A Weekly Return Streak is an uninterrupted sequence of trading weeks that all closed in the same direction (consecutively positive or consecutively negative). The analytical engine evaluates two primary dimensions for every active streak:
Streak duration (length): the exact count of consecutive trading weeks moving in the same direction (N weeks).
Compounded cumulative return (total): the true net percentage movement generated from the start of the streak through the most recent week's close.
Cumulative Streak Return % = [ ∏ (1 + Rt) − 1 ] × 100the product of (1 + each week's return) across all N weeks, minus 1
Where Rt represents the single-week fractional return on week t.
The length is how many weeks the run lasted. The total is what those weeks add up to.
What terminates a weekly streak
A streak requires strict directional continuity. A weekly streak terminates immediately upon the occurrence of:
An opposite week (e.g., a down close during an active up streak).
A flat week (0.00% net change).
There is no tolerance for mid-sequence consolidation or pause weeks.
Why compounded total overrides length alone
Two streaks sharing identical duration can represent vastly different volatility dynamics. Matching on duration alone provides incomplete context:
3-week streak B (e.g., Micron, MU): +4.2%, +5.1%, +5.0% → total return = +14.97%.
Matching historical precedents based on cumulative compounded total ensures that low-volatility drifts are never benchmarked against explosive momentum expansion.
The weekly streak module scans an asset's historical trading record for past sequences that matched the current streak's duration (N weeks) and directional orientation, isolating those whose cumulative totals align closely with this week's reading.
The overlapping window method
To preserve analytical consistency across long historical trends, extended streaks are decomposed into all constituent N-week trailing sub-windows:
Candidate Count = M − N + 1M is the length of an extended historical run; N is the target window size
A single five-week run yields three 3-week windows, one ending on each of its last three weeks. Neighboring windows overlap, so they describe the same stretch of price from different starting points rather than separate trading events.
Common versus extreme streaks
MU's ordinary-sized run has many near-identical windows behind it, so its matched weeks cluster tightly around this week's total. NBIS's extreme run has few analogs, so the closest available windows sit far apart and are much less alike.
Typical streaks (e.g., MU +14.97%): produce dense historical clusters. The matched weeks sit close together, from +12.8% to +17.1%, offering high statistical relevance.
Extreme outliers (e.g., NBIS +32.03%): possess few direct historical analogs, so the closest available windows sit far apart, from +13.3% to +50.8%. A wide spread means the matched weeks are much less alike, so the comparison is looser and its forward numbers deserve more caution.
Chapter 3
Price Projections
The engine projects across two fixed horizons: next week (5 trading days) and four weeks (about 20 trading days). Every card shows the exact future date it refers to, so there is no ambiguity about which week is being measured.
Three measures on each card
Green / red odds: the split between matched windows that closed higher and those that closed lower over that horizon.
Avg green return: the average gain of only the matched windows that closed higher.
Avg red return: the average loss of only the matched windows that closed lower.
XOM's read after a +12.98% run:
Horizon
Target date
Odds
Avg green
Avg red
Next week
29 July 2026
58% / 42%
+2.02%
−2.27%
Next 4 weeks
19 August 2026
64% / 36%
+4.73%
−6.32%
Measured on XOM, 22 July 2026, after a 4 week up run.
Everything is measured from the close of the run, not from where it started. The streak is the setup; the projections begin where it ends.
Always read the averages next to the odds
The two average rows are one-sided: avg green averages only the up outcomes, avg red only the down outcomes. Never read them by themselves.
The four-week row shows why. The odds lean green at 64%, yet the average red (−6.32%) is larger than the average green (+4.73%). More of those windows closed higher, but the ones that fell dropped harder. Looking only at the win rate would miss the size of the downside.
Chapter 4
The Three Charts
One Chart View toggle, three ways of looking at the same sample of matched windows: the Price Cone, the Bar Graph and the Chart Log.
1. Price Cone
The default. It projects forward 6 weeks from today's price, drawing the percentile bands of what the matched windows actually did, converted into prices.
Median line (50th percentile): the central outcome of the sample, not a target.
Cone width (10th to 90th): how much the matched windows disagreed. A narrow cone means consistent outcomes; a wide one means high variance.
2. Bar Graph
This asks a different question: how often did price travel a set distance, and how quickly? You choose the move size, and the chart answers in both directions at once. Green bars above the line show the share of matched windows that rose that far within a given number of weeks; red bars below show the share that fell that far.
By Touch vs By Close
Setting
What counts
Use it for
By Touch
Any intraday high or low that reached the level, even if price came back before the close
Path risk: stop-loss triggers or intraday margin
By Close
Only a weekly close beyond the level
Settlement risk: holding-period targets or trend sustainability
Touch numbers are always equal to or higher than close numbers. A wide gap between the two flags heavy intraday movement that did not hold into the close.
3. Chart Log and the event register
The Chart Log shows the full price chart with every matched window marked, so you can see the wider context each time the same setup appeared. Below it, the event register lists every matched window with its end date, its length, what it totaled, and its forward return.
Any column sorts, which makes it easy to find the largest gains and worst drawdowns in the sample. Those extremes often matter more than the average when you are sizing a position.
The front page runs the same analysis across every ticker at once, so you can see which names are on a run without opening them one at a time.
The streak columns
Streak Length gives the run and its direction, written as something like "4w up". Streak Return gives what it has totaled. Read them together: the length on its own says nothing about size, and that is the half the matching actually uses.
Price Projections
The same price projections from Chapter 3 appear here: avg green, avg red, and the odds, shown for next week and four weeks later.
Each figure is calculated from that ticker's own matched windows. The numbers are therefore not comparable side to side in the way they look. Two rows both showing 58% are each describing their own stock.
Every column sorts. Sorting on Streak Return puts the biggest runs at the top, which is the quickest way to find the setups where the matching had least to work with.