Stock signals,
verified in public.
Every US trading day by 9:35 ET, a four-engine quantitative system scans ~5,800 stocks and publishes a ranked board of the morning’s momentum and breakout setups. The methodology is published, the misses are published, and the record is timestamped so you can verify it instead of trusting it. The decisions are entirely yours.
What the service actually is
Shishin is a systematic research publisher, not a guru with a chatroom. A breadth-driven regime classifier reads the market each morning and hands the day to whichever of four engines fits the environment; on days none fits, the system stands down and says so. The deployed engine scans the US market and ranks the day’s setups by a published composite score. That ranked list, the same one our own paper-traded book acts on, is the signal. Not entries whispered in a Discord: a board, on the record, every trading day by 9:35 ET.
The horizon is swing trading, not day trading: entries fill market-on-close, positions hold overnight by construction, and the average hold in the published record is just under thirteen trading days. Reading the board takes minutes, and the free tier means you can judge the quality of the research before paying anything.
Performance, stated the way we’d want it stated to us
Those are the headline numbers of the locked five-year backtest, and they are hypothetical: modelled fills, no live capital, one historical window. Most signal services stop at a number like that and hope you don’t ask questions. We built the service around the questions. The full trade ledger and the statistical battery are public, the losing trades are in it, the model’s evolution is preserved rather than overwritten, and the live paper-traded record publishes every fill as it happens.
And because self-reported records are the industry’s oldest trick, the forward record is cryptographically attested: a hash of each day’s signals is committed before the open and timestamped via OpenTimestamps, anchored in Bitcoin. Backdating, cherry-picking and quiet deletion are off the table, verifiably. No other signal service we have reviewed offers that, and we have reviewed them in public.
How the signals are generated
The system is rules, end to end: a regime gate built on market breadth decides which engine trades (or that none does, roughly a third of all days in the backtest), the engine’s scan filters ~5,800 names on liquidity and setup quality, a composite score ranks what survives, and risk is bounded per position with volatility-scaled stops. Every piece is written up in the research library, from the four-engine architecture to the scoring components to why entries fill at the close. If a claim on this page interests you, there is a longer, referenced version of it one click away. That is the point of the library.
What these signals are not
Not advice, not portfolio management, not a promise. The board is a research artifact: what a tested, published system selected this morning. Signals lose money regularly (roughly half of individual positions do, and we explain why hit rate is the wrong number to optimise), markets change, and past performance, hypothetical or live, does not predict future results. If a service tells you otherwise, that is your signal about the service.
Compare us before you subscribe
We keep an honest comparison shelf, the same standard applied to everyone including us: what each service costs, what it claims, and what its claims would need to look like to be verifiable.
Frequently asked questions
What is a stock signal service?
A stock signal service publishes trade setups or ranked stock lists generated by a defined process, so subscribers can do their own research faster. Shishin publishes a ranked board of US-equity momentum and breakout setups every trading day by 9:35 ET, produced by a four-engine quantitative system. The signals are research, not advice; every decision stays with the reader.
Are Shishin's stock signals free?
The daily board has a free tier; paid tiers add same-session timing and historical scans. There is no email gate on the research library, the five-year backtest, or the verification pages.
When are the signals published?
By 9:35 ET every US trading day, a few minutes after the NYSE open (regular hours 09:30 to 16:00 ET). The system scans roughly 5,800 US stocks after the open and publishes the morning's ranked setups.
Are these swing trading signals or day trading signals?
Swing horizon. Entries fill market-on-close, every position is held overnight by construction, and the average hold in the published record is just under thirteen trading days. Nothing about the system requires watching a screen during the session.
How is the track record verified?
Three layers: a locked five-year backtest published with its full trade ledger and statistical battery; a live paper-traded record published fill by fill, misses included; and a daily commit-reveal attestation, where a hash of each day's signals is committed before the open and timestamped with OpenTimestamps, so the forward record cannot be backdated or curated.
Is this financial advice?
No. Shishin is an independent research publisher. The board and the research are information about what a tested system selected, not recommendations to buy or sell anything. Signals can and do lose money; the published record includes those days on purpose.