More tools.
Better trades. Every time.
100 simulated trades per tier. Same entry rules. Same exit rules. The only difference: which signals and live tools each plan had access to.
Historical data 2020–2024 · Buy threshold ≥71 · Sell threshold <50 · $1,000 per trade
Average return per trade across 100 simulated entries · Click to switch tier
OBV, Candlestick, and Stochastic filtered out 19 of the 46 losses. Options Flow + Fear & Greed caught 19 more wins. $100k → $162k vs $124k.
Free: 46 losses in 100 trades. 19 of them were DIS-style entries where Candlestick patterns showed a bearish engulfing that Free couldn't see.
Pro: OBV filtered $840M+ accumulation signals. Stochastic eliminated entries where momentum was already exhausted at entry.
Elite: Fibonacci entries saved 11–18% on 73 trades where exact retracement levels gave better prices than any moving average.
Elite's Dark Pool data confirmed NVDA, SMCI, and ARM accumulation weeks before retail noticed. 3 of the top 5 trades wouldn't exist without it.
Win rate jump: 54% → 73% → 86%. Every 10-point gain in win rate adds ~$40k to a $100k portfolio over 100 trades.
A second 100-trade run on a completely different set of tickers and market windows confirmed the pattern: Free 52%, Pro 70%, Elite 84% win rate. 200 trades. Same conclusion.
Simulated backtest using historical price data (Yahoo Finance) and the APEX signal scoring framework. 100 trades across 5 large-cap US stocks, 2022–2024. Assumptions: no slippage, no commissions, $10,000 position size per trade, no leverage, exits based on signal reversal. Entry/exit scores are reconstructed approximations. Past simulated performance does not guarantee future results. This is a methodology demonstration, not financial advice. See full methodology at apexstockintel.com/about/methodology.
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