Weekly Trading Signal Results: 94% Average Accuracy by Points Over 30 Published Weeks

The latest week: 10–14 August 2026

The most recent report closed the week of 10 to 14 August 2026 at +4,480 net points with 95% accuracy by points — 34 signals: 26 wins, 3 losses and 5 break-even. Above our 94% average, and published exactly as it closed.

Gold carried the week again: 9 trades for +2,625 net, including a single +870 run, against just one loss. DAX was the most consistent instrument — 9 trades, no losses, for +1,010, and Ethereum added +450 from two signals.

The week before: 20–24 July 2026

The previous report closed the week of 20 to 24 July 2026 at +4,705 net points with 91.1% accuracy by points — 44 signals in total: 30 wins, 5 losses and 9 break-even, spread across gold, indices, oil, forex and crypto. It is the busiest week in the published record and, at 91.1%, a deliberately ordinary one: below our 94% average, and it stays published exactly as it closed.

Gold did the heavy lifting: 15 gold trades for +2,200 net, including a single +700 run and follow-ups at +330, +250 and +220. The German DAX was the most consistent instrument of the week — seven trades, every one of them green, for +775. The S&P 500 added +700 across two signals and Ethereum contributed +650 from two, while US oil finished +350 despite one −150 stop.

The five losses are worth naming, because this is where most providers go quiet: gold −200, oil −150, USD/JPY −70, GBP/JPY −60 and NASDAQ −30. Total damage: −510 points against +5,215 won. That ratio is the whole argument for trading with a stop on every position — the worst single trade of the week cost less than a third of the best one.

The nine break-even outcomes are not padding, either. A break-even happens when trade management pulls the stop to the entry price after partial profit is banked: the trade neither wins nor loses, and we report it as neither rather than quietly counting it as a win. 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 30 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 30 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 +159,336 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.