Public performance ledger
Every signal Virtuoso publishes is recorded here at close — wins and losses alike. Nothing is edited, nothing is removed.
signals ledger · equal-weight % returns · fee-free · tracking since 2026-07-16
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Cumulative return
Closed signals
| Closed (UTC) ↓ | Opened (UTC) | Symbol | Side | Tier | Entry | Exit | Return |
|---|
◆ whale-adjusted —
By symbol
| Symbol | N | Win rate | Avg return |
|---|
By tier
| Tier | N | Win rate |
|---|
Methodology
This ledger reports signal-level performance, not account P&L. Each closed signal contributes its raw percentage move from entry_price to exit_price (inverted for shorts), equal-weighted — no position sizing, no compounding, no leverage. Every signal is evaluated on a fixed 4-hour horizon: it opens when the signal fires and closes exactly 4 hours later at the then-current price — there are no take-profit or stop-loss exits. Returns are fee-free: exchange fees, funding, and slippage are not modeled. The tracking epoch starts 2026-07-16; nothing before the epoch is included and no signal is retroactively added, edited, or removed. Only signals from Virtuoso’s published production source feed are counted — internal, experimental, and tracking-tier signals are excluded. The signal universe is the set of USDT perpetual contracts tracked by the production engine: predominantly crypto, plus a small number of tokenized equity and commodity perpetuals (e.g. SPCX, SNDK, SKHYNIX, XAU). Tiers are conviction terciles of each signal’s confluence score at fire time, side-adjusted (Tier 1 = strongest conviction); tercile boundaries are recomputed as the ledger grows. The cumulative curve is the running sum of equal-weight returns in close order; drawdown is measured from that curve’s running peak and is therefore expressed in additive percentage points, not as a fraction of account equity. The win-rate confidence interval is a Wilson 95% interval computed from n closed signals.