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
32
Win rate
28.13%
Median return
-3.59%
Median excess
-1.67%
Median MFE
+1.89%
Median MAE
-6.21%
Cohort drawdown
-11.82%
Evidence
30+ sample
8 Sept 2026 to 11 Sept 2026Regime benchmark: Nifty 500
| Setup | Sample | Win rate | Median return | Median excess | MFE | MAE | Drawdown | Evidence |
|---|---|---|---|---|---|---|---|---|
| Ascending Triangle | 11 | 27.27% | -4.73% | -3.48% | +2.43% | -7.93% | -15.73% | Early |
| Double Bottom Base | 9 | 22.22% | -4.31% | -1.76% | +1.86% | -7.13% | -12.52% | Under 10 |
| Bullish Engulfing | 6 | 50.00% | -0.28% | +1.70% | +4.21% | -2.42% | -11.22% | Under 10 |
| Morning Star | 6 | 16.67% | -3.14% | -1.56% | +0.64% | -5.64% | -7.52% | 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.