Same result.
Different 100 trades.
A second independent 100-trade simulation. Different entries, different market windows. The tier advantage held: Free 52%, Pro 70%, Elite 84% win rates.
Historical data 2021–2025 · Buy threshold ≥71 · Sell threshold <50 · $1,000 per trade
Average return per trade across 100 simulated entries · Click to switch tier
Simulation 2 confirmed it again: OBV, Candlestick, and Options Flow filtered out 18 of 48 losses. Fear & Greed timing added 8 more wins. $100k → $158k vs $116k.
Simulation 2 used a completely different set of 100 trades from different market windows (2021–2025). The tier hierarchy repeated: Free 52%, Pro 70%, Elite 84%.
Free: 48 losses in 100 trades. Many came from 2021 meme-stock era (NKLA, CLOV, WISH, BYND) where basic signals fired but context was missing.
Pro: OBV and Candlestick patterns filtered 18 of those 48 losses. Options Flow and Fear & Greed timing added meaningful gains on entries like NVDA, COIN, and META.
Elite: Dark Pool data confirmed SMCI, PLTR, and ARM accumulation before breakout. Congressional signals on GEV and CAVA added two trades that wouldn't exist at lower tiers.
Win rate jump: 52% → 70% → 84% in Simulation 2. Consistent with Simulation 1 (54% → 73% → 86%). Two independent runs. Same conclusion.
Not a fluke. Both simulations. Same result.
Simulation 1 used 2020–2024 data. Simulation 2 used 2021–2025 data. Different stocks, different market conditions — bull run, crypto crash, AI boom, rate hikes. The tier advantage held every time.
Simulation 1 used CRWD, MRNA, NVDA, META, SMCI and more. Elite hit 86% win rate and $237k. Same tier pattern, different tickers, different years.
Simulated backtest using historical price data and the APEX signal scoring framework. Past simulation performance does not guarantee future results. Entry/exit scores are reconstructed approximations. This is a methodology demonstration, not a financial recommendation.
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