// FORWARD TEST

23 candidate rules, running on live bars

Our published signals come from one rule. We tested a much wider set (five timeframes and dozens of ways to close a position), and several did better in simulation than the rule we publish today. A backtest is not evidence, so those candidates are now running forward on live market data, and this page is their scoreboard while they do it.

Nothing here is published or sent to anyone. These rules read the same bars our scanner reads, decide independently, and record what they would have done. No subscriber receives them, they never touch the live track record, and no entry, stop or symbol from them appears anywhere, this page included. If one earns its place, it changes what we publish, and we will say so here with the numbers before and after.

This is deliberately slow. Several of these rules work on weekly and monthly bars, so they take a bar a week or a bar a month, and a meaningful number of finished trades is months away rather than weeks. If this page sits still for a while, that is expected.

27936 open · 38726 resolved · running since 2026-08-01

AExit when momentum reaches a set level
Daily
open1258
resolved4133
win rate32%
median-4.20%
BTrailing stop, no fixed target
Daily
open1873
resolved3538
win rate18%
median-4.58%
CExit at the further trend line
Weekly
open498
resolved230
win rate36%
median-8.45%
DExit at the nearer trend line
Weekly
open332
resolved352
win rate66%
median+3.23%
EDifferent entry, exit at the further trend line
Weekly
open16
resolved35
win rate51%
median+0.06%
FExit at the further trend line
Monthly
open83
resolved10
win rate20%
median-21.51%
GExit at the nearer trend line
Monthly
open74
resolved19
win rate58%
median+2.70%
HDifferent entry (slower), exit at the further trend line
Weekly
open17
resolved25
win rate40%
median-10.32%
IDifferent entry, exit at the further trend line
Monthly
open32
resolved15
win rate100%
median+4.51%
JRule A on the signal stream we actually publish
Daily
open320
resolved1027
win rate43%
median-2.92%
KRule C on the signal stream we actually publish
Weekly
open101
resolved64
win rate34%
median-8.18%
LExit at the nearer trend line
Quarterly
open2
resolved0
win rate—
median—
MExit at the further trend line
Quarterly
open2
resolved0
win rate—
median—
NRule A on weekly bars
Weekly
open550
resolved151
win rate13%
median-11.72%
ORule A behind a wider stop
Daily
open1508
resolved3488
win rate40%
median-4.23%
PRule A on weekly bars behind a wider stop
Weekly
open563
resolved136
win rate15%
median-12.12%
QRule A on weekly bars behind a wider stop again
Weekly
open609
resolved90
win rate23%
median-11.18%
RA different entry: a setup that must form, fail and form again
Daily
open131
resolved198
win rate51%
median+0.08%
SRule B's exit on a different entry: price closing above its trend line
Daily
open1439
resolved3312
win rate26%
median-4.08%
TRule S on weekly bars, behind a tighter trailing stop
Weekly
open875
resolved551
win rate9%
median-11.99%
URule T's exit on the momentum stream: the pair changes only the entry
Weekly
open523
resolved130
win rate6%
median-10.58%
VA weekly entry as momentum turns back up after a decline, behind a trailing stop
Weekly
open901
resolved59
win rate2%
median-20.32%
WA daily entry as price climbs from below into a moving price band, behind a trailing stop
Daily
open805
resolved1304
win rate21%
median-5.32%

Win rate and median are long positions only, and every rate is computed from resolved positions alone. An open position counts for nothing until it closes. Short positions are recorded as a control and kept out of these numbers, because every backtested figure we have published is long-only.

Only 37316 of those 38726 resolved positions were recorded after the 1 September fix that let this test store the strategy our live signals use. The rest predate it and contain none of it.

A word on what the first weeks will show: the earliest records here are mostly crypto, commodities and foreign exchange, and our research population was US equities. So the first numbers on this page describe a different market from the simulation that produced these candidates. They will not match, and we would rather say that now than explain it later.

Letters A to G are the same rules that carry those letters in the write-up. The rest were not in that table and have no published backtest row: two are further entries, two re-run A and C on the exact signal stream our subscribers receive (the pair isolates the stream from the rule), and two cover the quarterly timeframe, which we scan and publish but never backtested.

Until one of these earns it, nothing changes: the signals we send come from the same rule as always, and there is no paid tier. Questions or suggestions are welcome at info@algosignals.finance.

Not financial advice. Simulated and experimental results carry no guarantee of future performance.