L1 strategy backtest
Listed post-rule samples, tracking actual outcome distributions by scenario layer for grey-market and listing-day performance.
Sample window
Last 3 months
Sample period
2026-04-14 - 2026-07-08
Method?
Only clear direction-off cases count as misses
Accuracy
91.8%
56/61 IPOs
Samples
61
Trend
Average
+60.5%
Median return
+40.8%
Direction off
5
Miss types
Scenario hit rate over time
Rolling hit rate over latest 10 IPOs
100.0%
10/10
Actual distribution
Big up 32Up 8Flat 13Down 7Big down 1
Outcome distribution by layer
Strong positive
Samples 7 · Median return +97.6% · Direction off 1
7
+97.6%
1
Positive
Samples 25 · Median return +74.5% · Direction off 3
25
+74.5%
3
Neutral-positive
Samples 17 · Median return +47.4% · Direction off 0
17
+47.4%
0
Neutral watch
Samples 8 · Median return -4.5% · Direction off 0
8
-4.5%
0
Neutral-negative
Samples 2 · Median return +20.3% · Direction off 1
2
+20.3%
1
Cautious
Samples 0 · Median return — · Direction off 0
0
—
0
High caution
Samples 2 · Median return -4.1% · Direction off 0
2
-4.1%
0
Recent listed IPO comparison
Sorted by listing date descending
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Sector
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