Definition
Signal stacking is the practice of combining two or more independent buying signals, plus fit, before a person or a sequence is allowed to start.
One comment, one funding headline or one job title is a clue. Two clues that do not depend on each other, such as a round plus a relevant role, or a comment plus a matching company, are a reason to research seriously.
TWL workflows can refuse to draft until the second fact is on the record. That is a system, not a prompt you hope the model remembers. The funding and leadership plays on this site use that gate.
Stacking is not an excuse to collect more personal data than the decision needs. Store the sources you will cite, and drop the rest.
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Questions people ask
What is a bad stack?
Two facts from the same sentence, or a title plus a firmographic that was true last year. Independent and recent is the test.
Does stacking slow the team down?
It slows bad sends. The agent can do the second look so a person only sees rows that already qualify.
Is there a score?
The free buying-signal score is a heuristic you edit. It is not this definition and it does not predict revenue.
Where is the essay?
The signal stacking guide on the blog walks through combinations in more detail.
Put the next workflow on the stack.
Start with the tool you need. Connect signals, TWL Reach and the rest of the system when the job is real.
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