methodology / How the rankings are computed
Lord of TA measures which classic technical-analysis rules have actually worked, per stock, on daily bars. It tells you which rule printed and whether it historically paid — not why the stock moved. It is a research terminal, not trade advice.
How a page is scored
On this site every rule is scored the same way: run it over about two years of daily bars, record each firing, and measure what the name did 5 days, 1 month and 3 months later. Sell signals are measured as shorts, so a positive return always means “following the signal made money.” The composite score is 0.6 × average return + 0.4 × (win rate − 50), with longer horizons weighted more. Nothing here is a forecast.
Live scan of names that just fired: /firing. Worked example: what works on SPY. UI walkthrough: /help.
The 5-day / 1-month / 3-month windows
Horizons are 5, 21 and 63 trading days. Win rate is the share of firings whose side-adjusted forward return was positive. Average is the mean of those returns. Sample size is how many times the rule fired in the lookback (about two years unless a name has a shorter tape).
Why it moved
TA on this site tells you which classic rule printed and whether it historically paid. It does not say why the stock moved. Options positioning is often why. SpotGamma maps that.
Optional: SpotGamma free tools. Nothing here is trade advice.
Honest caveats
- Past ≠ future. Everything here is a historical measurement on daily bars, not a prediction and not investment advice.
- No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
- Overlap bias. Signals that fire in clusters get credit for the same move more than once.
- Small samples. A row with fewer than 10 firings is anecdote, not evidence.
Full method: help manual. Interactive chart: terminal.