We started validating our signals on Stocktwits and Twitter. All the signals were posted near real-time. At the end of the day and end of the week we posted all our results as daily/weekly reports. For calculation purposes we used ATM calls as the hypothetical tarding instruments.
We used ATM calls as they have maximum gamma and very sensitive to price movements.
Average return (mean) for the month is 18.28%, mode was 18.42% and median was 25.81%.
Following tables and graphs will give the details of the system performance.