The base rate is the average share of ALL stocks in the liquid universe that reach +15% within 20 trading days, regardless of any signal. Comparing a signal's hit rate to this base rate is what tells you whether the signal actually adds anything.

How are the statistics compiled?

Every trading day, whether each stock in the full liquid universe holds a given signal is logged, along with its highest price over the following 20 trading days. Consecutive signals on the same stock are counted once per episode (21-day window) to avoid double counting. Wilson 95% confidence intervals and Benjamini-Hochberg (FDR) multiple-comparison correction are applied.

Why include delisted stocks?

Excluding delisted or halted stocks would leave only survivors in the sample, inflating the apparent hit rate (survivorship bias). Delisted stocks are kept in the sample specifically to avoid this.

📊 Measured Statistics

Base Rates by Pre-Breakout Signal

For each pre-breakout signal, we publish the measured share of signal-holding stocks that reached +15% within 20 trading days — compared against the base rate of the entire liquid universe, not just the stocks the scanner selected. Past statistics do not guarantee future results and this is not investment advice.

Full-universe base rate 30.8% (based on 5,005 matured episodes)

Signal	Sample	Hit Rate w/ Signal	Base Rate	Lift	95% CI Lower	Significance
Stochastic Oversold Reversal	386	43.8%	30.8%	+13.0%p	38.9%	✓Wilson ✓BH
Relative Strength +8pp (20D)	1,350	40.3%	30.8%	+9.5%p	37.7%	✓Wilson ✓BH
20-Day High Gap Breakout	49 ⚠low sample	38.8%	30.8%	+8.0%p	26.4%	—
50-Day High Gap Breakout	44 ⚠low sample	38.6%	30.8%	+7.9%p	25.7%	—
+DI Dominance	2,917	31.0%	30.8%	+0.2%p	29.3%	—
ADX Trend Strengthening	2,181	30.2%	30.8%	-0.6%p	28.3%	—
Bollinger Band Squeeze	1,170	27.4%	30.8%	-3.4%p	24.9%	—
Weekly Squeeze	1,945	25.4%	30.8%	-5.3%p	23.6%	—
Weekly Tight Base 3+ Weeks	775	3.1%	30.8%	-27.7%p	2.1%	—
Avg Daily Range 4%+	2 ⚠low sample	0.0%	30.9%	-30.9%p	0.0%	—
Pocket Pivot	1 ⚠low sample	0.0%	30.9%	-30.9%p	0.0%	—
Off-Exchange Short 50%+	1 ⚠low sample	0.0%	30.9%	-30.9%p	0.0%	—
Off-Exchange Short 40%+	1 ⚠low sample	0.0%	30.9%	-30.9%p	0.0%	—
OBV Accumulation	2,211	30.8%	30.8%	0.0%p	28.9%	—

⚠low sample = fewer than 100 observations (reference only, greyed out). ✓Wilson = 95% confidence-interval lower bound exceeds the base rate · ✓BH = significant after multiple-comparison correction.

Methodology

Denominator = the entire liquid universe (price ≥ $0.5, daily dollar volume ≥ $500K) — not just scanner picks
Hit = entry-bar close to highest price within the next 20 trading days reaching +15% (uses intraday highs vs. a closing entry price, so it may differ from an actual fill)
Consecutive signals on the same stock are counted once per episode (21-day window — removes duplicate observations)
Delisted stocks are included (avoids survivorship bias) · Wilson 95% confidence intervals + Benjamini-Hochberg (FDR) multiple-comparison correction
Sample sizes differ by signal because collection start dates differ · past statistics do not guarantee future results · not investment advice