Setup Scores
Tickers that have dropped, stabilized near their recent low, and have a decent Setup Score — actionable now, no look-ahead.
📈 Trading Signals Backtest (2020-Present)
Performance metrics across 5,453 setups computed historically at the exact bottom dates (no look-ahead bias).
🟢 BUY (Bottom Fish / Buy-in)Total Signals: 1,359
42.1%60d Win Rate
Triggered when quality is high, valuation is low, and stock has deep drawdown.
Avg Drawdown at Trigger-29.7%
Avg 60d Bounce+36.3%
🔴 SELL (Risk Avoidance / Sell-out)Total Signals: 1,470
40.5%60d Win Rate
Triggered on value trap, overvaluation, or excessive retail crowd topping.
Avg Drawdown at Trigger-24.8%
Avg Score33.5
⚪ HOLD (Hold / Watch)Total Signals: 2,624
HOLD/ HOLD (Hold / Watch)
Wait-and-see or normal positions on moderate quality/drawdown.
Avg Drawdown at Trigger-28.6%
Avg Score54.8
💡 Empirical Summary: 🟢 BUY signals occur on average at a deep -29.7% drawdown, with a 42.1% 60-day bounce rate and +36.3% average bounce. 🔴 SELL signals warn of overvaluation or toppings to avoid value traps.
Live identification criteria:
· Drawdown ≥ 15% from 90-day peak
· Currently within 5% of the 60-day low (near bottom, not mid-bounce)
· No new 90-day low in the past 5 days (stabilizing, not a falling knife)
· Setup Score ≥ 55 (fundamentals filter out value traps)
| Ticker | Total | Verdict | Price | vs 90d peak | vs 60d low | Days stable | Value | Quality | Drawdown | Smart Money | Options | Sentiment | Macro |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BRO | 807/7 | BUYDeep Value | $56.25 | -23.5% | +3.4% | 18d | 100 | 54 | 100 | 84 | 75 | 64 | 56 |
| FIS | 747/7 | BUYDeep Value | $42.99 | -16.7% | +2.8% | 16d | 100 | 50 | 96 | 80 | 54 | 44 | 56 |
| PTC | 717/7 | BUYQuality on Sale | $138.73 | -15.5% | +4.0% | 51d | 78 | 97 | 72 | 64 | 34 | 60 | 56 |
| POOL | 717/7 | BUYDeep Value | $181.40 | -22.6% | +3.5% | 16d | 69 | 57 | 91 | 100 | 67 | 45 | 56 |
| MKC | 707/7 | BUYQuality on Sale | $47.37 | -32.2% | +3.9% | 18d | 89 | 85 | 78 | 50 | 24 | 69 | 56 |
| CHTR | 707/7 | HOLDValue Trap Risk | $144.05 | -41.1% | +2.7% | 16d | 100 | 20 | 100 | 80 | 38 | 77 | 56 |
| CAG | 707/7 | HOLDWatch | $13.28 | -30.8% | +1.0% | 5d | 100 | 35 | 84 | 78 | 60 | 47 | 56 |
| AOS | 697/7 | BUYDeep Value | $56.72 | -27.2% | +1.4% | 12d | 80 | 69 | 59 | 71 | 86 | 50 | 56 |
| JKHY | 697/7 | BUYDeep Value | $136.32 | -20.7% | +1.7% | 17d | 70 | 82 | 58 | 77 | 58 | 67 | 56 |
| ABT | 697/7 | BUYDeep Value | $85.60 | -25.0% | +3.7% | 20d | 69 | 59 | 76 | 85 | 85 | 42 | 56 |
| OMC | 687/7 | BUYDeep Value | $72.71 | -15.3% | +2.7% | 16d | 100 | 50 | 31 | 83 | 86 | 47 | 56 |
| CMCSA | 687/7 | BUYDeep Value | $24.87 | -22.5% | +0.4% | 16d | 100 | 62 | 54 | 69 | 38 | 53 | 56 |
| DPZ | 667/7 | BUYDeep Value | $310.58 | -25.3% | +2.7% | 16d | 73 | 52 | 72 | 74 | 57 | 70 | 56 |
| ZTS | 657/7 | HOLDWatch | $77.69 | -39.8% | +4.7% | 16d | 62 | 64 | 100 | 55 | 83 | 29 | 56 |
| GIS | 657/7 | HOLDValue Trap Risk | $33.81 | -25.1% | +2.5% | 16d | 92 | 20 | 77 | 75 | 81 | 45 | 56 |
| ALLE | 657/7 | BUYDeep Value | $130.07 | -20.0% | +3.5% | 16d | 69 | 69 | 55 | 82 | 43 | 63 | 56 |
| GEHC | 647/7 | BUYDeep Value | $62.34 | -22.2% | +4.8% | 32d | 85 | 58 | 59 | 65 | 46 | 53 | 56 |
| LDOS | 647/7 | BUYDeep Value | $127.80 | -29.3% | +3.9% | 10d | 88 | 56 | 72 | 65 | 46 | 29 | 56 |
| XYL | 647/7 | BUYDeep Value | $109.54 | -15.5% | +3.0% | 12d | 69 | 53 | 57 | 61 | 89 | 63 | 56 |
| NOC | 647/7 | BUYDeep Value | $563.68 | -26.6% | +4.3% | 16d | 71 | 62 | 53 | 79 | 54 | 53 | 56 |
| APA | 637/7 | BUYDeep Value | $36.43 | -17.9% | +2.4% | 88d | 96 | 67 | 36 | 77 | 16 | 44 | 56 |
| CF | 637/7 | HOLDValue Trap Risk | $112.35 | -18.4% | +0.0% | 90d | 92 | 90 | 37 | 33 | 30 | 59 | 56 |
| WTW | 637/7 | BUYDeep Value | $249.67 | -18.0% | +3.1% | 18d | 85 | 68 | 57 | 70 | 36 | 29 | 56 |
| TRMB | 627/7 | HOLDWatch | $56.41 | -19.9% | +3.4% | 12d | 64 | 60 | 68 | 83 | 25 | 63 | 56 |
| CLX | 627/7 | BUYDeep Value | $90.02 | -29.0% | +4.5% | 26d | 86 | 48 | 63 | 66 | 49 | 34 | 56 |
| COO | 617/7 | BUYDeep Value | $61.21 | -27.1% | +3.8% | 20d | 71 | 51 | 55 | 75 | 63 | 41 | 56 |
| ALB | 607/7 | BUYDeep Value | $176.42 | -18.2% | +4.4% | 72d | 97 | 46 | 36 | 76 | 33 | 36 | 56 |
| BF-B | 597/7 | HOLDWatch | $25.72 | -15.1% | +4.3% | 68d | 83 | 68 | 46 | 38 | 25 | 71 | 56 |
| TMUS | 597/7 | BUYDeep Value | $187.53 | -15.4% | +2.6% | 34d | 79 | 49 | 55 | 65 | 39 | 47 | 56 |
| ERIE | 597/7 | BUYDeep Value | $213.07 | -21.7% | +1.1% | 27d | 69 | 55 | 85 | 50 | 27 | 45 | 56 |
| MCK | 597/7 | HOLDValue Trap Risk | $742.44 | -25.4% | +2.4% | 20d | 73 | 46 | 51 | 72 | 70 | 29 | 56 |
| CSGP | 587/7 | HOLDWatch | $32.20 | -34.2% | +1.1% | 17d | 31 | 58 | 100 | 100 | 0 | 63 | 56 |
| AVY | 587/7 | HOLDValue Trap Risk | $159.07 | -18.4% | +3.1% | 12d | 72 | 54 | 39 | 59 | 58 | 63 | 56 |
| ZBH | 587/7 | BUYDeep Value | $82.33 | -17.2% | +3.5% | 20d | 87 | 50 | 47 | 44 | 37 | 64 | 56 |
| MCD | 587/7 | HOLDWatch | $279.20 | -16.6% | +1.7% | 19d | 61 | 83 | 36 | 64 | 50 | 29 | 56 |
| TYL | 577/7 | HOLDWatch | $313.15 | -16.4% | +4.9% | 18d | 27 | 60 | 98 | 49 | 66 | 64 | 56 |
| NFLX | 567/7 | BUYQuality on Sale | $86.02 | -20.2% | +0.7% | 20d | 23 | 90 | 72 | 60 | 37 | 62 | 56 |
| BDX | 567/7 | HOLDWatch | $147.12 | -16.7% | +3.4% | 13d | 81 | 44 | 41 | 69 | 45 | 33 | 56 |