RULECASCADE

Performance

Loading published calls.

Every call, plotted

The calls as a portfolio

Method

Each hollow dot is a backtest: the current method applied to a historical document, scored after the fact. Solid dots are calls published in issues, graded by the same entry rule; a published call's dot appears once its 21-session window completes, and the portfolio curve above carries it until then. Calls withdrawn by correction do not appear.

Entry is the close of the first trading session strictly after the document date. The out-of-consensus score measures the ticker's move net of XLV over the five sessions before the document date through the entry close, mapped as score = 10 × 0.5^(|move in percentage points| / 5): no pre-move scores 10, a 5-point pre-move scores 5, a 10-point pre-move scores 2.5. The score reads no bars after the entry session. The vertical axis is the call's return vs XLV in the called direction over the 21 sessions after entry, with no costs, borrow, or sizing.

Grading rules are in Methodology.