I’ve built a new forecast page that merges signals and checkups - and tells you if we’ve already entered or exited after the market close. It is now live on digforstocks.com!

Three Presets

You pick how brave you want to be, and the page tells you what that bravery cost.

• Easy takes one trade a day, the highest-confidence one, nothing below 78%.

• Safe is the same idea with the bar at 80%.

• Brave takes every signal above 75% and doesn’t cap the day.

• There’s a Custom mode too, which allows you to set your entry and exit rules, confidence range, stop loss, and daily limit.

July Scores

• Easy: 7 closed trades, 6 wins and 1 loss. 85.7% win rate, +5.32% average per trade. Best was COHR at +12.2%. The loss was KLAC at -1.8%. HWM never triggered an entry and DELL is still sitting in the queue.

• Safe: 5 closed trades, 4 wins and 1 loss. 80.0% win rate, +5.17% average. Same best, same worst - the stricter filter mostly just took fewer shots.

• Brave: 29 closed trades, 21 wins and 8 losses. 72.4% win rate, roughly +84% summed. Best included COHR +12.2% and MU +10.3%. Worst was VRT at -15.5%, and yes, that one stung.

That’s the entire argument about confidence thresholds:

• The 78% bar traded seven times and its worst day cost 1.8%.

• The 75% bar traded twenty-nine times and its worst day cost 15.5%.

Fewer trades, smaller holes, less money on the table. Nothing here is free.

Now the part a promoter would skip. “Total P/L” is the sum of percentage outcomes on closed trades. It is not a compounded return and it is not what your account would have done - if you saw “+84% in a month” on a sales page, this is the arithmetic hiding behind it. We’d rather you knew.

What the New Site Looks Like

The scorecard (win rate, average result, average win and average loss, profit factor, drawdown, total P/L, average holding time, trade counts) runs over 20, 40 or 60 days or the full history.

Open trades are not counted (a position that hasn’t closed hasn’t proved anything).

Signals are split into Awaiting entry, In progress and Completed, and you can hide whichever stage you don’t want to look at.

Every trade card shows its confidence, signal type, entry zone and expected gain. The ones that are Completed add the exact bought and sold prices, the take-profit and stop-loss levels, and a ten-day timeline marking the exact day the position was bought and the exact day it was sold. If you hover over a card, you’ll see a little price graph pop up.

Don’t miss our What-if Portfolio that runs your chosen strategy for you, open positions included!

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Expect New Signals ~1.5 Hours After Market Close

If none appear, that means none have passed our strict confidence requirements. I’d rather give you one really promising trade than a mixed bag of signals. That’s why I raised the minimum confidence requirement to 75% (it was 65% before).

Across the latest 40 trading days, 92 public checkups met the 80%+ confidence Easy Mode filter. 76 entered trades. Those entered trades produced 51 wins and 25 losses: a 67.1% win rate and an average result of +2.08% per entered trade. 16 qualifying setups never reached the entry level and are recorded as no-entry cases.

No-entry cases are not counted as wins or losses. They remain visible because not taking a trade is part of the process.

How the scorecard works

1. Keep only public checkups with at least 80% model confidence.

2. Give the price 5 trading days to reach the lowest projected entry level. If it never does, record no entry.

3. After entry, use the first touch of the highest projected target as the exit. If the target is not reached, use the final observed close in the checkup window.

4. Calculate the percentage result from the rule-based entry to that exit. No result is selected by hand.

The strongest and weakest outcomes

• Strongest: MU +19.90% on Early Warning (June 5 signal, entry day 1, exit day 10).

• Weakest: SMCI -31.37% on Pivot Breakout + Core Conditions Met (June 1 signal, entry day 5, exit day 10).

• Recent no-entry: UAL on Multi-Factor Buy (June 25 signal).

The weak result belongs beside the strong one. Removing it would make the scorecard easier to sell and less useful to judge.

For context, the broader public archive is less selective: 51.2% winners across 447 entered trades, with an average result of +0.17%. The higher headline number belongs only to the narrower 80%+ lane.

The latest resolved week was also weaker than the running record: 4 entered trades, 2 winners, and an average result of -1.74%. That short stretch does not erase the longer record, and the longer record does not erase the weak week.

Past results do not guarantee future outcomes. This is process documentation, not financial advice.

Inspect the underlying public checkups free, with no site account required:Open the free public checkups

Welcome back to the dig site.

The last TSA performance report was unusually clean. The 75%+ confidence group won 22 of 28 entered trades, while the 80%+ group went five for five. It was the kind of window every system wants on its highlight reel.

This new report is more revealing.

During the latest 20 trading days, ending June 26, the market became less forgiving. Win rates fell. Average losses grew. The 80% filter was no longer a magic shield against red trades. SPY itself lost 1.38% in the portfolio comparison.

The portfolio results then split sharply. The broad 75%+ portfolio gained just 1.76%, while the stricter 80%+ portfolio gained 11.96%.

That difference is the headline, but it is not the whole story. This window shows both the value of TSA’s confidence filter and the risk controls subscribers still need to respect.

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The 75%+ Filter: More Trades, Positive Edge

At 75%+ confidence, TSA produced:

The edge looked different this time.

In May, the average winner was much larger than the average loser. In this window, the average loss was slightly larger than the average win. The system remained profitable because it won almost twice as often as it lost: 71 wins against 36 losses.

That is an important distinction. June’s result was driven by hit rate, not by oversized winners hiding a weak batting average.

The +1.63% average return is well below May’s +4.06%, and the profit factor fell from 10.62 to 1.74. This was not another perfect run. It was a harder market in which the 75% floor still maintained positive expectancy across more than 100 entered trades.

That larger sample matters. Twenty-eight entries can look brilliant. One hundred and seven entries tell us more about how the system behaves when opportunity expands and conditions become noisy.

The 75% Portfolio: Positive, But Barely

The what-if portfolio turns that trade-level edge into the clearest number in the report.

With a $10,000 starting balance and 25% per-stock allocation:

• Buy and hold SPY: -1.38%

• TSA selected stocks only: +1.76%

• TSA selected stocks plus SPY: -0.10%

The selected-stock portfolio ended at $10,176. SPY ended at $9,862.

That is a 3.14 percentage-point advantage for TSA’s selected stocks, or $314 on the modeled $10,000 starting balance.

The drawdown comparison was less favorable:

• SPY max drawdown: 4.5%

• Selected stocks max drawdown: 5.8%

• Selected stocks plus SPY max drawdown: 7.1%

The selected-stocks-only simulation placed 18 trades and skipped 89. The selected-stocks-plus-SPY version placed 19 trades and skipped 88 as the 25% allocation consumed available capital.

The broad filter still beat SPY, but this was not a clean portfolio result. Its drawdown was higher than SPY’s, and adding SPY left the combined portfolio slightly negative.

This is exactly why portfolio rules matter. A positive average trade does not guarantee a strong portfolio outcome when capital is concentrated and many signals compete for the same available slots.

The 80%+ Filter: Where Selectivity Paid

Raising the confidence floor to 80% produced:

This is where the data gets interesting.

The 80%+ group was not clearly superior on the headline trade statistics. Its win rate, average P/L, profit factor, and P/L per day were all slightly below the 75%+ group.

So no, 80% confidence does not mean certainty. Confidence is a ranking tool, not a guarantee.

But the 80% filter removed 60 of the signals admitted at 75%, and the portfolio result changed dramatically:

• TSA selected stocks only: +11.96%

• TSA selected stocks plus SPY: +9.22%

• Buy and hold SPY: -1.38%

The selected-stock portfolio ended at $11,196, a 13.34 percentage-point advantage over SPY. That is a $1,334 difference on the modeled $10,000 starting balance.

It placed 18 trades and skipped 45, with a 2.5% max drawdown. The combined selected-stocks-plus-SPY portfolio also placed 18 trades, ended at $10,922, and recorded the same 2.5% drawdown.

The contrast is difficult to miss. Both confidence settings placed 18 selected-stock trades at 25% allocation, but the 80% portfolio gained 11.96% while the 75% portfolio gained 1.76%.

The higher confidence floor did not improve the aggregate hit rate. It improved which limited set of trades received capital in the portfolio simulation. For subscribers managing a concentrated account, that distinction matters more than the raw number of available signals.

Top 1/Day: Where the Bigger Winners Lived

The Top 1/Day view asks a simple question: what happened if we focused only on the highest-ranked candidate each day?

At 75%+ confidence:

At 80%+ confidence:

The 80%+ Top 1/Day group had a slightly lower win rate, but better average P/L, larger winners, smaller losses, and a higher profit factor.

That is where the stricter filter added the most value in this window. It did not eliminate losses. It improved the shape of the smaller daily shortlist.

The average 80%+ Top 1/Day winner returned +8.78%. Those are the trades doing the heavy lifting, and they are why the group still averaged +2.07% despite winning only seven of twelve entries.

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The Risk Number We Should Not Hide

The overall performance cards report max drawdowns of 49.6% for the 75%+ group and 71.4% for the 80%+ group. Those are serious numbers and should not be buried beneath the green returns.

The allocation-aware what-if portfolios report much smaller drawdowns of 5.8% for the 75% group and 2.5% for the 80% group. The dashboard is clearly presenting two different calculations, so they should not be treated as interchangeable.

The 75% portfolio’s 5.8% drawdown was higher than SPY’s 4.5%. The 80% portfolio, by contrast, kept drawdown to 2.5% while returning 11.96%.

At 25% per stock, only a few simultaneous positions can consume the account’s available capital. This is why position sizing and selectivity are not decoration. A confidence score helps choose a trade, while allocation determines how strongly the order and timing of those trades affect the portfolio.

What Changed Since May?

May showed us what TSA looks like when signal quality and market conditions align almost perfectly.

June showed us something more useful:

• The 75%+ win rate fell from 78.6% to 66.4%.

• Average P/L fell from +4.06% to +1.63%.

• The 80%+ group moved from five wins and no losses to 41 wins and 22 losses.

• Average losses became larger than average wins in both confidence groups.

• At the same 25% allocation used in May, the 75%+ selected-stock portfolio returned +1.76% while SPY lost 1.38%.

• The 80%+ selected-stock portfolio returned +11.96%, and the selected-stocks-plus-SPY portfolio returned +9.22%.

A promotional system can look good in a perfect month. A useful system needs to remain productive when the easy streak ends.

This one did.

The Bottom Line

The latest 20-day window was not as pretty as the last one. That is precisely why it deserves attention.

TSA did not need a rising index to generate a positive result. It did not need an impossible win rate. It produced a 66% hit rate across a large group and filtered out hundreds of weaker candidates.

At 25% allocation, however, the confidence floor mattered enormously. The 75% selected-stock portfolio beat SPY by 3.14 percentage points. The 80% portfolio beat it by 13.34 points while recording a lower max drawdown than both SPY and the 75% portfolio. Top 1/Day also improved at 80%, where the average entered trade returned +2.07%.

The lesson:

Use confidence to narrow the field. Use entry discipline to avoid chasing. And when allocating 25% per position, recognize that stricter selection can determine which small handful of trades receives most of the account’s capital.

That is how a signal becomes a process.

Subscribers can verify the full snapshot in Forecast Checkups by selecting Easy Mode, the 20-day range ending June 26, and comparing the 75%+ and 80%+ confidence views.

We will see you in the premium terminal.

Welcome back to the dig site.

The last report was about the return of signal quality. The system had been quiet, then selective, then useful again. That was the important part: TSA waited for the ground to firm up.

Now we have the next window to examine.

This report looks at the latest completed 20-trading-day performance window on the TSA platform, ending Friday, May 22, 2026, using the subscriber default Easy Mode:

• Entry: buy at or below the lowest projected low

• Exit: sell at the highest projected high, or exit at the final observed close if the target never hits

• All signal types included

• No special curve-fitting

• No heroic optimization

• No pretending every signal deserves a trade

In other words: we are still looking at the simple version. The one subscribers can actually use.

And this time, the numbers improved hard.

The Autopsy: 75%+ Confidence

Across the latest 20-trading-day window, the 75%+ Easy Mode filter produced:

• 37 qualifying setups

• 28 entered trades

• 9 no-entry outcomes

• 22 wins

• 6 losses

• 78.6% win rate

• +4.06% average P/L per entered trade

• +5.70% average win

• -1.97% average loss

• 10.62 profit factor

• 6.7-day average holding period

• +0.61% average P/L per day

That is the core story.

The system was right with better payoff structure. The average win was almost three times the size of the average loss. That is how a system can survive misses without needing to be perfect.

The previous report’s 75%+ bucket was already respectable: 68.6% win rate, +1.76% average P/L, and a 2.91 profit factor.

This new window is cleaner:

• Win rate improved from 68.6% to 78.6%

• Average P/L improved from +1.76% to +4.06%

• Profit factor improved from 2.91 to 10.62

So, the is filter doing its job in a friendlier tape.

The most important number may be the one people are tempted to ignore: 103 filtered out.

The dashboard reviewed the terrain, filtered aggressively, and allowed only 37 setups through the 75%+ confidence line. Of those, 9 never gave the Easy Mode entry price.

A no-entry is discipline.

The Portfolio View

Now let us translate the trade stats into portfolio terms.

Using the what-if portfolio view with a $10,000 starting portfolio, 25% per-stock allocation, and SPY as the benchmark:

• Buy and hold SPY: +7.37%

• Selected stocks only: +18.20%

• Selected stocks plus SPY: +18.79%

The selected-stocks-only result ended at $11,820, versus $10,737 for SPY. Even better, the selected-stock basket showed only 0.8% max drawdown in the simulation, compared with 1.9% for SPY.

That is the kind of result we want to see: not just higher return, but cleaner return.

And when the model was allowed to pair selected stocks with the SPY benchmark sleeve, the ending value rose to $11,879, or +18.79%, with a 1.3% max drawdown.

This is the difference between a signal feed and a process. A signal feed throws tickers at you. A process tells you which ones actually earned the right to enter the portfolio.

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The Daily Sieve: Top 1/Day

The Top 1/Day version gives us another useful view because it asks a stricter practical question:

What if we only cared about the best candidate each day?

At 75%+ confidence, Top 1/Day produced:

• 15 total signals

• 11 entered trades

• 8 wins

• 3 losses

• 4 no-entry outcomes

• 72.7% win rate

• +4.06% average P/L

• +6.53% average win

• -2.52% average loss

• 6.90 profit factor

• 6.5-day average holding period

• +0.63% average P/L per day

Notice what happened here. The average P/L stayed exactly in line with the broader 75%+ group, but the average win rose to +6.53%.

That suggests the top-ranked daily names were meaningfully larger.

The tradeoff is obvious: fewer shots, but that is the whole point of narrowing the sieve.

The Sharper Filter: 80%+ Confidence

Now comes the most interesting part.

At 80%+ confidence, the system became much more selective:

• 8 qualifying setups

• 5 entered trades

• 3 no-entry outcomes

• 5 wins

• 0 losses

• 100.0% win rate

• +8.34% average P/L per entered trade

• +8.34% average win

• 0.00% average loss

• Infinite profit factor

• 0.0% max drawdown

• 3.4-day average holding period

• +2.45% average P/L per day

This is not a promise that 80%+ will never lose. That would be nonsense.

But for this completed window, the 80%+ bucket did exactly what a high-confidence filter is supposed to do: it produced fewer trades, entered only when price cooperated, and kept every entered trade green.

The comparison to the previous report is stark. Last time, the 80%+ bucket had a 75.0% win rate, +2.13% average P/L, and a 2.94 profit factor.

This time:

• Win rate improved from 75.0% to 100.0%

• Average P/L improved from +2.13% to +8.34%

• Losses dropped from 2 to 0

• Profit factor moved from 2.94 to infinite

Higher confidence means the system demands more evidence before acting.

In this window, that patience paid.

The 80%+ Portfolio Result

The what-if portfolio for the 80%+ group is especially clean:

• Buy and hold SPY: +6.53%

• Selected stocks only: +10.85%

• Selected stocks plus SPY: +16.39%

The selected-stocks-only simulation ended at $11,085 from a $10,000 starting portfolio, with 0.0% max drawdown.

Read that again carefully.

Five entered trades. Five winners. No selected-stock drawdown in the simulation.

This is the patient version of TSA. It will not keep an impatient trader entertained every day. It is not supposed to. It waits, then moves when the setup is strong enough.

The Tightest Version: 80%+ Top 1/Day

If we tighten it even further and only take the Top 1/Day at 80%+ confidence, the dashboard shows:

• 6 total signals

• 3 entered trades

• 3 wins

• 0 losses

• 3 no-entry outcomes

• 100.0% win rate

• +8.62% average P/L

• +8.62% average win

• 0.0% max drawdown

• 2.7-day average holding period

• +3.23% average P/L per day

That is a tiny sample, so do not overstate it, but do not ignore it either.

Three entered trades averaging +8.62% in under three trading days is exactly the kind of asymmetric burst this system is built to find. The point is to wait for the trades where the forecast, price entry, and confidence stack all line up.

The Wins

The wins in this window were not just about the number of green trades.

The real wins were structural:

• The 75%+ group went 22 for 28.

• The 80%+ group went 5 for 5.

• The average 75%+ winner was +5.70%, while the average loss was only -1.97%.

• The 80%+ trades averaged +8.34% with no losing entries in the window.

• The selected-stock portfolio beat SPY by a wide margin in both the 75%+ and 80%+ views.

• The system filtered out far more than it allowed in.

That last point is the one I keep coming back to.

The machine said no a lot.

• At 75%+, it filtered 103 signals and skipped 9 more because the entry price did not arrive.

• At 80%+, it filtered 132 signals and skipped 3 more because the entry price did not arrive.

That is not a bug. That is the edge.

Most traders lose money because they cannot tolerate silence. TSA is useful because it can.

What You Should Take From This

This was the strongest 20-day TSA performance window we have reviewed so far.

The 75%+ filter gave us enough trade volume to evaluate the system across a meaningful group, and it produced a 78.6% win rate with +4.06% average P/L.

The 80%+ filter gave us a smaller but much sharper set, with a 100% win rate and +8.34% average P/L.

The portfolio simulation made the same point in dollar terms: selected stocks beat SPY, and they did it with lower drawdown in the selected-stocks-only view.

So the lesson has not changed.

Use 80%+ when you want the cleaner, more patient version.

And remember that cash is not failure. Cash is what gives the system permission to wait for the next real dig site.

If you are a subscriber, you can verify the numbers directly:

1. Log into the TSA platform.

2. Open Forecast Checkups.

3. Turn on Easy Mode.

4. Use the latest 20 completed trading days ending May 22, 2026.

5. Compare 75%+ and 80%+ confidence.

6. Check the Top 1/Day view if you want the stricter daily version.

We will see you in the premium terminal.

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Welcome back to the dig site!

The last time we checked in, the market had gone quiet. Not “the system is broken” quiet. The useful kind of quiet: the kind where a machine that is supposed to be picky looks at the terrain, sees risk-off panic, and refuses to manufacture false confidence.

Now we have a new completed window to examine.

This report looks at the latest 20 completed checkup groups on the live TSA platform. The newest user-visible checkup day is Monday, April 20, 2026. The full window runs from Wednesday, March 11, 2026 through Monday, April 20, 2026.

The settings are the subscriber default Easy Mode:

• Entry: buy at or below the lowest projected low

• Entry window: first 5 projected days only

• Exit: sell at the highest projected high, or exit at the final observed close if the target never hits

• All signal types included

In other words: no curve-fitting, no heroic optimization, no pretending every signal deserved a trade. Just the platform’s simple, conservative Easy Mode.

The Autopsy: 75%+ Confidence

Across the 20-day checkup window, the platform reviewed 184 raw checkups.

But only 41 cleared the 75% confidence line.

That alone is the first lesson. The system was not spraying trades across the tape. It rejected most of the terrain before we ever got to execution.

Here is the 75%+ Easy Mode result:

• 41 qualifying setups

• 35 trades entered

• 6 no-entry outcomes

• 24 wins

• 11 losses

• 68.6% win rate

• +1.76% average P/L per entered trade

• +2.07% median P/L

• +3.92% average win

• -2.95% average loss

• 2.91 profit factor

This is not a “everything goes up forever” report. The March side of the sample still carries scars from the same unstable macro environment we discussed earlier. There were real misses: HWM at -6.53%, STLD at -5.79%, CBOE at -5.15%, and BDX at -4.08%.

But the aggregate recovered anyway.

The best 75%+ entries did exactly what high-confidence signals are supposed to do:

• MU: +8.64%

• DELL: +7.77%

• CTRA: +7.03%

• TRGP: +5.87%

• BG: +5.65%

• DVN: +5.39%

Even after the rough March names, the math ended positive because the winners were larger and more frequent than the losers.

That is the entire point of the confidence filter.

The Sharper Filter: 80%+ Confidence

Now let us tighten the sieve.

At 80%+ confidence, the sample becomes much smaller:

• 9 qualifying setups

• 8 trades entered

• 1 no-entry outcome

• 6 wins

• 2 losses

• 75.0% win rate

• +2.13% average P/L per entered trade

• +3.27% median P/L

• +4.30% average win

• -4.39% average loss

• 2.94 profit factor

The 80%+ bucket is cleaner, but also thinner. That is exactly what you should expect. Higher confidence is not supposed to create more trades. It is supposed to make the system more selective.

The standout 80%+ names were:

• DELL: +7.77%

• BG: +5.65%

• DVN: +5.39%

• MRK: +4.77%

Note that the 80%+ set only had 9 qualifying setups across the full 20-day window. This one is for the patient.

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The April Turn

After the signal drought, the newer April checkups started to look healthier. From April 14 through April 20, the 75%+ Easy Mode group produced 7 entered trades, with 6 winners and 1 loser, averaging about +3.86% per entered trade.

That does not mean the market is suddenly safe. It means the system waited, filtered, and then began letting a few stronger setups through again.

That is exactly what I want from TSA.

The no-entry outcomes are part of the same discipline. ADI, for example, came in at 84% confidence on the latest checkup day but never gave us the Easy Mode entry. That is not a failure. That is the limit order doing its job. A forecast can be good and still not offer the price we demanded.

Do not underestimate that. No entry is often what keeps a good system from turning into gambling with extra steps.

What You Should Take From This

The lesson is that the filters still matter.

Not “buy everything.”

Not even “80% is magic.”

The 75% line gave us enough volume to evaluate the system across a meaningful sample, and it stayed profitable through a messy window. The 80% line gave us a smaller but sharper set, with a higher win rate and slightly better average P/L. Both tell the same story: when the system becomes selective, the math improves.

This is why I keep saying it:

Do not trade under 75% confidence. Cash is a position.

If you are a subscriber, you can verify these numbers directly:

1. Log into the TSA platform.

2. Open Forecast Checkups.

3. Turn on Easy Mode.

4. Use the latest 20 completed checkup days.

5. Compare 75%+ and 80%+ confidence.

We will see you in the premium terminal.

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Our stock signal system is picky—and that’s kind of the point. It’s not designed to spam you with alerts every single day. Instead, it runs through the watchlist each morning, hunts for specific chart and momentum patterns that have actually worked in the past, and then asks: “Does this setup make sense right now, in today’s market?”

Signals were still trickling in through late March—23 on the 20th, 11 on the 23rd, 8 on the 24th, 8 on the 25th, then just 3 on the 26th. After that, nothing from March 27 through April 2. Radio silence.

The culprit is the market: it got defensive (I think you know why!). During that stretch, the system clocked the market as being in full panic or risk-off mode, and both short-term and long-term trend readings flipped to Bear. As of early April, the system swears it’s still panic mode, with Bear marked on both trend lines.

The market’s been weak enough to tank confidence scores and kill the number of clean bullish setups worth alerting on.

So the quiet period means the filters are working as they should: refusing to force trades when the odds are lousy. As proof, a follow-up checkup on older signals (April 3) reviewed 14 prior alerts: 12 hit more than 1% from open to peak, and zero of the executed safe trades went negative.

So no, we haven’t shut it off. The system’s still running, still scanning, still thinking about stocks every single day. It’s just not seeing enough genuinely good opportunities to justify hitting send. When the market catches its breath and decent setups start showing up again, the alerts will too.

Welcome back to the dig site.

Today is March 14th, and we are running a post-mortem on the cohort of trading signals generated between January 30th and March 2nd. Because our signals have a maximum 10-day development lifecycle, today is the first day we can accurately evaluate this specific window.

As market archeologists, our job is to read the terrain. Over the last month, that terrain has been violently unstable. The escalating conflict in Iran and the resulting blockade of the Strait of Hormuz have sent massive shockwaves through the global supply chain. Markets despise geopolitical unpredictability, and the macro environment reflected that terror: the S&P 500 bled out approximately ~4.5% during this timeframe.

When the macro environment breaks down, we don’t hide the results. We embrace the epistemic honesty of the math.

Here is the raw data from our state-of-the-art SaaS platform, The Stock Archeologist (TSA), running on “Easy Mode” default settings (75% confidence minimum, all signal types enabled).

The Autopsy: Last 20 Trading Days

Transparency check: Anyone with an active membership can log into the TSA platform right now and verify these exact statistics.

What the Data Tells Us

The numbers aren’t our usual victory lap. The algorithm fought a steep uphill battle against a fundamentally shaken market. However, the data also proves the power of strict filtering.

If you took every single signal the system offered, you absorbed heavy friction. But look at the Top 1/Day results. By forcing the system to only take the absolute highest-confidence setup of the day, the catastrophic 41.7% drawdown was slashed to just 11.2%, and the average P/L was dragged up to a nearly flat -0.25%. In a month where the broader market lost 4.5% due to a massive international conflict, the Top 1/Day filter effectively preserved your capital.

The Evolution of the Engine

I previously warned in our trading guide to watch out for massive geopolitical shocks, but I realized that static warnings aren’t enough. A great trading system gets smarter every time the market shifts.

Here is how we have adapted to ensure the algorithm protects you moving forward:

1. Dynamic Bear Market Detection: The system now automatically detects broader bear market conditions and mathematically suppresses signal confidence across the board.

   

2. The “Global Shock” Protocol: I have implemented a site-wide manual warning banner clearly visible at the top of digforstocks.com. When a massive geopolitical event occurs (like the current situation in Iran), this warning is activated.

   

Crucially, both of these factors now actively lower the algorithm’s confidence scores. If there is a war brewing, the system will intentionally choke out signals, making it exceedingly difficult for any asset to cross our golden 75% confidence threshold. As I always say:

Are You Trading Blindly?

The market is currently punishing undisciplined capital. You need a system that doesn’t just know when to dig, but when to safely stay on the sidelines.

Want to trade with an algorithm that adapts to global chaos?
To unlock the platform and run these backtests yourself, you need to become a premium member:

1. Upgrade to a paid membership here on Substack.

2. Head over to digforstocks.com and sign up using the exact same email address you use for Substack. Your access will be automatically granted.

Let the math guide you. We’ll see you in the premium terminal.

Usually, my weekly updates are basically victory laps. We’re used to seeing solid wins and high success rates week in and week out.

But not this week.

I’m sharing the raw data above for our 75% confidence signals (Easy Mode) because I believe in total transparency. As you can see, the win rate took a hit, and we ended up in the red.

I can’t say I didn’t warn the community that we needed to watch out for massive geopolitical shocks (the warning above comes from our trading guide). But even I didn’t listen to my own advice, even though the current conflict in the Middle East is exactly that—a humongous, unpredictable event that throws standard market math into chaos.

But here’s why I’m not crying over it: This week was an incredible learning experience that is going to make our tool much better.

Here is how we are adapting:

• Smarter Bear Market Checks: Moving forward, our system will lower signal confidence based on the duration of a bear market, factoring in whether it’s a short-term dip or a long-term slide. This will be a massive help in keeping us safely on the sidelines when the market gets ugly.

• The “Math First” Philosophy: TSA is a purely mathematical analysis tool. Because it doesn’t watch the news, I am currently exploring how to responsibly introduce manual warnings for massive global events that might skew our signals. I’m still figuring out the best way to integrate this, but it’s coming.

A great trading tool is one that gets smarter every time it loses.

Want to trade with a system that is constantly evolving and a community built on honesty? Upgrade to a paid Substack membership today to unlock all signals from The Stock Archeologist and access our members-only platform. We’ll be ready for next week!

Welcome back to the dig site.

Contrary to popular belief, as market archeologists, our job is not to force the terrain to yield artifacts. We need to know exactly where—and when—to dig. The week I’m analyzing today, the terrain has been unforgiving.

If you’ve been paying attention to the Members-only SaaS platform recently, you might have noticed something unusual: Silence.

Here is the post-mortem of the last trading cycle, why the system went quiet, and how data-driven discipline saves your capital when the market gets lost in the noise.

THE MACRO CONTEXT: THE CHOP

Let’s align our timeline. We are looking at the cohort of trading signals generated between February 9th and February 13th, which reached their 10-day maximum lifecycle and terminated between February 23rd and February 27th.

Look at the S&P 500 chart for that exact window.

The index peaked around 6,964 on February 9th and subsequently spent the next two weeks grinding sideways and downward, closing out our cycle near 6,878 (a -1.40% bleed). It was a low-conviction, high-friction environment. The market didn’t know what it wanted to do.

But our system did.

WHY THERE WERE NO “ADMIN PICKS” THIS WEEK

Subscribers know that I regularly highlight specific tickers as “Admin Picks”—the crème de la crème of the algorithm’s output.

This week, I picked zero.

Why? Because my hard-coded rule is absolute: I do not highlight a signal unless the system outputs a 75% or higher confidence rating. During the Feb 9-13 window, not a single asset crossed that threshold. The algorithm detected the incoming macro uncertainty and correctly downgraded the probability of breakout success.

Cash is a position. In algorithmic trading, the refusal to trade is often the highest form of alpha.

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THE AUTOPSY: FORCING TRADES ON “EASY MODE”

What happens if you ignore the warning signs and force the system to trade anyway?

To demonstrate, we ran the cohort through our “Easy Mode” settings, dropping the confidence requirement down to 65%. Disclaimer: This is highly risky and not recommended.

The “Easy Mode” Results (Last 5 Trading Days):

Mostly sideways, with a slight negative drag. The system fought the market chop and ended up trading dollars for dimes. The end result isn’t catastrophic, but it perfectly validates why the 75% confidence threshold exists. When the system lacks high confidence, forcing trades results in heavy friction.

THE BREAKTHROUGH: FILTERING FOR ASYMMETRY

Here is where the architecture of our SaaS truly shines.

If you absolutely must deploy capital during a sideways market, you need a way to filter out the noise. We ran the exact same Feb 9-13 cohort, but applied a single, stringent parameter: We only allowed tickers that demonstrated a mathematical upside potential of at least 4%.

By demanding higher theoretical asymmetry, we transformed the outcome.

The “High Upside Filter” Results:

By isolating only the assets with enough stored kinetic energy to punch through the macro-market chop, the system extracted a highly profitable week out of a bleeding S&P 500.

THE EVOLUTION OF THE ENGINE

Trading is an exercise in epistemic honesty. You cannot lie to the math. Some weeks are designed for aggressive expansion; others are designed for strict capital preservation. Our signals reflected the market’s reality perfectly.

Are you still trading blindly?
The parameters shown above—confidence thresholds, Top 1/Day filtering, and upside potential constraints—are entirely at your fingertips within our SaaS platform. You don’t have to guess if the market is safe to trade. The probabilities will tell you.

Gain Access

The system is getting smarter. Make sure you are, too.

I always tell people not to trade when there’s a war brewing, and with the fresh conflict in Iran, prices will be volatile. Still… here’s one on the house for Monday:

To get access, become a Member here, then sign up on our platform with the same email address.

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Most traders are using a metal detector to find pennies. The Stock Archeologist (TSA) uses ground-penetrating radar to find gold vaults.

This week, I put TSA to the test using our default “Easy Mode” settings on the Dig for Stocks service our subscribers get access to.

Quality Over Quantity: The Confidence Filter

Many traders crave action. They want to be in every trade. But professional trading is about being in the right trade. We compared the last 5 trading days using two different confidence thresholds to show you why discipline pays.

The “Action Junkie” Approach (60% Confidence - Not Recommended)

• Trades Entered: 23

• Win Rate: 82.6%

• The Reality: While the win rate is high, the “noise” creeps in. The average loss (-9.97%) eats into the gains. You are working harder for your money.

The “Sniper” Approach (75% Confidence - Recommended)

• Trades Entered: 4

• Win Rate: 100%

• Average P/L per Trade: +3.85%

• The Reality: Zero losses. Maximum efficiency. By filtering out the noise and waiting for the 75% confidence score, we filtered out 23 sub-par setups and only executed the perfect entries.

Anatomy of a Perfect Trade: NCLH

What does a TSA “Sniper” trade look like? Look at our recent signal for NCLH.

• Setup: Pivot Breakout + Core Conditions + Reversal + Volume.

• Execution: Entry Day 1 - Exit Day 2.

• Result: +5.41% in just 2 days.

No stress, no ambiguity. Just a mathematical entry at the projected low and an exit at the projected high.

Stop Digging in the Dirt

The market is complex, but your strategy doesn’t have to be. With The Stock Archeologist, you can toggle “Easy Mode,” filter for high confidence, and let the algorithm do the heavy lifting.

Excavate the profit.

BONUS: The Reliable Tickers

Let’s look a specific list of tickers where TSA has generated 3+ signals with the confidence of 75%+ since our platform, digforstocks, was introduced. This is the list so far. It’s still early days, but it gives you some feedback on what to watch out for.

Let’s talk numbers. Specifically, let’s talk about what happens when you stop guessing and start calculating.

I’ve been refining The Stock Archeologist to prioritize quality over volume, and the results from the last 5 trading days tell the whole story.

Here is the breakdown of our recent performance tiers based on the following settings: Entry: Loose (at/below the lowest possible zone) | Exit: Strict (highest possible target hit):

Tier 1: The Broad Net (>65% Confidence)

• Win Rate: 65.9%

• Profit Factor: 1.80

Consistent, solid volume. We entered 41 trades, took a little more risk (18% drawdown), but kept the wins rolling in.

Tier 2: The Sharpshooter (>75% Confidence)

• Win Rate: 66.7%

• Profit Factor: 7.31 🚀

This is where we tighten the screws. By filtering for higher confidence, our Profit Factor (Gross Win / Gross Loss) nearly quadrupled. Drawdown collapsed to just 2.9%.

Tier 3: The “Apex” Standard (>75% + Filtered)

• Win Rate: 75%

• Profit Factor: 30.71 🤯

This is the elite tier. We stripped out the signals that have been underperforming (i.e. “Exceptional Strength” and “Early Warning”). The result? A virtually non-existent drawdown (0.5%) and a Profit Factor that is practically off the charts.

🏆 Highlight of the Week: $MU

The algo flagged a pivot breakout on Micron (MU) with 83% confidence.
Result: A clean +11.49% winner.

🛠 What’s New Under the Hood?

We are constantly upgrading the dig site.

• Refined Filters: We’ve patched the “least successful” signals to stop false positives before they start.

• The Apex Signal: A new, rare classification for setups requiring extraordinary circumstances. When this flashes, you pay attention.

Coming Soon: We are working on making signals instantly readable at a glance and potentially integrating directly with trading platforms for a seamless execution experience.

Stop digging with a spoon. Start using an excavator.

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Settings (there are more optimal ones, these are just the easiest)

5 days

10 days

20 days

If you’ve been with us for a while, you know the drill: we dig through the noise of the market to find the hidden artifacts—technical patterns that repeat through history—and hand you the map.

But even the best archaeologists need better tools.

Enter the new era: digforstocks.com.

We have launched our advanced mission control dashboard. It allows you to see every historical trade, view new prospective signals, and—most importantly—filter them to your heart’s content. It is the difference between digging with a spoon and using ground-penetrating radar.

Note: Access to the dashboard is exclusive to Stock Archaeologist Substack subscribers. If you haven’t grabbed your shovel yet, subscribe below to unlock the full toolkit.

👉 Subscribe to Stock Archaeologist

📊 Expedition Recap: Dec 29 - Jan 02

Let’s look at what the algorithms unearthed during our last expedition. The market is a jungle, but our maps were incredibly accurate this week.

We analyzed 61 unique maps (signals). Here is what the excavation revealed:

• The Treasure Was Real: We hit a 91.8% Discovery Rate. That means in over 9 out of 10 cases, the price moved into our projected profit zones by at least 1%.

• Epic Loot: nearly 25% of our signals turned into “Epic Treasures,” yielding gains of 5% or more within the 10-day window.

• The Big Win: The crown jewel of the week was KLAC, an Early Warning signal that exploded for a +24.75% gain.

Here’s how the trade looks on our the new platform. Note that you can freely choose filters below. Here, I chose the recommended settings for such signals:

The “Trap” Report

Archaeology isn’t without danger. We encountered “Traps” (negative end positions) on roughly 6.6% of our expeditions, with BAC being the most dangerous at -5.13%.

⚠️ Our Promise to You: We are actively analyzing these specific underperforming signals. Our development team is currently refining the algorithms to better detect these “false positives” earlier, ensuring future maps are even safer. We are also developing entirely new signal patterns to capture market movements that current tools might miss.

🛠 Why You Need the Dashboard

Telegram is fine for alerts, but it didn’t let you plan. The new web dashboard changes the game.

Based on this week’s data, we found a critical insight that you would only see clearly on the dashboard:

Timing is Everything.
Our data confirms that Day 1 entries significantly outperform Day 2 entries.

• Day 1 Entries: Averaged 1.21% gain per trade with a 75% win rate.

• Day 2 Entries: Dropped to 0.26% average gain with a 50% win rate.

The Lesson: The early archaeologist gets the gold. Using the digforstocks.com dashboard, you can filter for “New Signals” immediately at the open and set your strategy before the opportunity decays.

🗺 Join the Expedition

The market doesn’t wait for anyone. With the new digforstocks.com service, you are getting a command center to view history, verify backtests, and customize your filters to match your risk tolerance.

Don’t be left digging in the dirt with a spoon. Upgrade your toolkit.

Subscribe to the Stock Archaeologist Substack today to get full access to the DigForStocks dashboard.

Start Digging!

Disclaimer: Past performance is not indicative of future results. Trading involves risk.

Now, the wait is over. And the best part? You get the update free of charge.

Here’s what’s inside:

1. The “God Mode” Filters
Telegram is a firehose. The website is a sniper rifle.

• Conviction: Only wake up for signals with 80%+ confidence? Filter the rest out.

• Setups: Hate Reversals? Love Breakouts? Toggle them on or off.

• Sanity: Browse forecasts by date with a UI that doesn’t require endless thumb-swiping.

2. The Strategy Simulator (This is the Alpha)
This is the feature I’m most proud of.

• Tweak It: Adjust Take Profit and Stop Loss percentages in real-time.

• Test It: Switch between Strict, Loose, or Open entries.

• Prove It: Watch the Win Rate and P/L stats update instantly based on your settings.

• You cannot do this on an instant messenger app unless you enjoy manual spreadsheets (and nobody enjoys manual spreadsheets).

3. Charts That Actually Work
No more static screenshots. The portal has professional, interactive OHLCV charts. Hover for data, see the visual projection zones, and check the “Caesar Score” fundamentals without squinting.

How to Get In

Free Subscribers: Subscribe to this Substack, then read the next steps.

Get Access Now

Paid Subscribers: You have automatic access for free.

1. Go to digforstocks.com

2. Sign up with the same email you use for Substack.

3. Start finding your edge.

Use Telegram to know when a signal drops. Use the Portal to know how to trade it.

Telegram isn’t going anywhere (it’s still great for quick alerts on the go). But if you want to actually optimize your trading rather than just reacting to it, the website is superior in every way.

Happy hunting,
Caesar

I’ve been buried in the backend all week, running massive simulations and updating the underlying algorithms to isolate the absolute best entry settings.

I’m building a sharper tool. But while I was refining the machine, here is what the raw telemetry produced for the week of December 15–19:

• 96 Signals Detected.

• 94.8% Success Rate (91 of 96 hit their targets).

• Top Discovery: Micron (MU) ran +29.31%.

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The Data Spoke Clearly

I used to preach patience. But the new optimization data showed that for this period, “Buying at Open” was the superior strategy, yielding a 2.74% average return per trade. Hesitation was expensive. FYI, best backtested settings to date are available here.

Even more impressive? Our “Pattern Match” and “Exceptional Strength” signals went 39 for 39. Zero misses.

Everybody got to see the results. Free subscribers got a glimpse of this. Members got the whole dashboard.

Join the Dig

I’m going back to the lab to keep optimizing. You can keep guessing, or you can trade with the map.

Calculated regards,

Caesar
Architect, The Stock Archeologist

1. Raw Data

We ran the numbers across three different timeframes. The consistency here is scary good. Whether we look at a single week or six months, the algorithm finds the same patterns.

I’m including the raw reports in the checkup channel everybody can access.

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2. What most algorithm sellers won’t tell you

You will not match the spreadsheet.

The Quarterly report shows a massive 420% theoretical return. But in the real world:

• Slippage happens: You won’t always get the perfect “Market Open” price listed in the data. You might pay 10-20 cents more.

• Liquidity varies: On a fast-moving morning, some orders might not fill instantly.

• Friction: Commissions and spread eat into profits.

However, even if we apply a brutal “Reality Tax” and slash those returns by 50% to account for sloppy execution and bad fills, you are still looking at a system that generated ~210% returns over 6 months with a defined risk profile. The edge is so wide that you can afford to be imperfect.

Join Us

3. Trading is hard. Your map shouldn’t be.

Let’s be honest: staring at charts all day trying to guess if a stock will bounce or break is exhausting. Most traders lose because they are fighting their own psychology.

Stock Archaeologist handles the heavy lifting. We scanned nearly 1,000 setups over the last six months, and the verdict is clear: The Treasure Is There.

I don’t promise you’ll become a billionaire overnight. I don’t promise every trade is a winner (our data shows ~8% are traps). What I do promise is a professional-grade map that has been right 90% of the time about where the price is heading.

• No more guessing entries: The data says buy at the Open.

• No more emotional exits: The data says Take Profit at +10%, Stop Loss at -8%.

• No more noise: We filter out the junk so you can focus on the signal.

Even if you execute poorly, the statistical advantage is overwhelming. Stop digging random holes in the desert.

Stock Archaeologist: X Marks the Spot.

Get The Signals

On the 2nd Day of Christmas The Stock Archeologist found several signals for the 29th of December. Here’s but a taste of what our Dig Team gets almost every day on the Telegram Channel:

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I built The Stock Archeologist to answer one question: Does history repeat itself?

The answer is usually yes. But this week, the data taught us a different lesson. It taught us that patience is a mathematical advantage.

We just closed the books on the expedition from December 1st to December 5th. The system flagged 45 high-confidence signals.

Here is the raw truth of what happened.

The Headline Numbers

• Signals Detected: 45

• Treasure Discovery Rate: 84.4% (38 out of 45 stocks hit at least +1% profit)

• Top Discovery: Expedia (EXPE) ran +11.25%

• Average Peak Gain: +2.97% per ticker

If you look at those numbers, you see a successful week. But if you dig deeper into the execution data, you see something much more important.

The “Threshold” Anomaly

We run simulations on every signal to see what strategy would have actually made money. This week, the gap between “Aggressive” and “Patient” was violent.

• Strategy A (Aggressive): You bought every signal immediately at the open.

  • Result: You lost -13.81% on the portfolio.

• Strategy B (Patient): You waited for the price to dip into the system’s “Safe Entry Zone.”

  • Result: You made +10.33% on the portfolio.

That is a 24% swing based entirely on discipline.

The system predicted a “Safe Entry” price for every single signal. 44 out of 45 stocks hit that exact price point before moving. Those who waited for the map to align with the price walked away with profit. Those who rushed in got chopped up.

The Wins and The Traps

I don’t hide the losses. You can’t learn if you pretend you’re perfect.

The Best Find: EXPE (+11.25%)
The system flagged an “Early Warning” pattern. It projected a dip, followed by a surge. The stock hit the Safe Entry zone, then rallied for 9 days straight. Members who set their buy orders at the projected low caught the entire move.

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The Worst Trap: AVGO (-15.43%)
This was a failure. The system saw a pattern with 73.4% historical confidence. It signaled a buy. The stock popped 3% (a “Solid Gold” find technically), but then the floor fell out. If you held blindly for 10 days without a stop loss, you took a heavy hit.

Note: Our optimized backtest suggested a hard stop-loss at -10% for this week. The system protects capital first.

Why Membership Matters

As a free subscriber, you get one signal. It’s a glimpse.

But the 45 signals from this report? The members had the Safe Entry Zone for every single one of them. They knew exactly which price to wait for. They knew that buying at the open was a losing game this week, and that waiting for the dip was the winning play.

That data is the difference between gambling and trading.

I’m not asking you to upgrade because I want to sell you something. I’m asking you to upgrade because the data proves that having the full map—specifically the entry zones—is where the edge is found.

Become a Member

See you in the data.

Caesar
Architect, The Stock Archeologist

I built the Stock Archeologist to be a tool for probability, but when I looked at the code output this afternoon, I thought there was a bug. I had to run the numbers twice.

Here is the raw data from the last month (October 16 – December 01):

• Signals Generated: 182

• Signals that found profit (>1% gain): 180

• Forecast Accuracy: 98.9%

Read that again.

The system generated 182 maps. Only two of them failed to find treasure.

If you are on the free plan, you saw maybe a few of these signals over the last few weeks. The members saw all 182.

Let me break character for a minute: I am STILL confused why more of you aren’t inside the membership.

Do I offer too much for free? Real question.

And yes, I am building the website for the signals for those of you who hate Telegram. It’s almost complete.

Here is exactly what you missed.

The “Solid Gold” Consistency

I tell people trading is about base hits, not home runs. This report proves it.

Of the 182 signals generated:

• 122 signals were “Solid Gold” (2% to 5% peak gains).

• 31 signals were “Epic Treasures” (5%+ peak gains).

The system didn’t just get lucky on one stock. It was right, over and over again, across the entire market.

The “Trap Rate” was 0.5%.
Out of 182 high-confidence plays, only one signal was a “Dangerous Expedition” (ending negative without ever hitting a profit target). One.

In a volatile market, a tool that filters out 99.5% of the traps isn’t a luxury. It’s a survival requirement.

Become a Member

The One You Missed: WDC

While free subscribers were waiting for their weekly update, the system flagged Western Digital (WDC) for members.

It wasn’t a guess. It was a pattern match with a 65.7% historical confidence score.

• The Projection: Up.

• The Reality: +25.94% gain in 9 days.

That single trade would have paid for a year of membership ten times over.

The “Total Return” Opportunity

We ran a simulation. If you had taken every single one of these 182 signals at the opening bell and used our optimized Take Profit / Stop Loss settings (+12% / -8%), the total portfolio return (sum of all trade returns) was:

+366.33%

Disclaimer: This is backtested data on these specific signals. Real trading has slippage and emotion. But the math shows the raw potential of the signals sitting behind the paywall.

View Subscription Options

Why are you still on the sidelines?

I built TSA because I wanted a system that removed emotion from trading.

When I see a 98.9% discovery rate over a 6-week period, it tells me the algorithms are locked in. The Archeologist is digging up everything.

You are currently seeing less than 1% of what this system produces.

I’m not raising the price today. I’m not creating fake urgency. The urgency is already there—it’s in the data. Every day you wait is another set of “Solid Gold” signals you’re not seeing.

Stop guessing. Start digging.

[Unlock All The Signals]

Caesar
Architect, The Stock Archeologist