AlphaWhisper · Track Record

Forward returns by signal bucket

How AlphaWhisper's directional signals have actually performed over the last 30+ trading days. No backfilling, no fitting — every signal was logged the day it fired and forward returns measured against the live close.

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Methodology. Every directional signal AlphaWhisper produces is logged daily with the underlying price. Forward returns are computed by joining the day-of price to the price n trading days later. Hit rate = % of signals where the underlying moved in the predicted direction.

Honest caveat. Past performance does not guarantee future returns. These stats include all signals — no cherry-picking. Forward returns are spot-to-spot; option-trade P&L depends heavily on entry/exit timing.

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