Verdict
UNDERPERFORMING
p=0.034 · 95% CI: [-25.49, -1.01]
Need N≥150 treatment obs for p<0.05 significance. Currently 11/150 (7%)
Returns vs SPY — Gate-Filtered Random is the primary gate-effectiveness measurement
+30.0pp
Gate-Filtered (N=5)
-0.5pp
FORMAL Recs (N=11)
GATE vs RANDOM · REC-PROCESS GAP
Gate-Filtered vs Random: +25.0pp
·
FORMAL Recs vs Gate-Filtered: -38.3pp
Both descriptive surface stats — not confirmatory hypothesis tests.
WIN RATE & AVG RETURN — DIRECTIONAL ONLY
Win%: Recs 14.0%
vs Rnd 33.4%
·
edge -19.4pp
AvgRet: Recs +2.5%
vs Rnd +22.1%
(-19.6pp)
⚠ Control from seed date, recs from rec date — windows not aligned
Return by Gate Score — does scoring higher = better returns?
| Score tier |
Excess vs SPY |
N |
| 6/6 (all gate) |
— |
0 |
| 4–5/6 |
+29.96pp |
5 |
| 2–3/6 |
+13.66pp |
36 |
| 0–1/6 |
+3.98pp |
453 |
Direction Signals — locked vs control, tap header to sort
| Metric |
Locked |
Control |
✓✗ |
Streak |
Cohen d |
Sep |
| RSI |
higher |
lower |
✗ |
0✗ |
+0.591 |
0.29pp |
| rsi |
higher |
lower |
✗ |
0✗ |
+0.591 |
0.29pp |
| Dividend % |
lower |
lower |
✓ |
0✓ |
-0.573 |
12.83pp |
| EPS-ROA PE Score |
higher |
higher |
✓ |
49✓ |
+0.337 |
12.95pp |
| Watson1 |
— |
higher |
? |
— |
+0.327 |
15.41pp |
| EPS next 5Y |
higher |
higher |
✓ |
1✓ |
+0.288 |
11.52pp |
| P/FCF |
higher |
higher |
✓ |
0✓ |
+0.239 |
15.54pp |
| P/FCF |
higher |
higher |
✓ |
1✓ |
+0.239 |
15.54pp |
| PFCF v EBITDA |
lower |
lower |
✓ |
38✓ |
+0.236 |
0.37pp |
| Pfcf vs PE Spread |
lower |
lower |
✓ |
1✓ |
+0.234 |
3.75pp |
Alerts
⚠ 2 direction disagreement(s)
✗ RSI — locked higher · control lower
✗ rsi — locked higher · control lower
★ New signal candidates: Quality Value Score, Quality Value Score (Test Version), P/S v P/C Multiple, Profit Efficiency Value, Comprehensive Quality Score
✓ 2 control tickers scoring 4+/5 + outperforming: ACCL, CDNA
Top Combo Validation
All Recommendations — tap header to sort
| Ticker |
Date |
Rules |
Return |
Status |
| XBP |
3/28/2026 |
4/6 |
0 |
Recommended |
| DLO |
3/28/2026 |
6/6 |
0 |
Recommended |
| ABTC |
3/28/2026 |
4/6 |
0 |
Recommended |
| PAAS |
3/24/2026 |
5/6 |
— |
Recommended |
| EVCM |
3/24/2026 |
5/6 |
— |
Recommended |
| NTST |
3/24/2026 |
5/6 |
— |
Recommended |
| ABBV |
3/24/2026 |
5/6 |
— |
Recommended |
| ITRN |
3/24/2026 |
5/6 |
-2.07% |
Recommended+Bought |
| QNST |
3/24/2026 |
5/6 |
— |
Recommended |
| BWMX |
3/24/2026 |
5/6 |
— |
Recommended |
| TAK |
3/24/2026 |
5/6 |
— |
Recommended |
| HALO |
3/24/2026 |
4/6 |
8.30% |
Recommended+Bought+Sold |
| CART |
3/24/2026 |
4/6 |
-6.40% |
Recommended+Bought+Sold |
| CPNG |
2026-07-05 |
4/5 |
— |
Recommended |
| TTWO |
2026-07-05 |
4/5 |
— |
Recommended |
| ACCL |
2026-07-05 |
4/5 |
— |
Recommended |
| QXO |
2026-06-21 |
4/5 |
0.1126 |
Recommended |
| RSI |
2026-06-14 |
4/5 |
0.0000 |
Recommended+Bought |
| ALGM |
2026-06-07 |
4/5 |
0.0000 |
Recommended+Bought |
| ATRC |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| MRCY |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| U |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| BLZE |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| COMP |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| RGR |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| WYY |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| CDNA |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| MMI |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| HY |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| ASND |
2026-06-07 |
4/5 |
0.0000 |
Recommended |
| AGYS |
2026-06-05 |
4/5 |
0.0000 |
Recommended |
| GHM |
2026-05-11 |
4/5 |
#DIV/0! |
Recommended+Bought+Sold |
| VECO |
2026-05-10 |
4/5 |
0.0000 |
Recommended+Bought |
| WELL |
2026-05-10 |
4/5 |
0.0000 |
Recommended+Bought |
| ARGX |
2026-05-05 |
5/5 |
-3.5656 |
Recommended+Bought |
| SLNO |
2026-05-02 |
4/5 |
0.0000 |
Recommended |
| GWRE |
2026-04-30 |
4/5 |
6.7534 |
Recommended |
| RDDT |
2026-04-29 |
5/5 |
#DIV/0! |
Recommended+Bought |
| SHOP |
2026-04-29 |
5/5 |
#DIV/0! |
Recommended+Bought+Sold |
| ECO |
2026-04-04 |
4/5 |
0.0000 |
Recommended |
| GRND |
2026-04-01 |
4/5 |
0.3347 |
Recommended |
| ORLA |
2026-04-01 |
4/5 |
1.9749 |
Recommended |
| SRAD |
2026-04-01 |
4/5 |
1.7438 |
Recommended |
| EGAN |
2026-03-31 |
5/5 |
-0.6337 |
Recommended |
| AU |
2026-03-31 |
4/5 |
4.5399 |
Recommended |
| LII |
2026-03-31 |
4/5 |
1.1850 |
Recommended |