Exhaustion Signal Backtester
Interactive performance analysis across all timeframes
Avg and Median % Move
Win Rate by Candle
Notes
- A chart needs at least 5 historical signals, the same minimum as the scanner posts. Every figure is measured from the close of the signal candle (candle 0, labeled “Signal”).
- Per-candle figures: Avg % Move, Median % Move and Win Rate are calculated separately at each candle after the signal (1–10), as if the position were held for exactly that many candles.
- Scanner posts use best-of-5 figures: the Win Rate and Median % Move in the posts credit each signal with its best close within candles 1–5. That is why they are higher than any single candle shown here.
- Compare with an ordinary candle, not with 50%: markets have tended to rise over time, so even after an ordinary candle, price was more often higher than lower a few candles later. Part of every bullish figure here is that long-term drift, and the same drift works against bearish signals.
- Bearish signals mark a stretched advance, not a reversal call. In this backtest, price was lower 5 candles later after about half or fewer of them. Their best-of-5 win rate in the scanner posts is higher, because it counts a win when any one of the next 5 closes is below the signal close.
- When a filter covers more than one combination (any “All” selection), each line combines them, weighted by how many signals each has. Avg % Move and Win Rate are exact. Median % Move is a weighted average of each combination’s median, not a true median of all the signals; select a single ticker, bias, level and timeframe to see an exact median. With Bias set to All, moves are shown in each signal’s direction: a fall counts as a positive move for a Bearish signal.
- The charts include every signal that matches the filters. They are not limited to the signals marked ◆ (higher-timeframe confluence) in the daily posts.
- These figures are backtested and hypothetical. They are context, not a recommendation or trade instruction.
Important disclosures
The content provided by ChartingCycles is for educational and informational purposes only and is not financial advice. We are not a registered investment adviser (RIA) or broker-dealer. Trading involves a high degree of risk; do not invest money you cannot afford to lose.
Hypothetical Performance Disclosure: The win rates and median moves shown are derived from backtested, simulated historical performance — not actual trading. Backtested results have inherent limitations: they are calculated with the benefit of hindsight, do not reflect real execution, slippage, or fees. Statistics are computed over the current ticker universe; securities that have since been delisted are not included, which biases the results upward. Past performance is not indicative of future results.
