Validation
Backtests & Track Record
Jun 28Event Study · 191 leaders · 8 years
Our IBD pattern model walked bar-by-bar through 191 leaders (8 years of real daily prices). This is a descriptive trade log for the pattern engine, not a claim that the pattern alone beats the index. Every flagged turning point is entered the next open and managed by the Classic-IBD rule — stop −8%, target +25%, exit below the 50-DMA. Read the return numbers as trade structure, not an alpha guarantee.
Summary · all 1148 signals
Expectancy
+0.25R
avg per trade — the number that decides profit
Win rate
35%
(secondary — payoff matters more)
Payoff
2.82×
avg win / avg loss
Max drawdown
-19R
peak-to-trough
Signals tested
1148
191 names · 8y
By path & ticker
By recommendation path
expectancy first — each path stands on its own
① Breakoutkeep+0.29R
IBD base breakout on volume
n=475win 38%payoff 2.64×maxDD -15.6RDSR 1.00
② Pullbackwatch+0.2R
dip to the rising 21-EMA in an uptrend
n=643win 33%payoff 2.9×maxDD -15.7RDSR 0.62
③ Reversalkeep+0.65R
overdone quality leader turning up
n=30win 40%payoff 3.61×maxDD -3.8RDSR 0.93
Win-rate alone is misleading: a 40%-win path with big winners and small losses is profitable. We keep a path only when expectancy (avg R) is positive and the deflated Sharpe says the edge is unlikely to be luck.
Per stock
click a ticker to inspect every turning point
| MFE | MAE | |||||
|---|---|---|---|---|---|---|
| DELLDell Technologies | 13 | 69% | +1.92 | +25 | +22.8% | -1.1% |
| COHRCoherent Corp | 10 | 50% | +1.86 | +18.6 | +24.2% | -2.8% |
| RKLBRocket Lab | 10 | 40% | +1.65 | +16.5 | +21.3% | -4.5% |
| NVDANVIDIA | 11 | 45% | +1.27 | +14 | +18.2% | -1.4% |
| BEBloom Energy Corp | 3 | 33% | +4.57 | +13.7 | +45.1% | -7.9% |
| GBTCGrayscale Bitcoin Trust | 7 | 57% | +1.93 | +13.5 | +28% | -1.3% |
| AXONAxon Enterprise Inc | 9 | 44% | +1.43 | +12.9 | +18.6% | -1.7% |
| FIXFIX | 13 | 46% | +0.96 | +12.5 | +19.3% | -1.5% |
| CATCaterpillar Inc | 10 | 50% | +1.15 | +11.5 | +14.9% | -1.1% |
| IBKRInteractive Brokers Group Inc | 12 | 67% | +0.92 | +11.1 | +13.3% | -1.8% |
| EMEEME | 10 | 40% | +1.1 | +11 | +12.8% | -1.2% |
| SPOTSpotify Technology SA | 9 | 56% | +1.16 | +10.4 | +14.8% | -2.2% |
| NOKNokia Corp ADR | 8 | 63% | +1.22 | +9.7 | +16.8% | -1.2% |
| HIMSHims & Hers Health Inc | 4 | 50% | +2.19 | +8.8 | +29.9% | -3.7% |
| SHOPShopify Inc | 5 | 60% | +1.64 | +8.2 | +23% | -2% |
| ARKKARK Innovation ETF | 6 | 83% | +1.33 | +8 | +21.8% | -0.9% |
| MRVLMarvell | 8 | 38% | +0.97 | +7.7 | +14.1% | -2.9% |
| AMATApplied Materials Inc | 8 | 63% | +0.93 | +7.5 | +15.5% | -1.3% |
| DASHDoorDash Inc | 8 | 50% | +0.86 | +6.9 | +14% | -1.6% |
| AMDAdvanced Micro Devices Inc | 5 | 40% | +1.35 | +6.7 | +16.2% | -2.2% |
| TOSTToast Inc | 6 | 67% | +1.1 | +6.6 | +18.5% | -1.1% |
| LLYLilly(Eli) & Co | 10 | 50% | +0.65 | +6.5 | +11.7% | -1.1% |
| HUBSHubSpot Inc | 5 | 80% | +1.24 | +6.2 | +22% | -1.7% |
| NETCloudflare Inc | 9 | 56% | +0.68 | +6.1 | +18.2% | -3.1% |
| ZETAZETA | 9 | 33% | +0.63 | +5.6 | +16.9% | -2.1% |
| MAGSRoundhill Magnificent Seven ETF | 5 | 100% | +1.09 | +5.4 | +18.7% | -0.9% |
| PUKPrudential plc ADR | 4 | 75% | +1.36 | +5.4 | +14% | -1.3% |
| ANETArista Networks | 10 | 40% | +0.53 | +5.3 | +14.5% | -3% |
| RIOTRiot Platforms Inc | 1 | 100% | +5.33 | +5.3 | +44.8% | -2.7% |
| CRHCRH Plc | 8 | 38% | +0.59 | +4.7 | +12.4% | -1.3% |
| TTDTrade Desk Inc | 5 | 80% | +0.95 | +4.7 | +20.4% | -2% |
| JPMJPMorgan | 6 | 83% | +0.77 | +4.6 | +14.1% | -1% |
| TSLATesla Inc | 3 | 33% | +1.53 | +4.6 | +17.8% | -2.4% |
| VSTVistra Corp | 7 | 43% | +0.66 | +4.6 | +18.4% | -1.5% |
| FSLRFirst Solar Inc | 7 | 43% | +0.61 | +4.3 | +13.4% | -2.3% |
| GOOGLAlphabet Inc | 13 | 38% | +0.31 | +4 | +10.1% | -1.3% |
| ORCLOracle Corp | 9 | 44% | +0.45 | +4 | +11.6% | -2% |
| RSIRSI | 7 | 43% | +0.57 | +4 | +16.9% | -2.7% |
| TMDXTransmedics Group Inc | 10 | 20% | +0.4 | +4 | +13.4% | -3% |
| ELFe.l.f. Beauty Inc | 6 | 33% | +0.65 | +3.9 | +17.2% | -1.7% |
| FTNTFortinet | 15 | 40% | +0.26 | +3.8 | +10.9% | -2.7% |
| OKTAOkta | 16 | 31% | +0.24 | +3.8 | +9.3% | -2.1% |
| XLKState Street Technology Select Sector SPDR ETF | 5 | 60% | +0.72 | +3.6 | +12.1% | -0.7% |
| TEVATeva- Pharmaceutical Industries Ltd ADR | 11 | 55% | +0.32 | +3.5 | +12.6% | -1.7% |
| NOWServiceNow | 8 | 38% | +0.43 | +3.4 | +10.4% | -1.5% |
| ISRGIntuitive Surgical Inc | 7 | 57% | +0.48 | +3.4 | +11.1% | -0.9% |
| STLAStellantis N.V | 4 | 50% | +0.85 | +3.4 | +16.6% | -0.6% |
| EQNREquinor ASA ADR | 5 | 20% | +0.63 | +3.2 | +12.6% | -1.7% |
| FICOFair Isaac Corp | 11 | 45% | +0.29 | +3.2 | +11.3% | -1.2% |
| GLDSPDR Gold Shares | 5 | 80% | +0.65 | +3.2 | +11.6% | -1.6% |
| HWMHWM | 12 | 33% | +0.26 | +3.1 | +9.5% | -1.5% |
| OSCROscar Health Inc | 3 | 33% | +1.02 | +3.1 | +16.4% | -1.5% |
| RDDTReddit Inc | 1 | 100% | +3.12 | +3.1 | +47.6% | -1.4% |
| SAPSap SE ADR | 5 | 60% | +0.63 | +3.1 | +12.2% | -1.2% |
| PLTRPalantir Technologies Inc | 7 | 29% | +0.39 | +2.8 | +15.1% | -2.2% |
| EEni Spa ADR | 6 | 50% | +0.43 | +2.6 | +10.4% | -1.1% |
| AMZNAmazon.com Inc | 5 | 60% | +0.5 | +2.5 | +14.4% | -0.6% |
| KRYSKRYS | 15 | 27% | +0.17 | +2.5 | +10.1% | -4.2% |
| APPApplovin Corp | 8 | 25% | +0.29 | +2.4 | +10.2% | -4.4% |
| CEGConstellation Energy Corp | 9 | 44% | +0.27 | +2.4 | +12.3% | -1.6% |
| WELLWelltower Inc | 6 | 50% | +0.4 | +2.4 | +11.6% | -1% |
| DDOGDatadog | 4 | 75% | +0.58 | +2.3 | +11.3% | -1.9% |
| MSFTMSFT | 5 | 40% | +0.45 | +2.3 | +11.1% | -1.4% |
| UFOUFO | 6 | 50% | +0.39 | +2.3 | +17.6% | -1.6% |
| AAPLApple Inc | 5 | 40% | +0.43 | +2.2 | +12.4% | -1.2% |
| IWMiShares Russell 2000 Index Fund | 2 | 100% | +1.01 | +2 | +13.1% | -0.8% |
| GEVGE Vernova Inc | 3 | 33% | +0.61 | +1.8 | +16.1% | -1.1% |
| IBITiShares Bitcoin Trust ETF | 4 | 50% | +0.44 | +1.8 | +12.8% | -1.3% |
| VRTVRT | 4 | 50% | +0.45 | +1.8 | +18.5% | -2.3% |
| LRCXLRCX | 6 | 50% | +0.24 | +1.5 | +15.2% | -1.2% |
| XHBState Street SPDR S&P Homebuilders ETF | 10 | 50% | +0.15 | +1.5 | +7.9% | -1.2% |
| DOCNDigitalOcean | 12 | 42% | +0.12 | +1.4 | +14.2% | -3.6% |
| NSCNorfolk Southern Corp | 3 | 67% | +0.45 | +1.4 | +11.8% | -1% |
| COCOVita Coco Company Inc | 12 | 25% | +0.11 | +1.3 | +13.3% | -3.4% |
| EAElectronic Arts Inc | 4 | 25% | +0.3 | +1.2 | +9.3% | -0.6% |
| SHELShell Plc ADR | 3 | 67% | +0.41 | +1.2 | +9% | -1% |
| GSKGSK Plc ADR | 4 | 25% | +0.27 | +1.1 | +8.1% | -1.5% |
| MUMicron | 4 | 25% | +0.24 | +1 | +16.9% | -1.7% |
| GHGuardant Health Inc | 7 | 14% | +0.15 | +1 | +13.4% | -2.1% |
| XLVState Street Health Care Select Sector SPDR ETF | 1 | 100% | +1.03 | +1 | +13% | 0% |
| BUDAnheuser-Busch InBev SA/NV ADR | 6 | 67% | +0.14 | +0.9 | +5.6% | -0.9% |
| PODDInsulet Corp | 7 | 43% | +0.13 | +0.9 | +11.6% | -2.3% |
| TEAMAtlassian Corp | 5 | 40% | +0.19 | +0.9 | +15.4% | -3.6% |
| METAMeta Platforms | 7 | 43% | +0.11 | +0.8 | +10% | -2.2% |
| SPYSPDR S&P 500 ETF Trust | 3 | 67% | +0.27 | +0.8 | +7.6% | -0.5% |
| QQQInvesco QQQ Trust Series 1 | 1 | 100% | +0.68 | +0.7 | +12.7% | -1% |
| SMHVanEck Semiconductor ETF | 7 | 43% | +0.09 | +0.7 | +9.3% | -0.9% |
| AAAlcoa Corp | 6 | 33% | +0.09 | +0.5 | +14.2% | -3.1% |
| XLCState Street Communication Services Select Sector SPDR ETF | 5 | 80% | +0.09 | +0.5 | +7.4% | -0.6% |
| BABAAlibaba Group Holding Ltd ADR | 5 | 40% | +0.07 | +0.4 | +7.6% | -1% |
| LITELumentum Holdings Inc | 4 | 25% | +0.1 | +0.4 | +11.3% | -2.8% |
| CSXCSX Corp | 4 | 50% | +0.07 | +0.3 | +8.1% | -1.1% |
| UNPUnion Pacific Corp | 1 | 100% | +0.25 | +0.3 | +8.1% | -1.4% |
| XLPState Street Consumer Staples Select Sector SPDR ETF | 1 | 100% | +0.16 | +0.2 | +5.2% | -1.9% |
| ARESAres Management Corp | 7 | 43% | +0.02 | +0.1 | +11% | -2.1% |
| BKNGBooking Holdings Inc | 8 | 50% | +0.01 | +0.1 | +9.4% | -0.8% |
| MCOMCO | 5 | 40% | +0.03 | +0.1 | +8.3% | -0.6% |
| MSTRStrategy Inc | 3 | 33% | +0.04 | +0.1 | +12% | -2.4% |
| NFLXNetflix Inc | 10 | 20% | +0.01 | +0.1 | +10% | -1% |
| XLREState Street Real Estate Select Sector SPDR ETF | 3 | 67% | +0.03 | +0.1 | +6.8% | -1.5% |
| ANDGANDG | 0 | 0% | +0 | +0 | +0% | 0% |
| CRWVCRWV | 0 | 0% | +0 | +0 | +0% | 0% |
| DEODiageo plc ADR | 0 | 0% | +0 | +0 | +0% | 0% |
| ETHETH | 0 | 0% | +0 | +0 | +0% | 0% |
| LGNDLGND | 10 | 30% | +0 | +0 | +12.6% | -3.1% |
| NBISNBIS | 0 | 0% | +0 | +0 | +0% | 0% |
| RUNSunrun Inc | 0 | 0% | +0 | +0 | +0% | 0% |
| SNDKSNDK | 0 | 0% | +0 | +0 | +0% | 0% |
| SPCXSPCX | 0 | 0% | +0 | +0 | +0% | 0% |
| TPVGTriplePoint Venture Growth BDC Corp | 0 | 0% | +0 | +0 | +0% | 0% |
| ERICTelefonaktiebolaget L M Ericsson ADR | 7 | 14% | -0.01 | -0.1 | +8.4% | -1.5% |
| IGViShares Expanded Tech-Software Sector ETF | 5 | 40% | -0.02 | -0.1 | +8.4% | -0.7% |
| AVGOBroadcom | 12 | 25% | -0.02 | -0.2 | +8.7% | -2.1% |
| PHGKoninklijke Philips NV ADR | 6 | 33% | -0.03 | -0.2 | +10.8% | -0.8% |
| RSPInvesco S&P 500 Equal Weight ETF | 2 | 50% | -0.11 | -0.2 | +5.6% | -0.6% |
| UBERUber Technologies Inc | 8 | 38% | -0.02 | -0.2 | +10.5% | -0.7% |
| DECKDeckers Outdoor Corp | 8 | 25% | -0.03 | -0.3 | +11.4% | -1.6% |
| XLFFinancial Select SPDR | 1 | 0% | -0.37 | -0.4 | +3% | -1.6% |
| CRWDCrowdStrike | 11 | 18% | -0.05 | -0.5 | +12.1% | -1.2% |
| BTIBritish American Tobacco Plc ADR | 4 | 25% | -0.13 | -0.5 | +6.5% | -1% |
| SPGISPGI | 4 | 25% | -0.13 | -0.5 | +8.4% | -0.5% |
| XLIState Street Industrial Select Sector SPDR ETF | 2 | 0% | -0.24 | -0.5 | +4.6% | -0.3% |
| NWGNatWest Group Plc ADR | 8 | 25% | -0.08 | -0.6 | +9.9% | -0.6% |
| VEEVVeeva Systems Inc | 4 | 25% | -0.15 | -0.6 | +5.8% | -1.8% |
| PANWPalo Alto Networks | 11 | 36% | -0.06 | -0.7 | +10.4% | -1.6% |
| XLBState Street Materials Select Sector SPDR ETF | 2 | 0% | -0.33 | -0.7 | +5% | -0.3% |
| XLUState Street Utilities Select Sector SPDR ETF | 2 | 0% | -0.4 | -0.8 | +3% | -0.7% |
| LYGLloyds Banking Group plc ADR | 6 | 33% | -0.14 | -0.9 | +10.5% | -0.9% |
| AXSMAxsome Therapeutics Inc | 6 | 17% | -0.16 | -0.9 | +9.5% | -2.3% |
| DUOLDuolingo Inc | 5 | 20% | -0.18 | -0.9 | +7.1% | -2.4% |
| RELXRELX Plc ADR | 3 | 33% | -0.29 | -0.9 | +2.6% | -0.9% |
| ADURADUR | 1 | 0% | -1 | -1 | +10.3% | -1.4% |
| ASMLASML Holding NV | 8 | 25% | -0.12 | -1 | +8.6% | -1.6% |
| CRCLCircle Internet Group Inc | 1 | 0% | -1 | -1 | +2.4% | -3.4% |
| LINLIN | 4 | 25% | -0.25 | -1 | +2.1% | -1.2% |
| MARAMARA Holdings Inc | 1 | 0% | -1 | -1 | +6.3% | -5% |
| SSentinelOne Inc | 3 | 0% | -0.34 | -1 | +10.9% | -2.9% |
| SNYSanofi ADR | 6 | 33% | -0.16 | -1 | +6.4% | -0.7% |
| CRDOCredo Technology Group Holding Ltd | 6 | 17% | -0.18 | -1.1 | +11.1% | -2.4% |
| INGING Groep NV ADR | 8 | 13% | -0.13 | -1.1 | +8.3% | -1.2% |
| KIEState Street SPDR S&P Insurance ETF | 2 | 0% | -0.55 | -1.1 | +1.5% | -1.9% |
| GRABGrab Holdings Limited | 8 | 13% | -0.14 | -1.2 | +9.2% | -1.7% |
| NVONovo Nordisk ADR | 8 | 25% | -0.16 | -1.2 | +9.9% | -1.1% |
| VODVodafone Group plc ADR | 6 | 33% | -0.19 | -1.2 | +7.9% | -0.7% |
| COINCoinbase Global Inc | 5 | 40% | -0.27 | -1.3 | +13.1% | -4.8% |
| DBXDBX | 6 | 17% | -0.22 | -1.3 | +11.2% | -2.8% |
| NUENUE | 9 | 44% | -0.15 | -1.3 | +9.2% | -2.3% |
| XLYState Street Consumer Discretionary Select Sector SPDR ETF | 5 | 20% | -0.26 | -1.3 | +3.9% | -0.7% |
| TMUST-Mobile US Inc | 7 | 14% | -0.22 | -1.5 | +5.7% | -0.9% |
| ULUnilever plc ADR | 4 | 0% | -0.39 | -1.5 | +2.6% | -0.6% |
| CAVACava Group Inc | 2 | 0% | -0.82 | -1.6 | +13.1% | -1.6% |
| FCXFCX | 9 | 33% | -0.18 | -1.6 | +11.6% | -1.2% |
| NUNu Holdings Ltd | 8 | 13% | -0.2 | -1.6 | +8.7% | -2.2% |
| UBSUBS Group AG | 9 | 33% | -0.19 | -1.7 | +7.1% | -0.5% |
| CMCSAComcast Corp | 3 | 0% | -0.57 | -1.7 | +1.8% | -1.9% |
| DXCMDexcom Inc | 7 | 14% | -0.25 | -1.7 | +7.7% | -1.8% |
| KWEBKraneShares CSI China Internet ETF | 2 | 0% | -0.83 | -1.7 | +12.5% | -1.8% |
| MDBMongoDB Inc | 7 | 14% | -0.25 | -1.7 | +10.2% | -2.1% |
| BCSBarclays plc ADR | 11 | 27% | -0.17 | -1.9 | +6.4% | -0.8% |
| SESea Ltd ADR | 10 | 30% | -0.19 | -1.9 | +6% | -2.4% |
| CRMSalesforce | 6 | 33% | -0.33 | -2 | +9.1% | -1.1% |
| ACNACN | 4 | 0% | -0.51 | -2 | +4.8% | -1.4% |
| SEZLSezzle Inc | 2 | 0% | -1 | -2 | +3% | -2.9% |
| AZNAstrazeneca plc | 9 | 22% | -0.23 | -2.1 | +4.5% | -1% |
| DISWalt Disney Co | 3 | 0% | -0.69 | -2.1 | +2.3% | -1.2% |
| WDAYWorkday Inc | 5 | 20% | -0.47 | -2.3 | +8.1% | -1.1% |
| NVSNovartis AG ADR | 8 | 25% | -0.3 | -2.4 | +5.6% | -1.1% |
| ABNBAirbnb | 6 | 17% | -0.43 | -2.6 | +6.6% | -1.4% |
| ASTSAST SpaceMobile Inc | 4 | 25% | -0.68 | -2.7 | +2.7% | -7.7% |
| BILLBILL Holdings Inc | 3 | 0% | -0.9 | -2.7 | +2.5% | -2.3% |
| ARMArm Holdings | 3 | 0% | -0.93 | -2.8 | +5.7% | -2.2% |
| RIORio Tinto plc ADR | 3 | 0% | -0.93 | -2.8 | +2.5% | -1.2% |
| SMCISuper Micro | 7 | 14% | -0.41 | -2.9 | +10.1% | -5.4% |
| SNOWSnowflake | 4 | 0% | -0.76 | -3 | +10.4% | -2.5% |
| ENPHEnphase Energy Inc | 3 | 0% | -1 | -3 | +3.7% | -2.9% |
| VRTXVertex Pharmaceuticals Inc | 9 | 22% | -0.35 | -3.1 | +6.3% | -2% |
| XLEState Street Energy Select Sector SPDR ETF | 5 | 20% | -0.61 | -3.1 | +6.3% | -0.6% |
| LULULululemon Athletica Inc | 5 | 0% | -0.65 | -3.3 | +6.5% | -0.9% |
| HSBCHSBC Holdings plc ADR | 6 | 0% | -0.57 | -3.4 | +6.1% | -0.6% |
| MRCYMRCY | 11 | 9% | -0.31 | -3.4 | +8.7% | -2% |
| CELHCelsius Holdings Inc | 6 | 17% | -0.6 | -3.6 | +11.9% | -3.3% |
| IDXXIdexx Laboratories Inc | 8 | 0% | -0.46 | -3.7 | +2.8% | -1.6% |
| NBIXNeurocrine Biosciences Inc | 6 | 0% | -0.66 | -3.9 | +3.7% | -2% |
| HOODRobinhood Markets Inc | 4 | 0% | -0.99 | -4 | +5% | -4.1% |
| BPBP plc ADR | 7 | 14% | -0.6 | -4.2 | +4% | -1.1% |
| MELIMercadoLibre Inc | 10 | 20% | -0.43 | -4.3 | +5.4% | -1.5% |
| TTETotalEnergies SE | 8 | 13% | -0.57 | -4.6 | +4.2% | -0.6% |
| BROSDutch Bros Inc | 6 | 0% | -0.78 | -4.7 | +5.9% | -3.3% |
| ZSZscaler | 7 | 14% | -0.69 | -4.8 | +6.1% | -1.7% |
| INTCINTC | 9 | 11% | -0.59 | -5.3 | +7.4% | -1.8% |
| SITMSITM | 8 | 0% | -0.83 | -6.6 | +6.1% | -3% |
Source: own pattern engine on real daily prices (Yahoo). Same engine that drives the live Signals. This is a trade-structure study. It can be useful even if raw CAGR trails buy-and-hold, because the point is to understand expectancy, drawdown, and regime fit. Descriptive backtest — not investment advice.