Screen leaderboard
Every screen compared on the same backtest (2021-10-13 to 2026-10-12, 518 stocks, 5-day hold). We rank screens, not people. The year-by-year table shows whether an edge held up or came from a single lucky stretch.
Overall
| # | Screen | Hit rate | Avg 5d | SPY same days | Max DD (rank) | Signals |
|---|---|---|---|---|---|---|
| 1 | RSI(14) Oversold Mean Reversion | 57.9% | +0.88% #4 | +0.85% | -29.9% #13 | 22,196 |
| 2 | 10% Weekly Drop Mean Reversion | 57.3% | +1.45% #2 | +0.94% | -49.4% #24 | 13,900 |
| 3 | Death Cross Momentum | 55.6% | +0.60% #6 | +0.43% | -21.3% #1 | 2,006 |
| 4 | Gap Down Reversal Gap | 55.2% | +1.09% #3 | +0.77% | -35.0% #19 | 4,524 |
| 5 | Close Below Lower Bollinger Mean Reversion | 54.4% | +0.54% #7 | +0.60% | -21.9% #2 | 30,739 |
| 6 | Gap Down Continuation Gap | 53.9% | +1.47% #1 | +0.45% | -33.8% #17 | 2,271 |
| 7 | RSI(2) Oversold Bounce Mean Reversion | 53.9% | +0.41% #12 | +0.32% | -22.8% #4 | 34,000 |
| 8 | Hammer at 20-Day Low Mean Reversion | 53.6% | +0.38% #15 | +0.30% | -24.1% #6 | 6,814 |
| 9 | Three Down Days Above 200 SMA Mean Reversion | 53.5% | +0.42% #11 | +0.31% | -24.0% #5 | 33,176 |
| 10 | Inside Day in Uptrend Breakout | 52.8% | +0.25% #18 | +0.21% | -28.1% #11 | 41,269 |
| 11 | Unusual Volume Selloff Unusual Volume | 52.8% | +0.50% #9 | +0.56% | -33.6% #16 | 2,445 |
| 12 | 52-Week High Breakout Breakout | 52.3% | +0.47% #10 | +0.17% | -39.4% #21 | 3,958 |
| 13 | EMA Stack Trend Momentum | 52.3% | +0.20% #21 | +0.21% | -24.1% #7 | 21,332 |
| 14 | NR7 Breakout Breakout | 52.3% | +0.10% #24 | +0.14% | -25.0% #8 | 32,672 |
| 15 | Pocket Pivot Unusual Volume | 52.2% | +0.26% #17 | +0.19% | -25.4% #9 | 45,525 |
| 16 | Unusual Volume Up Day Unusual Volume | 52.1% | +0.66% #5 | +0.37% | -49.6% #25 | 1,813 |
| 17 | 3-Month Momentum Leaders Momentum | 51.9% | +0.41% #13 | +0.23% | -30.0% #14 | 59,212 |
| 18 | Golden Cross Momentum | 51.9% | +0.22% #19 | +0.23% | -29.0% #12 | 1,932 |
| 19 | RSI(14) Overbought Momentum | 51.8% | +0.22% #20 | +0.07% | -37.6% #20 | 44,280 |
| 20 | 20-Day Donchian Breakout Breakout | 51.8% | +0.16% #22 | +0.17% | -22.0% #3 | 48,592 |
| 21 | Bollinger Squeeze Breakout Breakout | 51.5% | +0.16% #23 | +0.23% | -46.4% #23 | 2,456 |
| 22 | Relative Strength vs SPY Momentum | 51.3% | +0.33% #16 | +0.18% | -30.6% #15 | 24,211 |
| 23 | MACD Bullish Cross Above Zero Momentum | 50.5% | +0.04% #25 | +0.17% | -26.2% #10 | 10,554 |
| 24 | Big Up Day (+5%) Momentum | 50.5% | +0.39% #14 | +0.19% | -46.0% #22 | 11,615 |
| 25 | Gap Up on Volume Gap | 50.3% | +0.50% #8 | +0.39% | -34.9% #18 | 1,218 |
Hit rate by year
2021 and 2026 are partial years. Green = above 50% (coin flip), red = below.
| Screen | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|
| RSI(14) Oversold | 67% | 58% | 55% | 59% | 64% | 52% |
| 10% Weekly Drop | 56% | 56% | 51% | 62% | 62% | 54% |
| Death Cross | 54% | 55% | 50% | 57% | 61% | 56% |
| Gap Down Reversal | 44% | 51% | 51% | 59% | 60% | 55% |
| Close Below Lower Bollinger | 67% | 49% | 51% | 61% | 60% | 49% |
| Gap Down Continuation | 37% | 49% | 53% | 55% | 56% | 58% |
| RSI(2) Oversold Bounce | 58% | 45% | 54% | 57% | 57% | 52% |
| Hammer at 20-Day Low | 56% | 49% | 58% | 58% | 55% | 49% |
| Three Down Days Above 200 SMA | 55% | 45% | 54% | 56% | 57% | 52% |
| Inside Day in Uptrend | 55% | 48% | 55% | 55% | 54% | 50% |
| Unusual Volume Selloff | 64% | 49% | 52% | 58% | 54% | 47% |
| 52-Week High Breakout | 51% | 50% | 52% | 53% | 51% | 54% |
| EMA Stack Trend | 55% | 47% | 52% | 55% | 54% | 50% |
| NR7 Breakout | 56% | 48% | 53% | 56% | 53% | 49% |
| Pocket Pivot | 53% | 47% | 55% | 52% | 54% | 51% |
| Unusual Volume Up Day | 57% | 52% | 54% | 51% | 54% | 47% |
| 3-Month Momentum Leaders | 50% | 48% | 53% | 54% | 54% | 51% |
| Golden Cross | 58% | 43% | 55% | 51% | 54% | 55% |
| RSI(14) Overbought | 52% | 46% | 55% | 54% | 50% | 50% |
| 20-Day Donchian Breakout | 53% | 49% | 54% | 53% | 52% | 50% |
| Bollinger Squeeze Breakout | 53% | 54% | 51% | 55% | 50% | 47% |
| Relative Strength vs SPY | 56% | 46% | 56% | 52% | 51% | 51% |
| MACD Bullish Cross Above Zero | 47% | 43% | 52% | 55% | 51% | 49% |
| Big Up Day (+5%) | 48% | 45% | 56% | 52% | 51% | 52% |
| Gap Up on Volume | 57% | 47% | 50% | 49% | 56% | 47% |
Simulated results; no fees, slippage or taxes; survivorship-biased universe. Past or simulated performance does not predict future results. Educational only, not financial advice. See methodology.