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
60
Win rate
23.33%
Median return
-4.46%
Median excess
-0.96%
Median MFE
+4.20%
Median MAE
-7.08%
Cohort drawdown
-25.66%
Evidence
30+ sample
8 Sept 2026 to 21 Sept 2026Regime benchmark: Nifty 500
| Setup | Sample | Win rate | Median return | Median excess | MFE | MAE | Drawdown | Evidence |
|---|---|---|---|---|---|---|---|---|
| Quality Value | 31 | 35.48% | -2.41% | +0.08% | +5.38% | -7.25% | -24.74% | 30+ sample |
| Compounder | 28 | 7.14% | -5.31% | -1.05% | +3.56% | -6.92% | -39.77% | Early |
| Quality Compounder | 1 | 100.00% | +8.32% | +12.43% | +17.90% | -1.69% | 0.00% | 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.