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
208
Win rate
37.98%
Median return
-1.57%
Median excess
-1.03%
Median MFE
+2.56%
Median MAE
-4.83%
Cohort drawdown
-34.61%
Evidence
30+ sample
8 Sept 2026 to 13 Oct 2026Regime benchmark: Nifty 500
| Setup | Sample | Win rate | Median return | Median excess | MFE | MAE | Drawdown | Evidence |
|---|---|---|---|---|---|---|---|---|
| Double Bottom Base | 56 | 37.50% | -1.71% | -1.29% | +2.20% | -5.34% | -33.75% | 30+ sample |
| Ascending Triangle | 48 | 33.33% | -1.90% | -1.24% | +2.56% | -4.86% | -40.28% | 30+ sample |
| Bullish Engulfing | 41 | 34.15% | -2.58% | -2.43% | +1.82% | -5.34% | -41.18% | 30+ sample |
| Morning Star | 39 | 48.72% | -0.17% | +1.49% | +2.93% | -2.65% | -15.95% | 30+ sample |
| Cup With Handle | 9 | 33.33% | -3.00% | -1.68% | +2.74% | -3.72% | -15.10% | Under 10 |
| Rounded Bottom | 9 | 44.44% | -0.58% | -0.63% | +1.19% | -3.24% | -6.36% | Under 10 |
| Bull Flag | 2 | 0.00% | -4.40% | -4.23% | +1.34% | -6.32% | -8.61% | Under 10 |
| Hammer | 2 | 100.00% | +9.25% | +10.35% | +15.75% | -1.83% | 0.00% | Under 10 |
| Piercing Pattern | 2 | 0.00% | -1.61% | -3.17% | +4.77% | -3.21% | -3.22% | 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.