full performance track record →
42% correct vs 54% base · N=83 · short · tracking since 2026-07-08
Out-of-sample backtest — short: live accuracy pending (N=0) — OOS window from 2025-07-07
Out-of-sample backtest — 65% correct vs 77% base · N=126 · medium · OOS window from 2025-07-03
medium: live accuracy pending (N=15) — tracking since 2026-07-08
long: live accuracy pending (N=0) — tracking since 2026-07-15
Historical backtest is out-of-sample but limited to price-derivable signals and to today's surviving company panel (survivorship bias); full-swarm accuracy is measured live by the prediction ledger. How this works / methodology.