Every alert service publishes a win rate. Almost none publish how they counted it β and the counting is where the number is made or faked. Here is a method you can check.
If a service says it hits 90%, that claim is unfalsifiable unless it also says what counted as a trade, what counted as a win, and what happened to the calls that did not work. Those three definitions can move a published rate by thirty points without a single trade changing.
The questions worth asking before you trust any published figure: does a call count as a trade even if price never reached the stated entry? Is a win measured from the entry, or from the best price the stock printed that day? Are calls removed from the sample after the fact? Is the whole sample published, or a selection?
Most alerts in fast-moving stocks are breakout triggers: the entry sits above where the stock is trading when the call goes out. The setup only becomes valid if price actually reaches that level.
If price never reaches the entry, nothing happened. You were not in the position. Counting that as a loss is wrong, because you lost nothing. Counting it as a win is obviously wrong. The only honest treatment is to exclude it from the hit rate and report it separately as never triggered.
This matters more than it sounds. Services that count never-triggered calls as wins inflate their numbers. Services that quietly delete them shrink the sample to whatever flatters them.
The second common distortion is measuring a move from the best price the stock touched rather than from the price that was actually called.
If a call goes out with an entry at $4.05 and the stock had dipped to $3.60 earlier that morning, the move must be measured from $4.05 β the price a reader could have acted on β not from $3.60, which nobody following the alert received. Peak and targets should be measured only from the fill bar onward.
A hit should mean something specific and stated in advance. The definition used here is: price reached at least one target that was named in the original call.
Note what this does not claim. It does not claim you sold there, that the whole position was exited at that price, or that the move was captured. It says the level named before the move was reached after it. That is a checkable claim about price, not a claim about your results.
A track record made of screenshots is a selection, and a selection tells you nothing about the underlying distribution. The only version worth reading is the complete log, dated, with the weak periods still in it.
On this site every week is published, including the ones that came in well below average. Across the 13 weeks currently public, weekly hit rates run from 64% to 88%. Publishing the 64% week is what makes the 88% week worth anything.
Applying those four rules to the log behind this site: 412 measured trades, of which 79% reached at least one called target, with an average move of +36% from the entry. Separately, 41 calls never triggered and are excluded from that hit rate, roughly 9% of everything posted.
That last figure is the one to compare against other services. Almost nobody publishes it β and a service reporting zero never-triggered calls is either not using entry triggers at all, or is not telling you about them.
There is no meaningful answer without the counting method, because the method moves the number more than the trading does. A 60% rate measured from real fills with never-triggered calls excluded and the full sample published is more informative than a 95% rate with no stated method. Ask how it was counted before comparing rates.
No. If price never reached the called entry, no position was opened, so there was nothing to lose. Counting them as losses understates the method and counting them as wins inflates it. The honest treatment is to exclude them from the hit rate and report the count separately so readers can judge for themselves.
Mostly because of definitions rather than skill. Measuring gains from the day's low instead of the called entry, counting calls that never filled, dropping losing calls from the sample, or publishing only screenshots of winners will each move a headline rate substantially without any change in the underlying trading.
13 weeks of results, week by week, with the flat weeks left in.
See the weekly recapsEducational and informational only Β· Not financial advice Β· Trading is risky and most active traders lose money Β· Past performance is not indicative of future results.