Latest signals appear immediately; audited outcome rows only appear after their full 24-hour measurement and verification window completes.
What actually happened 24 hours later.
Entry calls only — accumulation, inflow, rotation and distribution. Early Exit alerts are scored on their own terms in the next section.
Did the exit dodge the drop?
Early Exit alerts take risk off rather than open a position, so they are measured on the drawdown they avoided: how far price fell below the exit at any point in the next 24 hours. Where price finished after 24 hours is reported separately below.
Each chain judged on its own record.
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Returns are direction-normalised and net of a per-chain execution cost estimate. A hit rate is withheld until a chain has at least 30 measured signals in the window; until then the sample count is shown instead.
Did the target come before the stop?
A second grade, added October 2026. Hit means target 1 was reached before the stop. Miss means the stop came first. Chop means neither happened within the chain's time window. Rates appear once a chain has 30 graded signals; until then we show the sample size only. Prices are checked every 10 minutes, and if the target and the stop are both crossed between two checks, it counts as a miss.
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Following every signal versus holding BTC
Each day adds the average after-cost 24-hour result of that day's entry signals, added up rather than compounded because signals overlap. The benchmark is simply buying BTC on the first day and holding it. Early Exit alerts are left out; they have their own scorecard. This is a measurement, not a promise of future returns.
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What following every signal would have done.
Same signals, two rules: hold for 24 hours, or follow the published plan — take target 1 or exit at invalidation. When a move touched both levels we count the loss. So far the plan's clearest effect is smaller losses, not reliable profit. Average returns are still near zero or negative on most chains.
| Chain | Signals | Avg · hold | Avg · plan | Bad 10% · hold | Bad 10% · plan | Worst · hold | Worst · plan |
|---|---|---|---|---|---|---|---|
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"Bad 10%" is the return of the worst tenth of signals. Simulated from measured highs and lows, not real fills; past results do not predict future ones. Not financial advice.
This page exists so you can judge us on measured outcomes rather than claims. Numbers appear only once there is enough data behind them; until then you see the sample count instead of a percentage.
The rules we grade ourselves against.
Entry is the pool price at publication, exit is the same pool 24 hours later. Prices are frozen at publication, so a row cannot be re-baselined after the fact.
Returns are first normalised for direction — a sell signal is right when price falls — then a standardized per-chain execution cost estimate is subtracted. Above +2% net is a hit, below −2% net is a miss, and everything between is chop. Chop is its own bucket and never folded into wins.
Grading runs on every published signal. Rows whose price source cannot be verified across both reads are excluded rather than estimated, which is why the measured count is lower than the published count.
Anyone can screenshot a winner. Edge is a distribution, not a highlight reel.
A service that hides its misses is publishing marketing, not data. Ours sit in the same table as the hits.
Score-band hit rates let you size to conviction. A signal in the 70 band is not a signal in the 90 band, and the data should show that.
We publish sample sizes and confidence intervals, and withhold a hit rate until there are at least 30 measured signals behind it.
Information service. Not investment advice. SpotX surfaces on-chain signals for research and execution workflows. Past performance is not indicative of future results. Quoted returns include SpotX's standardized per-chain cost estimate, but do not model user-specific fees, slippage, leverage or execution constraints.
Returns are simple unannualized price changes measured from the publication price against the same liquidity pool at +24h, direction-normalized and net of SpotX's standardized per-chain cost estimate. They are unlevered, do not model user-specific fees, slippage or execution constraints, and do not represent the return of any actual portfolio. Past performance is not indicative of future results. Scores describe the strength of the observed setup, not the probability of a favourable outcome.