BusinessIntend

Reading intent signals without fooling yourself

Munaza Iqbal · · 2 min read · Data & Signals

A pricing-page visit, a new VP, a job post — some signals predict pipeline and most predict nothing. How to tell the difference with your own data instead of a vendor’s case study.

Aerial view of traffic moving through a city intersection

Intent data promises the holy grail of outbound: knowing who is in market before they raise their hand. In practice, most teams buy a feed, route every spike to reps, and quietly stop trusting it three months later. The problem is rarely the data. It is that nobody measured which signals mean anything for this business.

Signals are hypotheses

Every signal is a guess about behaviour: "a company hiring SDRs is about to buy sales tooling." Some guesses are good. Many are not. The only way to know is to check the guess against your own closed deals.

A simple backtest

  1. Export the last 12 months of opportunities, won and lost.
  2. For each, record which signals fired in the 90 days before the opportunity was created.
  3. Compare the rate of each signal among opportunities with its rate among a random sample of accounts that never became opportunities.

A signal that appears in 40% of opportunities and 38% of random accounts predicts nothing, however exciting it looks on a dashboard.

Signals that usually hold up

SignalWhy it tends to work
New leader in the buying roleNew leaders change tools in their first 6 months
Funding round in the last 90 daysBudget appears, and so do growth targets
Hiring for the function you serveThe problem you solve is getting bigger
Visits to pricing and integration pagesA late-stage, product-specific behaviour

Signals that usually don't

Generic topic surges ("researching CRM"), a single blog visit, and social-media mentions tend to have low lift. They are real behaviour — just not buying behaviour.

Turning signals into action

Score accounts on the signals that passed your backtest, weight each by its lift, and route only the top band to reps. Re-run the backtest every quarter; markets change, and so do the signals that predict them.

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