This episode is called the sign of three for two reasons.

The first is to pay tribute to the symbol of four in the original work. The titles of the series Sherlock are all adapted from the original works, and this episode is no exception.

The second reason is that the title uses puns in English. The original title "Three Signs" can be translated into three signatures or three signs, alluding to the child conceived by Watson and Mary inferred by Shylock at the end of the film.