Every score, matured.
Every signal we've scored since launch. Forward returns tracked at 7, 30, 60, and 90 calendar days versus the closing price on signal day. No selection, no survivorship — if we scored it, it's here.
Forward returns by horizon
| Horizon | N matured | Avg return | Win rate | Distribution |
|---|---|---|---|---|
| T + 7 | 963 | +5.94% | 64.4% | |
| T + 30 | 771 | +6.92% | 61.1% | |
| T + 60 | 769 | +4.23% | 50.6% | |
| T + 90 | 668 | +0.59% | 47.0% |
T+30 returns by score tier
Corporate vs. Congressional
T+30 leaders & laggards
Methodology notes
No survivorship bias. Every scored signal enters the track record on the day it is scored, regardless of subsequent outcome. Delisted and acquired tickers are tracked through their last available closing price.
Forward returns are simple. Calculated against the signal-day close, not excess-of-benchmark. If we add a “vs. SPY” column later, it will be additive, not a redefinition.
Returns are signal-level, not portfolio-level. We do not equally-weight, risk-adjust, or rebalance. These numbers describe individual signal efficacy, not a trading strategy.
Updated nightly. T+7 / T+30 / T+60 / T+90 windows close on the next trading day after the window elapses; once filled, a signal's return is frozen and never revised.