Signal Methodology

How a signal is produced

• Price and volume observations are ingested for the relevant symbol and interval.
• The system checks that enough usable history exists before calculating indicators.
• Technical measures such as moving averages, Bollinger Bands, and relative-strength readings are evaluated by the active model rules.
• When a rule crosses its trigger threshold, the direction, issue time, and observed entry price are recorded.
• Later quote checks update the displayed market price and return; they do not rewrite the original signal time.

How to read the output

“Buy” and “sell” describe the model direction at the trigger time. Time since signal measures elapsed time from that event. Return compares the latest available price with the recorded signal price when both values are available.

A fresh page or feed check does not mean a new signal was issued. We display those two times separately wherever the feed supports a reliable signal timestamp.

Known limitations

• Quotes may be delayed, unavailable, corrected, or affected by exchange closures and provider outages.
• Corporate actions, thin liquidity, spreads, taxes, commissions, and slippage can make a displayed return differ from an achievable trade result.
• Technical rules use historical observations and can fail during regime changes, gaps, or unusually volatile markets.
• Results for different asset classes and intervals are not directly comparable without accounting for their different trading hours and risks.

Changes and corrections

We review material changes to calculation logic before release. When a display or data issue is confirmed, we correct it without presenting the correction as a newly generated historical result. Methodology wording is updated when the public behavior of a model materially changes.

Review data sources and freshness Read the investment disclaimer