Signal-efficacy backtest

โ† back to scan ยท forward returns after each signal, vs baseline
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Point-in-time replay (no lookahead). "Edge" = signal's average forward return minus the universe baseline over the same horizon. Positive edge on a bullish signal (breakout/dip-buy/oversold) = predictive; a bearish signal (breakdown/overext/rally-sell) is good when its forward return is below baseline (negative edge).

By signal family

By rule (which ingredients add edge)