Weekly Signals
Trading intelligence dashboard — market movers, earnings, and sector rotation
Information Dashboard — Not Trading Recommendations
This page shows market data and movers from our scored universe. We backtested weekly trading signals (both momentum and contrarian) and found no statistically reliable edge at the 5-day horizon. See the backtest results below for details. Use this data to inform your own research, not as buy/sell signals.
Market is closed
Top Gainers will populate during trading hours (9:30 AM - 4:00 PM ET)
Market is closed
Top Losers will populate during trading hours (9:30 AM - 4:00 PM ET)
No earnings from our universe this week
Current Top 10
Near Boundary (Ranks 8-15)
Rankings refresh daily at 6 AM UTC on trading days
Healthcare
—
22 stocks · avg 73
Financial Services
—
62 stocks · avg 70
Technology
—
53 stocks · avg 70
Industrials
—
17 stocks · avg 71
Communication Services
—
7 stocks · avg 72
Consumer Defensive
—
7 stocks · avg 73
Real Estate
—
7 stocks · avg 74
Basic Materials
—
4 stocks · avg 72
Consumer Cyclical
—
14 stocks · avg 70
Utilities
—
5 stocks · avg 70
Energy
—
2 stocks · avg 70
Model: weekly_signal_v2_contrarian
Contrarian mean reversion with quality anchor — buys weekly losers in quality stocks
Weekly return autocorrelation: -0.0256 (negative — supports mean reversion)
| Period | Weeks | Sharpe | Hit Rate | Avg Spread | t-stat | Significant? |
|---|---|---|---|---|---|---|
training 2021-01-01 to 2023-12-31 | 135 | 0.390 | 50.4% | 0.18% | 0.61 | No |
validation 2024-01-01 to 2024-06-30 | 25 | 2.470 | 60.0% | 1.11% | 0.85 | No |
test 2024-07-01 to 2025-12-31 | 78 | -0.243 | 51.3% | -0.12% | -0.29 | No |
Optimized Signal Weights
short reversal
25%
Short-term price reversal — buy this week's losers, sell winners
quality anchor
30%
Fundamental quality from main StockPulse model
vol regime
15%
Volatility regime detection — stronger reversals in high-vol periods
volume anomaly
15%
Unusual volume on down days signals capitulation
trend context
15%
Medium-term trend context — reversals work better in uptrends
Conclusion: No Reliable Weekly Signal
We tested both momentum-based (V1) and contrarian mean-reversion (V2) approaches across 200 large-cap stocks from 2021-2025 with walk-forward validation. Neither produced a statistically significant out-of-sample Sharpe ratio. The weekly autocorrelation of -2.6% is real but economically insignificant after transaction costs. This page provides market intelligence, not trading recommendations.
Academic references: Jegadeesh (1990), Lo & MacKinlay (1990), De Bondt & Thaler (1985)