Methodology & Backtest Details
Combined results from two complementary strategies, benchmark comparison, and signal structure.
Two strategies sharing $10,000 equity at 1% risk per trade. Breakout: tiers A, B, C+. Mean reversion: oversold reversals. February 2021 to December 2025.
Headline figures for the combined SwiftSignals portfolio against the benchmark.
Both strategies trade from the same $10,000 equity pool, each at 1% risk per trade with full compounding. February 2021 to December 2025.
Test assumptions for the combined SwiftSignals portfolio.
How each bot contributes to the combined portfolio.
Scored breakout setups across display tiers A, B, and C+.
Oversold reversal setups identified by extreme RSI and volume confirmation.
All signals share the same format — no display tier split.
Combined annual performance showing where the portfolio outperformed strongly and where it preserved capital.
Combined portfolio: +61.07% return. Both bots contributed in a favorable recovery market.
SPY: +24.20%
2021 was characterized by a strong economic recovery following the COVID-era market disruption. Equity markets broadly advanced as investors rotated into growth and cyclical sectors.
SummaryThe combined portfolio delivered substantial outperformance in a broad bull market, with the breakout bot carrying the majority of gains.
Combined portfolio: -1.96% drawdown. Minimal losses during a severe bear market.
SPY: -18.18%
2022 was one of the most difficult years for investors since the Global Financial Crisis. Rising inflation, aggressive Federal Reserve rate hikes, and recession fears pushed the S&P 500 into an official bear market. The index fell more than 20% from its highs during the year.
SummaryThe portfolio preserved capital far better than the benchmark, losing only 1.96% while SPY declined over 18%. Mean reversion trades struggled in sustained downtrends.
Combined portfolio: +27.92% return. Steady but modest relative to the benchmark rally.
SPY: +26.18%
The S&P 500 recovered strongly in 2023. However, a large proportion of the gains were driven by a relatively small group of mega-cap technology companies often referred to as the "Magnificent Seven." Market concentration reached unusually high levels during the recovery.
SummaryThe portfolio remained profitable and reached a new equity high, modestly outperforming the benchmark in a year dominated by mega-cap technology stocks.
Combined portfolio: +182.31% return. Exceptional performance from both bots.
SPY: +24.89%
2024 was one of the strongest equity-market environments of the decade. Artificial intelligence, semiconductor demand, and technology infrastructure spending became dominant themes throughout the year.
SummaryThe defining year of the backtest: strongest annual return, with both the breakout and mean reversion bots contributing meaningfully to the combined result.
Combined portfolio: +50.88% return. Solid follow-through from a larger equity base.
SPY: +17.72%
Markets remained constructive and continued benefiting from AI-related investment themes, although returns became more normalized compared to previous years.
SummaryPerformance remained strong, delivering nearly triple the benchmark return. Both bots traded actively from a significantly larger equity base.
Annual breakdown for each bot individually (standalone $10,000 equity at 1% risk).
64.4% WR • +$6,427
58.7% WR • -$78
55.6% WR • +$526
68.6% WR • +$15,636
55.7% WR • +$863
63.6% WR • +$585
61.6% WR • -$293
72.5% WR • +$4,282
69.2% WR • +$3,281
64.5% WR • +$5,112
Filters and conditions used by each strategy to qualify setups.
Signals look for market structure that supports continuation rather than fighting the broader move.
Setups are judged on whether price is moving through meaningful levels with confirmation instead of random noise.
Momentum inputs help filter out exhausted moves and highlight setups with a stronger probability of follow-through.
Volume is used to confirm whether a move is attracting enough participation to matter.
Signals are stronger when they sit above relevant support or show a cleaner structure around it.
Overextension, poor structure, and fragile entries are screened out so the trade plan remains usable in practice.
Signals activate when RSI(2) drops to extreme oversold levels, typically below 10, identifying short-term exhaustion.
The 3-day return must show a significant pullback, ensuring the setup captures genuine distress rather than mild weakness.
Relative volume must be elevated, confirming that the sell-off is attracting attention and likely to reverse.
Low-liquidity names and unresolved structural breaks are screened out so entries remain executable.
Supporting statistics by strategy.
34 of 59 months were profitable, a 57.63% profitable-month rate. Best month: July 2024 at +$3,229.57. Worst month: September 2023 at -$1,505.60.
Longest winning streak: 18 trades. Longest losing streak: 9 trades.
Average hold was 12.4 days, median hold 8 days, shortest hold same day.
63.3% win rate, +$8,215.38 net PnL.
61.8% win rate, +$12,819.57 net PnL.
58.4% win rate, +$2,337.86 net PnL.
37 of 56 months were profitable, a 66.07% profitable-month rate. Best month: January 2025 at +$2,119.89. Worst month: April 2022 at -$1,086.58.
Longest winning streak: 16 trades. Longest losing streak: 9 trades.
Average hold was 4.1 days, median hold 4 days, longest hold 8 days, and shortest hold 1 day.
Tier A represented 13.72% of breakout trades and generated a significant share of total profits (+$8,215.38 from 158 trades). The mean reversion bot does not use display tiers — all MR signals share the same format.
Each Premium alert shows the trade, the risk, and the reason it qualified.
The signal identifies the price area being watched before entry.
Stops frame where the setup is invalidated, because performance without risk control is not useful.
Profit-taking levels provide a structured way to think about reward before the trade is live.
The reason a setup qualified is included with the alert.
Past performance does not guarantee future results.
SwiftSignals is an educational and informational service only. It does not provide personalized financial advice. Trading involves risk, losses are possible, and past performance does not guarantee future results. Users remain fully responsible for their own execution and position sizing.
Review the methodology, inspect the published results, and decide whether SwiftSignals is right for you.