Position Trade stocks are ranked with a 90-day maximum duration and a 5% Profit Target.
A stock "wins" if it is able to exit within 90 days at a 5% profit. The full position trade stock ranking table allows registered users to select among 12 different forecast strategies, 3 different CI bands, and filter by GCIS sector. Click on the ticker in the table to see the full analysis of that stock. When exploring individual stocks, registered users will be able to consider all three profit targets (3%, 4%, and 5%).
TSF Position Ranking
Events represent the number of times the market's intraday low crossed the TSF forecast entry price during the selected period. Forecasts are published for every trading day, but only generate a position when the market actually reaches the entry price.
Wins are capped at the profit target — when a position's intraday high reaches the target, it exits. A loss occurs when a position does not reach its profit target within the maximum hold duration and is closed at the closing price on the final day. Lower profit targets produce faster exits with lower per-trade risk.
Avg Duration is typically well below the maximum hold duration, because most positions reach their profit target long before the hold window expires.
Win Rate is a function of both signal quality and hold duration. A position counted as a loss at 7 days may resolve profitably at 30 or 90 days. Adjust the maximum hold duration to demonstrate this directly.
TSF positions are asymmetric by design: a high frequency of small, bounded wins offsets a low frequency of larger forced-exit losses. This is why a high win rate does not guarantee positive EV — it depends on whether cumulative wins outpace the fewer but larger losses. Extending the hold duration reduces forced exits, which is why win rate, EV, and total return all improve as the hold window increases.
Signal Subscriptions
Forecasted limit order prices are available by subscription for up to 50 tickers. Updates are published every Sunday with a daily limit order price for each ticker based on the selected forecast strategy and confidence band. Subscriptions are for individual, non-commercial research use only. Plans and pricing →