Methodology
Built on a walk-forward validation, not a backfit
Every Jodie signal is generated by the same engine in production today. The performance numbers below come from running that engine across 12 months of historical data with no look-ahead — the same gates, the same filters, the same quality thresholds. No parameters were tuned after seeing the results.
Scorecard by activation stage
Walk-forward run 6a9d09710236e6e7 · n=316 · universe 1,928 US equities · all stages included
| Stage | Signals | Hit rate | Avg return | SQ gate | What it means |
|---|---|---|---|---|---|
| Broadening | 70 | 56% | +10.3% | ≥ 7 | Strongest alpha — confirmed propagation across the cohort |
| Building | 76 | 56% | +6.0% | ≥ 7 | Leader plus at least one confirmed follower |
| Mature | 120 | 55% | +4.7% | ≥ 7 | Broad participation established |
| Igniting | 50 | 48% | +1.2% | ≥ 8 | Early — no confirmed followers yet, requires stronger structure |
| All stages | 316 | 56% | +6.4% | Sharpe 3.65 · max DD 3.3% · CAGR 52.1% |
Returns measured from signal timestamp to lifecycle exit (theme goes inactive or leader loses structure). Position sizing: 2% fixed per signal, no leverage, cash otherwise. Hit rate defined as positive return at exit. Signals with SQ ≤ 6 excluded — that cluster is the only one with negative expected value (48% hit, −1.1% avg).
Signal quality score (SQ)
Every signal gets an SQ from 0 – 20. It is the sum of four model sub-scores, each 0 – 5: structural validity, propagation evidence, timing advantage, and narrative coherence. The score is transparent — you can see the components on each signal — and it is the primary quality gate used in the walk-forward.
SQ bands and what they mean
Strong structure, breadth evidence, narrative alignment
Passes all gates — core of the signal population
Valid but expect lower average returns
48% hit rate, −1.1% avg — negative expected value. Filtered.
How the engine works
Three layers run in sequence. The structural layer runs nightly. The live signal engine runs every 15 minutes during market hours. The signal quality score is computed at the point of emission and does not change after the fact.
Structural graph
A nightly graph encodes durable relationships across the universe — which names travel together, which clusters have real semantic cohesion, where sector bridges sit. This is the baseline that lets Jodie distinguish a genuine propagation move from correlated noise.
Live signal engine
During the session the engine runs every 15 minutes. It tracks relative move quality, intraday breadth, propagation evidence, and whether confirmers are arriving in sequence. A signal is raised when the structure meets the quality gate — not before.
Signal quality score
Every signal gets an SQ score from 0 – 20 built from four sub-scores: structure validity, propagation evidence, timing advantage, and narrative coherence. The gate is SQ ≥ 7 (≥ 8 for early-stage igniting signals). SQ ≤ 6 is rejected — it is the only validated negative-expectancy cluster in the dataset.
Limitations and scope
The validation is real but it has boundaries. These are not caveats added for legal cover — they are things that materially affect how you should use the product.
The scorecard covers US equities only, 1,928-ticker universe, May 2025 – May 2026. International and crypto signals are not yet walk-forward validated.
~316 signals per year across the full universe. This is intentional — the engine only raises signals that clear the quality gate. Frequency is not a goal.
Intraday theme signals (Intraday type) are scoped to the high-quality sub-population (member ≥ 5, rank score ≥ 100) with 6 weeks of live data — directional only, not paper-traded yet.
The signal quality score underestimates propagation edge contribution in historical replay because intraday lagged edges are not available for past dates. Live SQ values are higher than replay equivalents.
Jodie does not predict price targets, magnitude of moves, or entry/exit timing beyond lifecycle stage. It identifies propagation setups and whether structure is strengthening or failing.
Go deeper
The full walk-forward record — per-stage scorecard, signal funnel, SQ analysis, and exit mechanics — is on the track record page.