Confluence Signals
Median 1M return: +3.5%, 76% win rate.
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Multi-signal oversold detector - 7 component conditions, score-conditional forward returns.
- 219 signals since 2005-01-01.
- Median 1M return: +3.5%, 76% win rate.
- 0/7 conditions firing: none.
Confluence Score
0/7
active conditions
VIX
16.4
threshold 20
RSI
50.9
threshold 35
VIX ELEVATED
INACTIVE
VIX ≥ 20
RSI OVERSOLD
INACTIVE
RSI(14) ≤ 35
BELOW 50MA
INACTIVE
SPY ≤ 50MA × (1−3.0%)
CONSEC DOWN
INACTIVE
≥3 consecutive down days
BELOW 200MA
INACTIVE
SPY ≤ 200MA × (1−5.0%)
BREADTH OVERSOLD
INACTIVE
NH−NL spread ≤ -20% (basket breadth)
CAPITULATION DAY
INACTIVE
10:1 down day within 3d (D/A ≥ 9×)
When to run this study
Run during market pullbacks or at potential turning points. Most actionable when 3 or more signals fire simultaneously — the higher the confluence score, the stronger the historical edge for a reversal.
Historical results
Forward Performance by Confluence Score
| Score | N | 1W Win% | 1W Median | 2W Win% | 2W Median | 1M Win% | 1M Median | 3M Win% | 3M Median | 6M Win% | 6M Median |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 100 | 73 | 1.25 | 74 | 1.98 | 72 | 2.64 | 78 | 6.62 | 79 | 9.80 |
| 3 | 58 | 72.40 | 1.36 | 69 | 1.85 | 74.10 | 2.66 | 77.60 | 6.76 | 81 | 11.27 |
| 4 | 30 | 66.70 | 1.89 | 70 | 3.21 | 83.30 | 5.08 | 83.30 | 8.51 | 76.70 | 11.97 |
| 5 | 16 | 87.50 | 2.47 | 68.80 | 4.64 | 87.50 | 5.50 | 81.20 | 7.68 | 81.20 | 11.72 |
| 6 | 4 | 75 | 2.83 | 50 | -0.83 | 50 | 1.98 | 50 | 4.23 | 50 | 7.81 |
| 7 | 11 | 45.50 | -0.53 | 36.40 | -0.31 | 63.60 | 2.69 | 81.80 | 9.80 | 72.70 | 10.80 |