📊 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 29.3%
(based on 14,834 matured episodes)
📖 How to read this table
- Signal — a pre-breakout condition/pattern. Click the name for its explainer.
- Sample — number of past cases (episodes) where this signal appeared. More cases = more reliable · fewer than 100 is greyed out (reference only).
- Hit Rate w/ Signal — of the cases where the signal fired, the share that reached +15% within 20 trading days. Higher = surges followed that signal more often.
- Base Rate — the average share of all stocks reaching the same +15% regardless of signal = the benchmark. The hit rate must beat this to matter.
- Lift — Hit Rate − Base Rate. +green = beats the benchmark (edge), −red = useless/harmful. Bigger is better.
- 95% CI Lower — a conservative "at least this much" estimate accounting for sampling error. Must exceed the base rate for a real, non-random edge.
- Significance — whether it is statistically proven. ✓Wilson = CI lower bound exceeds the base rate · ✓BH = still significant after multiple-comparison correction · neither (—) = not yet proven.
| Signal | Sample | Hit Rate w/ Signal | Base Rate | Lift | 95% CI Lower | Significance |
|---|---|---|---|---|---|---|
| Avg Daily Range 4%+ | 2,502 | 59.5% | 29.3% | +30.2%p | 57.5% | ✓Wilson ✓BH |
| Low-Volume Rally | 129 | 55.8% | 28.4% | +27.4%p | 47.2% | ✓Wilson ✓BH |
| RSI Bullish Divergence | 321 | 55.5% | 28.4% | +27.0%p | 50.0% | ✓Wilson ✓BH |
| Insider Net Buying (90D) | 4 ⚠low sample | 50.0% | 30.6% | +19.4%p | 15.0% | — |
| RS Line 52-Week High | 50 ⚠low sample | 44.0% | 29.3% | +14.7%p | 31.2% | ✓Wilson ✓BH |
| Short Interest 20%+ | 4 ⚠low sample | 50.0% | 35.3% | +14.7%p | 15.0% | — |
| Record Volume Held | 72 ⚠low sample | 40.3% | 28.4% | +11.9%p | 29.7% | ✓Wilson ✓BH |
| Analyst Upgrade (30D) | 5 ⚠low sample | 40.0% | 30.6% | +9.4%p | 11.8% | — |
| 20-Day High Gap Breakout | 157 | 36.9% | 29.3% | +7.6%p | 29.8% | ✓Wilson |
| Pocket Pivot | 767 | 36.2% | 29.3% | +6.9%p | 32.9% | ✓Wilson ✓BH |
| Off-Exchange Short 40%+ | 4,103 | 36.2% | 29.3% | +6.8%p | 34.7% | ✓Wilson ✓BH |
| Stochastic Oversold Reversal | 1,689 | 36.0% | 29.3% | +6.7%p | 33.7% | ✓Wilson ✓BH |
| 50-Day High Gap Breakout | 114 | 36.0% | 29.3% | +6.7%p | 27.7% | — |
| Off-Exchange Short 50%+ | 3,067 | 35.4% | 29.3% | +6.1%p | 33.7% | ✓Wilson ✓BH |
| Relative Strength +8pp (20D) | 3,350 | 34.6% | 29.3% | +5.3%p | 33.0% | ✓Wilson ✓BH |
| Days-to-Cover 5+ Days | 10 ⚠low sample | 40.0% | 35.3% | +4.7%p | 16.8% | — |
| Institutional Ownership 50%+ | 31 ⚠low sample | 38.7% | 35.3% | +3.4%p | 23.7% | — |
| No Dilution Filing (90D) | 53 ⚠low sample | 34.0% | 30.6% | +3.3%p | 22.7% | — |
| Top 10% Dollar Volume | 439 | 31.4% | 28.4% | +3.0%p | 27.3% | — |
| Leading Sector Membership | 9 ⚠low sample | 33.3% | 32.2% | +1.1%p | 12.1% | — |
| ADX Trend Strengthening | 6,731 | 29.5% | 29.3% | +0.2%p | 28.4% | — |
| Bollinger Band Squeeze | 3,949 | 28.3% | 29.3% | -1.0%p | 26.9% | — |
| +DI Dominance | 8,370 | 27.0% | 29.3% | -2.3%p | 26.0% | — |
| OBV Accumulation | 6,001 | 26.5% | 29.3% | -2.8%p | 25.4% | — |
| Daily Short Volume 40%+ | 35 ⚠low sample | 28.6% | 32.2% | -3.6%p | 16.3% | — |
| Weekly Squeeze | 5,281 | 25.4% | 29.3% | -3.9%p | 24.2% | — |
| 3+ Day Signal Streak | 1,222 | 22.7% | 28.4% | -5.7%p | 20.5% | — |
| Stage 2 Trend Template | 1,385 | 21.4% | 29.3% | -7.9%p | 19.4% | — |
| Volume Spike, Flat Price | 198 | 16.2% | 28.4% | -12.3%p | 11.7% | — |
| Weekly Tight Base 3+ Weeks | 2,081 | 2.0% | 29.3% | -27.3%p | 1.5% | — |
| Chinese ADR | 1 ⚠low sample | 0.0% | 30.6% | -30.6%p | 0.0% | — |
⚠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