methodology / How the rankings are computed

Lord of TA is an empirical technical-analysis research terminal. It reports per-stock hit rates of classic TA rules on daily bars — which rule printed and the historical follow-through, not why the stock moved. It is 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 is a profitable short (side-adjusted). 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: hit rates 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 firings had a measurable 1-month forward return (about two years unless a name has a shorter tape).

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.