Weekly Trading Signal Results: 94% Average Accuracy by Points Over 32 Published Weeks

The record at a glance: 32 published weeks

These are the real, published trading signal results of Best Trading Signal — the same signals service behind our Arabic sister brand — reported week by week from 25 August 2025 through 3 July 2026. Nothing here is a simulation or a backtest: each row comes from a weekly report released after the trades closed, wins and losses together.

The single most important test of any signal provider is not a hot streak — it is transparency over time. That is why the full week-by-week table lives permanently on the performance page, and why this guide walks through the headline numbers, the standout weeks, the weak weeks, and exactly how the accuracy figure is calculated. Whichever access route you take — a swap-free, AED-funded Base Markets account or the Telegram bot — this is the record behind every alert you receive.

Two things distinguish this record from typical marketing numbers. First, it is complete: the weeks below are every week for which a results report was published, not a curated selection. Second, it is measured conservatively: accuracy is calculated by points rather than by counting winners, so a single large loss drags the number down at full weight.

The latest week: 17–21 August 2026

The most recent report closed the week of 17 to 21 August 2026 at +4,350 net points with 91.4% accuracy by points — 36 signals: 27 wins, 4 losses and 5 break-even. Below our 94% average, and published exactly as it closed.

Gold carried the week again: 11 trades for +1,800 net, including a single +950 run, but also three of the week's four losses. The S&P 500 added +950 across two signals and US oil +820 across three.

What 'accuracy by points' means — and why it is stricter

Our headline number is accuracy by points, not a win rate by trade count — and the difference is the whole game. A provider can win 8 small trades of 10 points and lose 2 trades of 100 points: that is an '80% win rate' on a losing account. Points-based accounting makes that trick impossible, because every point lost at a stop counts at full weight against the points won at targets.

Concretely: each week, all points gained at take-profit are set against all points lost at stop loss, and the accuracy is the share of points won out of total points moved. The 94% figure is the unweighted average of those 32 weekly readings. When you compare us — or anyone — against other providers, demand the same math; the best trading signals guide has a full checklist for vetting providers.

The same logic explains why we report net points rather than dollar or dirham profits. Money scales with lot size, so a screenshot showing thousands of dirhams proves only that someone traded big. Points are the honest unit: they measure how much market movement the signals actually captured, and any reader can convert them through their own position size and account currency.

Month by month: the full published record

Aggregating the 32 weekly reports by month shows the shape of the record — strong months, ordinary months, and gaps where no qualifying report was published. Every number below is the sum of that month's published weekly reports; the totals reconcile exactly to +168,166 points.

The gaps are part of the honesty. Months such as May 2026 show no entry because no qualifying weekly report was published in them — the record includes only weeks with a reported success rate, and we do not backfill or estimate the missing ones.