The honest answer is that nobody can tell you an accuracy figure you should believe, including us. Accuracy in trading is not a fixed property of a tool — it depends on the market, the timeframe, the conditions on the day, and above all on what the person receiving the signal does next.
A win rate can be manufactured trivially. Count only the signals that worked. Close winners early and let losers run until they recover. Report results from a trending month. Exclude the trades where the spread moved against you. None of that is even dishonest by the standards of the industry — it is just selective counting, and there is no auditor checking.
Worse, a win rate without the average size of wins and losses says nothing at all. A strategy that wins 80% of the time and loses five times more on each loss than it gains on each win destroys an account. A strategy that wins 35% of the time with a three-to-one payoff grows one. Anyone quoting a percentage without the payoff ratio is either careless or selling.
Market condition dominates. Any trend-following read looks brilliant in a trending market and terrible in a range, and the reverse is true for mean-reversion logic. Timeframe matters just as much: short expiries carry far more noise relative to signal than daily charts, so the same quality of analysis produces a lower hit rate at one minute than at four hours.
Execution matters more than most people expect. Slippage, spread, and a delay of even a few seconds between reading a signal and placing an order can turn a marginally positive edge negative. And position sizing decides everything: two traders following identical signals will end the year in completely different places if one risks 1% per trade and the other risks 10%.
Do not look for a percentage. Look for reasoning you can check. Take twenty signals, write down the direction, level and invalidation for each before the outcome is known, then score them yourself against what the market did. That log is worth more than any published statistic, because it measures the tool in your markets, at your timeframes, with your execution.
Also look at what the tool does when conditions are unclear. A model that always produces a confident direction is telling you something about its design, not about the market. Genuine uncertainty is common and a useful tool will say so.
Safabot publishes no accuracy rate and makes no profit claim. That is a deliberate choice, not an omission. Any number we published would be unverifiable by you, and unverifiable numbers in the trading category are the single most common way people are misled.
Instead every analysis shows its reasoning and a confluence count, so you can judge the strength of a specific read rather than trusting an average. Trading carries the risk of losing your capital, and no analysis tool changes that.
Safabot publishes no accuracy rate. Any such figure would be unverifiable by users, and accuracy varies with market, timeframe, conditions and execution. Each analysis shows its reasoning and confluence count instead.
No. Models describe current conditions and probabilities; they do not know future events, order flow or news. Treat any claim of reliable prediction as a warning sign.
Because nothing stops them. Win rates are easy to manufacture through selective counting, and a percentage without the average win-to-loss ratio is meaningless even when it is true.
Log twenty signals in advance with direction, level and invalidation, then score them yourself against the outcome. That measures the tool in your market, at your timeframe, with your execution.