Cipher's live track record by signal class: how often each pattern beat its sector, with credible intervals and out-of-sample Brier scores.
Every sentiment signal Cipher tracks lives in one of three tiers. Most opportunities surface in the inner rings before they reach the outer ones — and the gap is where alpha decays.
| Signal × Pattern | Cap | Horizon | ESS | → Graduation | 95% CI | DSR | Status |
|---|---|---|---|---|---|---|---|
DIFFUSION mainstream first | LARGE | 3d | 5.8(N=188) | 5.8 / 30 ESS · 19% | [13.1%–78.3%] | — | EXPLORATORY |
DIFFUSION mainstream first | LARGE | 7d | 5.7(N=183) | 5.7 / 30 ESS · 19% | [13.2%–78.4%] | — | EXPLORATORY |
DIFFUSION mainstream first | LARGE | 14d | 5.7(N=172) | 5.7 / 30 ESS · 19% | [8.5%–72.6%] | — | EXPLORATORY |
DIFFUSION mainstream first | LARGE | 30d | 5.0(N=116) | 5.0 / 30 ESS · 17% | [7.5%–71.3%] | — | EXPLORATORY |
DIFFUSION mainstream first | LARGE | 60d | 1.0(N=16) | 1.0 / 30 ESS · 3% | [8.7%–72.9%] | — | EXPLORATORY |
DIFFUSION mainstream first | MID | 3d | 0.0(N=73) | 0.0 / 30 ESS · 0% | [24.3%–47.7%] | — | EXPLORATORY |
DIFFUSION mainstream first | MID | 7d | 0.0(N=68) | 0.0 / 30 ESS · 0% | [26.1%–50.7%] | — | EXPLORATORY |
DIFFUSION mainstream first | MID | 14d | 0.0(N=58) | 0.0 / 30 ESS · 0% | [16.6%–41.5%] | — | EXPLORATORY |
DIFFUSION mainstream first | MID | 30d | 0.0(N=42) | 0.0 / 30 ESS · 0% | [15.9%–45.4%] | — | EXPLORATORY |
DIFFUSION mainstream first | MID | 60d | 0.0(N=4) | 0.0 / 30 ESS · 0% | [0.0%–68.3%] | — | EXPLORATORY |
DIFFUSION mainstream first | SMALL | 3d | 0.0(N=74) | 0.0 / 30 ESS · 0% | [18.9%–41.3%] | — | EXPLORATORY |
DIFFUSION mainstream first | SMALL | 7d | 0.0(N=69) | 0.0 / 30 ESS · 0% | [28.7%–53.5%] | — | EXPLORATORY |
DIFFUSION mainstream first | SMALL | 14d | 0.0(N=57) | 0.0 / 30 ESS · 0% | [24.7%–51.6%] | — | EXPLORATORY |
DIFFUSION mainstream first | SMALL | 30d | 0.0(N=33) | 0.0 / 30 ESS · 0% | [25.8%–60.7%] | — | EXPLORATORY |
DIFFUSION niche leads | LARGE | 3d | 0.0(N=12) | 0.0 / 30 ESS · 0% | [25.2%–79.1%] | — | EXPLORATORY |
DIFFUSION niche leads | LARGE | 7d | 0.0(N=10) | 0.0 / 30 ESS · 0% | [23.4%–80.2%] | — | EXPLORATORY |
DIFFUSION niche leads | LARGE | 14d | 0.0(N=5) | 0.0 / 30 ESS · 0% | [15.2%–78.7%] | — | EXPLORATORY |
DIFFUSION niche leads | LARGE | 30d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [8.6%–72.9%] | — | EXPLORATORY |
DIFFUSION niche leads | MID | 3d | 0.0(N=3) | 0.0 / 30 ESS · 0% | [0.0%–52.0%] | — | EXPLORATORY |
DIFFUSION niche leads | MID | 7d | 0.0(N=2) | 0.0 / 30 ESS · 0% | [0.0%–63.0%] | — | EXPLORATORY |
DIFFUSION niche leads | MID | 14d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [0.0%–79.5%] | — | EXPLORATORY |
DIFFUSION niche leads | SMALL | 3d | 0.0(N=7) | 0.0 / 30 ESS · 0% | [22.0%–66.6%] | — | EXPLORATORY |
DIFFUSION niche leads | SMALL | 7d | 0.0(N=7) | 0.0 / 30 ESS · 0% | [22.0%–66.6%] | — | EXPLORATORY |
DIFFUSION niche leads | SMALL | 14d | 0.0(N=5) | 0.0 / 30 ESS · 0% | [21.9%–66.4%] | — | EXPLORATORY |
DIFFUSION niche leads | SMALL | 30d | 0.0(N=3) | 0.0 / 30 ESS · 0% | [24.0%–68.1%] | — | EXPLORATORY |
DIFFUSION simultaneous | LARGE | 3d | 3.7(N=80) | 3.7 / 30 ESS · 12% | [9.8%–74.7%] | — | EXPLORATORY |
DIFFUSION simultaneous | LARGE | 7d | 3.7(N=76) | 3.7 / 30 ESS · 12% | [6.5%–70.4%] | — | EXPLORATORY |
DIFFUSION simultaneous | LARGE | 14d | 3.7(N=58) | 3.7 / 30 ESS · 12% | [6.0%–69.6%] | — | EXPLORATORY |
DIFFUSION simultaneous | LARGE | 30d | 3.0(N=41) | 3.0 / 30 ESS · 10% | [6.8%–70.7%] | — | EXPLORATORY |
DIFFUSION simultaneous | MID | 3d | 0.0(N=7) | 0.0 / 30 ESS · 0% | [21.5%–46.7%] | — | EXPLORATORY |
DIFFUSION simultaneous | MID | 7d | 0.0(N=5) | 0.0 / 30 ESS · 0% | [21.8%–46.7%] | — | EXPLORATORY |
DIFFUSION simultaneous | MID | 14d | 0.0(N=5) | 0.0 / 30 ESS · 0% | [21.8%–46.7%] | — | EXPLORATORY |
DIFFUSION simultaneous | MID | 30d | 0.0(N=3) | 0.0 / 30 ESS · 0% | [20.8%–99.2%] | — | EXPLORATORY |
DIFFUSION simultaneous | SMALL | 3d | 0.0(N=8) | 0.0 / 30 ESS · 0% | [22.9%–67.6%] | — | EXPLORATORY |
DIFFUSION simultaneous | SMALL | 7d | 0.0(N=8) | 0.0 / 30 ESS · 0% | [24.6%–69.4%] | — | EXPLORATORY |
DIFFUSION simultaneous | SMALL | 14d | 0.0(N=8) | 0.0 / 30 ESS · 0% | [19.6%–63.9%] | — | EXPLORATORY |
DIFFUSION simultaneous | SMALL | 30d | 0.0(N=5) | 0.0 / 30 ESS · 0% | [20.6%–65.0%] | — | EXPLORATORY |
INSIDER cluster buying | LARGE | 3d | 79.3(N=86) | ESS met · proving edge | [26.2%–53.6%] | — | EXPLORATORY |
INSIDER cluster buying | LARGE | 7d | 72.5(N=78) | deprecated | [28.9%–57.5%] | — | DEPRECATED |
INSIDER cluster buying | LARGE | 14d | 62.9(N=66) | deprecated | [15.5%–43.3%] | — | DEPRECATED |
INSIDER cluster buying | LARGE | 30d | 53.2(N=55) | ESS met · proving edge | [20.3%–49.5%] | — | EXPLORATORY |
INSIDER cluster buying | LARGE | 60d | 7.0(N=7) | 7.0 / 30 ESS · 23% | [18.0%–51.7%] | — | EXPLORATORY |
INSIDER cluster buying | MID | 3d | 22.8(N=24) | 22.8 / 30 ESS · 76% | [22.3%–59.4%] | — | EXPLORATORY |
INSIDER cluster buying | MID | 7d | 21.9(N=23) | 21.9 / 30 ESS · 73% | [20.3%–57.1%] | — | EXPLORATORY |
INSIDER cluster buying | MID | 14d | 19.2(N=20) | 19.2 / 30 ESS · 64% | [23.2%–60.6%] | — | EXPLORATORY |
INSIDER cluster buying | MID | 30d | 11.7(N=12) | 11.7 / 30 ESS · 39% | [20.7%–58.0%] | — | EXPLORATORY |
INSIDER cluster buying | MID | 60d | 2.0(N=2) | 2.0 / 30 ESS · 7% | [22.0%–58.0%] | — | EXPLORATORY |
INSIDER cluster buying | SMALL | 3d | 23.2(N=24) | deprecated | [17.4%–61.7%] | — | DEPRECATED |
INSIDER cluster buying | SMALL | 7d | 22.3(N=23) | deprecated | [19.7%–64.2%] | — | DEPRECATED |
INSIDER cluster buying | SMALL | 14d | 14.6(N=15) | 14.6 / 30 ESS · 49% | [10.3%–57.9%] | — | EXPLORATORY |
INSIDER cluster buying | SMALL | 30d | 6.9(N=7) | 6.9 / 30 ESS · 23% | [18.1%–72.5%] | — | EXPLORATORY |
INSIDER cluster selling | LARGE | 3d | 132.7(N=141) | deprecated | [23.4%–45.0%] | — | DEPRECATED |
INSIDER cluster selling | LARGE | 7d | 129.0(N=137) | deprecated | [26.1%–48.0%] | — | DEPRECATED |
INSIDER cluster selling | LARGE | 14d | 120.1(N=127) | deprecated | [25.1%–46.9%] | — | DEPRECATED |
INSIDER cluster selling | LARGE | 30d | 87.0(N=91) | ESS met · proving edge | [23.4%–47.9%] | — | EXPLORATORY |
INSIDER cluster selling | LARGE | 60d | 21.8(N=22) | deprecated | [17.6%–51.4%] | — | DEPRECATED |
INSIDER cluster selling | MID | 3d | 37.2(N=39) | ESS met · proving edge | [27.3%–62.9%] | — | EXPLORATORY |
INSIDER cluster selling | MID | 7d | 37.2(N=39) | ESS met · proving edge | [31.4%–66.7%] | — | EXPLORATORY |
INSIDER cluster selling | MID | 14d | 33.6(N=35) | deprecated | [20.7%–55.3%] | — | DEPRECATED |
INSIDER cluster selling | MID | 30d | 21.5(N=22) | 21.5 / 30 ESS · 72% | [22.1%–58.9%] | — | EXPLORATORY |
INSIDER cluster selling | MID | 60d | 2.0(N=2) | 2.0 / 30 ESS · 7% | [22.0%–58.0%] | — | EXPLORATORY |
INSIDER cluster selling | SMALL | 3d | 31.2(N=33) | deprecated | [18.0%–60.3%] | — | DEPRECATED |
INSIDER cluster selling | SMALL | 7d | 31.0(N=33) | deprecated | [33.5%–75.7%] | — | DEPRECATED |
INSIDER cluster selling | SMALL | 14d | 27.3(N=29) | 27.3 / 30 ESS · 91% | [28.4%–72.2%] | — | EXPLORATORY |
INSIDER cluster selling | SMALL | 30d | 17.3(N=18) | 17.3 / 30 ESS · 58% | [24.3%–73.6%] | — | EXPLORATORY |
INSIDER cluster selling | SMALL | 60d | 5.0(N=5) | 5.0 / 30 ESS · 17% | [12.7%–66.8%] | — | EXPLORATORY |
INSIDER lone buy | LARGE | 3d | 35.0(N=37) | deprecated | [15.0%–47.8%] | — | DEPRECATED |
INSIDER lone buy | LARGE | 7d | 34.6(N=37) | deprecated | [21.6%–55.8%] | — | DEPRECATED |
INSIDER lone buy | LARGE | 14d | 33.9(N=37) | deprecated | [18.8%–52.2%] | — | DEPRECATED |
INSIDER lone buy | LARGE | 30d | 29.2(N=31) | 29.2 / 30 ESS · 97% | [17.5%–51.1%] | — | EXPLORATORY |
INSIDER lone buy | LARGE | 60d | 16.9(N=17) | 16.9 / 30 ESS · 56% | [18.0%–52.2%] | — | EXPLORATORY |
INSIDER lone buy | MID | 3d | 4.8(N=5) | 4.8 / 30 ESS · 16% | [22.4%–58.7%] | — | EXPLORATORY |
INSIDER lone buy | MID | 7d | 4.8(N=5) | 4.8 / 30 ESS · 16% | [22.4%–58.8%] | — | EXPLORATORY |
INSIDER lone buy | MID | 14d | 4.0(N=4) | 4.0 / 30 ESS · 13% | [22.1%–58.3%] | — | EXPLORATORY |
INSIDER lone buy | MID | 30d | 4.0(N=4) | 4.0 / 30 ESS · 13% | [21.9%–58.3%] | — | EXPLORATORY |
INSIDER lone buy | SMALL | 3d | 16.1(N=17) | 16.1 / 30 ESS · 54% | [17.8%–69.8%] | — | EXPLORATORY |
INSIDER lone buy | SMALL | 7d | 16.0(N=17) | 16.0 / 30 ESS · 53% | [21.5%–73.4%] | — | EXPLORATORY |
INSIDER lone buy | SMALL | 14d | 15.1(N=16) | 15.1 / 30 ESS · 50% | [28.9%–80.5%] | — | EXPLORATORY |
INSIDER lone buy | SMALL | 30d | 10.5(N=11) | 10.5 / 30 ESS · 35% | [20.9%–74.6%] | — | EXPLORATORY |
INSIDER lone buy | SMALL | 60d | 3.0(N=3) | 3.0 / 30 ESS · 10% | [17.0%–71.7%] | — | EXPLORATORY |
INSIDER lone sell | LARGE | 3d | 51.4(N=55) | deprecated | [17.8%–49.1%] | — | DEPRECATED |
INSIDER lone sell | LARGE | 7d | 50.3(N=54) | ESS met · proving edge | [19.6%–51.2%] | — | EXPLORATORY |
INSIDER lone sell | LARGE | 14d | 48.4(N=52) | deprecated | [18.1%–49.0%] | — | DEPRECATED |
INSIDER lone sell | LARGE | 30d | 37.6(N=39) | ESS met · proving edge | [13.5%–44.4%] | — | EXPLORATORY |
INSIDER lone sell | LARGE | 60d | 11.9(N=12) | 11.9 / 30 ESS · 40% | [15.4%–48.9%] | — | EXPLORATORY |
INSIDER lone sell | MID | 3d | 8.2(N=9) | 8.2 / 30 ESS · 27% | [21.9%–58.8%] | — | EXPLORATORY |
INSIDER lone sell | MID | 7d | 7.4(N=8) | 7.4 / 30 ESS · 25% | [21.5%–58.2%] | — | EXPLORATORY |
INSIDER lone sell | MID | 14d | 7.3(N=8) | 7.3 / 30 ESS · 24% | [21.2%–58.0%] | — | EXPLORATORY |
INSIDER lone sell | MID | 30d | 4.9(N=5) | 4.9 / 30 ESS · 16% | [21.8%–58.1%] | — | EXPLORATORY |
INSIDER lone sell | MID | 60d | 3.0(N=3) | 3.0 / 30 ESS · 10% | [22.1%–58.4%] | — | EXPLORATORY |
INSIDER lone sell | SMALL | 3d | 2.9(N=3) | 2.9 / 30 ESS · 10% | [16.7%–70.9%] | — | EXPLORATORY |
INSIDER lone sell | SMALL | 7d | 2.8(N=3) | 2.8 / 30 ESS · 9% | [18.1%–72.6%] | — | EXPLORATORY |
INSIDER lone sell | SMALL | 14d | 2.8(N=3) | 2.8 / 30 ESS · 9% | [18.1%–72.6%] | — | EXPLORATORY |
INSIDER lone sell | SMALL | 30d | 2.0(N=2) | 2.0 / 30 ESS · 7% | [17.2%–71.2%] | — | EXPLORATORY |
INSIDER lone sell | SMALL | 60d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [18.7%–72.6%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | LARGE | 3d | 55.3(N=184) | deprecated | [19.5%–52.3%] | — | DEPRECATED |
INSTITUTIONAL contrarian inflow | LARGE | 7d | 53.1(N=174) | deprecated | [21.3%–54.9%] | — | DEPRECATED |
INSTITUTIONAL contrarian inflow | LARGE | 14d | 47.2(N=152) | ESS met · proving edge | [28.0%–64.8%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | LARGE | 30d | 41.2(N=109) | ESS met · proving edge | [29.2%–65.3%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | LARGE | 60d | 2.0(N=5) | 2.0 / 30 ESS · 7% | [6.8%–65.1%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | MID | 3d | 17.8(N=45) | 17.8 / 30 ESS · 59% | [11.6%–63.8%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | MID | 7d | 15.3(N=41) | 15.3 / 30 ESS · 51% | [25.6%–83.3%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | MID | 14d | 12.9(N=34) | 12.9 / 30 ESS · 43% | [22.2%–86.2%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | MID | 30d | 12.8(N=22) | 12.8 / 30 ESS · 43% | [21.8%–81.6%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | MID | 60d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [12.3%–87.0%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | SMALL | 3d | 29.5(N=53) | deprecated | [16.5%–61.1%] | — | DEPRECATED |
INSTITUTIONAL contrarian inflow | SMALL | 7d | 28.6(N=52) | deprecated | [18.8%–63.7%] | — | DEPRECATED |
INSTITUTIONAL contrarian inflow | SMALL | 14d | 27.8(N=46) | 27.8 / 30 ESS · 93% | [17.8%–61.5%] | — | EXPLORATORY |
INSTITUTIONAL contrarian inflow | SMALL | 30d | 22.4(N=31) | deprecated | [20.2%–65.2%] | — | DEPRECATED |
INSTITUTIONAL contrarian inflow | SMALL | 60d | 1.0(N=2) | 1.0 / 30 ESS · 3% | [20.0%–77.7%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | LARGE | 3d | 11.0(N=17) | 11.0 / 30 ESS · 37% | [10.3%–69.1%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | LARGE | 7d | 11.0(N=17) | 11.0 / 30 ESS · 37% | [11.9%–71.1%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | LARGE | 14d | 11.0(N=17) | 11.0 / 30 ESS · 37% | [10.3%–69.0%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | LARGE | 30d | 10.9(N=17) | 10.9 / 30 ESS · 36% | [7.1%–63.7%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | LARGE | 60d | 9.0(N=17) | 9.0 / 30 ESS · 30% | [0.0%–41.8%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | SMALL | 3d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [19.0%–76.3%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | SMALL | 7d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [19.7%–77.1%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | SMALL | 14d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [19.7%–77.1%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | SMALL | 30d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [19.8%–77.2%] | — | EXPLORATORY |
INSTITUTIONAL contrarian outflow | SMALL | 60d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [20.0%–77.7%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | LARGE | 3d | 55.2(N=156) | deprecated | [28.2%–60.8%] | — | DEPRECATED |
INSTITUTIONAL net accumulation | LARGE | 7d | 51.4(N=150) | deprecated | [23.7%–56.6%] | — | DEPRECATED |
INSTITUTIONAL net accumulation | LARGE | 14d | 41.0(N=131) | deprecated | [23.9%–61.6%] | — | DEPRECATED |
INSTITUTIONAL net accumulation | LARGE | 30d | 30.0(N=96) | ESS met · proving edge | [21.9%–64.4%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | LARGE | 60d | 7.9(N=15) | 7.9 / 30 ESS · 26% | [17.0%–75.1%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | MID | 3d | 16.3(N=45) | 16.3 / 30 ESS · 54% | [6.5%–64.0%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | MID | 7d | 16.1(N=44) | 16.1 / 30 ESS · 54% | [1.6%–55.1%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | MID | 14d | 15.4(N=41) | 15.4 / 30 ESS · 51% | [0.0%–51.2%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | MID | 30d | 14.4(N=33) | 14.4 / 30 ESS · 48% | [9.4%–64.6%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | MID | 60d | 5.9(N=10) | 5.9 / 30 ESS · 20% | [9.3%–76.5%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | SMALL | 3d | 18.9(N=55) | 18.9 / 30 ESS · 63% | [21.4%–72.5%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | SMALL | 7d | 17.3(N=52) | 17.3 / 30 ESS · 58% | [25.0%–77.7%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | SMALL | 14d | 15.4(N=42) | 15.4 / 30 ESS · 51% | [22.3%–77.0%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | SMALL | 30d | 13.6(N=32) | 13.6 / 30 ESS · 45% | [12.8%–65.7%] | — | EXPLORATORY |
INSTITUTIONAL net accumulation | SMALL | 60d | 2.0(N=8) | 2.0 / 30 ESS · 7% | [18.9%–77.1%] | — | EXPLORATORY |
INSTITUTIONAL net distribution | LARGE | 3d | 11.0(N=32) | 11.0 / 30 ESS · 37% | [7.2%–65.0%] | — | EXPLORATORY |
INSTITUTIONAL net distribution | LARGE | 7d | 11.0(N=32) | 11.0 / 30 ESS · 37% | [7.2%–65.0%] | — | EXPLORATORY |
INSTITUTIONAL net distribution | LARGE | 14d | 11.0(N=32) | 11.0 / 30 ESS · 37% | [11.8%–71.0%] | — | EXPLORATORY |
INSTITUTIONAL net distribution | LARGE | 30d | 10.9(N=38) | 10.9 / 30 ESS · 36% | [5.7%–61.9%] | — | EXPLORATORY |
INSTITUTIONAL net distribution | LARGE | 60d | 10.9(N=35) | 10.9 / 30 ESS · 36% | [11.2%–65.1%] | — | EXPLORATORY |
INSTITUTIONAL net distribution | MID | 3d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [9.4%–83.8%] | — | EXPLORATORY |
INSTITUTIONAL net distribution | MID | 7d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [11.3%–85.8%] | — | EXPLORATORY |
INSTITUTIONAL net distribution | MID | 14d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [11.4%–85.9%] | — | EXPLORATORY |
INSTITUTIONAL net distribution | MID | 30d | 1.0(N=1) | 1.0 / 30 ESS · 3% | [11.8%–86.4%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | LARGE | 3d | 21.6(N=73) | deprecated | [3.7%–44.6%] | — | DEPRECATED |
INSTITUTIONAL smart money concentration | LARGE | 7d | 17.2(N=66) | 17.2 / 30 ESS · 57% | [1.1%–45.2%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | LARGE | 14d | 15.4(N=61) | 15.4 / 30 ESS · 51% | [2.1%–47.8%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | LARGE | 30d | 7.9(N=38) | 7.9 / 30 ESS · 26% | [7.1%–63.4%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | MID | 3d | 17.9(N=44) | 17.9 / 30 ESS · 60% | [5.2%–54.6%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | MID | 7d | 14.7(N=40) | 14.7 / 30 ESS · 49% | [14.1%–74.1%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | MID | 14d | 13.8(N=36) | 13.8 / 30 ESS · 46% | [26.2%–86.6%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | MID | 30d | 12.4(N=29) | 12.4 / 30 ESS · 41% | [18.8%–79.6%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | MID | 60d | 5.0(N=8) | 5.0 / 30 ESS · 17% | [22.7%–92.0%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | SMALL | 3d | 12.0(N=29) | 12.0 / 30 ESS · 40% | [10.1%–63.3%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | SMALL | 7d | 10.3(N=27) | 10.3 / 30 ESS · 34% | [12.4%–67.9%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | SMALL | 14d | 9.4(N=25) | 9.4 / 30 ESS · 31% | [19.3%–76.0%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | SMALL | 30d | 4.9(N=14) | 4.9 / 30 ESS · 16% | [19.7%–78.2%] | — | EXPLORATORY |
INSTITUTIONAL smart money concentration | SMALL | 60d | 1.0(N=2) | 1.0 / 30 ESS · 3% | [20.0%–77.6%] | — | EXPLORATORY |
TECHNICAL breakdown | LARGE | 3d | 7.0(N=135) | 7.0 / 30 ESS · 23% | [4.1%–73.7%] | — | EXPLORATORY |
TECHNICAL breakdown | LARGE | 7d | 7.0(N=129) | 7.0 / 30 ESS · 23% | [4.1%–73.7%] | — | EXPLORATORY |
TECHNICAL breakdown | LARGE | 14d | 7.0(N=111) | 7.0 / 30 ESS · 23% | [4.1%–73.6%] | — | EXPLORATORY |
TECHNICAL breakdown | LARGE | 30d | 7.0(N=78) | 7.0 / 30 ESS · 23% | [9.1%–79.0%] | — | EXPLORATORY |
TECHNICAL breakdown | LARGE | 60d | 7.0(N=23) | 7.0 / 30 ESS · 23% | [23.9%–89.1%] | — | EXPLORATORY |
TECHNICAL breakdown | MID | 3d | 0.0(N=54) | 0.0 / 30 ESS · 0% | [26.1%–52.6%] | — | EXPLORATORY |
TECHNICAL breakdown | MID | 7d | 0.0(N=48) | 0.0 / 30 ESS · 0% | [43.6%–72.0%] | — | EXPLORATORY |
TECHNICAL breakdown | MID | 14d | 0.0(N=42) | 0.0 / 30 ESS · 0% | [46.1%–76.1%] | — | EXPLORATORY |
TECHNICAL breakdown | MID | 30d | 0.0(N=25) | 0.0 / 30 ESS · 0% | [39.0%–78.2%] | — | EXPLORATORY |
TECHNICAL breakdown | MID | 60d | 0.0(N=5) | 0.0 / 30 ESS · 0% | [8.0%–79.3%] | — | EXPLORATORY |
TECHNICAL breakdown | SMALL | 3d | 0.0(N=61) | 0.0 / 30 ESS · 0% | [22.8%–47.8%] | — | EXPLORATORY |
TECHNICAL breakdown | SMALL | 7d | 0.0(N=57) | 0.0 / 30 ESS · 0% | [33.9%–60.9%] | — | EXPLORATORY |
TECHNICAL breakdown | SMALL | 14d | 0.0(N=48) | 0.0 / 30 ESS · 0% | [31.2%–60.8%] | — | EXPLORATORY |
TECHNICAL breakdown | SMALL | 30d | 0.0(N=27) | 0.0 / 30 ESS · 0% | [37.5%–76.3%] | — | EXPLORATORY |
TECHNICAL breakdown | SMALL | 60d | 0.0(N=2) | 0.0 / 30 ESS · 0% | [19.0%–78.9%] | — | EXPLORATORY |
TECHNICAL breakout uptrend | LARGE | 3d | 0.0(N=9) | 0.0 / 30 ESS · 0% | [21.0%–81.2%] | — | EXPLORATORY |
TECHNICAL breakout uptrend | LARGE | 7d | 0.0(N=9) | 0.0 / 30 ESS · 0% | [21.0%–81.2%] | — | EXPLORATORY |
TECHNICAL breakout uptrend | LARGE | 14d | 0.0(N=9) | 0.0 / 30 ESS · 0% | [34.5%–92.5%] | — | EXPLORATORY |
TECHNICAL breakout uptrend | LARGE | 30d | 0.0(N=4) | 0.0 / 30 ESS · 0% | [0.3%–66.2%] | — | EXPLORATORY |
TECHNICAL breakout uptrend | LARGE | 60d | 0.0(N=3) | 0.0 / 30 ESS · 0% | [2.1%–71.0%] | — | EXPLORATORY |
TECHNICAL breakout uptrend | SMALL | 3d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [15.5%–74.7%] | — | EXPLORATORY |
TECHNICAL breakout uptrend | SMALL | 7d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [15.5%–74.7%] | — | EXPLORATORY |
TECHNICAL consolidation | LARGE | 3d | 5.0(N=252) | 5.0 / 30 ESS · 17% | [5.8%–77.0%] | — | EXPLORATORY |
TECHNICAL consolidation | LARGE | 7d | 5.0(N=234) | 5.0 / 30 ESS · 17% | [3.5%–73.9%] | — | EXPLORATORY |
TECHNICAL consolidation | LARGE | 14d | 4.9(N=211) | 4.9 / 30 ESS · 16% | [8.6%–80.3%] | — | EXPLORATORY |
TECHNICAL consolidation | LARGE | 30d | 4.8(N=174) | 4.8 / 30 ESS · 16% | [12.8%–84.4%] | — | EXPLORATORY |
TECHNICAL consolidation | LARGE | 60d | 3.0(N=51) | 3.0 / 30 ESS · 10% | [7.2%–78.7%] | — | EXPLORATORY |
TECHNICAL consolidation | MID | 3d | 0.0(N=57) | 0.0 / 30 ESS · 0% | [27.8%–53.7%] | — | EXPLORATORY |
TECHNICAL consolidation | MID | 7d | 0.0(N=57) | 0.0 / 30 ESS · 0% | [26.2%–51.9%] | — | EXPLORATORY |
TECHNICAL consolidation | MID | 14d | 0.0(N=51) | 0.0 / 30 ESS · 0% | [15.9%–41.1%] | — | EXPLORATORY |
TECHNICAL consolidation | MID | 30d | 0.0(N=47) | 0.0 / 30 ESS · 0% | [22.8%–50.9%] | — | EXPLORATORY |
TECHNICAL consolidation | MID | 60d | 0.0(N=14) | 0.0 / 30 ESS · 0% | [18.1%–69.6%] | — | EXPLORATORY |
TECHNICAL consolidation | SMALL | 3d | 0.0(N=59) | 0.0 / 30 ESS · 0% | [23.6%–49.2%] | — | EXPLORATORY |
TECHNICAL consolidation | SMALL | 7d | 0.0(N=58) | 0.0 / 30 ESS · 0% | [36.4%–63.3%] | — | EXPLORATORY |
TECHNICAL consolidation | SMALL | 14d | 0.0(N=52) | 0.0 / 30 ESS · 0% | [35.6%–64.0%] | — | EXPLORATORY |
TECHNICAL consolidation | SMALL | 30d | 0.0(N=38) | 0.0 / 30 ESS · 0% | [22.0%–54.3%] | — | EXPLORATORY |
TECHNICAL consolidation | SMALL | 60d | 0.0(N=10) | 0.0 / 30 ESS · 0% | [12.7%–66.2%] | — | EXPLORATORY |
TECHNICAL golden cross | LARGE | 3d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [6.4%–78.4%] | — | EXPLORATORY |
TECHNICAL golden cross | LARGE | 7d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [10.6%–83.3%] | — | EXPLORATORY |
TECHNICAL golden cross | LARGE | 14d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [10.6%–83.3%] | — | EXPLORATORY |
TECHNICAL golden cross | MID | 3d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [2.1%–82.6%] | — | EXPLORATORY |
TECHNICAL golden cross | MID | 7d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [2.1%–82.6%] | — | EXPLORATORY |
TECHNICAL golden cross | MID | 14d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [2.1%–82.6%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | LARGE | 3d | 6.0(N=41) | 6.0 / 30 ESS · 20% | [5.0%–75.5%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | LARGE | 7d | 6.0(N=41) | 6.0 / 30 ESS · 20% | [5.0%–75.5%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | LARGE | 14d | 6.0(N=39) | 6.0 / 30 ESS · 20% | [7.3%–78.5%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | LARGE | 30d | 6.0(N=42) | 6.0 / 30 ESS · 20% | [10.1%–81.3%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | LARGE | 60d | 6.0(N=21) | 6.0 / 30 ESS · 20% | [12.6%–80.7%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | MID | 3d | 0.0(N=19) | 0.0 / 30 ESS · 0% | [9.0%–50.4%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | MID | 7d | 0.0(N=16) | 0.0 / 30 ESS · 0% | [7.1%–51.6%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | MID | 14d | 0.0(N=14) | 0.0 / 30 ESS · 0% | [0.3%–43.1%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | MID | 30d | 0.0(N=10) | 0.0 / 30 ESS · 0% | [0.0%–36.3%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | SMALL | 3d | 0.0(N=3) | 0.0 / 30 ESS · 0% | [15.1%–74.9%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | SMALL | 7d | 0.0(N=3) | 0.0 / 30 ESS · 0% | [18.1%–78.1%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | SMALL | 14d | 0.0(N=3) | 0.0 / 30 ESS · 0% | [18.1%–78.1%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | SMALL | 30d | 0.0(N=3) | 0.0 / 30 ESS · 0% | [15.1%–74.9%] | — | EXPLORATORY |
TECHNICAL overbought uptrend | SMALL | 60d | 0.0(N=2) | 0.0 / 30 ESS · 0% | [16.4%–76.2%] | — | EXPLORATORY |
TECHNICAL oversold downtrend | LARGE | 3d | 0.0(N=2) | 0.0 / 30 ESS · 0% | [14.4%–87.0%] | — | EXPLORATORY |
TECHNICAL oversold downtrend | LARGE | 7d | 0.0(N=2) | 0.0 / 30 ESS · 0% | [14.4%–87.0%] | — | EXPLORATORY |
TECHNICAL oversold downtrend | LARGE | 14d | 0.0(N=2) | 0.0 / 30 ESS · 0% | [9.1%–81.3%] | — | EXPLORATORY |
TECHNICAL oversold downtrend | LARGE | 30d | 0.0(N=1) | 0.0 / 30 ESS · 0% | [6.4%–78.4%] | — | EXPLORATORY |
TECHNICAL oversold downtrend | SMALL | 3d | 0.0(N=4) | 0.0 / 30 ESS · 0% | [20.3%–80.2%] | — | EXPLORATORY |
TECHNICAL oversold downtrend | SMALL | 7d | 0.0(N=4) | 0.0 / 30 ESS · 0% | [20.3%–80.2%] | — | EXPLORATORY |
TECHNICAL oversold downtrend | SMALL | 14d | 0.0(N=4) | 0.0 / 30 ESS · 0% | [20.3%–80.2%] | — | EXPLORATORY |
TECHNICAL oversold downtrend | SMALL | 30d | 0.0(N=4) | 0.0 / 30 ESS · 0% | [13.6%–72.9%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | LARGE | 3d | 0.0(N=62) | 0.0 / 30 ESS · 0% | [19.6%–43.3%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | LARGE | 7d | 0.0(N=61) | 0.0 / 30 ESS · 0% | [22.8%–47.3%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | LARGE | 14d | 0.0(N=58) | 0.0 / 30 ESS · 0% | [27.1%–53.0%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | LARGE | 30d | 0.0(N=38) | 0.0 / 30 ESS · 0% | [15.4%–45.5%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | LARGE | 60d | 0.0(N=8) | 0.0 / 30 ESS · 0% | [23.2%–85.1%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | MID | 3d | 0.0(N=4) | 0.0 / 30 ESS · 0% | [29.3%–100.0%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | MID | 7d | 0.0(N=4) | 0.0 / 30 ESS · 0% | [19.1%–93.3%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | MID | 14d | 0.0(N=4) | 0.0 / 30 ESS · 0% | [19.1%–93.3%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | MID | 30d | 0.0(N=3) | 0.0 / 30 ESS · 0% | [12.6%–90.1%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | SMALL | 3d | 0.0(N=15) | 0.0 / 30 ESS · 0% | [11.2%–58.1%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | SMALL | 7d | 0.0(N=14) | 0.0 / 30 ESS · 0% | [12.1%–60.5%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | SMALL | 14d | 0.0(N=12) | 0.0 / 30 ESS · 0% | [10.5%–60.8%] | — | EXPLORATORY |
TECHNICAL pullback in uptrend | SMALL | 30d | 0.0(N=9) | 0.0 / 30 ESS · 0% | [10.1%–64.1%] | — | EXPLORATORY |
Spearman rank correlation between the report’s confidence-weighted directional score and forward sector-relative return. BCa 95% CI band.
Methodology: BCa bootstrap, B=10,000. Spearman tie-correction. Reference: Efron 1987 / Grinold & Kahn §3.
| Signal | IC | 95% CI | n |
|---|---|---|---|
| INSIDER | +0.117 | [+0.096, +0.146] | 25 |
| INSTITUTIONAL | +0.092 | [+0.045, +0.111] | 12 |
IC = Spearman rank correlation (Grinold & Kahn §3). BCa 95% CI, B=5,000. Efron 1987.