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SIGNAL OUTCOME

Analysis Methodology

This page explains the analytical framework at a high level while protecting proprietary signal parameters.

Data and frequency

The service uses adjusted historical market prices and evaluates signals on weekly candles. Adjusted data helps account for events such as splits and distributions.

Signal A

Signal A tracks statistically unusual lower-price conditions together with market prerequisites. Price proximity describes distance to the tracked zone; it is not a probability of profit.

Standard deviation in Signal A

Signal A uses standard-deviation-based statistical price zones with market prerequisites to identify unusually low weekly price conditions. It does not publish the proprietary lookback period or thresholds. A high proximity value is not a profit probability or a buy instruction, and prices can remain below a statistical range during a prolonged decline.

Signal B

Signal B combines multiple momentum and oversold observations into a single met or not-met result. Individual internal thresholds are not published.

Historical outcomes

Returns are measured from the signal reference price across fixed horizons. We also summarize maximum gains and time to peak. Samples whose full horizon has not elapsed are identified separately.

Limitations

Historical relationships can change. Data delays, corrections, market structure and leveraged ETF path dependency may affect results.

Signal Outcome

A data research tool for understanding US ETF market conditions and historical signal outcomes.

Market data updates hourly during US market hours, with a full adjusted-price refresh after the close.

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Signals and statistics are informational results based on proprietary algorithms and historical price data. They are not recommendations to buy or sell any financial product and do not guarantee future returns. Investment decisions and responsibility remain with the user.