Evidence by cohort
Signal performance laboratory
Fixed-horizon outcomes grouped without removing failures. Medians reduce outlier distortion; MAE and drawdown expose risk that a headline win rate can hide.
Signal set
Sample
72
Win rate
29.17%
Median return
-1.31%
Median excess
-0.86%
Median MFE
+1.33%
Median MAE
-2.28%
Cohort drawdown
-10.12%
Evidence
30+ sample
8 Sept 2026 to 18 Sept 2026Regime benchmark: Nifty 500
| Setup | Sample | Win rate | Median return | Median excess | MFE | MAE | Drawdown | Evidence |
|---|---|---|---|---|---|---|---|---|
| Ascending Triangle | 25 | 28.00% | -0.68% | +0.03% | +1.39% | -2.08% | -7.88% | Early |
| Double Bottom Base | 18 | 22.22% | -2.05% | -1.64% | +1.14% | -2.78% | -18.21% | Early |
| Bullish Engulfing | 14 | 35.71% | -1.84% | -1.62% | +1.42% | -2.54% | -7.19% | Early |
| Morning Star | 13 | 38.46% | -0.85% | -0.57% | +0.75% | -1.75% | -8.06% | Early |
| Cup With Handle | 1 | 0.00% | -1.56% | +0.14% | +2.74% | -2.56% | -1.56% | Under 10 |
| Piercing Pattern | 1 | 0.00% | -2.56% | -2.80% | +0.73% | -3.18% | -2.56% | Under 10 |
Returns: Median is used for return, excess return, MFE, and MAE to reduce outlier distortion. Return greater than 0% at the selected fixed horizon.
Drawdown: Signals from the same publication date are equal-weighted as one cohort, then cohort returns are compounded chronologically.
Market regime: Bullish, bearish, or sideways uses the benchmark close versus its trailing 50-session average and trailing 20-session return, using only data available by publication day.
Sample discipline: Groups below 10 outcomes are insufficient; 10-29 are early evidence; 30 or more are established samples, not proof of future performance.