Every signal we've fired,
in public, on the record.

61.8's track record is a public append-only log of every Fibonacci 61.8% retracement signal the scanner has fired across all 13 markets. Each entry is written the moment the signal triggers and is never edited or removed. You can verify any signal against historical price data from any independent source — Yahoo Finance, TradingView, your own broker's chart.

[01] · SummaryLast 90 days at a glance.

[02] · Signal logEvery entry, sortable, filterable.

Market: Direction: Phase: — signals shown

Date / Time UTC ▼	Market ↕	Direction ↕	Phase ↕	Price at Signal ↕	Impulse Size ↕	Retrace % ↕

[03] · MethodologyHow the log works.

Public append-only log.

Every time the 61.8 multi-market scanner detects a Fibonacci 61.8% retracement setup across one of its 13 watched instruments, the event is automatically written to a public log. Entries are timestamped at the moment the signal fires and are never edited, removed, or backdated.

What's logged on every signal.

Timestamp — UTC, to the second, generated server-side
Market — instrument name and ticker
Direction — UP (long setup) or DOWN (short setup)
Phase — SETUP_VALID, ENTRY_1_SIGNAL (at 61.8% level), ENTRY_2_SIGNAL (mid), ENTRY_3_SIGNAL (100% retracement), or HEAD_FAKE (retracement failed)
Price at signal — exact market price when the trigger fired
Impulse size — magnitude of the move that established the Fibonacci grid
Retrace % — how far price had pulled back when the signal triggered

How to verify any signal.

Pick any row in the log. Note the timestamp, market, and price. Pull up that instrument's chart at that exact time on any independent platform — TradingView, Yahoo Finance, your broker. The price we logged should match the price you see. If it doesn't, the signal is invalid — and we'd be caught publicly the moment anyone checks.

What's NOT logged (and why it matters).

Performance after the signal is intentionally NOT included in this log. Whether you would have profited from a signal depends on your entry timing, your stop-loss, your take-profit target, and your position sizing — all of which are your decisions, not ours. The log shows what the scanner saw and when; what you do with that information is your trading decision.

This is a log of indicator events, not investment advice. Past signals are not predictive of future signals. Markets carry risk of partial or total loss of capital. 61.8 publishes objective technical indicators; trading decisions are made by subscribers on their own brokers, with their own capital, at their own risk. See the full disclaimer on the program page.

[04] · Best settings per instrumentWhat the 60-day backtest tells us.

Per-instrument TP and SL recommendations

We ran a 12-combination parameter sweep across all 15 instruments using 60 days of 15-minute candles. For each market, we picked the Take-Profit + Stop-Loss combination with the highest Profit Factor (with at least 14 trades for statistical relevance). These are the back-tested optima — not auto-applied to the live scanner.

Instrument	Best TP	Best SL	Trades	Win %	PF	Status
Gold (GLD)	conservative	tight05	44	50.0%	2.65	★ Best in class
XRP	moderate	tight15	14	64.3%	2.09	★ High PF, low N
US Dollar (UUP)	conservative	tight05	32	40.6%	1.54	Profitable
NASDAQ 100	extreme	default	24	66.7%	1.35	Profitable
Solana	moderate	tight05	32	37.5%	1.20	Profitable
Chainlink	moderate	tight1	35	48.6%	1.12	Profitable
Silver (SLV)	conservative	tight05	38	34.2%	1.02	Marginal
Avalanche	extreme	tight05	5*	40.0%	1.22*	Too few trades
T-Bonds (TLT)	conservative	tight05	27	33.3%	0.92	Unprofitable
Bitcoin	conservative	tight05	192	24.0%	0.88	Unprofitable
Russell 2000	conservative	tight05	40	27.5%	0.77	Unprofitable
Ethereum	extreme	tight05	259	25.5%	0.77	Unprofitable
Crude Oil (USO)	extreme	tight15	57	47.4%	0.70	Unprofitable
Dow Jones	moderate	tight15	28	35.7%	0.51	Unprofitable
S&P 500	— Data unavailable from this sweep (terminal output truncation)

* Avalanche had only 5 trades over 60 days — not enough sample size for confidence.

What the numbers mean

TP modes: conservative = TP1 at 50% retrace · moderate = 38.2% · extreme = 23.6% (further from entry)
SL modes: default = below the burst extreme (widest, safest) · tight15 = 1.5× TP distance · tight1 = 1× · tight05 = 0.5× (tightest)
Profit Factor (PF): gross winning P&L ÷ gross losing P&L. Above 1.0 = profitable; 2.0+ = exceptional
Tight stops tend to win: 7 of the 8 profitable instruments use tight05 or tight15

Practical trading instructions per instrument

★ Highest-conviction trades (PF ≥ 1.5):

Gold (GLD) — When a 61.8 BUY or SELL signal fires, place TP at the 50% retrace level (the chart's TP1) and SL very tight at 0.5× the TP distance. 50% win rate, PF 2.65.
XRP — Place TP at the 38.2% retrace (TP2 on chart) and SL at 1.5× TP distance. 64% win rate but only 14 trades in 60 days; signals are rare but high-quality.
US Dollar (UUP) — Same as Gold: 50% TP, tight05 SL. PF 1.54.

Solid trades (PF 1.0–1.5):

NASDAQ 100 — Different rule: TP at 23.6% retrace (TP3 on chart, further from entry) and use the WIDE default SL (below the burst extreme). 67% win rate, PF 1.35.
Solana — TP at 38.2%, tight05 SL. PF 1.20.
Chainlink — TP at 38.2%, tight1 SL (slightly wider). PF 1.12.
Silver (SLV) — TP at 50%, tight05 SL. Marginal at PF 1.02.

Unprofitable on the current algorithm (PF < 1.0, all combinations tested):

Bitcoin, Ethereum, T-Bonds, Russell 2000, Crude Oil, Dow Jones — These six markets do not generate net-profitable signals at any of the 12 TP/SL combinations tested with the current algorithm. Restoring profitability for these markets would require a code change to the burst-detection logic, not a parameter tune.

These recommendations are not auto-applied. The live scanner currently uses one global Take-Profit + Stop-Loss configuration for all 15 instruments. Applying per-instrument settings would require a code change to worker/src/scanner.js and the public chart files. Subscribers who want to trade with these settings can configure their own brokers using the values in the table above.

METHODOLOGY: 12-combination sweep x 15 instruments = 180 backtest runs - 60-day window - 15-minute candles - Yahoo Finance data - simulated under each TP/SL combo with the current production burst-detection algorithm - per-instrument winner = highest Profit Factor with at least 14 trades

Every signal we've fired,in public, on the record.