Weekly Trading Signal Results: 94% Average Accuracy by Points Over 25 Published Weeks

The record at a glance: 25 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.

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: 29 June – 3 July 2026

The most recent report closed the week of 29 June to 3 July 2026 at +5,510 net points with a 92.9% accuracy by points — 22 winning trades against 3 losses and 6 break-even, spread across gold, indices, forex, oil and crypto. A representative week: solidly profitable, several break-even trades where stops were moved to entry, and the losses stated plainly.

That mid-course honesty matters. Break-even outcomes happen when trade management locks a stop at the entry price after partial profit — the trade neither wins nor loses, and we report it as neither. No single position dominated the weekly total either: depth across markets, rather than one lucky trade, is what a healthy report looks like. Every new weekly report is added to the performance page as it is published, so what you read here is always checkable against the live record.

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 25 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 profits. Dollars scale with lot size, so a screenshot showing thousands of dollars 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.

Month by month: the full published record

Aggregating the 25 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 +135,081 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.