signals / Williams %R cross -20

Williams %R cross -20 is a short-side study. Fires when Williams %R crosses below -20 (leaving overbought).

FAQ

What is Williams %R cross -20?

Williams %R cross -20 is a short-side study. Fires when Williams %R crosses below -20 (leaving overbought).

Which names are firing it?

Among mega-caps in the last 5 daily bars: UNH, V, AMZN, AMZN, TMO, XOM, AMD, NVDA, TSLA, TSLA, AVGO, MSFT.

What is the sample?

Hit rates use the same rank engine as /t/spy on a fixed sample (SPY, SPX, QQQ, IWM, AAPL, MSFT, NVDA, TSLA). 8 of those names have a measurable history for this rule. Windows are 5 days, 1 month and 3 months on daily bars. Last bar in sample: 2026-10-12. Method: /methodology. Caveats: /help.

What does Williams %R cross -20 measure?

Fires when Williams %R crosses below −20 (leaving overbought). Underlying math: see How it works on this page. Catalog line: Fires when Williams %R crosses below -20 (leaving overbought).

What does a firing mean?

A firing is the daily bar where this rule’s condition becomes true (a cross or a flip). It is a study event, not a recommendation to buy or sell. Forward windows on this site are close-to-close with no costs. Study side is short-side (SHORT). A positive forward return is a decline in the close after the print (side-adjusted) — a scoring convention, not a recommendation to sell short. Method: /methodology.

Why can the sample be small?

Hit rates need enough dated prints with a completed forward window. A row with fewer than 10 firings is anecdote, not evidence — the same caveat as /help. Slow rules (especially 50/200 SMA crosses) often have single-digit counts on a two-year tape. We do not invent a hit rate when the count is missing. Names in this sample with a measurable history include NVDA · AAPL · TSLA · IWM.

How it works

Williams %R on daily bars with period 14: %R = −100 × (14-bar high − close) / (14-bar high − 14-bar low). Scale runs from 0 (high) to −100 (low). A firing is a cross of −80 or −20, not a stay inside the zone.

Fires when Williams %R crosses below −20 (leaving overbought).

Definition comes from the rank-rule catalog and the indicator defaults in this repo. Slug williams-r-cross-minus-20 is listed on /api/meta.

How to read it

Study side is short-side (labeled SHORT on firing chips). A positive forward return on this page is a decline in the close after the print (side-adjusted). That is how the event is scored — not a recommendation to sell short. Williams %R is a stochastic-style oscillator inverted to a 0…−100 scale. Crossing −80 / −20 is the same family of “leaving an extreme” event as RSI 30 / 70. Read it as a dated cross, then the side-adjusted forward windows — not as a timing recommendation.

Scoring on this site is shared across every rule (5-day / 1-month / 3-month close-to-close windows, side-adjusted). See How it is scored here below. Names in the tracked sample with a measurable history include NVDA · AAPL · TSLA · IWM. Those figures are the same rows as the hit-rate table below — not a second ranking. Historical hit rates, not a prediction / not trade advice.

When it fails

  • Like other oscillators, %R can remain extreme while the trend continues.
  • A flat high-low range makes %R jumpy (small denominator).
  • −80 / −20 are conventional lines, not fitted parameters.
  • Past ≠ future. A historical hit rate is not a prediction and not investment advice.
  • No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
  • Small samples. A row with fewer than 10 firings is anecdote, not evidence.
  • Overlap bias. Clustered prints can credit the same later move more than once.

Same caveats as the rest of the site: /methodology · /help.

How it is scored here

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.

Full catalog: /signals. Method: /methodology. Slug williams-r-cross-minus-20 is stable and listed on /api/meta.

Same family: Williams %R cross -80

Firing now (mega-caps, last 5 bars)

SymbolLast date Win 1moCount
UNH2026-10-06Win 57.1% · n=35FIRED57.1%n=3535
V2026-10-08Win 56.8% · n=37FIRED56.8%n=3737
AMZN2026-10-12Win 48.8% · n=41STUDY48.8%n=4141
AMZN2026-10-08Win 48.8% · n=41STUDY48.8%n=4141
TMO2026-10-06Win 45.0% · n=40STUDY45.0%n=4040
XOM2026-10-07Win 42.2% · n=45STUDY42.2%n=4545
AMD2026-10-08Win 45.7% · n=35STUDY45.7%n=3535
NVDA2026-10-07Win 42.2% · n=45STUDY42.2%n=4545
TSLA2026-10-12Win 41.9% · n=31STUDY41.9%n=3131
TSLA2026-10-07Win 41.9% · n=31STUDY41.9%n=3131
AVGO2026-10-08Win 37.1% · n=35STUDY37.1%n=3535
MSFT2026-10-08Win 36.1% · n=36STUDY36.1%n=3636

Hit rates on tracked names

Same rank engine as /t/spy, /t/nvda, and /t/spx, restricted to this rule.

Symbol Win 5d Win 1mo Win 3mo Count Last bar
TSLA34.4%41.9%n=3155.6%312026-10-12
MSFT43.2%36.1%n=3648.4%362026-10-12
AAPL48.5%41.9%n=3138.5%312026-10-12
QQQ28.2%39.5%n=3830.6%382026-10-12
NVDA43.5%42.2%n=4530.8%452026-10-12
SPY42.2%37.2%n=4324.4%432026-10-12
SPX42.2%37.2%n=4322.0%432026-10-12
IWM34.1%40.9%n=4422.5%442026-10-12

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.