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Frog in the pan (momentum where the news arrived gradually) — monthly top 50 of the S&P 500 as of 2021-12-31, started fresh each year

Universe: every S&P 500 member as of 2021-12-31 — 505 names, 455 with prices — no hindsight (SPY and QQQ as benchmarks)

Universe sp500 (505 members from sp500_membership_intervals; 45 have no prices in the lake, 5 none on 2022-01-01; 455 tradable) · frog_in_the_pan · top 50 · lookback 252 · skip 21 · keep lowest-ID 50% · no stop · cost 5 bp/side · month-end signal, next-open fill · lake ends 2026-08-26 · generated by rank_report.py

How this rule works. One account, one pot of money, the 455 names watched. On the last session of every month the rule scores each of the 455 on its close, ranks them, and buys the top 50 in equal weight (pot ÷ 50 each) at the next session's open. A name stays in the book until a month-end ranking drops it out of the top 50; then it is sold at the next open and whatever replaced it is bought. Names that stay are trimmed or topped up back to pot ÷ 50. No stop-loss. Cost 5 bp per side on every dollar traded. SPY is a benchmark only, never a candidate.

The filter: information discreteness ID = sign(12-1 return) × (share of down days − share of up days) over the same window. A winner that ground upward in many small up days has a strongly negative ID (continuous information); one that gapped on two announcements has ID near zero (discrete). Keep the 50% of names with the lowest ID.
The score: among the kept names only, rank on the plain 12-1 return. Top 50 wins. A conditional sort, not a blend: the claim is that ID is a regime for momentum (Da, Gurun & Warachka 2014), not an additive signal.
What it is not: on 455 names the filter leaves about 228 candidates, so the top 50 is 22% of them. It is also a bet that the discreteness filter removes more noise than it removes winners: a name that gapped up on earnings is thrown out however strong its momentum.

Read with two caveats. (1) The universe is the point-in-time S&P 500 as of 2021-12-31 — every name that was in the index the day before the window starts, chosen with no hindsight, including names that later left it. But the lake does not carry prices for 50 of the 505 (the known coverage gap, ADR-023: mostly names that were acquired or failed in 2022–24 — ABC, ABMD, ANSS, ANTM, ATVI, BK, BLL, CDAY, CERN, CMA, CTLT, CTRA…), so the rule and the equal-weight line both trade the 455 that survived long enough to keep a price series. That is a survivorship tilt in the rule's favour, the same one every engine run on this period carries and reports as coverage. The list is frozen on 2021-12-31: names added to the index later (the 2024–25 entrants among them) are never candidates, which is why the engine's own forward run of the same rule — which rolls membership monthly — lands a few points a year higher. The equal-weight line is what holding all 455 blindly, never rebalanced, would have done; the rule has to beat that, not just SPY. (2) 2022–2026 is the lake's reserved holdout and it has already been spent; nothing here is out-of-sample. The rule's lookbacks are the engine's published-conventional defaults rather than numbers fitted here, but the choice to run it on this period — and the top-50-of-455 cut — was made after looking at this period. Each "start year" below is not an independent test — the later windows are sub-periods of the first one — so five rows agreeing is weaker evidence than it looks. And this is the engine's rule re-implemented on 455 names in a pandas script: it has not been through the engine's cost model, accounting or trial log, and its numbers may not be compared with a scoreboard row (which ran on the full point-in-time index, top 50, realistic costs).

How to read the numbers

Total return	What $1 became over the whole window, minus the $1. +70% means $1 → $1.70. Depends on how long the window is, so it is not comparable across windows of different length.
CAGR (compound annual growth rate)	The steady yearly rate that would have produced the same total return. +70% over 4.65 years is a CAGR of 12.1%: $1 × 1.121^4.65 ≈ $1.70. Use it to compare windows of different length. Rule of thumb: money doubles in about 72 ÷ CAGR years (12% → 6 years).
Sharpe ratio	Return per unit of risk: average daily return divided by the day-to-day wobble (standard deviation), annualised. Cash rate assumed 0 here. Rough scale for a long-only equity strategy: < 0.5 is weak, 0.5–1 is ordinary (SPY itself has lived around 0.5–0.8 over long periods), 1–1.5 is good, above 2 over a multi-year window is rare and usually a sign something is being missed. A strategy that is in cash most of the time can have a high Sharpe and a low CAGR at the same time — both numbers matter.
Max drawdown (max DD)	The worst peak-to-trough fall in the equity curve, as a percentage of the peak. −25% means that at some point you were sitting on 25% less than your previous high. It is the number that decides whether you would have stuck with the strategy. Recovering from −25% needs +33%; from −50% needs +100%.
Ann. vol (annualised volatility)	How much the equity curve wobbles: standard deviation of daily returns × √252. SPY is typically 15–20%. Sharpe = CAGR-ish ÷ vol, roughly.
Avg. invested / days with a position	How much of the time (or how much of the money) was actually in the market. A strategy in the market 40% of the time is being compared with SPY, which is in 100% of the time — a lower CAGR at a much lower drawdown can still be the better deal.
Win rate / average trade	Share of closed trades that made money, and the mean net return per trade. A 75% win rate with +4% average wins and −10% average losses is fine; a 40% win rate with small wins and the same losses is not. Count the trades, too: 8 trades prove nothing, 150 start to.
Avg hold	Trading sessions (not calendar days) between entry and exit. 21 sessions ≈ one month.
Top-k, monthly / turnover	These rules score every name once a month, on the last session's close, and hold the k best-scored names in equal weight from the next open until the next month-end. A trade in this report is one unbroken stay in the book: it opens when a name enters the top k and closes when it drops out, however many month-ends it survived in between. Turnover is the share of the pot bought or sold at a rebalance; 20% a month is about 240% a year, and every 1% of turnover costs 2 × the per-side fee.
Buy & hold benchmarks	SPY: the index, dividends reinvested. QQQ: the Nasdaq-100, dividends reinvested — the growth/mega-cap yardstick. Equal-weight B&H of the 20: 1/20 in each name at the start, never touched — the fairest yardstick for a rule that only trades these 20 names, and on today's top 20 it carries the hindsight of knowing which names won.

Scoreboard — start on 1 January of each year, hold to 2026-08-26

start	strategy CAGR	SPY	QQQ	EW-455	strategy Sharpe	SPY	QQQ	strategy max DD	SPY	QQQ	trades	verdict
2022	11.9%	12.2%	13.8%	9.9%	0.66	0.75	0.67	-22.4%	-24.5%	-34.8%	846	trails SPY, trails QQQ; DD shallower than SPY
2023	19.8%	22.6%	31.9%	17.7%	1.03	1.44	1.48	-19.6%	-18.8%	-22.8%	668	trails SPY, trails QQQ; DD deeper than SPY
2024	25.0%	21.4%	24.6%	16.3%	1.17	1.32	1.16	-19.6%	-18.8%	-22.8%	475	beats SPY, beats QQQ; DD deeper than SPY
2025	26.4%	19.1%	22.9%	18.6%	1.13	1.10	1.03	-19.6%	-18.8%	-22.8%	288	beats SPY, beats QQQ; DD deeper than SPY
2026	38.5%	20.4%	26.3%	24.0%	1.33	1.44	1.20	-13.3%	-8.9%	-11.7%	125	beats SPY, beats QQQ; DD deeper than SPY

How to read thisEach row pretends you started with $1 on 1 January of that year and held to 2026-08-26. Read across: is the strategy's CAGR (bold) above SPY's and QQQ's? Is its max drawdown shallower? Rows are not independent — 2024 is a slice of 2023 which is a slice of 2022 — so look for whether the answer changes from row to row, not for five confirmations. 'Trades' counts stays in the book, not monthly re-weightings.

Growth of $1 from each start year

How to read thisOne panel per start year, each rebased to $1 on that date. The legend shows what $1 became by the end. If the violet line finishes above orange and blue, the strategy beat SPY and QQQ from that start; if a panel looks different from the one above it, the year it drops is the year that was carrying the result.

Return vs pain, by start year

How to read thisHeight is the yearly return (CAGR), distance to the right is the worst peak-to-trough fall. Up-and-left is better. Each colour has one dot per start year, labelled with the year and joined in order, so you can see how a line's position moves as the start date moves: a strategy that is up-left of the benchmarks only in its first dot and below them in the others won its first year and lost the rest. Read the violet trail against the orange and blue trails, year label by year label — the same year on each trail is the same window. Two dots at the same height are the same return; the one further left got there with less pain. Lower and further left is a trade-off, not a win.

How to read thisThe same dots, one panel per start year, so each window can be read on its own without the trails crossing. Same axes in every panel.

Drawdowns

How to read thisEvery line starts at 0 and can only go down or back to 0: it shows how far below its own previous high each line was on each day, as a percentage. A line sitting at 0 is at a new high; a dip is a loss from that high; when it climbs back to 0 the loss has been recovered. Depth is how bad it got, width is how long you waited. The violet shaded area is the strategy (violet, frog-in-the-pan momentum, top 50). Compare the depth and width of the violet dips with the others — the legend gives the worst depth and the longest wait for each. A rule that holds only 50 names is always fully invested, so expect its dips to be at least as deep as the 455-name equal-weight line's unless the ranking is doing real work.

Longest stretch below the previous high: strategy 524 sessions, SPY 488, QQQ 487, EW-455 495.

Drawdowns by start year

How to read thisDrawdowns recomputed from each start date: every line's high-water mark resets on 1 January of that year, so a panel shows only the pain you would have felt if you had started then. Later panels are shorter versions of the earlier ones with the early losses removed — if the violet dips stay smaller than the others in every panel, the lower drawdown is a property of the rule, not of the 2022 start.

Every possible start date: rolling windows

How to read thisThis is the honest version of 'what if I had started on a different day'. For every single trading day it shows the return you would have had over the previous 1 year (top) or 3 years (bottom, annualised) for each line — hundreds of overlapping start dates instead of five. Where violet is above orange, a 1-year investment ending on that day beat SPY. The title gives the share of all windows the strategy won, its typical (median) window, and its worst window against SPY's. A rule that wins 50% of windows is a coin flip; one that wins 70% with a less-bad worst window is doing something.

When does it win?

How to read thisEach line is the strategy (violet, frog-in-the-pan momentum, top 50)'s growth divided by that benchmark's growth, both starting at 1. Rising = the strategy was gaining on that benchmark during that stretch; flat = matching it; falling = lagging it. The slope is what matters, not the level. If the QQQ line sits above the SPY line it only means QQQ did worse than SPY over the window (so the strategy looks better against it) — it does not mean the strategy beat QQQ by more today. Where a line ends relative to 1.0 is the cumulative result: above 1 the strategy is ahead of that benchmark since the start, below 1 it is behind.

Calendar-year returns

year	frog-in-the-pan momentum, top 50	SPY B&H	QQQ B&H	EW B&H of the 455	beat SPY?	beat QQQ?
2022	-11.8%	-18.6%	-33.2%	-10.6%	yes	yes
2023	6.7%	26.2%	54.9%	13.1%	no	no
2024	20.9%	24.9%	25.6%	14.5%	no	no
2025	16.4%	17.7%	20.8%	13.7%	no	no
2026*	26.5%	12.9%	16.1%	17.9%	yes	yes

* partial year. Chained from the full run, i.e. each year starts with whatever the strategy was holding on 31 December.

How to read thisEach calendar year on its own, chained from the full run (so each year starts with whatever was held on 31 December). The two yes/no columns are the quickest read: a strategy that beats the index only in down years is a defensive rule; one that beats it only in up years is a leveraged bet; one that does both is rare and worth checking twice.

Month by month

How to read thisRows are years, columns are months, the number is the strategy's return that month; blue is up, red is down, the darker the bigger. A dot after a number means SPY did better that month. Use it to see whether the result comes from steady small months or a handful of big ones, and whether any month of the year is consistently bad — a pattern that repeats in the same months is seasonality, a pattern that does not repeat is noise.

Exposure

How to read thisHow much of the money was actually in the market each day. A ranking rule like this one is fully invested by construction — it always finds 50 names to hold — so the line should sit near 100% and only dip for the few cents of cash left over after costs. That is the point of this chart here: unlike a dip-buying rule, this one gets no credit for sitting in cash, and it is being compared with benchmarks that are also 100% invested — a like-for-like fight.

Detail per start year

How to read thisThe same headline numbers as the scoreboard, one block per start year, with the trade statistics underneath. Total return is the raw multiple, CAGR the yearly rate, Sharpe the return per unit of wobble, ann. vol the wobble itself, exposure how much of the time the money was working. Turnover is the one-way share of the pot traded at a typical month-end.

Start 2022 (2022-01-01 → 2026-08-26) — trails SPY, trails QQQ, beats holding the 455 (on CAGR)

	total return	CAGR	Sharpe	max DD	ann. vol	exposure
frog-in-the-pan momentum, top 50	68.7%	11.9%	0.66	-22.4%	20.2%	100% invested avg · 50.0 names
SPY buy & hold	70.4%	12.2%	0.75	-24.5%	17.5%	100%
QQQ buy & hold	82.0%	13.8%	0.67	-34.8%	23.4%	100%
Equal-weight buy & hold of the 455	55.2%	9.9%	0.68	-21.0%	15.9%	100%

846 stays in the book · win rate 50.4% · average 4.68% (wins 18.40%, losses -9.24%) · hold 68.9 sessions · 0 stop-outs · 56 month-ends, one-way turnover 31.4% per month-end ≈ 377%/yr.

Start 2023 (2023-01-01 → 2026-08-26) — trails SPY, trails QQQ, beats holding the 455 (on CAGR)

	total return	CAGR	Sharpe	max DD	ann. vol	exposure
frog-in-the-pan momentum, top 50	93.4%	19.8%	1.03	-19.6%	19.5%	100% invested avg · 50.0 names
SPY buy & hold	110.4%	22.6%	1.44	-18.8%	15.0%	100%
QQQ buy & hold	174.5%	31.9%	1.48	-22.8%	20.2%	100%
Equal-weight buy & hold of the 455	81.3%	17.7%	1.18	-18.9%	14.9%	100%

668 stays in the book · win rate 53.0% · average 6.80% (wins 19.93%, losses -8.00%) · hold 68.4 sessions · 0 stop-outs · 44 month-ends, one-way turnover 31.4% per month-end ≈ 376%/yr.

Start 2024 (2024-01-01 → 2026-08-26) — beats SPY, beats QQQ, beats holding the 455 (on CAGR)

	total return	CAGR	Sharpe	max DD	ann. vol	exposure
frog-in-the-pan momentum, top 50	80.6%	25.0%	1.17	-19.6%	21.0%	100% invested avg · 50.0 names
SPY buy & hold	67.0%	21.4%	1.32	-18.8%	15.7%	100%
QQQ buy & hold	79.1%	24.6%	1.16	-22.8%	21.0%	100%
Equal-weight buy & hold of the 455	49.3%	16.3%	1.13	-18.5%	14.4%	100%

475 stays in the book · win rate 58.7% · average 8.25% (wins 19.98%, losses -8.45%) · hold 69.9 sessions · 0 stop-outs · 32 month-ends, one-way turnover 30.4% per month-end ≈ 365%/yr.

Start 2025 (2025-01-01 → 2026-08-26) — beats SPY, beats QQQ, beats holding the 455 (on CAGR)

	total return	CAGR	Sharpe	max DD	ann. vol	exposure
frog-in-the-pan momentum, top 50	47.1%	26.4%	1.13	-19.6%	23.4%	100% invested avg · 50.0 names
SPY buy & hold	33.3%	19.1%	1.10	-18.8%	17.4%	100%
QQQ buy & hold	40.5%	22.9%	1.03	-22.8%	22.7%	100%
Equal-weight buy & hold of the 455	32.4%	18.6%	1.17	-16.7%	15.7%	100%

288 stays in the book · win rate 58.3% · average 9.00% (wins 22.26%, losses -9.57%) · hold 71.5 sessions · 0 stop-outs · 20 month-ends, one-way turnover 28.9% per month-end ≈ 347%/yr.

Start 2026 (2026-01-01 → 2026-08-26) — beats SPY, beats QQQ, beats holding the 455 (on CAGR)

	total return	CAGR	Sharpe	max DD	ann. vol	exposure
frog-in-the-pan momentum, top 50	23.4%	38.5%	1.33	-13.3%	27.4%	100% invested avg · 50.0 names
SPY buy & hold	12.7%	20.4%	1.44	-8.9%	13.6%	100%
QQQ buy & hold	16.3%	26.3%	1.20	-11.7%	21.4%	100%
Equal-weight buy & hold of the 455	14.9%	24.0%	1.88	-7.6%	11.9%	100%

125 stays in the book · win rate 58.4% · average 9.87% (wins 24.68%, losses -10.91%) · hold 64.8 sessions · 0 stop-outs · 8 month-ends, one-way turnover 28.4% per month-end ≈ 340%/yr.

Where the return came from (full run from 2022)

How to read thisAdds up the net price return of every stay in the book, by name. A tall violet bar is a name the rule held through a long run-up (or re-bought repeatedly and profitably); a red bar is a name it lost on overall. If one or two names make up most of the total, the result depends on those names and not on the rule. Note: a stay's return is the name's own price move from entry open to exit price, net of a round trip of costs — it ignores the monthly trims and top-ups inside the stay, so the bars are a guide to where the money came from, not an exact P&L split.

name	stays	win rate	avg stay	sum of stay returns	sessions held
WDC	3	67%	166.6%	499.9%	417
STX	5	40%	86.3%	431.6%	500
HWM	3	100%	119.8%	359.3%	835
MU	2	50%	143.0%	285.9%	288
GE	2	100%	119.2%	238.3%	752
NRG	3	33%	66.0%	198.0%	583
RCL	1	100%	173.5%	173.5%	628
LLY	7	57%	23.6%	165.3%	665
GLW	2	100%	78.7%	157.5%	412
NVDA	6	50%	23.6%	141.6%	729
AMD	3	67%	41.7%	125.2%	243
AVGO	4	75%	29.9%	119.6%	606
MPC	5	80%	22.4%	112.0%	579
PHM	2	100%	54.8%	109.6%	335
ANET	4	75%	26.8%	107.1%	668
VLO	4	75%	24.3%	97.2%	435
LRCX	1	100%	96.1%	96.1%	203
TDG	1	100%	88.1%	88.1%	440
NEM	3	100%	28.4%	85.3%	289
AMAT	4	50%	20.4%	81.6%	262
XOM	3	100%	20.2%	60.7%	336
RL	6	83%	9.8%	58.9%	356
APH	3	67%	17.6%	52.8%	395
ETN	4	50%	12.2%	48.7%	334
IR	4	100%	11.8%	47.1%	274
IVZ	1	100%	43.6%	43.6%	203
PCAR	1	100%	42.8%	42.8%	376
GWW	3	100%	14.1%	42.2%	311
PGR	5	60%	8.4%	42.1%	456
PH	2	50%	20.9%	41.8%	313
CTAS	4	100%	10.4%	41.7%	145
PWR	7	86%	5.8%	40.6%	605
CRM	2	100%	20.1%	40.2%	166
LEN	2	50%	20.1%	40.2%	337
MCK	6	50%	6.6%	39.6%	455
FANG	3	33%	13.1%	39.3%	379
CMG	3	67%	13.0%	39.0%	230
TER	2	100%	18.9%	37.7%	143
TT	2	100%	18.7%	37.5%	397
GS	4	75%	9.2%	36.8%	418
CPRT	1	100%	35.5%	35.5%	274
NVR	2	50%	17.5%	34.9%	249
JPM	6	83%	5.7%	34.0%	338
GOOGL	5	60%	6.7%	33.7%	366
SYF	4	100%	8.3%	33.3%	291
BA	2	100%	16.2%	32.4%	188
TPR	3	67%	10.3%	31.0%	354
URI	3	67%	9.9%	29.7%	211
GOOG	5	60%	5.9%	29.7%	345
CAH	5	80%	5.8%	28.8%	540
BWA	3	33%	9.6%	28.7%	225
KLAC	3	33%	9.2%	27.7%	390
EBAY	4	100%	6.9%	27.7%	213
COF	3	100%	9.2%	27.5%	146
PSX	4	50%	6.8%	27.0%	230
C	5	60%	5.3%	26.7%	371
VTRS	1	100%	25.6%	25.6%	101
DHI	2	50%	12.7%	25.3%	337
HPE	1	100%	25.3%	25.3%	60
CAT	5	40%	5.0%	25.2%	391
BKNG	6	67%	4.2%	25.0%	397
WMB	4	75%	6.1%	24.2%	433
INCY	3	67%	7.7%	23.2%	119
HIG	1	100%	22.6%	22.6%	107
GM	4	75%	5.5%	22.1%	207
COP	2	100%	11.0%	22.0%	254
CE	2	50%	10.8%	21.6%	123
WELL	4	25%	5.4%	21.5%	377
CVX	1	100%	21.0%	21.0%	274
BSX	5	80%	4.2%	20.9%	270
MPWR	5	60%	4.1%	20.7%	308
GL	3	67%	6.7%	20.1%	184
ETR	2	100%	9.9%	19.9%	253
T	3	100%	6.6%	19.8%	229
AZO	1	100%	18.7%	18.7%	375
ROST	4	75%	4.6%	18.5%	124
TTWO	2	50%	9.1%	18.2%	251
PNR	3	67%	6.0%	17.9%	207
ORLY	4	75%	4.5%	17.9%	316
STT	4	100%	4.5%	17.8%	82
AXP	4	75%	4.4%	17.8%	229
JNJ	2	100%	8.8%	17.5%	99
FITB	2	50%	8.4%	16.7%	209
SEDG	1	100%	16.3%	16.3%	186
NOW	4	50%	4.0%	16.0%	271
OXY	2	100%	7.8%	15.6%	43
GRMN	3	33%	5.2%	15.6%	311
PRU	2	100%	7.7%	15.4%	45
VRTX	4	25%	3.7%	14.9%	354
WMT	1	100%	14.7%	14.7%	186
ITW	1	100%	14.0%	14.0%	21
TFC	1	100%	13.8%	13.8%	43
DLR	2	100%	6.5%	13.0%	84
ALL	2	100%	6.4%	12.8%	126
NXPI	2	50%	6.4%	12.7%	61
LNC	6	67%	2.0%	12.3%	130
MMM	2	50%	6.0%	12.1%	124
LW	2	50%	6.0%	11.9%	169
RSG	5	80%	2.4%	11.8%	147
MS	7	57%	1.7%	11.6%	268
NWS	3	67%	3.8%	11.5%	106
JCI	3	67%	3.8%	11.3%	228
JKHY	2	50%	5.5%	11.0%	41
TJX	3	67%	3.6%	10.9%	127
NTAP	2	50%	5.4%	10.8%	189
LIN	1	100%	10.7%	10.7%	63
GPC	1	100%	10.7%	10.7%	208
SNA	2	50%	5.2%	10.5%	66
GILD	5	40%	2.1%	10.4%	338
CTVA	3	67%	3.4%	10.3%	83
FMC	2	50%	4.8%	9.6%	83
CPB	1	100%	9.3%	9.3%	166
CZR	1	100%	9.3%	9.3%	21
FOXA	2	50%	4.6%	9.2%	247
TMO	1	100%	9.1%	9.1%	20
F	2	100%	4.5%	9.0%	41
ADI	2	50%	4.5%	9.0%	120
NTRS	2	100%	4.2%	8.5%	105
FOX	1	100%	8.4%	8.4%	269
TYL	2	100%	4.1%	8.1%	64
CINF	1	100%	8.0%	8.0%	19
HUM	4	75%	2.0%	7.9%	125
SNPS	3	33%	2.6%	7.8%	144
PFG	1	100%	7.4%	7.4%	23
MRK	2	50%	3.5%	7.0%	271
AIG	4	50%	1.8%	7.0%	85
STZ	1	100%	6.9%	6.9%	21
AEE	2	50%	3.3%	6.6%	65
CMI	4	50%	1.7%	6.6%	303
PEG	2	100%	3.2%	6.4%	60
ADP	1	100%	6.0%	6.0%	21
IRM	7	57%	0.8%	5.9%	460
FAST	1	100%	5.5%	5.5%	20
EOG	2	50%	2.7%	5.4%	104
DD	2	100%	2.5%	5.1%	60
HAS	1	100%	4.7%	4.7%	102
OKE	5	40%	0.9%	4.6%	269
CNC	1	100%	4.4%	4.4%	63
TMUS	5	60%	0.9%	4.3%	213
AMT	1	100%	4.2%	4.2%	20
HLT	2	100%	2.0%	4.0%	44
MSI	4	50%	1.0%	3.9%	122
HSY	1	100%	3.8%	3.8%	209
UNH	1	100%	3.7%	3.7%	189
FDX	1	100%	3.7%	3.7%	60
XYL	2	50%	1.8%	3.6%	83
NFLX	5	60%	0.7%	3.4%	356
ADM	1	100%	3.1%	3.1%	251
TECH	1	100%	2.9%	2.9%	19
SRE	1	100%	2.9%	2.9%	189
VRSK	2	100%	1.4%	2.8%	61
SJM	2	50%	1.3%	2.7%	61
BIIB	2	50%	1.2%	2.5%	38
AAP	1	100%	2.4%	2.4%	23
STE	2	50%	1.1%	2.2%	40
FIS	2	50%	0.9%	1.9%	44
UDR	1	100%	1.8%	1.8%	42
EVRG	1	100%	1.7%	1.7%	62
PKG	1	100%	1.7%	1.7%	19
AMZN	2	50%	0.8%	1.7%	228
REG	1	100%	1.6%	1.6%	42
ISRG	5	60%	0.3%	1.5%	337
LNT	1	100%	1.5%	1.5%	21
LUV	1	100%	1.3%	1.3%	21
AEP	2	50%	0.6%	1.3%	64
TRV	1	100%	1.1%	1.1%	20
DOV	1	100%	1.1%	1.1%	23
HRL	1	100%	1.1%	1.1%	21
CF	3	33%	0.3%	0.8%	294
VNO	2	100%	0.3%	0.6%	124
ECL	1	100%	0.6%	0.6%	21
BR	1	100%	0.3%	0.3%	61
DTE	1	100%	0.1%	0.1%	23
AFL	5	60%	0.0%	0.0%	164
NEE	1	0%	-0.0%	-0.0%	20
CNP	3	33%	-0.0%	-0.1%	211
MET	1	0%	-0.1%	-0.1%	20
KMI	1	0%	-0.2%	-0.2%	165
LYB	1	0%	-0.4%	-0.4%	20
CMCSA	1	0%	-0.4%	-0.4%	63
TXT	2	50%	-0.2%	-0.4%	39
IBM	6	67%	-0.1%	-0.5%	249
SCHW	2	50%	-0.4%	-0.7%	86
CHTR	1	0%	-0.8%	-0.8%	21
CMS	1	0%	-0.9%	-0.9%	23
DE	1	0%	-1.0%	-1.0%	19
VTR	1	0%	-1.2%	-1.2%	84
ED	2	50%	-0.6%	-1.2%	190
WAB	2	0%	-0.7%	-1.4%	187
PEP	1	0%	-1.5%	-1.5%	23
CBRE	3	67%	-0.5%	-1.6%	293
BAC	3	67%	-0.5%	-1.6%	65
CDNS	2	50%	-0.9%	-1.8%	104
EQIX	1	0%	-1.8%	-1.8%	20
EIX	2	50%	-0.9%	-1.9%	62
CSCO	3	33%	-0.6%	-1.9%	147
AJG	6	33%	-0.3%	-1.9%	252
MDLZ	2	50%	-1.0%	-2.0%	42
FCX	2	50%	-1.0%	-2.0%	85
ADBE	2	50%	-1.1%	-2.1%	126
AIZ	2	0%	-1.1%	-2.1%	43
LDOS	2	0%	-1.2%	-2.3%	166
RTX	5	40%	-0.5%	-2.3%	225
ADSK	1	0%	-2.4%	-2.4%	22
FRT	1	0%	-2.4%	-2.4%	42
CB	2	50%	-1.2%	-2.5%	64
NI	3	33%	-0.8%	-2.5%	250
HPQ	2	50%	-1.3%	-2.5%	82
XEL	1	0%	-2.6%	-2.6%	41
BRK.B	1	0%	-2.6%	-2.6%	21
PG	1	0%	-2.6%	-2.6%	21
LMT	3	33%	-0.9%	-2.7%	187
SYK	1	0%	-2.9%	-2.9%	65
CARR	2	50%	-1.5%	-3.0%	104
APTV	1	0%	-3.0%	-3.0%	20
JBHT	1	0%	-3.0%	-3.0%	17
MSFT	2	50%	-1.6%	-3.2%	123
PNW	2	0%	-1.7%	-3.3%	40
OMC	1	0%	-3.3%	-3.3%	23
WEC	1	0%	-3.4%	-3.4%	41
LYV	3	33%	-1.2%	-3.5%	188
COST	5	60%	-0.7%	-3.7%	334
MCD	1	0%	-3.7%	-3.7%	22
ATO	2	0%	-1.9%	-3.8%	190
KO	2	50%	-1.9%	-3.9%	44
PNC	2	50%	-1.9%	-3.9%	64
KHC	1	0%	-3.9%	-3.9%	19
DVA	3	33%	-1.3%	-4.0%	208
CVS	4	50%	-1.0%	-4.1%	122
CLX	1	0%	-4.2%	-4.2%	22
NUE	7	43%	-0.6%	-4.3%	312
GIS	2	50%	-2.2%	-4.3%	228
EW	1	0%	-4.4%	-4.4%	21
CBOE	3	67%	-1.5%	-4.6%	146
AON	1	0%	-4.7%	-4.7%	21
BBWI	1	0%	-4.7%	-4.7%	19
PM	1	0%	-5.0%	-5.0%	170
KR	1	0%	-5.1%	-5.1%	20
MLM	2	50%	-2.6%	-5.2%	106
CFG	4	25%	-1.3%	-5.3%	80
CME	2	50%	-2.7%	-5.3%	104
RMD	1	0%	-5.8%	-5.8%	64
DG	1	0%	-6.1%	-6.1%	21
SO	2	0%	-3.1%	-6.2%	127
PPL	1	0%	-6.3%	-6.3%	41
BMY	2	50%	-3.2%	-6.4%	43
PAYX	1	0%	-6.4%	-6.4%	82
MAR	2	0%	-3.2%	-6.5%	106
CI	1	0%	-6.6%	-6.6%	188
IQV	1	0%	-6.6%	-6.6%	19
TAP	2	50%	-3.5%	-7.1%	40
IP	2	50%	-3.6%	-7.1%	144
ULTA	2	50%	-3.6%	-7.2%	105
TXN	1	0%	-7.9%	-7.9%	43
DRI	2	50%	-4.0%	-7.9%	85
AME	1	0%	-8.0%	-8.0%	63
SPG	3	67%	-2.7%	-8.2%	125
CHRW	3	33%	-2.7%	-8.2%	206
ZION	4	25%	-2.2%	-8.8%	148
RJF	5	40%	-1.8%	-9.0%	168
CDW	1	0%	-9.1%	-9.1%	19
ABBV	2	50%	-4.9%	-9.7%	207
DVN	3	67%	-3.4%	-10.1%	253
TRMB	2	50%	-5.1%	-10.2%	65
ENPH	2	50%	-5.2%	-10.4%	63
FISV	2	50%	-5.3%	-10.5%	162
ACN	1	0%	-10.6%	-10.6%	19
AKAM	2	0%	-5.4%	-10.7%	64
CAG	2	0%	-5.4%	-10.8%	41
SBUX	1	0%	-10.8%	-10.8%	63
ZBRA	1	0%	-10.9%	-10.9%	21
MAS	2	0%	-5.5%	-11.0%	64
NOC	2	50%	-5.7%	-11.3%	249
IDXX	1	0%	-11.5%	-11.5%	42
VMC	2	0%	-5.8%	-11.6%	84
KEYS	2	50%	-5.8%	-11.6%	140
RF	1	0%	-11.7%	-11.7%	41
BRO	5	20%	-2.3%	-11.7%	143
ORCL	6	50%	-2.0%	-11.8%	375
SHW	1	0%	-11.9%	-11.9%	44
PSA	1	0%	-12.2%	-12.2%	104
DPZ	2	50%	-6.1%	-12.2%	85
AAL	1	0%	-12.3%	-12.3%	17
GD	4	25%	-3.2%	-12.6%	124
WFC	5	40%	-2.6%	-12.8%	249
SLB	3	33%	-4.4%	-13.3%	293
IEX	1	0%	-13.5%	-13.5%	41
AMGN	1	0%	-13.6%	-13.6%	41
ROK	2	0%	-6.8%	-13.6%	65
TSCO	1	0%	-14.2%	-14.2%	39
NWSA	2	0%	-7.3%	-14.5%	42
FDS	1	0%	-14.7%	-14.7%	41
HD	1	0%	-14.9%	-14.9%	19
LHX	2	0%	-7.5%	-15.0%	102
WRB	3	33%	-5.0%	-15.0%	275
AMP	4	0%	-3.9%	-15.4%	103
LUMN	1	0%	-15.4%	-15.4%	22
EXPE	7	57%	-2.2%	-15.5%	148
UHS	3	33%	-5.2%	-15.7%	128
ALK	1	0%	-15.8%	-15.8%	23
HII	2	0%	-8.1%	-16.2%	141
TEL	1	0%	-16.2%	-16.2%	102
MO	2	50%	-8.3%	-16.5%	105
AAPL	3	33%	-5.6%	-16.7%	102
ODFL	2	50%	-8.4%	-16.7%	229
LOW	2	0%	-8.5%	-17.0%	59
VRSN	3	33%	-5.7%	-17.1%	187
EXC	1	0%	-17.2%	-17.2%	147
NCLH	1	0%	-17.4%	-17.4%	43
MGM	1	0%	-17.5%	-17.5%	20
UAL	3	33%	-5.9%	-17.6%	168
RHI	1	0%	-18.7%	-18.7%	103
PAYC	1	0%	-18.7%	-18.7%	87
ALB	4	25%	-4.7%	-18.9%	225
KEY	2	0%	-9.6%	-19.1%	44
FFIV	1	0%	-19.9%	-19.9%	189
POOL	2	0%	-10.3%	-20.7%	40
WYNN	1	0%	-20.7%	-20.7%	188
KIM	2	0%	-10.4%	-20.8%	60
LVS	5	40%	-4.4%	-21.8%	255
REGN	3	0%	-7.8%	-23.3%	146
EXR	1	0%	-23.4%	-23.4%	124
MAA	2	0%	-12.5%	-24.9%	145
NDAQ	3	33%	-8.8%	-26.3%	102
ETSY	1	0%	-28.6%	-28.6%	20
INTU	3	0%	-9.6%	-28.9%	123
PLD	1	0%	-29.2%	-29.2%	124
LKQ	2	0%	-14.7%	-29.4%	103
HCA	6	33%	-5.0%	-29.8%	227
APA	2	0%	-14.9%	-29.9%	294
MTB	2	0%	-15.2%	-30.3%	125
GNRC	4	25%	-7.6%	-30.5%	122
IT	5	40%	-6.4%	-31.9%	203
EFX	2	0%	-16.2%	-32.4%	83
DLTR	2	0%	-16.4%	-32.9%	271
MNST	3	67%	-11.0%	-33.0%	204
INTC	2	0%	-18.1%	-36.2%	167
IPGP	1	0%	-36.5%	-36.5%	101
MOS	2	0%	-18.4%	-36.8%	232
DAL	2	0%	-18.6%	-37.2%	125
QCOM	3	0%	-12.8%	-38.4%	89
BKR	4	0%	-10.3%	-41.2%	251
WST	3	0%	-15.1%	-45.4%	184
FTNT	2	0%	-22.9%	-45.8%	353
HAL	5	20%	-9.3%	-46.7%	329
CCL	2	0%	-26.8%	-53.6%	128
TSLA	4	0%	-16.5%	-66.2%	124
EPAM	1	0%	-68.3%	-68.3%	39
DXCM	3	0%	-24.2%	-72.5%	104

Return per stay in the book

How to read thisOne bar per bucket of stay outcome: how many stays finished with that return. Red is the stop-outs, if a stop was on. For a monthly ranking rule a healthy shape is a wide spread with a fat right tail — the rule is paid by the few names it holds for a year while they double, and it pays for that with many short stays that round-trip to nothing. Many small wins and a few big losses is the opposite shape, and a warning.

Every trade (full run from 2022)

How to read thisEvery stay in the book in date order of entry, so you can check any one of them against a chart. Return is the name's price move from entry open to exit price net of a round trip of costs, coloured green/red. Hold is in sessions (21 ≈ one month); a stay of 21 sessions was dropped at the very next month-end. Exit reason: rank_exit = it fell out of the top 50 at a month-end, stop = the stop was hit, open = still held at the end of the data. The last column is the raw signal and its percentile rank among the 455 on the signal day before entry, then the rank on the signal day that dropped it.

name	entry	exit	entry px	exit px	return	hold	exit reason	12-1 return · info. discreteness at signal · rank → exit rank
DVN	2022-01-03	2022-02-01	35.73	40.70	13.8%	20	rank_exit	206.1% · ID -0.08 · rank 1.00 → filtered out
ALB	2022-01-03	2022-02-01	223.81	215.14	-4.0%	20	rank_exit	93.0% · ID -0.08 · rank 0.97 → filtered out
GNRC	2022-01-03	2022-02-01	353.98	286.29	-19.2%	20	rank_exit	89.5% · ID -0.09 · rank 0.97 → 0.76
TSLA	2022-01-03	2022-02-01	382.58	311.74	-18.6%	20	rank_exit	87.3% · ID -0.12 · rank 0.97 → 0.76
MPWR	2022-01-03	2022-02-01	475.37	392.99	-17.4%	20	rank_exit	74.7% · ID -0.13 · rank 0.93 → 0.46
NTAP	2022-01-03	2022-02-01	82.62	78.21	-5.4%	20	rank_exit	69.5% · ID -0.20 · rank 0.92 → 0.60
ETSY	2022-01-03	2022-02-01	222.35	158.96	-28.6%	20	rank_exit	67.6% · ID -0.09 · rank 0.91 → filtered out
EFX	2022-01-03	2022-02-01	282.64	231.68	-18.1%	20	rank_exit	67.4% · ID -0.09 · rank 0.90 → 0.75
DXCM	2022-01-03	2022-02-01	132.95	108.53	-18.5%	20	rank_exit	67.3% · ID -0.15 · rank 0.90 → 0.68
XOM	2022-01-03	2022-02-01	52.09	65.02	24.7%	20	rank_exit	64.8% · ID -0.06 · rank 0.88 → filtered out
POOL	2022-01-03	2022-02-01	526.92	442.93	-16.0%	20	rank_exit	57.5% · ID -0.07 · rank 0.84 → 0.76
COF	2022-01-03	2022-02-01	134.28	135.13	0.5%	20	rank_exit	56.9% · ID -0.13 · rank 0.83 → 0.71
BAC	2022-01-03	2022-02-01	40.29	41.29	2.4%	20	rank_exit	56.0% · ID -0.11 · rank 0.83 → 0.71
ORCL	2022-01-03	2022-02-01	81.92	76.64	-6.5%	20	rank_exit	55.1% · ID -0.13 · rank 0.82 → 0.49
MS	2022-01-03	2022-02-01	85.29	89.03	4.3%	20	rank_exit	54.1% · ID -0.09 · rank 0.79 → 0.68
MSFT	2022-01-03	2022-02-01	322.43	298.45	-7.5%	20	rank_exit	53.9% · ID -0.07 · rank 0.79 → filtered out
INTU	2022-01-03	2022-03-01	617.87	460.18	-25.6%	39	rank_exit	87.1% · ID -0.17 · rank 0.96 → 0.76
SPG	2022-01-03	2022-03-01	125.67	107.94	-14.2%	39	rank_exit	82.5% · ID -0.10 · rank 0.96 → filtered out
AMAT	2022-01-03	2022-03-01	151.59	128.76	-15.1%	39	rank_exit	81.3% · ID -0.13 · rank 0.95 → 0.56
EPAM	2022-01-03	2022-03-01	670.32	212.71	-68.3%	39	rank_exit	81.0% · ID -0.16 · rank 0.95 → 0.47
IRM	2022-01-03	2022-03-01	44.31	41.82	-5.7%	39	rank_exit	76.6% · ID -0.07 · rank 0.93 → filtered out
LLY	2022-01-03	2022-03-01	263.08	238.33	-9.5%	39	rank_exit	73.7% · ID -0.13 · rank 0.93 → filtered out
KLAC	2022-01-03	2022-03-01	41.17	33.19	-19.5%	39	rank_exit	62.5% · ID -0.08 · rank 0.87 → filtered out
LOW	2022-01-03	2022-03-01	236.13	202.34	-14.4%	39	rank_exit	62.2% · ID -0.15 · rank 0.87 → 0.63
TSCO	2022-01-03	2022-03-01	43.56	37.40	-14.2%	39	rank_exit	62.1% · ID -0.09 · rank 0.86 → 0.77
WST	2022-01-03	2022-03-01	460.46	383.81	-16.7%	39	rank_exit	60.4% · ID -0.23 · rank 0.86 → 0.55
KEYS	2022-01-03	2022-03-01	205.88	157.08	-23.8%	39	rank_exit	59.0% · ID -0.16 · rank 0.85 → 0.19
GOOG	2022-01-03	2022-03-01	143.21	133.30	-7.0%	39	rank_exit	57.5% · ID -0.14 · rank 0.85 → 0.74
GOOGL	2022-01-03	2022-03-01	143.78	133.69	-7.1%	39	rank_exit	57.1% · ID -0.13 · rank 0.84 → 0.74
NDAQ	2022-01-03	2022-03-01	66.02	53.53	-19.0%	39	rank_exit	55.2% · ID -0.14 · rank 0.82 → 0.51
KIM	2022-01-03	2022-03-01	20.02	19.07	-4.9%	39	rank_exit	53.9% · ID -0.15 · rank 0.79 → 0.72
BBWI	2022-02-01	2022-03-01	49.55	47.28	-4.7%	19	rank_exit	128.2% · ID -0.09 · rank 1.00 → filtered out
MSI	2022-02-01	2022-03-01	219.79	207.93	-5.5%	19	rank_exit	64.5% · ID -0.12 · rank 0.86 → 0.64
ACN	2022-02-01	2022-03-01	327.89	293.44	-10.6%	19	rank_exit	62.7% · ID -0.17 · rank 0.84 → 0.67
TECH	2022-02-01	2022-03-01	99.67	102.67	2.9%	19	rank_exit	61.0% · ID -0.15 · rank 0.83 → 0.17
HCA	2022-02-01	2022-03-01	232.18	240.83	3.6%	19	rank_exit	60.4% · ID -0.10 · rank 0.82 → 0.76
TXT	2022-02-01	2022-03-01	67.70	72.66	7.2%	19	rank_exit	59.5% · ID -0.13 · rank 0.82 → 0.78
IQV	2022-02-01	2022-03-01	247.26	231.10	-6.6%	19	rank_exit	59.2% · ID -0.12 · rank 0.81 → 0.57
CDW	2022-02-01	2022-03-01	176.63	160.73	-9.1%	19	rank_exit	58.4% · ID -0.13 · rank 0.80 → 0.70
HD	2022-02-01	2022-03-01	329.25	280.34	-14.9%	19	rank_exit	57.8% · ID -0.21 · rank 0.79 → 0.59
HPQ	2022-01-03	2022-04-01	31.75	30.63	-3.6%	62	rank_exit	67.5% · ID -0.21 · rank 0.90 → 0.53
JCI	2022-01-03	2022-04-01	74.56	61.17	-18.0%	62	rank_exit	64.9% · ID -0.18 · rank 0.88 → 0.26
LKQ	2022-01-03	2022-04-01	52.57	40.35	-23.3%	62	rank_exit	55.9% · ID -0.10 · rank 0.83 → 0.40
RJF	2022-01-03	2022-04-01	94.43	103.70	9.7%	62	rank_exit	55.1% · ID -0.14 · rank 0.81 → 0.77
CBRE	2022-01-03	2022-04-01	109.35	92.00	-16.0%	62	rank_exit	54.2% · ID -0.08 · rank 0.80 → filtered out
REG	2022-02-01	2022-04-01	59.29	60.32	1.6%	42	rank_exit	70.1% · ID -0.12 · rank 0.91 → 0.48
FRT	2022-02-01	2022-04-01	104.96	102.50	-2.4%	42	rank_exit	66.2% · ID -0.10 · rank 0.87 → filtered out
FITB	2022-02-01	2022-04-01	37.46	36.97	-1.4%	42	rank_exit	64.4% · ID -0.08 · rank 0.86 → filtered out
UDR	2022-02-01	2022-04-01	47.10	47.98	1.8%	42	rank_exit	62.8% · ID -0.19 · rank 0.85 → 0.76
AMP	2022-02-01	2022-04-01	285.68	284.22	-0.6%	42	rank_exit	60.5% · ID -0.12 · rank 0.82 → 0.70
DVN	2022-03-01	2022-04-01	48.57	48.87	0.5%	23	rank_exit	219.5% · ID -0.08 · rank 1.00 → filtered out
COP	2022-03-01	2022-04-01	81.39	85.29	4.7%	23	rank_exit	125.5% · ID -0.08 · rank 1.00 → filtered out
XOM	2022-03-01	2022-04-01	67.74	70.51	4.0%	23	rank_exit	73.1% · ID -0.08 · rank 0.97 → filtered out
SCHW	2022-03-01	2022-04-01	78.12	80.20	2.6%	23	rank_exit	68.7% · ID -0.06 · rank 0.96 → filtered out
BAC	2022-03-01	2022-04-01	39.06	37.44	-4.3%	23	rank_exit	52.9% · ID -0.13 · rank 0.91 → 0.45
ZION	2022-03-01	2022-04-01	59.77	56.66	-5.3%	23	rank_exit	52.1% · ID -0.08 · rank 0.90 → 0.66
CVS	2022-03-01	2022-04-01	88.41	86.70	-2.0%	23	rank_exit	50.6% · ID -0.06 · rank 0.89 → filtered out
AIG	2022-03-01	2022-04-01	54.69	57.50	5.0%	23	rank_exit	50.3% · ID -0.07 · rank 0.89 → filtered out
AAP	2022-03-01	2022-04-01	182.64	187.15	2.4%	23	rank_exit	49.1% · ID -0.06 · rank 0.88 → filtered out
KEY	2022-03-01	2022-04-01	19.88	18.19	-8.6%	23	rank_exit	49.1% · ID -0.08 · rank 0.87 → filtered out
MS	2022-03-01	2022-04-01	77.82	76.21	-2.2%	23	rank_exit	48.6% · ID -0.12 · rank 0.86 → 0.21
VLO	2022-03-01	2022-04-01	74.23	89.43	20.4%	23	rank_exit	48.5% · ID -0.07 · rank 0.86 → filtered out
AXP	2022-03-01	2022-04-01	184.11	177.99	-3.4%	23	rank_exit	46.0% · ID -0.07 · rank 0.84 → 0.63
DOV	2022-03-01	2022-04-01	148.40	150.21	1.1%	23	rank_exit	44.9% · ID -0.09 · rank 0.82 → 0.54
LNC	2022-03-01	2022-04-01	50.97	51.82	1.6%	23	rank_exit	44.6% · ID -0.12 · rank 0.81 → 0.27
CFG	2022-03-01	2022-04-01	42.73	37.89	-11.4%	23	rank_exit	44.4% · ID -0.09 · rank 0.81 → filtered out
PFG	2022-03-01	2022-04-01	59.40	63.87	7.4%	23	rank_exit	43.0% · ID -0.13 · rank 0.80 → 0.49
PRU	2022-03-01	2022-04-01	88.07	95.49	8.3%	23	rank_exit	42.8% · ID -0.12 · rank 0.79 → 0.62
STX	2022-01-03	2022-05-02	98.82	72.32	-26.9%	82	rank_exit	78.3% · ID -0.12 · rank 0.94 → 0.50
WFC	2022-01-03	2022-05-02	43.49	39.16	-10.0%	82	rank_exit	70.5% · ID -0.08 · rank 0.92 → 0.62
ODFL	2022-01-03	2022-05-02	174.85	137.13	-21.7%	82	rank_exit	66.5% · ID -0.15 · rank 0.89 → 0.61
ORLY	2022-03-01	2022-05-02	43.16	40.21	-6.9%	43	rank_exit	46.8% · ID -0.08 · rank 0.84 → 0.74
KR	2022-04-01	2022-05-02	52.08	49.50	-5.1%	20	rank_exit	51.4% · ID -0.08 · rank 0.91 → filtered out
HCA	2022-04-01	2022-05-02	242.13	206.90	-14.6%	20	rank_exit	50.0% · ID -0.09 · rank 0.90 → 0.72
LOW	2022-04-01	2022-05-02	186.55	181.81	-2.6%	20	rank_exit	46.5% · ID -0.11 · rank 0.87 → 0.24
POOL	2022-04-01	2022-05-02	397.25	379.10	-4.7%	20	rank_exit	44.6% · ID -0.07 · rank 0.86 → 0.65
TXT	2022-04-01	2022-05-02	74.66	69.02	-7.7%	20	rank_exit	43.9% · ID -0.11 · rank 0.86 → 0.70
GD	2022-04-01	2022-05-02	219.68	216.59	-1.5%	20	rank_exit	43.8% · ID -0.09 · rank 0.85 → 0.76
STE	2022-04-01	2022-05-02	232.94	216.60	-7.1%	20	rank_exit	42.2% · ID -0.10 · rank 0.83 → 0.62
NI	2022-04-01	2022-05-02	27.42	25.46	-7.2%	20	rank_exit	40.0% · ID -0.09 · rank 0.82 → 0.71
LHX	2022-04-01	2022-05-02	228.66	211.46	-7.6%	20	rank_exit	38.9% · ID -0.07 · rank 0.81 → 0.57
RSG	2022-04-01	2022-05-02	125.86	127.20	1.0%	20	rank_exit	38.8% · ID -0.16 · rank 0.81 → 0.73
RTX	2022-04-01	2022-05-02	90.63	85.86	-5.4%	20	rank_exit	37.4% · ID -0.06 · rank 0.80 → filtered out
LMT	2022-04-01	2022-05-02	395.17	383.89	-3.0%	20	rank_exit	35.9% · ID -0.15 · rank 0.78 → 0.53
RHI	2022-01-03	2022-06-01	91.78	74.72	-18.7%	103	rank_exit	69.4% · ID -0.11 · rank 0.91 → 0.63
BRO	2022-04-01	2022-06-01	70.23	57.72	-17.9%	41	rank_exit	49.6% · ID -0.20 · rank 0.90 → 0.71
WST	2022-04-01	2022-06-01	407.32	309.39	-24.1%	41	rank_exit	44.0% · ID -0.21 · rank 0.86 → filtered out
AAPL	2022-04-01	2022-06-01	170.21	146.82	-13.8%	41	rank_exit	37.3% · ID -0.06 · rank 0.79 → 0.75
FDS	2022-04-01	2022-06-01	415.68	355.00	-14.7%	41	rank_exit	36.5% · ID -0.17 · rank 0.79 → 0.76
ALB	2022-05-02	2022-06-01	181.83	239.21	31.4%	21	rank_exit	53.9% · ID -0.08 · rank 0.89 → filtered out
DXCM	2022-05-02	2022-06-01	102.24	74.78	-26.9%	21	rank_exit	44.4% · ID -0.13 · rank 0.85 → 0.41
AON	2022-05-02	2022-06-01	281.18	268.34	-4.7%	21	rank_exit	42.9% · ID -0.11 · rank 0.83 → 0.66
AJG	2022-05-02	2022-06-01	164.50	155.55	-5.5%	21	rank_exit	41.1% · ID -0.14 · rank 0.82 → 0.72
AIG	2022-05-02	2022-06-01	53.55	53.52	-0.2%	21	rank_exit	40.7% · ID -0.05 · rank 0.81 → filtered out
CB	2022-05-02	2022-06-01	196.92	200.14	1.5%	21	rank_exit	40.1% · ID -0.13 · rank 0.80 → 0.78
EW	2022-05-02	2022-06-01	105.72	101.16	-4.4%	21	rank_exit	40.0% · ID -0.09 · rank 0.79 → 0.53
BRK.B	2022-05-02	2022-06-01	324.11	316.00	-2.6%	21	rank_exit	40.0% · ID -0.10 · rank 0.79 → 0.71
NVDA	2022-01-03	2022-07-01	29.72	14.86	-50.1%	124	rank_exit	135.0% · ID -0.10 · rank 0.99 → filtered out
IT	2022-01-03	2022-07-01	334.53	239.75	-28.4%	124	rank_exit	99.1% · ID -0.17 · rank 0.98 → 0.60
NUE	2022-01-03	2022-07-01	107.55	98.36	-8.6%	124	rank_exit	94.7% · ID -0.08 · rank 0.98 → 0.77
EXR	2022-01-03	2022-07-01	188.28	144.29	-23.4%	124	rank_exit	80.7% · ID -0.20 · rank 0.94 → 0.75
MAA	2022-01-03	2022-07-01	191.14	146.79	-23.3%	124	rank_exit	65.9% · ID -0.17 · rank 0.89 → filtered out
PLD	2022-01-03	2022-07-01	147.13	104.23	-29.2%	124	rank_exit	54.7% · ID -0.19 · rank 0.80 → 0.53
PSA	2022-02-01	2022-07-01	292.36	257.06	-12.2%	104	rank_exit	67.1% · ID -0.21 · rank 0.88 → 0.73
TSLA	2022-05-02	2022-07-01	286.92	227.00	-21.0%	42	rank_exit	63.8% · ID -0.09 · rank 0.94 → 0.77
WELL	2022-05-02	2022-07-01	82.24	74.26	-9.8%	42	rank_exit	40.8% · ID -0.12 · rank 0.81 → 0.74
GD	2022-06-01	2022-07-01	207.94	203.76	-2.1%	21	rank_exit	27.3% · ID -0.11 · rank 0.83 → 0.76
MO	2022-06-01	2022-07-01	38.90	30.39	-22.0%	21	rank_exit	25.0% · ID -0.13 · rank 0.82 → 0.70
KIM	2022-06-01	2022-07-01	19.48	16.40	-15.9%	21	rank_exit	24.4% · ID -0.08 · rank 0.80 → 0.58
KO	2022-06-01	2022-07-01	55.97	56.10	0.1%	21	rank_exit	23.4% · ID -0.15 · rank 0.79 → 0.71
PG	2022-06-01	2022-07-01	132.41	129.05	-2.6%	21	rank_exit	23.2% · ID -0.13 · rank 0.79 → 0.63
OKE	2022-03-01	2022-08-01	51.69	47.79	-7.6%	105	rank_exit	53.7% · ID -0.07 · rank 0.92 → 0.64
WMB	2022-03-01	2022-08-01	25.84	28.41	9.8%	105	rank_exit	45.8% · ID -0.08 · rank 0.83 → filtered out
REGN	2022-04-01	2022-08-01	695.26	576.09	-17.2%	82	rank_exit	38.1% · ID -0.09 · rank 0.81 → 0.68
PAYX	2022-04-01	2022-08-01	118.44	110.92	-6.4%	82	rank_exit	36.2% · ID -0.09 · rank 0.78 → 0.67
AVGO	2022-05-02	2022-08-01	51.77	49.79	-3.9%	62	rank_exit	40.0% · ID -0.07 · rank 0.80 → 0.60
NRG	2022-07-01	2022-08-01	34.53	34.08	-1.4%	20	rank_exit	47.6% · ID -0.07 · rank 0.93 → filtered out
HPQ	2022-07-01	2022-08-01	27.88	28.20	1.1%	20	rank_exit	33.6% · ID -0.07 · rank 0.89 → 0.76
MPWR	2022-07-01	2022-08-01	368.19	447.49	21.4%	20	rank_exit	32.2% · ID -0.11 · rank 0.88 → 0.57
EIX	2022-07-01	2022-08-01	51.71	55.63	7.5%	20	rank_exit	31.3% · ID -0.13 · rank 0.87 → 0.76
TMO	2022-07-01	2022-08-01	537.48	587.04	9.1%	20	rank_exit	27.2% · ID -0.11 · rank 0.84 → 0.59
SNPS	2022-07-01	2022-08-01	302.25	364.17	20.4%	20	rank_exit	25.8% · ID -0.11 · rank 0.83 → 0.70
JKHY	2022-07-01	2022-08-01	170.46	196.34	15.1%	20	rank_exit	23.6% · ID -0.12 · rank 0.79 → 0.71
ULTA	2022-07-01	2022-08-01	381.92	388.90	1.7%	20	rank_exit	23.3% · ID -0.06 · rank 0.78 → 0.75
FTNT	2022-01-03	2022-09-01	72.42	48.04	-33.7%	167	rank_exit	148.9% · ID -0.22 · rank 0.99 → 0.55
IRM	2022-04-01	2022-09-01	47.52	45.16	-5.0%	105	rank_exit	55.8% · ID -0.06 · rank 0.93 → 0.74
RSG	2022-06-01	2022-09-01	126.61	135.18	6.7%	64	rank_exit	28.1% · ID -0.14 · rank 0.84 → 0.78
CB	2022-07-01	2022-09-01	187.04	179.75	-4.0%	43	rank_exit	25.3% · ID -0.08 · rank 0.82 → 0.63
AEP	2022-07-01	2022-09-01	82.30	86.62	5.1%	43	rank_exit	24.1% · ID -0.10 · rank 0.80 → 0.73
BMY	2022-08-01	2022-09-01	62.00	56.65	-8.7%	23	rank_exit	21.9% · ID -0.03 · rank 0.87 → filtered out
GD	2022-08-01	2022-09-01	208.65	210.72	0.9%	23	rank_exit	20.2% · ID -0.13 · rank 0.85 → 0.78
KO	2022-08-01	2022-09-01	56.97	54.73	-4.0%	23	rank_exit	20.0% · ID -0.18 · rank 0.85 → 0.73
DTE	2022-08-01	2022-09-01	113.54	113.81	0.1%	23	rank_exit	17.7% · ID -0.09 · rank 0.83 → 0.71
PEP	2022-08-01	2022-09-01	153.07	150.90	-1.5%	23	rank_exit	16.6% · ID -0.15 · rank 0.81 → 0.74
CMS	2022-08-01	2022-09-01	59.93	59.46	-0.9%	23	rank_exit	16.2% · ID -0.09 · rank 0.81 → 0.70
ETR	2022-08-01	2022-09-01	49.54	50.21	1.3%	23	rank_exit	15.3% · ID -0.04 · rank 0.80 → 0.72
AEE	2022-08-01	2022-09-01	82.49	82.19	-0.5%	23	rank_exit	15.1% · ID -0.05 · rank 0.79 → 0.68
COST	2022-04-01	2022-10-03	548.88	452.59	-17.6%	126	rank_exit	64.2% · ID -0.16 · rank 0.97 → 0.75
ABBV	2022-04-01	2022-10-03	138.02	117.73	-14.8%	126	rank_exit	46.7% · ID -0.19 · rank 0.88 → 0.76
BKR	2022-05-02	2022-10-03	27.79	20.00	-28.1%	106	rank_exit	78.0% · ID -0.14 · rank 0.97 → 0.73
LLY	2022-05-02	2022-10-03	280.38	315.93	12.6%	106	rank_exit	57.5% · ID -0.10 · rank 0.90 → filtered out
MRK	2022-06-01	2022-10-03	80.59	77.49	-4.0%	85	rank_exit	29.3% · ID -0.08 · rank 0.86 → 0.76
SLB	2022-07-01	2022-10-03	32.72	34.36	4.9%	64	rank_exit	41.7% · ID -0.04 · rank 0.92 → filtered out
NUE	2022-09-01	2022-10-03	122.89	104.10	-15.4%	21	rank_exit	31.6% · ID -0.05 · rank 0.90 → 0.74
SNPS	2022-09-01	2022-10-03	341.26	308.79	-9.6%	21	rank_exit	28.1% · ID -0.09 · rank 0.86 → 0.63
TSLA	2022-09-01	2022-10-03	272.58	254.50	-6.7%	21	rank_exit	27.1% · ID -0.12 · rank 0.85 → 0.71
CDNS	2022-09-01	2022-10-03	171.00	164.39	-4.0%	21	rank_exit	24.6% · ID -0.07 · rank 0.83 → filtered out
JKHY	2022-09-01	2022-10-03	181.15	173.97	-4.1%	21	rank_exit	19.1% · ID -0.10 · rank 0.78 → 0.69
EXC	2022-04-01	2022-11-01	40.84	33.87	-17.2%	147	rank_exit	58.1% · ID -0.13 · rank 0.95 → 0.78
HAL	2022-06-01	2022-11-01	37.63	34.32	-8.9%	106	rank_exit	83.9% · ID -0.04 · rank 0.98 → filtered out
NI	2022-07-01	2022-11-01	25.79	22.93	-11.2%	85	rank_exit	27.9% · ID -0.06 · rank 0.85 → 0.72
PWR	2022-09-01	2022-11-01	139.67	142.85	2.2%	42	rank_exit	55.6% · ID -0.04 · rank 0.95 → filtered out
EIX	2022-09-01	2022-11-01	55.85	50.69	-9.3%	42	rank_exit	30.0% · ID -0.12 · rank 0.88 → 0.71
OKE	2022-09-01	2022-11-01	49.04	49.38	0.6%	42	rank_exit	21.6% · ID -0.11 · rank 0.80 → filtered out
EOG	2022-10-03	2022-11-01	100.32	119.62	19.1%	21	rank_exit	92.8% · ID -0.04 · rank 0.98 → filtered out
ENPH	2022-10-03	2022-11-01	279.54	314.55	12.4%	21	rank_exit	64.9% · ID -0.04 · rank 0.95 → filtered out
ADP	2022-10-03	2022-11-01	209.38	222.21	6.0%	21	rank_exit	19.1% · ID -0.04 · rank 0.80 → filtered out
STZ	2022-10-03	2022-11-01	213.88	228.95	6.9%	21	rank_exit	18.1% · ID -0.10 · rank 0.79 → 0.76
FMC	2022-10-03	2022-11-01	93.90	104.31	11.0%	21	rank_exit	17.6% · ID -0.04 · rank 0.79 → filtered out
CNP	2022-04-01	2022-12-01	27.38	28.42	3.7%	168	rank_exit	46.2% · ID -0.12 · rank 0.87 → 0.74
SO	2022-07-01	2022-12-01	61.59	59.45	-3.6%	106	rank_exit	24.2% · ID -0.04 · rank 0.81 → filtered out
AJG	2022-08-01	2022-12-01	169.92	193.27	13.6%	86	rank_exit	17.1% · ID -0.06 · rank 0.82 → filtered out
CHRW	2022-09-01	2022-12-01	103.67	92.01	-11.3%	63	rank_exit	24.2% · ID -0.14 · rank 0.82 → 0.64
LLY	2022-11-01	2022-12-01	335.15	364.23	8.6%	21	rank_exit	41.9% · ID -0.05 · rank 0.95 → filtered out
CVS	2022-11-01	2022-12-01	82.44	89.04	7.9%	21	rank_exit	14.9% · ID -0.05 · rank 0.82 → 0.68
RSG	2022-11-01	2022-12-01	127.57	134.20	5.1%	21	rank_exit	14.9% · ID -0.06 · rank 0.81 → filtered out
DG	2022-11-01	2022-12-01	237.02	222.76	-6.1%	21	rank_exit	14.0% · ID -0.05 · rank 0.80 → 0.77
HRL	2022-11-01	2022-12-01	40.24	40.71	1.1%	21	rank_exit	13.2% · ID -0.19 · rank 0.80 → 0.73
UNH	2022-04-01	2023-01-03	472.35	490.49	3.7%	189	rank_exit	47.9% · ID -0.13 · rank 0.89 → 0.71
DLTR	2022-04-01	2023-01-03	161.20	141.62	-12.2%	189	rank_exit	37.3% · ID -0.09 · rank 0.80 → filtered out
ED	2022-06-01	2023-01-03	85.92	83.97	-2.4%	148	rank_exit	24.6% · ID -0.07 · rank 0.81 → 0.77
MTB	2022-09-01	2023-01-03	160.76	129.15	-19.7%	84	rank_exit	34.2% · ID -0.07 · rank 0.91 → 0.62
GWW	2022-09-01	2023-01-03	532.59	540.36	1.4%	84	rank_exit	24.5% · ID -0.13 · rank 0.83 → 0.75
CNC	2022-10-03	2023-01-03	78.44	82.00	4.4%	63	rank_exit	42.5% · ID -0.06 · rank 0.93 → 0.65
HUM	2022-10-03	2023-01-03	466.77	488.25	4.5%	63	rank_exit	19.6% · ID -0.04 · rank 0.81 → 0.78
SJM	2022-11-01	2023-01-03	130.24	137.85	5.7%	42	rank_exit	17.9% · ID -0.07 · rank 0.85 → 0.71
RJF	2022-12-01	2023-01-03	110.62	101.93	-7.9%	21	rank_exit	21.5% · ID -0.06 · rank 0.81 → 0.64
TAP	2022-12-01	2023-01-03	48.75	44.96	-7.9%	21	rank_exit	17.8% · ID -0.09 · rank 0.79 → 0.75
CF	2022-02-01	2023-02-01	63.17	77.22	22.1%	251	rank_exit	93.8% · ID -0.07 · rank 0.97 → filtered out
MOS	2022-04-01	2023-02-01	59.28	44.39	-25.2%	209	rank_exit	71.8% · ID -0.07 · rank 0.98 → filtered out
HSY	2022-04-01	2023-02-01	192.99	200.57	3.8%	209	rank_exit	46.9% · ID -0.13 · rank 0.89 → filtered out
ATO	2022-08-01	2023-02-01	109.04	106.73	-2.2%	127	rank_exit	18.1% · ID -0.04 · rank 0.84 → filtered out
PSX	2022-10-03	2023-02-01	72.85	87.70	20.3%	83	rank_exit	31.4% · ID -0.04 · rank 0.88 → filtered out
LW	2022-12-01	2023-02-01	80.24	91.87	14.4%	41	rank_exit	55.0% · ID -0.05 · rank 0.94 → filtered out
AMGN	2022-12-01	2023-02-01	256.42	221.84	-13.6%	41	rank_exit	35.0% · ID -0.08 · rank 0.87 → filtered out
IBM	2022-12-01	2023-02-01	131.74	118.14	-10.4%	41	rank_exit	21.5% · ID -0.04 · rank 0.82 → filtered out
OXY	2023-01-03	2023-02-01	58.73	60.58	3.0%	20	rank_exit	135.9% · ID -0.04 · rank 1.00 → filtered out
BMY	2023-01-03	2023-02-01	60.78	62.27	2.3%	20	rank_exit	54.3% · ID -0.04 · rank 0.91 → filtered out
LLY	2023-01-03	2023-02-01	355.94	333.13	-6.5%	20	rank_exit	51.6% · ID -0.06 · rank 0.89 → filtered out
CTVA	2023-01-03	2023-02-01	56.54	61.62	8.9%	20	rank_exit	50.8% · ID -0.05 · rank 0.89 → filtered out
NUE	2023-01-03	2023-02-01	125.44	159.64	27.1%	20	rank_exit	43.5% · ID -0.05 · rank 0.86 → filtered out
MET	2023-01-03	2023-02-01	64.64	64.63	-0.1%	20	rank_exit	34.6% · ID -0.06 · rank 0.81 → filtered out
TRV	2023-01-03	2023-02-01	175.02	177.15	1.1%	20	rank_exit	32.0% · ID -0.06 · rank 0.79 → filtered out
ADM	2022-03-01	2023-03-01	69.01	71.23	3.1%	251	rank_exit	49.0% · ID -0.11 · rank 0.87 → 0.72
NOC	2022-04-01	2023-03-01	417.10	437.63	4.8%	228	rank_exit	54.2% · ID -0.11 · rank 0.92 → 0.59
GIS	2022-08-01	2023-03-01	63.44	67.91	6.9%	146	rank_exit	28.5% · ID -0.10 · rank 0.89 → 0.72
LMT	2022-08-01	2023-03-01	376.08	433.77	15.2%	146	rank_exit	15.4% · ID -0.10 · rank 0.80 → 0.77
WMB	2022-09-01	2023-03-01	28.34	25.94	-8.6%	123	rank_exit	39.4% · ID -0.06 · rank 0.93 → 0.64
ABBV	2022-11-01	2023-03-01	128.36	134.97	5.0%	81	rank_exit	29.5% · ID -0.14 · rank 0.90 → 0.63
GL	2022-11-01	2023-03-01	112.39	117.33	4.3%	81	rank_exit	12.9% · ID -0.08 · rank 0.79 → 0.71
GD	2022-12-01	2023-03-01	234.49	211.54	-9.9%	60	rank_exit	26.0% · ID -0.13 · rank 0.84 → 0.64
AFL	2022-12-01	2023-03-01	66.77	63.22	-5.4%	60	rank_exit	24.5% · ID -0.12 · rank 0.84 → 0.76
HII	2023-01-03	2023-03-01	213.18	199.95	-6.3%	39	rank_exit	33.6% · ID -0.06 · rank 0.80 → 0.69
DE	2023-02-01	2023-03-01	402.48	398.96	-1.0%	19	rank_exit	25.9% · ID -0.12 · rank 0.88 → 0.65
BKR	2023-02-01	2023-03-01	28.93	28.40	-1.9%	19	rank_exit	23.4% · ID -0.05 · rank 0.86 → 0.70
SJM	2023-02-01	2023-03-01	132.95	128.98	-3.1%	19	rank_exit	20.8% · ID -0.06 · rank 0.85 → filtered out
LDOS	2023-02-01	2023-03-01	94.54	92.67	-2.1%	19	rank_exit	20.6% · ID -0.09 · rank 0.85 → 0.46
RTX	2023-02-01	2023-03-01	92.40	91.15	-1.5%	19	rank_exit	19.5% · ID -0.06 · rank 0.84 → 0.65
CAG	2023-02-01	2023-03-01	30.35	29.63	-2.5%	19	rank_exit	18.7% · ID -0.11 · rank 0.83 → 0.58
KHC	2023-02-01	2023-03-01	33.62	32.34	-3.9%	19	rank_exit	18.4% · ID -0.11 · rank 0.82 → 0.66
PNW	2023-02-01	2023-03-01	64.12	63.24	-1.5%	19	rank_exit	15.8% · ID -0.06 · rank 0.80 → 0.60
TAP	2023-02-01	2023-03-01	46.60	47.03	0.8%	19	rank_exit	15.6% · ID -0.12 · rank 0.79 → 0.57
AIG	2023-02-01	2023-03-01	57.78	56.50	-2.3%	19	rank_exit	14.6% · ID -0.05 · rank 0.79 → 0.62
CMI	2023-02-01	2023-03-01	227.89	225.95	-0.9%	19	rank_exit	13.5% · ID -0.05 · rank 0.78 → 0.63
FANG	2022-01-03	2023-04-03	87.43	126.68	44.7%	313	rank_exit	163.9% · ID -0.10 · rank 1.00 → 0.72
CVX	2022-03-01	2023-04-03	121.30	146.91	21.0%	274	rank_exit	60.0% · ID -0.14 · rank 0.93 → 0.69
COP	2022-05-02	2023-04-03	80.29	94.28	17.3%	231	rank_exit	97.1% · ID -0.06 · rank 0.99 → 0.76
DVN	2022-06-01	2023-04-03	62.85	47.56	-24.4%	210	rank_exit	165.4% · ID -0.04 · rank 1.00 → 0.46
APA	2022-06-01	2023-04-03	41.65	33.67	-19.3%	210	rank_exit	106.8% · ID -0.04 · rank 1.00 → 0.65
WRB	2022-06-01	2023-04-03	42.80	38.40	-10.4%	210	rank_exit	28.5% · ID -0.06 · rank 0.85 → 0.75
SRE	2022-07-01	2023-04-03	66.13	68.09	2.9%	189	rank_exit	24.5% · ID -0.12 · rank 0.81 → 0.56
EOG	2022-12-01	2023-04-03	123.87	107.05	-13.7%	83	rank_exit	60.7% · ID -0.04 · rank 0.95 → filtered out
FMC	2023-01-03	2023-04-03	109.52	108.10	-1.4%	62	rank_exit	32.9% · ID -0.07 · rank 0.79 → filtered out
OKE	2023-02-01	2023-04-03	56.56	54.43	-3.9%	42	rank_exit	19.3% · ID -0.11 · rank 0.84 → 0.66
ED	2023-02-01	2023-04-03	83.48	84.52	1.1%	42	rank_exit	17.4% · ID -0.06 · rank 0.81 → 0.62
NUE	2023-03-01	2023-04-03	162.21	146.70	-9.7%	23	rank_exit	82.3% · ID -0.06 · rank 0.99 → filtered out
OXY	2023-03-01	2023-04-03	55.16	62.15	12.6%	23	rank_exit	81.0% · ID -0.03 · rank 0.99 → filtered out
TMUS	2023-03-01	2023-04-03	135.63	138.66	2.1%	23	rank_exit	40.8% · ID -0.06 · rank 0.93 → 0.71
IRM	2023-03-01	2023-04-03	46.44	47.29	1.7%	23	rank_exit	30.5% · ID -0.06 · rank 0.88 → 0.67
HUM	2023-03-01	2023-04-03	472.51	481.29	1.8%	23	rank_exit	28.6% · ID -0.07 · rank 0.86 → 0.73
MOS	2023-03-01	2023-04-03	47.96	42.43	-11.6%	23	rank_exit	25.4% · ID -0.05 · rank 0.82 → filtered out
CF	2023-03-01	2023-04-03	79.22	68.10	-14.1%	23	rank_exit	24.5% · ID -0.03 · rank 0.81 → filtered out
TPR	2023-03-01	2023-04-03	40.12	39.69	-1.2%	23	rank_exit	23.7% · ID -0.11 · rank 0.80 → 0.74
MCK	2022-03-01	2023-05-01	269.06	359.70	33.6%	293	rank_exit	42.9% · ID -0.12 · rank 0.79 → filtered out
CI	2022-08-01	2023-05-01	254.60	238.12	-6.6%	188	rank_exit	15.1% · ID -0.13 · rank 0.78 → 0.73
HAL	2022-12-01	2023-05-01	35.47	29.95	-15.6%	102	rank_exit	47.6% · ID -0.04 · rank 0.92 → filtered out
CAT	2023-02-01	2023-05-01	238.87	209.25	-12.5%	61	rank_exit	18.6% · ID -0.06 · rank 0.82 → 0.69
ENPH	2023-03-01	2023-05-01	212.21	164.00	-22.8%	42	rank_exit	72.6% · ID -0.04 · rank 0.98 → 0.70
URI	2023-03-01	2023-05-01	451.44	348.62	-22.9%	42	rank_exit	41.0% · ID -0.10 · rank 0.93 → 0.73
CTVA	2023-03-01	2023-05-01	59.96	59.05	-1.6%	42	rank_exit	40.1% · ID -0.08 · rank 0.92 → 0.68
ALB	2023-03-01	2023-05-01	243.12	178.78	-26.5%	42	rank_exit	37.9% · ID -0.07 · rank 0.91 → 0.72
AJG	2023-03-01	2023-05-01	180.21	201.41	11.7%	42	rank_exit	28.0% · ID -0.10 · rank 0.85 → 0.79
ROST	2023-03-01	2023-05-01	103.12	103.00	-0.2%	42	rank_exit	27.8% · ID -0.07 · rank 0.85 → filtered out
UAL	2023-04-03	2023-05-01	43.68	43.66	-0.1%	19	rank_exit	25.6% · ID -0.08 · rank 0.86 → filtered out
GL	2023-04-03	2023-05-01	106.87	105.23	-1.6%	19	rank_exit	25.5% · ID -0.10 · rank 0.85 → 0.75
ETN	2023-04-03	2023-05-01	162.78	159.62	-2.0%	19	rank_exit	22.2% · ID -0.04 · rank 0.83 → filtered out
FISV	2023-04-03	2023-05-01	112.57	121.66	8.0%	19	rank_exit	20.6% · ID -0.06 · rank 0.81 → 0.78
IT	2023-04-03	2023-05-01	323.27	301.40	-6.9%	19	rank_exit	20.0% · ID -0.06 · rank 0.80 → 0.75
ADI	2023-04-03	2023-05-01	186.28	171.37	-8.1%	19	rank_exit	19.8% · ID -0.03 · rank 0.79 → filtered out
XYL	2023-04-03	2023-05-01	100.04	99.73	-0.4%	19	rank_exit	19.4% · ID -0.03 · rank 0.78 → filtered out
VLO	2022-05-02	2023-06-01	97.83	97.92	-0.0%	272	rank_exit	47.7% · ID -0.09 · rank 0.86 → filtered out
CPB	2022-10-03	2023-06-01	40.22	44.00	9.3%	166	rank_exit	24.8% · ID -0.10 · rank 0.83 → filtered out
LKQ	2023-04-03	2023-06-01	50.62	47.58	-6.1%	41	rank_exit	29.5% · ID -0.10 · rank 0.90 → 0.71
PH	2023-04-03	2023-06-01	324.26	312.15	-3.8%	41	rank_exit	25.8% · ID -0.03 · rank 0.87 → 0.78
BKNG	2023-04-03	2023-06-01	103.59	98.04	-5.5%	41	rank_exit	24.4% · ID -0.08 · rank 0.85 → 0.72
IEX	2023-04-03	2023-06-01	219.49	190.09	-13.5%	41	rank_exit	20.4% · ID -0.07 · rank 0.80 → 0.59
DRI	2023-05-01	2023-06-01	135.76	143.92	5.9%	22	rank_exit	23.1% · ID -0.06 · rank 0.90 → 0.73
CAG	2023-05-01	2023-06-01	31.42	28.84	-8.3%	22	rank_exit	18.7% · ID -0.10 · rank 0.87 → 0.66
MDLZ	2023-05-01	2023-06-01	69.79	67.14	-3.9%	22	rank_exit	17.0% · ID -0.08 · rank 0.85 → 0.76
MCD	2023-05-01	2023-06-01	274.09	264.08	-3.7%	22	rank_exit	16.8% · ID -0.06 · rank 0.84 → 0.76
CLX	2023-05-01	2023-06-01	146.73	140.70	-4.2%	22	rank_exit	15.9% · ID -0.10 · rank 0.83 → 0.72
TMUS	2023-05-01	2023-06-01	138.21	131.36	-5.1%	22	rank_exit	13.7% · ID -0.06 · rank 0.81 → 0.62
HUM	2023-05-01	2023-06-01	511.27	484.08	-5.4%	22	rank_exit	12.4% · ID -0.06 · rank 0.79 → 0.74
MPC	2022-01-03	2023-07-03	58.16	109.87	88.7%	375	rank_exit	60.7% · ID -0.09 · rank 0.86 → filtered out
AZO	2022-01-03	2023-07-03	2077.49	2468.55	18.7%	375	rank_exit	55.1% · ID -0.11 · rank 0.81 → 0.76
XOM	2022-05-02	2023-07-03	73.10	96.61	32.0%	293	rank_exit	58.4% · ID -0.08 · rank 0.92 → filtered out
GPC	2022-09-01	2023-07-03	138.48	153.40	10.7%	208	rank_exit	22.5% · ID -0.08 · rank 0.81 → 0.70
PGR	2022-10-03	2023-07-03	107.00	120.61	12.6%	187	rank_exit	29.7% · ID -0.03 · rank 0.87 → filtered out
SLB	2022-11-01	2023-07-03	48.18	45.69	-5.3%	166	rank_exit	23.0% · ID -0.04 · rank 0.88 → filtered out
ULTA	2023-03-01	2023-07-03	516.00	470.48	-8.9%	85	rank_exit	42.9% · ID -0.10 · rank 0.94 → filtered out
BWA	2023-04-03	2023-07-03	41.26	41.30	-0.0%	62	rank_exit	32.7% · ID -0.08 · rank 0.91 → 0.73
CMI	2023-04-03	2023-07-03	221.52	229.29	3.4%	62	rank_exit	32.4% · ID -0.07 · rank 0.91 → 0.63
SNA	2023-05-01	2023-07-03	236.83	262.59	10.8%	43	rank_exit	20.5% · ID -0.03 · rank 0.89 → 0.74
IR	2023-05-01	2023-07-03	56.64	64.70	14.1%	43	rank_exit	14.0% · ID -0.02 · rank 0.81 → 0.77
BIIB	2023-06-01	2023-07-03	301.02	282.87	-6.1%	21	rank_exit	47.9% · ID -0.02 · rank 0.97 → filtered out
MSI	2023-06-01	2023-07-03	272.00	281.54	3.4%	21	rank_exit	33.8% · ID -0.02 · rank 0.91 → filtered out
TJX	2023-06-01	2023-07-03	73.23	80.87	10.3%	21	rank_exit	25.9% · ID -0.02 · rank 0.83 → filtered out
ITW	2023-06-01	2023-07-03	202.87	231.59	14.0%	21	rank_exit	24.3% · ID -0.06 · rank 0.81 → filtered out
AFL	2023-06-01	2023-07-03	60.34	64.94	7.5%	21	rank_exit	21.8% · ID -0.06 · rank 0.79 → 0.68
VRTX	2022-06-01	2023-08-01	275.33	351.42	27.5%	292	rank_exit	25.2% · ID -0.03 · rank 0.82 → 0.62
MRK	2022-11-01	2023-08-01	89.93	99.93	11.0%	186	rank_exit	18.7% · ID -0.04 · rank 0.85 → 0.64
GILD	2023-03-01	2023-08-01	71.42	68.94	-3.6%	105	rank_exit	30.0% · ID -0.04 · rank 0.87 → filtered out
MNST	2023-03-01	2023-08-01	49.10	57.60	17.2%	105	rank_exit	21.5% · ID -0.08 · rank 0.79 → 0.63
GIS	2023-04-03	2023-08-01	73.46	65.24	-11.3%	82	rank_exit	21.5% · ID -0.13 · rank 0.81 → 0.38
CBOE	2023-05-01	2023-08-01	135.47	136.38	0.6%	63	rank_exit	19.4% · ID -0.02 · rank 0.88 → 0.55
SBUX	2023-05-01	2023-08-01	104.86	93.60	-10.8%	63	rank_exit	16.5% · ID -0.04 · rank 0.83 → 0.70
TPR	2023-05-01	2023-08-01	37.75	40.73	7.8%	63	rank_exit	12.7% · ID -0.07 · rank 0.80 → 0.74
BSX	2023-06-01	2023-08-01	51.30	51.57	0.4%	41	rank_exit	23.6% · ID -0.03 · rank 0.81 → 0.77
AVGO	2023-07-03	2023-08-01	83.78	86.71	3.4%	20	rank_exit	43.0% · ID -0.02 · rank 0.93 → filtered out
CRM	2023-07-03	2023-08-01	206.99	220.08	6.2%	20	rank_exit	35.3% · ID -0.05 · rank 0.92 → 0.58
IT	2023-07-03	2023-08-01	348.03	341.10	-2.1%	20	rank_exit	28.6% · ID -0.08 · rank 0.88 → 0.78
VRSN	2023-07-03	2023-08-01	220.72	205.86	-6.8%	20	rank_exit	26.7% · ID -0.05 · rank 0.87 → 0.73
VRSK	2023-07-03	2023-08-01	219.63	224.29	2.0%	20	rank_exit	23.5% · ID -0.03 · rank 0.84 → 0.71
AJG	2023-07-03	2023-08-01	212.83	208.93	-1.9%	20	rank_exit	22.3% · ID -0.08 · rank 0.84 → 0.71
CTAS	2023-07-03	2023-08-01	119.22	122.06	2.3%	20	rank_exit	20.2% · ID -0.07 · rank 0.82 → 0.72
AAPL	2023-07-03	2023-08-01	190.94	193.36	1.2%	20	rank_exit	19.2% · ID -0.02 · rank 0.80 → 0.75
MDLZ	2023-07-03	2023-08-01	66.72	68.07	1.9%	20	rank_exit	17.9% · ID -0.05 · rank 0.78 → 0.54
ORLY	2022-11-01	2023-09-01	55.90	63.04	12.7%	209	rank_exit	15.1% · ID -0.12 · rank 0.82 → 0.77
HWM	2023-01-03	2023-09-01	38.97	49.52	26.9%	167	rank_exit	34.3% · ID -0.07 · rank 0.80 → 0.76
LW	2023-03-01	2023-09-01	92.95	90.74	-2.5%	128	rank_exit	56.4% · ID -0.06 · rank 0.97 → 0.74
CMG	2023-06-01	2023-09-01	41.16	38.56	-6.4%	64	rank_exit	35.9% · ID -0.07 · rank 0.92 → 0.70
HCA	2023-06-01	2023-09-01	257.68	272.67	5.7%	64	rank_exit	31.1% · ID -0.06 · rank 0.88 → 0.76
XYL	2023-06-01	2023-09-01	96.73	100.70	4.0%	64	rank_exit	26.9% · ID -0.04 · rank 0.84 → 0.70
ROK	2023-07-03	2023-09-01	312.39	298.85	-4.4%	43	rank_exit	34.4% · ID -0.06 · rank 0.91 → 0.65
ISRG	2023-08-01	2023-09-01	322.00	317.55	-1.5%	23	rank_exit	67.6% · ID -0.06 · rank 0.94 → filtered out
ETN	2023-08-01	2023-09-01	202.82	222.94	9.8%	23	rank_exit	57.0% · ID -0.04 · rank 0.88 → filtered out
NUE	2023-08-01	2023-09-01	162.50	166.67	2.5%	23	rank_exit	54.3% · ID -0.05 · rank 0.87 → 0.73
OMC	2023-08-01	2023-09-01	75.65	73.22	-3.3%	23	rank_exit	53.1% · ID -0.06 · rank 0.86 → 0.64
MLM	2023-08-01	2023-09-01	439.58	442.01	0.5%	23	rank_exit	52.3% · ID -0.07 · rank 0.85 → 0.74
ROST	2023-08-01	2023-09-01	111.06	118.69	6.8%	23	rank_exit	51.5% · ID -0.04 · rank 0.84 → filtered out
UHS	2023-08-01	2023-09-01	137.19	134.08	-2.4%	23	rank_exit	48.5% · ID -0.05 · rank 0.82 → filtered out
SNA	2023-08-01	2023-09-01	249.35	248.90	-0.3%	23	rank_exit	46.4% · ID -0.07 · rank 0.80 → 0.71
CAH	2022-10-03	2023-10-02	62.60	82.56	31.7%	250	rank_exit	39.8% · ID -0.08 · rank 0.92 → 0.75
GWW	2023-04-03	2023-10-02	664.59	675.98	1.6%	125	rank_exit	48.6% · ID -0.11 · rank 0.97 → 0.75
DXCM	2023-07-03	2023-10-02	127.23	92.86	-27.1%	63	rank_exit	62.3% · ID -0.02 · rank 0.99 → filtered out
DRI	2023-07-03	2023-10-02	150.09	129.43	-13.9%	63	rank_exit	30.3% · ID -0.03 · rank 0.89 → 0.76
AME	2023-07-03	2023-10-02	157.60	145.13	-8.0%	63	rank_exit	19.3% · ID -0.09 · rank 0.81 → 0.77
NCLH	2023-08-01	2023-10-02	19.66	16.26	-17.4%	43	rank_exit	63.8% · ID -0.05 · rank 0.91 → filtered out
VMC	2023-08-01	2023-10-02	215.27	196.91	-8.6%	43	rank_exit	58.3% · ID -0.12 · rank 0.90 → 0.76
MGM	2023-09-01	2023-10-02	44.50	36.73	-17.5%	20	rank_exit	50.0% · ID -0.06 · rank 0.93 → filtered out
HAL	2023-09-01	2023-10-02	36.80	37.92	3.0%	20	rank_exit	40.8% · ID -0.06 · rank 0.86 → 0.67
AFL	2023-09-01	2023-10-02	70.21	71.90	2.3%	20	rank_exit	37.8% · ID -0.07 · rank 0.84 → 0.70
AMP	2023-09-01	2023-10-02	325.95	314.36	-3.7%	20	rank_exit	32.7% · ID -0.03 · rank 0.81 → filtered out
IRM	2023-09-01	2023-10-02	57.79	54.30	-6.1%	20	rank_exit	32.1% · ID -0.07 · rank 0.80 → 0.64
GILD	2023-09-01	2023-10-02	69.97	68.62	-2.0%	20	rank_exit	32.0% · ID -0.06 · rank 0.80 → 0.73
VRTX	2023-09-01	2023-10-02	352.31	346.76	-1.7%	20	rank_exit	30.9% · ID -0.15 · rank 0.79 → 0.68
LVS	2023-03-01	2023-11-01	54.81	44.67	-18.6%	170	rank_exit	33.5% · ID -0.04 · rank 0.89 → 0.48
TT	2023-04-03	2023-11-01	177.13	195.55	10.3%	147	rank_exit	25.7% · ID -0.06 · rank 0.86 → 0.77
CCL	2023-08-01	2023-11-01	17.87	11.27	-37.0%	65	rank_exit	66.1% · ID -0.05 · rank 0.92 → filtered out
SYK	2023-08-01	2023-11-01	272.02	264.47	-2.9%	65	rank_exit	54.9% · ID -0.05 · rank 0.87 → 0.74
DAL	2023-08-01	2023-11-01	44.24	30.45	-31.2%	65	rank_exit	52.7% · ID -0.14 · rank 0.85 → 0.64
UAL	2023-08-01	2023-11-01	53.55	35.01	-34.7%	65	rank_exit	45.3% · ID -0.11 · rank 0.80 → filtered out
NFLX	2023-09-01	2023-11-01	43.77	41.48	-5.3%	42	rank_exit	90.0% · ID -0.03 · rank 0.98 → filtered out
REGN	2023-10-02	2023-11-01	819.27	776.58	-5.3%	22	rank_exit	40.9% · ID -0.05 · rank 0.86 → 0.46
HCA	2023-10-02	2023-11-01	240.49	220.32	-8.5%	22	rank_exit	38.4% · ID -0.09 · rank 0.84 → 0.72
ORLY	2023-10-02	2023-11-01	60.59	62.33	2.8%	22	rank_exit	35.1% · ID -0.17 · rank 0.81 → 0.62
BSX	2023-10-02	2023-11-01	52.49	51.29	-2.4%	22	rank_exit	34.4% · ID -0.06 · rank 0.80 → 0.73
MAR	2023-10-02	2023-11-01	190.57	184.62	-3.2%	22	rank_exit	33.3% · ID -0.06 · rank 0.78 → filtered out
PWR	2023-03-01	2023-12-01	161.18	187.21	16.0%	191	rank_exit	54.9% · ID -0.05 · rank 0.96 → 0.71
IR	2023-08-01	2023-12-01	64.57	71.18	10.1%	86	rank_exit	50.6% · ID -0.05 · rank 0.84 → 0.75
TJX	2023-08-01	2023-12-01	82.90	85.25	2.7%	86	rank_exit	48.2% · ID -0.05 · rank 0.81 → filtered out
SLB	2023-09-01	2023-12-01	55.46	48.37	-12.9%	63	rank_exit	60.8% · ID -0.09 · rank 0.96 → 0.61
CAT	2023-09-01	2023-12-01	273.05	242.76	-11.2%	63	rank_exit	50.8% · ID -0.06 · rank 0.93 → filtered out
CARR	2023-09-01	2023-12-01	55.42	50.24	-9.4%	63	rank_exit	47.9% · ID -0.11 · rank 0.91 → 0.77
JPM	2023-09-01	2023-12-01	136.76	146.94	7.3%	63	rank_exit	40.3% · ID -0.12 · rank 0.86 → 0.64
ISRG	2023-10-02	2023-12-01	291.96	310.59	6.3%	43	rank_exit	52.5% · ID -0.06 · rank 0.92 → 0.50
ADBE	2023-10-02	2023-12-01	508.24	609.24	19.8%	43	rank_exit	45.3% · ID -0.04 · rank 0.87 → filtered out
HAL	2023-11-01	2023-12-01	37.15	34.78	-6.5%	21	rank_exit	64.1% · ID -0.08 · rank 0.96 → 0.60
PSX	2023-11-01	2023-12-01	104.03	117.47	12.8%	21	rank_exit	53.5% · ID -0.08 · rank 0.89 → 0.65
DD	2023-11-01	2023-12-01	83.14	85.60	2.9%	21	rank_exit	47.6% · ID -0.04 · rank 0.86 → filtered out
BWA	2023-11-01	2023-12-01	35.71	32.65	-8.7%	21	rank_exit	45.0% · ID -0.12 · rank 0.84 → 0.61
CZR	2023-11-01	2023-12-01	40.88	44.72	9.3%	21	rank_exit	44.5% · ID -0.08 · rank 0.83 → filtered out
UHS	2023-11-01	2023-12-01	123.19	136.07	10.3%	21	rank_exit	40.3% · ID -0.06 · rank 0.82 → 0.52
CHTR	2023-11-01	2023-12-01	402.85	400.13	-0.8%	21	rank_exit	40.3% · ID -0.04 · rank 0.82 → filtered out
CSCO	2023-11-01	2023-12-01	48.43	44.93	-7.3%	21	rank_exit	38.5% · ID -0.11 · rank 0.78 → 0.70
WYNN	2023-04-03	2024-01-02	111.30	88.34	-20.7%	188	rank_exit	38.9% · ID -0.04 · rank 0.94 → 0.46
BA	2023-06-01	2024-01-02	206.46	257.28	24.5%	147	rank_exit	32.2% · ID -0.11 · rank 0.89 → 0.77
MPC	2023-09-01	2024-01-02	136.76	141.24	3.2%	83	rank_exit	54.2% · ID -0.06 · rank 0.95 → 0.69
BKR	2023-09-01	2024-01-02	34.32	32.51	-5.4%	83	rank_exit	48.2% · ID -0.12 · rank 0.91 → 0.65
LIN	2023-10-02	2024-01-02	358.15	396.87	10.7%	63	rank_exit	36.7% · ID -0.05 · rank 0.83 → 0.68
CMCSA	2023-10-02	2024-01-02	37.15	37.06	-0.4%	63	rank_exit	34.0% · ID -0.05 · rank 0.79 → 0.63
IRM	2023-11-01	2024-01-02	54.18	64.63	19.2%	41	rank_exit	40.0% · ID -0.09 · rank 0.81 → 0.69
EQIX	2023-12-01	2024-01-02	770.60	757.56	-1.8%	20	rank_exit	30.9% · ID -0.05 · rank 0.88 → 0.69
LVS	2023-12-01	2024-01-02	43.61	46.24	5.9%	20	rank_exit	28.4% · ID -0.04 · rank 0.84 → filtered out
CME	2023-12-01	2024-01-02	193.44	193.80	0.1%	20	rank_exit	28.4% · ID -0.03 · rank 0.84 → 0.77
NWS	2023-12-01	2024-01-02	22.80	25.26	10.7%	20	rank_exit	26.5% · ID -0.04 · rank 0.82 → 0.75
AJG	2023-12-01	2024-01-02	242.52	219.54	-9.6%	20	rank_exit	26.2% · ID -0.13 · rank 0.81 → 0.72
AFL	2023-12-01	2024-01-02	77.58	77.86	0.3%	20	rank_exit	23.5% · ID -0.10 · rank 0.81 → 0.59
STE	2023-12-01	2024-01-02	195.31	213.71	9.3%	20	rank_exit	22.7% · ID -0.09 · rank 0.80 → 0.51
PGR	2023-12-01	2024-01-02	150.16	146.18	-2.8%	20	rank_exit	22.2% · ID -0.05 · rank 0.79 → 0.72
LYB	2023-12-01	2024-01-02	79.19	78.99	-0.4%	20	rank_exit	22.0% · ID -0.06 · rank 0.78 → 0.61
ORCL	2023-06-01	2024-02-01	100.89	109.82	8.7%	168	rank_exit	26.8% · ID -0.06 · rank 0.83 → 0.63
ODFL	2023-07-03	2024-02-01	180.80	189.91	4.9%	147	rank_exit	18.1% · ID -0.02 · rank 0.78 → 0.75
HWM	2023-10-02	2024-02-01	45.57	56.19	23.2%	84	rank_exit	36.4% · ID -0.10 · rank 0.82 → 0.71
CBOE	2023-12-01	2024-02-01	178.21	179.80	0.8%	41	rank_exit	32.7% · ID -0.10 · rank 0.90 → 0.74
VRSK	2023-12-01	2024-02-01	235.99	238.16	0.8%	41	rank_exit	26.4% · ID -0.08 · rank 0.82 → 0.67
GRMN	2024-01-02	2024-02-01	122.36	115.15	-6.0%	21	rank_exit	38.9% · ID -0.04 · rank 0.85 → 0.76
DVA	2024-01-02	2024-02-01	104.54	108.42	3.6%	21	rank_exit	38.2% · ID -0.08 · rank 0.84 → 0.75
CAH	2024-01-02	2024-02-01	97.16	100.37	3.2%	21	rank_exit	37.5% · ID -0.12 · rank 0.83 → 0.60
WELL	2024-01-02	2024-02-01	85.78	81.98	-4.5%	21	rank_exit	36.4% · ID -0.05 · rank 0.83 → 0.74
DLR	2024-01-02	2024-02-01	124.36	130.08	4.5%	21	rank_exit	34.3% · ID -0.04 · rank 0.82 → 0.71
AIZ	2024-01-02	2024-02-01	162.14	160.53	-1.1%	21	rank_exit	33.5% · ID -0.11 · rank 0.81 → 0.69
ECL	2024-01-02	2024-02-01	191.55	192.86	0.6%	21	rank_exit	31.4% · ID -0.05 · rank 0.79 → 0.70
URI	2023-08-01	2024-03-01	449.44	678.67	50.9%	147	rank_exit	77.0% · ID -0.12 · rank 0.97 → filtered out
WST	2023-10-02	2024-03-01	370.16	353.72	-4.5%	104	rank_exit	36.0% · ID -0.05 · rank 0.82 → filtered out
CE	2023-11-01	2024-03-01	111.03	149.09	34.1%	82	rank_exit	39.6% · ID -0.06 · rank 0.80 → 0.64
MPWR	2023-12-01	2024-03-01	536.46	713.53	32.9%	61	rank_exit	28.5% · ID -0.03 · rank 0.85 → filtered out
STX	2024-01-02	2024-03-01	80.53	90.32	12.0%	41	rank_exit	57.2% · ID -0.04 · rank 0.93 → filtered out
TSLA	2024-01-02	2024-03-01	250.08	200.52	-19.9%	41	rank_exit	33.5% · ID -0.06 · rank 0.80 → 0.28
AAPL	2024-01-02	2024-03-01	184.90	177.61	-4.0%	41	rank_exit	32.0% · ID -0.09 · rank 0.79 → 0.66
EXPE	2024-02-01	2024-03-01	147.16	134.63	-8.6%	20	rank_exit	81.4% · ID -0.06 · rank 0.94 → filtered out
AMAT	2024-02-01	2024-03-01	161.97	199.81	23.2%	20	rank_exit	73.6% · ID -0.06 · rank 0.92 → filtered out
WDC	2024-02-01	2024-03-01	43.07	45.90	6.5%	20	rank_exit	73.4% · ID -0.07 · rank 0.91 → 0.65
NXPI	2024-02-01	2024-03-01	202.58	241.03	18.9%	20	rank_exit	54.6% · ID -0.12 · rank 0.82 → 0.54
PWR	2024-02-01	2024-03-01	195.09	239.25	22.5%	20	rank_exit	53.1% · ID -0.09 · rank 0.81 → 0.70
NVR	2023-06-01	2024-04-01	5550.00	8097.98	45.8%	208	rank_exit	30.7% · ID -0.04 · rank 0.88 → 0.78
BKNG	2023-08-01	2024-04-01	115.24	143.37	24.3%	167	rank_exit	44.5% · ID -0.08 · rank 0.79 → 0.67
PNR	2023-09-01	2024-04-01	68.18	83.08	21.7%	144	rank_exit	44.9% · ID -0.06 · rank 0.89 → 0.68
GWW	2023-11-01	2024-04-01	713.72	994.91	39.3%	102	rank_exit	44.2% · ID -0.07 · rank 0.83 → 0.75
TTWO	2024-01-02	2024-04-01	160.14	148.69	-7.2%	61	rank_exit	55.1% · ID -0.10 · rank 0.91 → 0.61
BR	2024-01-02	2024-04-01	195.58	196.26	0.3%	61	rank_exit	32.6% · ID -0.11 · rank 0.80 → 0.77
AMD	2024-02-01	2024-04-01	169.27	180.10	6.3%	40	rank_exit	135.6% · ID -0.06 · rank 0.99 → filtered out
FAST	2024-03-01	2024-04-01	34.58	36.53	5.5%	20	rank_exit	42.0% · ID -0.09 · rank 0.81 → 0.78
RSG	2024-03-01	2024-04-01	177.93	186.03	4.4%	20	rank_exit	41.5% · ID -0.12 · rank 0.80 → 0.75
CTAS	2024-03-01	2024-04-01	151.74	167.76	10.4%	20	rank_exit	40.7% · ID -0.18 · rank 0.79 → 0.76
IT	2024-03-01	2024-04-01	464.48	475.88	2.4%	20	rank_exit	40.4% · ID -0.16 · rank 0.79 → 0.72
CRM	2023-10-02	2024-05-01	197.39	264.79	34.0%	146	rank_exit	34.2% · ID -0.06 · rank 0.79 → 0.77
INTC	2023-11-01	2024-05-01	35.90	29.86	-16.9%	124	rank_exit	39.0% · ID -0.04 · rank 0.79 → 0.61
SNPS	2023-12-01	2024-05-01	543.56	528.17	-2.9%	103	rank_exit	58.7% · ID -0.06 · rank 0.97 → 0.76
MSFT	2023-12-01	2024-05-01	368.88	385.11	4.3%	103	rank_exit	44.7% · ID -0.04 · rank 0.95 → 0.73
ADBE	2024-01-02	2024-05-01	589.51	461.12	-21.9%	83	rank_exit	87.7% · ID -0.07 · rank 0.99 → filtered out
NFLX	2024-01-02	2024-05-01	48.32	54.78	13.3%	83	rank_exit	69.7% · ID -0.06 · rank 0.97 → filtered out
CDNS	2024-01-02	2024-05-01	269.16	275.36	2.2%	83	rank_exit	66.8% · ID -0.07 · rank 0.96 → 0.72
GOOGL	2024-01-02	2024-05-01	137.33	162.86	18.5%	83	rank_exit	40.5% · ID -0.06 · rank 0.86 → 0.74
INTU	2024-02-01	2024-05-01	618.78	613.37	-1.0%	62	rank_exit	67.2% · ID -0.06 · rank 0.89 → 0.67
GOOG	2024-02-01	2024-05-01	142.43	164.73	15.5%	62	rank_exit	63.0% · ID -0.06 · rank 0.86 → 0.75
COST	2024-02-01	2024-05-01	684.38	713.40	4.1%	62	rank_exit	50.2% · ID -0.19 · rank 0.79 → 0.71
CBOE	2024-03-01	2024-05-01	188.62	177.47	-6.0%	42	rank_exit	52.3% · ID -0.14 · rank 0.90 → 0.54
IBM	2024-03-01	2024-05-01	172.58	154.16	-10.8%	42	rank_exit	46.7% · ID -0.13 · rank 0.86 → 0.74
CAH	2024-03-01	2024-05-01	110.45	99.12	-10.3%	42	rank_exit	43.2% · ID -0.14 · rank 0.82 → 0.78
AKAM	2024-03-01	2024-05-01	110.55	101.01	-8.7%	42	rank_exit	42.6% · ID -0.13 · rank 0.82 → 0.59
NWSA	2024-04-01	2024-05-01	25.80	23.35	-9.6%	22	rank_exit	54.2% · ID -0.08 · rank 0.86 → 0.76
DPZ	2024-04-01	2024-05-01	477.13	506.55	6.1%	22	rank_exit	53.1% · ID -0.09 · rank 0.85 → 0.73
BRO	2024-04-01	2024-05-01	85.73	80.11	-6.6%	22	rank_exit	52.6% · ID -0.14 · rank 0.85 → 0.77
STX	2024-04-01	2024-05-01	89.28	83.36	-6.7%	22	rank_exit	48.6% · ID -0.06 · rank 0.81 → filtered out
VRTX	2024-04-01	2024-05-01	420.43	392.81	-6.7%	22	rank_exit	48.6% · ID -0.13 · rank 0.80 → 0.46
MCK	2024-04-01	2024-05-01	531.12	527.19	-0.8%	22	rank_exit	48.2% · ID -0.16 · rank 0.79 → 0.70
LEN	2023-05-01	2024-06-03	103.41	149.44	44.4%	274	rank_exit	26.5% · ID -0.03 · rank 0.92 → 0.69
DHI	2023-05-01	2024-06-03	105.81	144.19	36.1%	274	rank_exit	23.8% · ID -0.03 · rank 0.91 → 0.63
CPRT	2023-05-01	2024-06-03	39.11	53.06	35.5%	274	rank_exit	17.3% · ID -0.03 · rank 0.85 → 0.71
MAR	2024-02-01	2024-06-03	234.34	226.97	-3.2%	84	rank_exit	56.5% · ID -0.11 · rank 0.83 → 0.71
ISRG	2024-03-01	2024-06-03	383.48	402.89	5.0%	64	rank_exit	52.6% · ID -0.13 · rank 0.91 → 0.47
NWS	2024-04-01	2024-06-03	26.64	27.67	3.7%	44	rank_exit	59.2% · ID -0.07 · rank 0.90 → 0.75
SHW	2024-04-01	2024-06-03	338.87	298.99	-11.9%	44	rank_exit	49.9% · ID -0.08 · rank 0.83 → 0.62
IRM	2024-04-01	2024-06-03	74.76	75.53	0.9%	44	rank_exit	49.6% · ID -0.14 · rank 0.82 → 0.78
MAS	2024-04-01	2024-06-03	75.44	67.47	-10.7%	44	rank_exit	49.1% · ID -0.06 · rank 0.82 → 0.61
URI	2024-05-01	2024-06-03	650.25	662.20	1.7%	22	rank_exit	87.3% · ID -0.06 · rank 0.96 → filtered out
AIG	2024-05-01	2024-06-03	71.66	74.92	4.4%	22	rank_exit	63.1% · ID -0.16 · rank 0.88 → 0.78
RL	2024-05-01	2024-06-03	158.38	181.63	14.6%	22	rank_exit	62.9% · ID -0.07 · rank 0.87 → 0.79
AIZ	2024-05-01	2024-06-03	168.84	167.23	-1.0%	22	rank_exit	61.5% · ID -0.18 · rank 0.85 → 0.76
PNR	2024-05-01	2024-06-03	77.11	79.55	3.1%	22	rank_exit	58.8% · ID -0.16 · rank 0.84 → 0.72
JPM	2024-05-01	2024-06-03	183.50	193.08	5.1%	22	rank_exit	58.4% · ID -0.17 · rank 0.82 → 0.73
FANG	2024-05-01	2024-06-03	188.95	186.54	-1.4%	22	rank_exit	57.9% · ID -0.11 · rank 0.82 → 0.77
HLT	2024-05-01	2024-06-03	195.57	199.72	2.0%	22	rank_exit	57.1% · ID -0.22 · rank 0.81 → 0.69
WFC	2024-05-01	2024-06-03	56.28	57.20	1.5%	22	rank_exit	56.6% · ID -0.08 · rank 0.79 → filtered out
LNC	2024-05-01	2024-06-03	24.28	29.50	21.4%	22	rank_exit	56.5% · ID -0.08 · rank 0.78 → 0.67
NOW	2023-10-02	2024-07-01	110.95	156.80	41.2%	187	rank_exit	35.0% · ID -0.07 · rank 0.81 → 0.61
CMG	2023-12-01	2024-07-01	44.00	62.69	42.3%	144	rank_exit	29.0% · ID -0.11 · rank 0.86 → 0.78
MLM	2024-03-01	2024-07-01	570.36	538.54	-5.7%	83	rank_exit	49.8% · ID -0.17 · rank 0.86 → 0.71
CE	2024-05-01	2024-07-01	152.41	133.40	-12.6%	41	rank_exit	65.3% · ID -0.08 · rank 0.89 → 0.68
VMC	2024-05-01	2024-07-01	252.81	245.55	-3.0%	41	rank_exit	59.9% · ID -0.20 · rank 0.85 → 0.48
AMD	2024-06-03	2024-07-01	170.82	161.25	-5.7%	19	rank_exit	60.9% · ID -0.06 · rank 0.90 → filtered out
SYF	2024-06-03	2024-07-01	42.17	45.55	7.9%	19	rank_exit	55.7% · ID -0.07 · rank 0.89 → filtered out
GOOG	2024-06-03	2024-07-01	172.36	183.08	6.1%	19	rank_exit	53.7% · ID -0.12 · rank 0.87 → 0.69
GOOGL	2024-06-03	2024-07-01	171.02	181.63	6.1%	19	rank_exit	52.9% · ID -0.13 · rank 0.86 → 0.68
MCK	2024-06-03	2024-07-01	560.95	581.42	3.5%	19	rank_exit	50.8% · ID -0.13 · rank 0.83 → 0.73
PCAR	2023-02-01	2024-08-01	64.20	91.77	42.8%	376	rank_exit	17.4% · ID -0.13 · rank 0.81 → filtered out
PHM	2023-05-01	2024-08-01	65.38	130.89	100.0%	315	rank_exit	32.7% · ID -0.09 · rank 0.95 → 0.73
PH	2023-07-03	2024-08-01	375.73	547.55	45.6%	272	rank_exit	19.6% · ID -0.03 · rank 0.81 → filtered out
IR	2024-02-01	2024-08-01	80.15	91.80	14.4%	125	rank_exit	49.7% · ID -0.10 · rank 0.79 → 0.74
DVA	2024-05-01	2024-08-01	138.11	136.72	-1.1%	63	rank_exit	75.7% · ID -0.06 · rank 0.93 → 0.75
CAT	2024-05-01	2024-08-01	323.94	337.86	4.2%	63	rank_exit	66.4% · ID -0.13 · rank 0.89 → 0.71
ALL	2024-05-01	2024-08-01	162.63	167.81	3.1%	63	rank_exit	61.9% · ID -0.07 · rank 0.85 → filtered out
DLR	2024-05-01	2024-08-01	130.59	141.80	8.5%	63	rank_exit	59.6% · ID -0.10 · rank 0.84 → 0.77
PWR	2024-05-01	2024-08-01	257.36	260.46	1.1%	63	rank_exit	57.0% · ID -0.10 · rank 0.80 → filtered out
AMAT	2024-06-03	2024-08-01	214.48	200.53	-6.6%	41	rank_exit	73.2% · ID -0.06 · rank 0.95 → filtered out
NXPI	2024-06-03	2024-08-01	264.89	248.86	-6.1%	41	rank_exit	53.2% · ID -0.09 · rank 0.86 → 0.67
CARR	2024-06-03	2024-08-01	62.01	66.07	6.5%	41	rank_exit	50.8% · ID -0.13 · rank 0.83 → 0.56
AXP	2024-06-03	2024-08-01	234.39	248.47	5.9%	41	rank_exit	47.3% · ID -0.09 · rank 0.79 → 0.73
NFLX	2024-07-01	2024-08-01	67.49	62.92	-6.9%	22	rank_exit	72.8% · ID -0.06 · rank 0.93 → filtered out
RL	2024-07-01	2024-08-01	171.23	171.11	-0.2%	22	rank_exit	66.3% · ID -0.10 · rank 0.90 → 0.78
LNC	2024-07-01	2024-08-01	27.89	31.65	13.4%	22	rank_exit	62.1% · ID -0.10 · rank 0.89 → 0.63
PRU	2024-07-01	2024-08-01	105.64	113.24	7.1%	22	rank_exit	54.0% · ID -0.16 · rank 0.83 → 0.76
SPG	2024-07-01	2024-08-01	136.81	140.84	2.8%	22	rank_exit	52.7% · ID -0.08 · rank 0.82 → 0.67
AMZN	2023-12-01	2024-09-03	146.00	177.55	21.5%	188	rank_exit	28.7% · ID -0.04 · rank 0.86 → filtered out
MU	2024-05-01	2024-09-03	109.73	93.04	-15.3%	85	rank_exit	97.2% · ID -0.06 · rank 0.97 → filtered out
PSX	2024-05-01	2024-09-03	131.70	129.20	-2.0%	85	rank_exit	69.0% · ID -0.15 · rank 0.90 → 0.62
DPZ	2024-06-03	2024-09-03	487.20	398.64	-18.3%	63	rank_exit	68.2% · ID -0.10 · rank 0.93 → 0.19
WAB	2024-06-03	2024-09-03	168.18	167.16	-0.7%	63	rank_exit	64.5% · ID -0.10 · rank 0.92 → 0.67
ZION	2024-06-03	2024-09-03	40.46	46.04	13.7%	63	rank_exit	64.2% · ID -0.05 · rank 0.92 → 0.77
MPC	2024-06-03	2024-09-03	168.77	167.81	-0.7%	63	rank_exit	49.4% · ID -0.15 · rank 0.81 → 0.63
QCOM	2024-07-01	2024-09-03	191.15	164.72	-13.9%	44	rank_exit	93.6% · ID -0.18 · rank 0.97 → 0.56
FANG	2024-07-01	2024-09-03	189.71	182.12	-4.1%	44	rank_exit	57.1% · ID -0.09 · rank 0.86 → filtered out
GOOG	2024-08-01	2024-09-03	170.67	162.07	-5.1%	22	rank_exit	53.9% · ID -0.18 · rank 0.88 → 0.62
GOOGL	2024-08-01	2024-09-03	168.95	160.48	-5.1%	22	rank_exit	53.8% · ID -0.19 · rank 0.88 → 0.61
HLT	2024-08-01	2024-09-03	213.60	218.14	2.0%	22	rank_exit	49.4% · ID -0.17 · rank 0.87 → 0.73
JPM	2024-08-01	2024-09-03	204.60	213.34	4.2%	22	rank_exit	47.0% · ID -0.17 · rank 0.85 → 0.73
WFC	2024-08-01	2024-09-03	56.30	56.12	-0.4%	22	rank_exit	47.0% · ID -0.07 · rank 0.85 → filtered out
BKNG	2024-08-01	2024-09-03	146.27	152.55	4.2%	22	rank_exit	47.0% · ID -0.12 · rank 0.85 → 0.55
CMG	2024-08-01	2024-09-03	54.29	55.99	3.0%	22	rank_exit	46.4% · ID -0.10 · rank 0.84 → 0.76
IP	2024-08-01	2024-09-03	42.22	44.06	4.3%	22	rank_exit	44.1% · ID -0.06 · rank 0.82 → 0.76
NOW	2024-08-01	2024-09-03	163.77	171.28	4.5%	22	rank_exit	43.9% · ID -0.25 · rank 0.81 → 0.77
BAC	2024-08-01	2024-09-03	38.63	38.76	0.2%	22	rank_exit	43.8% · ID -0.05 · rank 0.81 → filtered out
INTU	2024-08-01	2024-09-03	635.71	621.60	-2.3%	22	rank_exit	43.7% · ID -0.12 · rank 0.80 → 0.53
C	2024-08-01	2024-09-03	61.24	58.94	-3.9%	22	rank_exit	43.0% · ID -0.05 · rank 0.78 → filtered out
ETN	2023-10-02	2024-10-01	205.61	323.20	57.0%	251	rank_exit	66.7% · ID -0.04 · rank 0.97 → 0.58
REGN	2024-08-01	2024-10-01	1050.94	1044.21	-0.7%	42	rank_exit	49.2% · ID -0.11 · rank 0.86 → 0.71
NWS	2024-08-01	2024-10-01	28.54	27.74	-2.9%	42	rank_exit	43.8% · ID -0.08 · rank 0.81 → 0.60
BSX	2024-08-01	2024-10-01	74.12	83.86	13.0%	42	rank_exit	43.4% · ID -0.13 · rank 0.80 → 0.78
MCK	2024-09-03	2024-10-01	562.81	488.08	-13.4%	20	rank_exit	56.1% · ID -0.21 · rank 0.94 → 0.56
PHM	2024-09-03	2024-10-01	129.66	142.32	9.7%	20	rank_exit	53.9% · ID -0.06 · rank 0.92 → filtered out
T	2024-09-03	2024-10-01	18.18	20.00	9.9%	20	rank_exit	45.5% · ID -0.07 · rank 0.88 → 0.72
VRTX	2024-09-03	2024-10-01	492.65	472.00	-4.3%	20	rank_exit	45.4% · ID -0.13 · rank 0.88 → 0.68
BRO	2024-09-03	2024-10-01	103.53	102.41	-1.2%	20	rank_exit	45.0% · ID -0.12 · rank 0.87 → 0.72
IT	2024-09-03	2024-10-01	491.43	507.17	3.1%	20	rank_exit	43.4% · ID -0.13 · rank 0.85 → 0.66
IR	2024-09-03	2024-10-01	90.42	98.16	8.5%	20	rank_exit	38.3% · ID -0.10 · rank 0.80 → 0.48
NWSA	2024-09-03	2024-10-01	27.66	26.31	-5.0%	20	rank_exit	38.3% · ID -0.06 · rank 0.80 → filtered out
IBM	2024-09-03	2024-10-01	191.39	209.13	9.2%	20	rank_exit	38.0% · ID -0.12 · rank 0.79 → 0.69
WDC	2024-04-01	2024-11-01	51.86	49.47	-4.7%	150	rank_exit	49.2% · ID -0.08 · rank 0.82 → filtered out
APH	2024-06-03	2024-11-01	65.23	66.82	2.3%	106	rank_exit	57.5% · ID -0.08 · rank 0.89 → 0.65
COST	2024-06-03	2024-11-01	801.04	865.91	8.0%	106	rank_exit	51.0% · ID -0.19 · rank 0.83 → 0.76
STX	2024-07-01	2024-11-01	99.38	96.74	-2.8%	87	rank_exit	57.2% · ID -0.07 · rank 0.86 → filtered out
GS	2024-08-01	2024-11-01	489.66	502.22	2.5%	65	rank_exit	47.8% · ID -0.06 · rank 0.86 → 0.78
AFL	2024-09-03	2024-11-01	105.76	100.99	-4.6%	43	rank_exit	44.2% · ID -0.19 · rank 0.86 → 0.69
TYL	2024-09-03	2024-11-01	587.12	605.63	3.0%	43	rank_exit	43.0% · ID -0.07 · rank 0.85 → filtered out
TMUS	2024-09-03	2024-11-01	193.85	216.56	11.6%	43	rank_exit	38.0% · ID -0.12 · rank 0.79 → 0.66
PNC	2024-10-01	2024-11-01	171.44	178.54	4.0%	23	rank_exit	58.5% · ID -0.13 · rank 0.90 → 0.74
JPM	2024-10-01	2024-11-01	200.48	215.86	7.6%	23	rank_exit	53.1% · ID -0.20 · rank 0.85 → 0.58
QCOM	2024-10-01	2024-11-01	163.56	157.09	-4.1%	23	rank_exit	52.4% · ID -0.16 · rank 0.85 → 0.72
FIS	2024-10-01	2024-11-01	79.94	85.38	6.7%	23	rank_exit	50.1% · ID -0.07 · rank 0.83 → 0.75
GM	2024-10-01	2024-11-01	44.39	50.28	13.2%	23	rank_exit	49.5% · ID -0.12 · rank 0.80 → 0.46
WRB	2024-10-01	2024-11-01	53.99	54.79	1.4%	23	rank_exit	48.1% · ID -0.13 · rank 0.79 → 0.49
LLY	2023-03-01	2024-12-02	302.24	788.39	160.6%	442	rank_exit	45.8% · ID -0.06 · rank 0.95 → 0.54
AVGO	2023-12-01	2024-12-02	89.46	160.47	79.2%	251	rank_exit	82.6% · ID -0.04 · rank 0.99 → filtered out
KLAC	2024-05-01	2024-12-02	66.78	63.72	-4.7%	148	rank_exit	86.6% · ID -0.08 · rank 0.95 → 0.56
PGR	2024-06-03	2024-12-02	194.50	246.99	26.9%	126	rank_exit	57.0% · ID -0.14 · rank 0.89 → 0.64
HIG	2024-07-01	2024-12-02	98.08	120.33	22.6%	107	rank_exit	48.6% · ID -0.19 · rank 0.79 → 0.66
CTAS	2024-08-01	2024-12-02	186.53	221.90	18.8%	85	rank_exit	43.0% · ID -0.19 · rank 0.79 → 0.77
ALL	2024-09-03	2024-12-02	183.62	201.72	9.7%	63	rank_exit	61.1% · ID -0.06 · rank 0.95 → 0.60
DHI	2024-09-03	2024-12-02	184.51	164.70	-10.8%	63	rank_exit	41.4% · ID -0.10 · rank 0.84 → filtered out
LEN	2024-09-03	2024-12-02	170.35	163.40	-4.2%	63	rank_exit	40.6% · ID -0.11 · rank 0.82 → 0.76
EFX	2024-09-03	2024-12-02	300.53	257.78	-14.3%	63	rank_exit	40.5% · ID -0.10 · rank 0.82 → 0.74
MSI	2024-09-03	2024-12-02	437.21	489.32	11.8%	63	rank_exit	39.9% · ID -0.19 · rank 0.81 → 0.76
TFC	2024-10-01	2024-12-02	38.85	44.28	13.8%	43	rank_exit	53.3% · ID -0.07 · rank 0.86 → 0.72
PEG	2024-11-01	2024-12-02	84.60	89.79	6.0%	20	rank_exit	72.2% · ID -0.19 · rank 0.91 → 0.57
NEE	2024-11-01	2024-12-02	75.41	75.46	-0.0%	20	rank_exit	68.8% · ID -0.14 · rank 0.87 → 0.42
HCA	2024-11-01	2024-12-02	355.84	322.22	-9.5%	20	rank_exit	64.7% · ID -0.19 · rank 0.83 → 0.72
IBM	2024-11-01	2024-12-02	196.94	217.34	10.2%	20	rank_exit	62.3% · ID -0.18 · rank 0.82 → 0.52
T	2024-11-01	2024-12-02	20.81	21.39	2.6%	20	rank_exit	61.6% · ID -0.14 · rank 0.81 → 0.58
MAS	2024-11-01	2024-12-02	77.85	77.70	-0.3%	20	rank_exit	61.1% · ID -0.10 · rank 0.81 → 0.65
OKE	2024-11-01	2024-12-02	88.46	103.99	17.4%	20	rank_exit	59.2% · ID -0.21 · rank 0.78 → 0.61
TDG	2023-04-03	2025-01-02	632.12	1190.03	88.1%	440	rank_exit	19.2% · ID -0.14 · rank 0.78 → 0.48
NTAP	2024-05-01	2025-01-02	97.26	113.17	16.2%	169	rank_exit	73.9% · ID -0.07 · rank 0.93 → 0.49
LDOS	2024-06-03	2025-01-02	143.21	143.02	-0.2%	147	rank_exit	53.0% · ID -0.08 · rank 0.86 → 0.70
UHS	2024-09-03	2025-01-02	235.51	179.81	-23.7%	84	rank_exit	55.8% · ID -0.07 · rank 0.93 → 0.64
MPWR	2024-09-03	2025-01-02	905.84	597.01	-34.2%	84	rank_exit	43.7% · ID -0.06 · rank 0.86 → filtered out
SPG	2024-10-01	2025-01-02	155.49	160.54	3.1%	64	rank_exit	54.3% · ID -0.11 · rank 0.86 → 0.71
RMD	2024-10-01	2025-01-02	240.71	227.09	-5.8%	64	rank_exit	49.9% · ID -0.06 · rank 0.81 → filtered out
WELL	2024-10-01	2025-01-02	124.14	122.16	-1.7%	64	rank_exit	48.9% · ID -0.13 · rank 0.79 → 0.73
NVR	2024-11-01	2025-01-02	9213.28	8222.20	-10.8%	41	rank_exit	63.3% · ID -0.10 · rank 0.83 → 0.63
BSX	2024-11-01	2025-01-02	84.33	90.02	6.6%	41	rank_exit	60.0% · ID -0.21 · rank 0.80 → 0.78
C	2024-11-01	2025-01-02	61.12	68.00	11.1%	41	rank_exit	59.5% · ID -0.09 · rank 0.79 → 0.73
ORCL	2024-11-01	2025-01-02	166.86	165.27	-1.1%	41	rank_exit	59.3% · ID -0.14 · rank 0.79 → 0.74
GNRC	2024-12-02	2025-01-02	189.83	157.50	-17.1%	21	rank_exit	100.8% · ID -0.13 · rank 0.95 → 0.76
FIS	2024-12-02	2025-01-02	81.62	77.76	-4.8%	21	rank_exit	91.8% · ID -0.15 · rank 0.92 → 0.61
KEY	2024-12-02	2025-01-02	18.09	16.21	-10.5%	21	rank_exit	83.9% · ID -0.09 · rank 0.89 → 0.76
APH	2024-12-02	2025-01-02	71.96	69.37	-3.7%	21	rank_exit	72.4% · ID -0.15 · rank 0.83 → 0.75
EXPE	2024-12-02	2025-01-02	182.46	185.08	1.3%	21	rank_exit	69.7% · ID -0.11 · rank 0.80 → 0.42
FITB	2024-06-03	2025-02-03	34.92	41.28	18.1%	167	rank_exit	50.5% · ID -0.10 · rank 0.82 → 0.56
MMM	2024-11-01	2025-02-03	123.68	144.38	16.6%	61	rank_exit	87.7% · ID -0.09 · rank 0.96 → filtered out
CBRE	2024-11-01	2025-02-03	131.93	142.19	7.7%	61	rank_exit	71.1% · ID -0.08 · rank 0.91 → filtered out
ZION	2024-12-02	2025-02-03	57.44	52.88	-8.0%	41	rank_exit	83.9% · ID -0.12 · rank 0.90 → filtered out
MTB	2024-12-02	2025-02-03	210.18	188.13	-10.6%	41	rank_exit	82.9% · ID -0.10 · rank 0.89 → 0.76
RF	2024-12-02	2025-02-03	25.45	22.51	-11.7%	41	rank_exit	77.9% · ID -0.13 · rank 0.86 → 0.57
ETN	2024-12-02	2025-02-03	369.96	310.71	-16.1%	41	rank_exit	75.7% · ID -0.21 · rank 0.85 → 0.72
PNC	2024-12-02	2025-02-03	203.21	187.31	-7.9%	41	rank_exit	75.1% · ID -0.13 · rank 0.85 → filtered out
MS	2024-12-02	2025-02-03	126.61	130.83	3.2%	41	rank_exit	71.8% · ID -0.20 · rank 0.82 → 0.71
PNR	2024-12-02	2025-02-03	106.98	99.73	-6.9%	41	rank_exit	71.2% · ID -0.15 · rank 0.82 → 0.70
COF	2025-01-02	2025-02-03	175.68	194.94	10.9%	20	rank_exit	77.2% · ID -0.08 · rank 0.91 → filtered out
COST	2025-01-02	2025-02-03	906.25	963.09	6.2%	20	rank_exit	70.1% · ID -0.14 · rank 0.85 → 0.73
TMUS	2025-01-02	2025-02-03	216.54	229.96	6.1%	20	rank_exit	68.3% · ID -0.21 · rank 0.83 → 0.77
AMP	2025-01-02	2025-02-03	523.62	521.66	-0.5%	20	rank_exit	67.0% · ID -0.16 · rank 0.82 → 0.78
CTAS	2025-01-02	2025-02-03	180.72	199.26	10.1%	20	rank_exit	65.8% · ID -0.18 · rank 0.80 → 0.48
RJF	2025-01-02	2025-02-03	152.67	162.32	6.2%	20	rank_exit	65.6% · ID -0.17 · rank 0.79 → 0.73
CAT	2025-01-02	2025-02-03	357.89	357.85	-0.1%	20	rank_exit	65.4% · ID -0.17 · rank 0.79 → 0.52
LYV	2025-01-02	2025-02-03	130.60	142.07	8.7%	20	rank_exit	65.4% · ID -0.15 · rank 0.79 → 0.71
TT	2024-03-01	2025-03-03	276.57	352.17	27.2%	250	rank_exit	47.9% · ID -0.19 · rank 0.86 → 0.77
GM	2024-12-02	2025-03-03	54.56	49.24	-9.8%	60	rank_exit	92.0% · ID -0.17 · rank 0.93 → 0.75
DAL	2024-12-02	2025-03-03	62.75	59.08	-5.9%	60	rank_exit	89.2% · ID -0.12 · rank 0.91 → filtered out
BKNG	2025-01-02	2025-03-03	197.21	198.21	0.4%	39	rank_exit	67.6% · ID -0.17 · rank 0.82 → 0.68
PGR	2025-01-02	2025-03-03	221.39	264.96	19.6%	39	rank_exit	66.0% · ID -0.16 · rank 0.81 → 0.71
NFLX	2025-02-03	2025-03-03	97.30	98.30	0.9%	19	rank_exit	83.6% · ID -0.06 · rank 0.99 → filtered out
ORCL	2025-02-03	2025-03-03	160.44	164.13	2.2%	19	rank_exit	59.0% · ID -0.10 · rank 0.92 → 0.75
MSI	2025-02-03	2025-03-03	457.85	431.79	-5.8%	19	rank_exit	50.5% · ID -0.18 · rank 0.86 → 0.76
BRO	2025-02-03	2025-03-03	102.50	116.95	14.0%	19	rank_exit	44.7% · ID -0.08 · rank 0.83 → 0.68
VNO	2025-02-03	2025-03-03	40.73	40.97	0.5%	19	rank_exit	43.2% · ID -0.07 · rank 0.80 → 0.76
CINF	2025-02-03	2025-03-03	132.47	143.21	8.0%	19	rank_exit	42.0% · ID -0.14 · rank 0.80 → 0.53
PKG	2025-02-03	2025-03-03	202.66	206.27	1.7%	19	rank_exit	41.2% · ID -0.08 · rank 0.78 → 0.57
ANET	2023-05-01	2025-04-01	40.14	77.15	92.0%	481	rank_exit	16.6% · ID -0.04 · rank 0.83 → 0.69
IRM	2024-07-01	2025-04-01	83.86	84.73	0.9%	188	rank_exit	52.1% · ID -0.15 · rank 0.81 → 0.58
AXP	2024-09-03	2025-04-01	250.35	261.40	4.3%	144	rank_exit	48.6% · ID -0.12 · rank 0.91 → 0.71
DVA	2024-10-01	2025-04-01	163.52	152.97	-6.5%	124	rank_exit	50.0% · ID -0.12 · rank 0.82 → 0.34
WAB	2024-10-01	2025-04-01	179.98	178.97	-0.7%	124	rank_exit	49.9% · ID -0.15 · rank 0.81 → 0.67
PWR	2024-12-02	2025-04-01	344.38	252.47	-26.8%	81	rank_exit	89.4% · ID -0.10 · rank 0.92 → 0.23
WFC	2024-12-02	2025-04-01	74.09	68.55	-7.6%	81	rank_exit	70.8% · ID -0.09 · rank 0.81 → filtered out
OKE	2025-01-02	2025-04-01	92.87	91.15	-2.0%	60	rank_exit	77.0% · ID -0.23 · rank 0.90 → 0.76
CMI	2025-01-02	2025-04-01	340.31	306.15	-10.1%	60	rank_exit	71.4% · ID -0.10 · rank 0.86 → 0.75
NOW	2025-02-03	2025-04-01	201.30	159.64	-20.8%	40	rank_exit	52.0% · ID -0.15 · rank 0.88 → 0.43
AMZN	2025-02-03	2025-04-01	234.06	187.86	-19.8%	40	rank_exit	44.3% · ID -0.06 · rank 0.83 → filtered out
PEG	2025-02-03	2025-04-01	78.61	78.97	0.4%	40	rank_exit	43.0% · ID -0.17 · rank 0.80 → 0.68
ZBRA	2025-03-03	2025-04-01	315.09	280.96	-10.9%	21	rank_exit	58.5% · ID -0.13 · rank 0.88 → 0.32
RJF	2025-03-03	2025-04-01	152.10	135.05	-11.3%	21	rank_exit	54.1% · ID -0.17 · rank 0.85 → 0.62
AMP	2025-03-03	2025-04-01	530.46	474.19	-10.7%	21	rank_exit	49.0% · ID -0.14 · rank 0.81 → 0.64
TRMB	2025-03-03	2025-04-01	72.51	65.08	-10.3%	21	rank_exit	46.7% · ID -0.12 · rank 0.78 → 0.36
NVDA	2023-06-01	2025-05-01	38.41	112.92	193.7%	480	rank_exit	46.3% · ID -0.08 · rank 0.96 → 0.56
SYF	2024-08-01	2025-05-01	48.84	50.92	4.2%	187	rank_exit	45.2% · ID -0.06 · rank 0.83 → 0.71
ISRG	2024-09-03	2025-05-01	491.67	518.12	5.3%	165	rank_exit	39.2% · ID -0.12 · rank 0.81 → 0.63
RL	2024-10-01	2025-05-01	189.12	222.32	17.4%	145	rank_exit	50.3% · ID -0.08 · rank 0.83 → filtered out
JPM	2024-12-02	2025-05-01	240.96	237.14	-1.7%	102	rank_exit	67.2% · ID -0.23 · rank 0.79 → 0.67
C	2025-02-03	2025-05-01	75.77	65.83	-13.2%	61	rank_exit	41.7% · ID -0.06 · rank 0.79 → 0.52
MS	2025-03-03	2025-05-01	128.44	112.20	-12.7%	42	rank_exit	63.9% · ID -0.15 · rank 0.92 → 0.75
LYV	2025-03-03	2025-05-01	144.27	133.38	-7.6%	42	rank_exit	59.6% · ID -0.15 · rank 0.89 → 0.61
ORCL	2025-04-01	2025-05-01	137.40	144.60	5.1%	21	rank_exit	50.7% · ID -0.11 · rank 0.85 → 0.44
LNC	2025-04-01	2025-05-01	33.21	30.12	-9.4%	21	rank_exit	49.3% · ID -0.15 · rank 0.84 → 0.55
NDAQ	2025-04-01	2025-05-01	74.53	74.75	0.2%	21	rank_exit	48.9% · ID -0.17 · rank 0.83 → 0.61
BKNG	2025-04-01	2025-05-01	181.04	198.07	9.3%	21	rank_exit	45.5% · ID -0.12 · rank 0.80 → 0.68
EXPE	2025-04-01	2025-05-01	164.73	158.12	-4.1%	21	rank_exit	45.3% · ID -0.07 · rank 0.80 → 0.60
ZION	2025-04-01	2025-05-01	47.11	42.87	-9.1%	21	rank_exit	44.4% · ID -0.06 · rank 0.79 → filtered out
GE	2023-04-03	2025-06-02	75.12	244.25	224.8%	542	rank_exit	19.4% · ID -0.10 · rank 0.79 → 0.58
GRMN	2024-06-03	2025-06-02	157.44	198.40	25.9%	249	rank_exit	70.3% · ID -0.12 · rank 0.94 → 0.75
FISV	2024-11-01	2025-06-02	198.28	161.76	-18.5%	143	rank_exit	61.7% · ID -0.23 · rank 0.82 → 0.45
GS	2024-12-02	2025-06-02	590.12	586.79	-0.7%	123	rank_exit	79.1% · ID -0.15 · rank 0.88 → 0.73
EBAY	2025-02-03	2025-06-02	65.20	71.92	10.2%	82	rank_exit	45.5% · ID -0.10 · rank 0.84 → 0.77
MMM	2025-03-03	2025-06-02	151.24	144.52	-4.5%	63	rank_exit	95.4% · ID -0.06 · rank 0.99 → filtered out
RTX	2025-04-01	2025-06-02	129.12	133.84	3.6%	42	rank_exit	50.3% · ID -0.08 · rank 0.85 → 0.64
NEM	2025-04-01	2025-06-02	47.64	53.33	11.8%	42	rank_exit	47.0% · ID -0.12 · rank 0.81 → 0.61
TYL	2025-05-01	2025-06-02	542.41	570.52	5.1%	21	rank_exit	38.2% · ID -0.06 · rank 0.85 → filtered out
PNW	2025-05-01	2025-06-02	87.81	86.28	-1.8%	21	rank_exit	34.3% · ID -0.15 · rank 0.82 → 0.78
LNT	2025-05-01	2025-06-02	58.63	59.56	1.5%	21	rank_exit	33.9% · ID -0.07 · rank 0.81 → 0.67
SO	2025-05-01	2025-06-02	88.04	85.77	-2.7%	21	rank_exit	33.9% · ID -0.13 · rank 0.80 → 0.72
AEP	2025-05-01	2025-06-02	102.86	98.97	-3.9%	21	rank_exit	33.8% · ID -0.12 · rank 0.80 → 0.74
MAA	2025-05-01	2025-06-02	149.27	146.99	-1.6%	21	rank_exit	33.5% · ID -0.06 · rank 0.79 → filtered out
IP	2025-01-02	2025-07-01	50.11	44.44	-11.4%	122	rank_exit	71.5% · ID -0.13 · rank 0.86 → 0.29
EVRG	2025-04-01	2025-07-01	65.15	66.35	1.7%	62	rank_exit	43.7% · ID -0.16 · rank 0.79 → 0.68
BRO	2025-05-01	2025-07-01	109.65	109.74	-0.0%	41	rank_exit	43.4% · ID -0.14 · rank 0.91 → 0.61
WEC	2025-05-01	2025-07-01	103.71	100.25	-3.4%	41	rank_exit	39.2% · ID -0.10 · rank 0.87 → 0.78
XEL	2025-05-01	2025-07-01	68.02	66.33	-2.6%	41	rank_exit	37.4% · ID -0.10 · rank 0.85 → 0.76
PPL	2025-05-01	2025-07-01	35.05	32.87	-6.3%	41	rank_exit	36.1% · ID -0.15 · rank 0.84 → 0.56
CNP	2025-06-02	2025-07-01	36.05	35.51	-1.6%	20	rank_exit	38.2% · ID -0.15 · rank 0.83 → 0.67
COST	2025-06-02	2025-07-01	1026.85	982.90	-4.4%	20	rank_exit	36.9% · ID -0.08 · rank 0.81 → 0.59
AMT	2025-06-02	2025-07-01	203.84	212.68	4.2%	20	rank_exit	35.6% · ID -0.12 · rank 0.79 → 0.44
TJX	2025-06-02	2025-07-01	124.33	121.79	-2.1%	20	rank_exit	35.3% · ID -0.10 · rank 0.78 → 0.62
GLW	2024-12-02	2025-08-01	47.82	61.33	28.1%	165	rank_exit	86.2% · ID -0.16 · rank 0.91 → 0.75
BSX	2025-02-03	2025-08-01	101.41	104.75	3.2%	124	rank_exit	59.3% · ID -0.13 · rank 0.92 → 0.70
TMUS	2025-03-03	2025-08-01	263.34	235.99	-10.5%	105	rank_exit	47.2% · ID -0.13 · rank 0.79 → 0.73
VTR	2025-04-01	2025-08-01	66.77	66.06	-1.2%	84	rank_exit	67.8% · ID -0.18 · rank 0.93 → 0.59
PGR	2025-04-01	2025-08-01	266.02	228.48	-14.2%	84	rank_exit	49.8% · ID -0.10 · rank 0.84 → filtered out
MO	2025-04-01	2025-08-01	55.15	58.21	5.5%	84	rank_exit	48.3% · ID -0.18 · rank 0.82 → 0.71
AJG	2025-05-01	2025-08-01	313.43	281.83	-10.2%	63	rank_exit	40.5% · ID -0.13 · rank 0.88 → 0.49
ATO	2025-05-01	2025-08-01	155.44	153.13	-1.6%	63	rank_exit	34.0% · ID -0.12 · rank 0.81 → 0.69
WRB	2025-06-02	2025-08-01	71.56	67.30	-6.1%	42	rank_exit	43.8% · ID -0.19 · rank 0.88 → 0.77
AEE	2025-06-02	2025-08-01	92.99	99.70	7.1%	42	rank_exit	39.1% · ID -0.07 · rank 0.84 → 0.77
ISRG	2025-06-02	2025-08-01	549.06	475.46	-13.5%	42	rank_exit	37.4% · ID -0.11 · rank 0.82 → 0.42
RL	2025-06-02	2025-08-01	272.25	289.09	6.1%	42	rank_exit	37.3% · ID -0.06 · rank 0.81 → filtered out
ORLY	2025-06-02	2025-08-01	90.48	99.10	9.4%	42	rank_exit	35.6% · ID -0.13 · rank 0.78 → 0.59
EXPE	2025-07-01	2025-08-01	166.69	175.89	5.4%	22	rank_exit	50.8% · ID -0.05 · rank 0.90 → filtered out
ADSK	2025-07-01	2025-08-01	308.41	301.26	-2.4%	22	rank_exit	38.2% · ID -0.11 · rank 0.82 → 0.58
RSG	2025-07-01	2025-08-01	242.90	230.13	-5.4%	22	rank_exit	37.7% · ID -0.19 · rank 0.81 → 0.56
NOW	2025-07-01	2025-08-01	205.45	187.46	-8.8%	22	rank_exit	37.5% · ID -0.07 · rank 0.81 → 0.63
KMI	2025-01-02	2025-09-02	25.72	25.70	-0.2%	165	rank_exit	72.8% · ID -0.13 · rank 0.86 → 0.77
FOXA	2025-02-03	2025-09-02	49.88	58.82	17.8%	145	rank_exit	66.8% · ID -0.13 · rank 0.96 → filtered out
NI	2025-02-03	2025-09-02	35.26	40.92	16.0%	145	rank_exit	43.3% · ID -0.15 · rank 0.81 → 0.78
VNO	2025-04-01	2025-09-02	36.41	36.49	0.1%	105	rank_exit	69.0% · ID -0.10 · rank 0.94 → 0.68
IBM	2025-05-01	2025-09-02	232.20	234.80	1.0%	84	rank_exit	34.7% · ID -0.15 · rank 0.83 → 0.74
SYF	2025-07-01	2025-09-02	65.42	73.75	12.6%	43	rank_exit	37.1% · ID -0.06 · rank 0.80 → 0.77
STT	2025-08-01	2025-09-02	107.23	110.75	3.2%	21	rank_exit	52.6% · ID -0.17 · rank 0.87 → 0.73
RTX	2025-08-01	2025-09-02	153.33	155.89	1.6%	21	rank_exit	46.3% · ID -0.12 · rank 0.83 → 0.77
NEM	2025-08-01	2025-09-02	62.99	74.18	17.6%	21	rank_exit	43.6% · ID -0.09 · rank 0.80 → 0.71
AXP	2025-08-01	2025-09-02	290.92	323.20	11.0%	21	rank_exit	42.8% · ID -0.13 · rank 0.79 → 0.53
CTVA	2025-08-01	2025-09-02	70.96	73.19	3.0%	21	rank_exit	41.5% · ID -0.06 · rank 0.78 → 0.67
WMT	2025-01-02	2025-10-01	88.56	101.70	14.7%	186	rank_exit	80.2% · ID -0.16 · rank 0.94 → 0.62
FTNT	2025-01-02	2025-10-01	95.36	83.92	-12.1%	186	rank_exit	77.3% · ID -0.10 · rank 0.92 → 0.23
WMB	2025-01-02	2025-10-01	51.92	61.74	18.8%	186	rank_exit	68.5% · ID -0.14 · rank 0.84 → 0.71
GL	2025-06-02	2025-10-01	119.88	140.93	17.4%	84	rank_exit	64.4% · ID -0.21 · rank 0.97 → 0.78
CAH	2025-06-02	2025-10-01	152.16	154.71	1.6%	84	rank_exit	39.3% · ID -0.14 · rank 0.84 → 0.76
CME	2025-06-02	2025-10-01	276.05	261.32	-5.4%	84	rank_exit	37.4% · ID -0.14 · rank 0.82 → 0.67
NDAQ	2025-08-01	2025-10-01	94.34	87.37	-7.5%	42	rank_exit	49.7% · ID -0.25 · rank 0.85 → 0.73
NVDA	2025-09-02	2025-10-01	169.77	185.00	8.9%	21	rank_exit	59.4% · ID -0.10 · rank 0.93 → 0.75
JCI	2025-09-02	2025-10-01	104.45	108.48	3.8%	21	rank_exit	54.2% · ID -0.05 · rank 0.90 → filtered out
T	2025-02-03	2025-11-03	22.16	23.78	7.2%	189	rank_exit	43.4% · ID -0.10 · rank 0.82 → 0.66
CBRE	2025-03-03	2025-11-03	141.50	151.09	6.7%	170	rank_exit	64.2% · ID -0.08 · rank 0.93 → 0.61
PM	2025-03-03	2025-11-03	147.00	139.79	-5.0%	170	rank_exit	49.8% · ID -0.21 · rank 0.82 → 0.72
GILD	2025-04-01	2025-11-03	108.39	117.59	8.4%	149	rank_exit	62.9% · ID -0.15 · rank 0.91 → 0.75
BKNG	2025-06-02	2025-11-03	217.78	201.19	-7.7%	107	rank_exit	46.0% · ID -0.13 · rank 0.90 → 0.68
PAYC	2025-07-01	2025-11-03	227.58	185.11	-18.7%	87	rank_exit	50.9% · ID -0.07 · rank 0.91 → 0.56
CSCO	2025-07-01	2025-11-03	67.57	73.54	8.7%	87	rank_exit	39.9% · ID -0.17 · rank 0.84 → 0.69
EBAY	2025-07-01	2025-11-03	73.84	79.89	8.1%	87	rank_exit	36.2% · ID -0.08 · rank 0.78 → filtered out
TRMB	2025-09-02	2025-11-03	79.64	79.80	0.1%	44	rank_exit	52.5% · ID -0.15 · rank 0.89 → 0.67
RJF	2025-09-02	2025-11-03	165.48	156.19	-5.7%	44	rank_exit	46.7% · ID -0.14 · rank 0.84 → 0.78
ALK	2025-10-01	2025-11-03	49.60	41.80	-15.8%	23	rank_exit	75.5% · ID -0.06 · rank 0.97 → filtered out
EXPE	2025-10-01	2025-11-03	212.76	217.56	2.2%	23	rank_exit	53.5% · ID -0.05 · rank 0.89 → filtered out
LVS	2025-10-01	2025-11-03	52.73	58.87	11.5%	23	rank_exit	47.4% · ID -0.10 · rank 0.85 → 0.42
CNP	2025-10-01	2025-11-03	38.06	37.27	-2.2%	23	rank_exit	42.0% · ID -0.12 · rank 0.82 → 0.71
LNC	2025-10-01	2025-11-03	38.19	39.90	4.4%	23	rank_exit	41.4% · ID -0.09 · rank 0.81 → 0.75
STT	2025-10-01	2025-11-03	112.55	113.29	0.6%	23	rank_exit	38.9% · ID -0.16 · rank 0.78 → 0.74
FFIV	2025-03-03	2025-12-01	295.46	236.99	-19.9%	189	rank_exit	63.6% · ID -0.16 · rank 0.91 → 0.54
VRSN	2025-05-01	2025-12-01	277.68	248.75	-10.5%	147	rank_exit	34.3% · ID -0.07 · rank 0.81 → 0.67
LYV	2025-06-02	2025-12-01	136.91	130.78	-4.6%	126	rank_exit	47.4% · ID -0.16 · rank 0.90 → 0.65
UAL	2025-08-01	2025-12-01	85.43	100.29	17.3%	84	rank_exit	66.1% · ID -0.06 · rank 0.94 → 0.66
NTRS	2025-08-01	2025-12-01	124.90	127.89	2.3%	84	rank_exit	59.8% · ID -0.11 · rank 0.90 → 0.69
CCL	2025-09-02	2025-12-01	30.21	25.23	-16.6%	63	rank_exit	72.6% · ID -0.06 · rank 0.95 → 0.73
SCHW	2025-09-02	2025-12-01	94.15	91.13	-3.3%	63	rank_exit	51.8% · ID -0.12 · rank 0.88 → 0.74
SYF	2025-10-01	2025-12-01	69.93	76.01	8.6%	42	rank_exit	59.3% · ID -0.08 · rank 0.92 → 0.76
WFC	2025-10-01	2025-12-01	81.33	84.44	3.7%	42	rank_exit	49.3% · ID -0.06 · rank 0.86 → 0.77
WMB	2025-11-03	2025-12-01	56.92	59.34	4.2%	19	rank_exit	45.2% · ID -0.09 · rank 0.83 → filtered out
RCL	2023-07-03	2026-01-02	100.65	275.60	173.5%	628	rank_exit	39.1% · ID -0.05 · rank 0.92 → 0.48
NRG	2024-02-01	2026-01-02	51.06	160.02	213.1%	481	rank_exit	69.2% · ID -0.16 · rank 0.90 → filtered out
ETR	2025-02-03	2026-01-02	76.57	90.92	18.6%	230	rank_exit	56.2% · ID -0.08 · rank 0.91 → 0.71
NFLX	2025-04-01	2026-01-02	92.75	94.13	1.4%	190	rank_exit	63.0% · ID -0.06 · rank 0.91 → 0.72
TTWO	2025-04-01	2026-01-02	205.23	257.71	25.4%	190	rank_exit	43.3% · ID -0.14 · rank 0.79 → 0.79
COF	2025-08-01	2026-01-02	207.77	241.53	16.1%	106	rank_exit	62.8% · ID -0.06 · rank 0.92 → 0.58
ORCL	2025-08-01	2026-01-02	245.04	195.58	-20.3%	106	rank_exit	57.9% · ID -0.13 · rank 0.89 → filtered out
MS	2025-08-01	2026-01-02	136.18	175.63	28.8%	106	rank_exit	52.0% · ID -0.13 · rank 0.86 → 0.78
JPM	2025-08-01	2026-01-02	284.95	317.98	11.5%	106	rank_exit	49.2% · ID -0.17 · rank 0.84 → 0.74
PWR	2025-09-02	2026-01-02	369.69	424.80	14.8%	85	rank_exit	58.7% · ID -0.11 · rank 0.92 → 0.76
ANET	2025-09-02	2026-01-02	132.41	134.05	1.1%	85	rank_exit	53.8% · ID -0.20 · rank 0.90 → 0.72
NVDA	2025-11-03	2026-01-02	207.81	189.61	-8.9%	41	rank_exit	55.6% · ID -0.10 · rank 0.90 → 0.78
GRMN	2025-11-03	2026-01-02	210.90	202.00	-4.3%	41	rank_exit	48.7% · ID -0.14 · rank 0.87 → filtered out
BA	2025-11-03	2026-01-02	202.04	218.15	7.9%	41	rank_exit	43.0% · ID -0.06 · rank 0.80 → 0.70
EBAY	2025-12-01	2026-01-02	81.22	86.47	6.4%	22	rank_exit	60.3% · ID -0.04 · rank 0.91 → filtered out
EXPE	2025-12-01	2026-01-02	253.41	281.81	11.1%	22	rank_exit	39.6% · ID -0.05 · rank 0.81 → filtered out
RL	2025-09-02	2026-02-02	290.12	350.98	20.9%	105	rank_exit	74.7% · ID -0.06 · rank 0.96 → filtered out
IBM	2025-12-01	2026-02-02	300.39	301.37	0.2%	42	rank_exit	47.6% · ID -0.11 · rank 0.87 → 0.77
IDXX	2025-12-01	2026-02-02	741.57	657.01	-11.5%	42	rank_exit	39.0% · ID -0.05 · rank 0.81 → filtered out
GILD	2025-12-01	2026-02-02	123.55	139.34	12.7%	42	rank_exit	37.1% · ID -0.11 · rank 0.78 → 0.72
TER	2026-01-02	2026-02-02	199.13	240.86	20.8%	20	rank_exit	65.4% · ID -0.05 · rank 0.93 → filtered out
CHRW	2026-01-02	2026-02-02	160.27	192.88	20.2%	20	rank_exit	54.3% · ID -0.04 · rank 0.91 → filtered out
LVS	2026-01-02	2026-02-02	64.08	52.64	-17.9%	20	rank_exit	39.4% · ID -0.10 · rank 0.85 → 0.66
APTV	2026-01-02	2026-02-02	76.83	74.61	-3.0%	20	rank_exit	39.2% · ID -0.04 · rank 0.85 → filtered out
VRSN	2026-01-02	2026-02-02	240.83	241.75	0.3%	20	rank_exit	36.8% · ID -0.19 · rank 0.82 → 0.56
LLY	2026-01-02	2026-02-02	1071.22	1032.58	-3.7%	20	rank_exit	35.0% · ID -0.14 · rank 0.81 → 0.76
FOX	2025-02-03	2026-03-02	47.32	51.34	8.4%	269	rank_exit	69.2% · ID -0.16 · rank 0.96 → 0.71
WELL	2025-03-03	2026-03-02	149.90	206.37	37.5%	250	rank_exit	58.0% · ID -0.10 · rank 0.87 → 0.71
MCK	2025-11-03	2026-03-02	811.15	988.91	21.8%	80	rank_exit	54.1% · ID -0.11 · rank 0.90 → 0.73
CVS	2025-12-01	2026-03-02	78.14	78.71	0.6%	61	rank_exit	48.8% · ID -0.12 · rank 0.87 → 0.72
INCY	2025-12-01	2026-03-02	103.49	99.94	-3.5%	61	rank_exit	38.6% · ID -0.14 · rank 0.80 → 0.75
VLO	2026-01-02	2026-03-02	160.87	213.15	32.4%	39	rank_exit	33.2% · ID -0.10 · rank 0.79 → 0.69
EXPE	2026-02-02	2026-03-02	268.32	207.42	-22.8%	19	rank_exit	51.1% · ID -0.04 · rank 0.86 → filtered out
LNC	2026-02-02	2026-03-02	40.57	32.89	-19.0%	19	rank_exit	47.4% · ID -0.07 · rank 0.84 → filtered out
MS	2026-02-02	2026-03-02	180.64	160.88	-11.0%	19	rank_exit	43.8% · ID -0.14 · rank 0.82 → 0.73
F	2026-02-02	2026-03-02	13.40	13.61	1.5%	19	rank_exit	41.1% · ID -0.10 · rank 0.80 → 0.77
CFG	2026-02-02	2026-03-02	61.73	58.35	-5.6%	19	rank_exit	39.4% · ID -0.13 · rank 0.78 → 0.73
GS	2025-08-01	2026-04-01	696.49	856.18	22.8%	167	rank_exit	61.7% · ID -0.16 · rank 0.91 → 0.73
C	2025-08-01	2026-04-01	89.36	114.34	27.8%	167	rank_exit	44.9% · ID -0.10 · rank 0.81 → 0.73
TEL	2025-11-03	2026-04-01	245.90	206.29	-16.2%	102	rank_exit	48.9% · ID -0.10 · rank 0.88 → 0.69
FOXA	2025-11-03	2026-04-01	63.96	58.52	-8.6%	102	rank_exit	48.0% · ID -0.07 · rank 0.85 → 0.15
NUE	2026-02-02	2026-04-01	174.97	170.83	-2.5%	41	rank_exit	41.4% · ID -0.05 · rank 0.80 → 0.60
NVDA	2026-03-02	2026-04-01	174.80	175.80	0.5%	22	rank_exit	61.8% · ID -0.08 · rank 0.86 → 0.77
GILD	2026-03-02	2026-04-01	146.07	138.78	-5.1%	22	rank_exit	50.6% · ID -0.06 · rank 0.82 → 0.64
ANET	2026-03-02	2026-04-01	129.65	126.06	-2.9%	22	rank_exit	49.7% · ID -0.16 · rank 0.82 → 0.69
ROK	2026-03-02	2026-04-01	397.25	361.10	-9.2%	22	rank_exit	48.4% · ID -0.06 · rank 0.80 → 0.74
EBAY	2026-03-02	2026-04-01	88.88	91.66	3.0%	22	rank_exit	44.6% · ID -0.10 · rank 0.79 → 0.70
LVS	2026-03-02	2026-04-01	54.99	53.52	-2.8%	22	rank_exit	44.0% · ID -0.08 · rank 0.78 → 0.56
GE	2025-07-01	2026-05-01	254.09	288.69	13.5%	210	rank_exit	46.9% · ID -0.13 · rank 0.89 → 0.70
RTX	2025-11-03	2026-05-01	175.88	174.92	-0.6%	123	rank_exit	40.3% · ID -0.12 · rank 0.79 → 0.74
DLTR	2026-01-02	2026-05-01	122.70	97.47	-20.6%	82	rank_exit	59.0% · ID -0.04 · rank 0.91 → 0.76
HCA	2026-01-02	2026-05-01	464.18	434.46	-6.5%	82	rank_exit	54.2% · ID -0.16 · rank 0.90 → 0.67
MNST	2026-01-02	2026-05-01	76.67	77.32	0.7%	82	rank_exit	38.5% · ID -0.10 · rank 0.84 → 0.53
JNJ	2026-01-02	2026-05-01	203.55	226.63	11.2%	82	rank_exit	37.0% · ID -0.13 · rank 0.83 → 0.77
NOC	2026-04-01	2026-05-01	686.32	576.21	-16.1%	21	rank_exit	70.4% · ID -0.13 · rank 0.86 → 0.63
GNRC	2026-04-01	2026-05-01	199.81	260.02	30.0%	21	rank_exit	69.1% · ID -0.06 · rank 0.85 → 0.77
LUV	2026-04-01	2026-05-01	37.30	37.83	1.3%	21	rank_exit	61.0% · ID -0.10 · rank 0.82 → 0.36
MCK	2026-04-01	2026-05-01	862.13	819.34	-5.1%	21	rank_exit	60.4% · ID -0.18 · rank 0.81 → 0.58
LMT	2026-04-01	2026-05-01	604.86	514.58	-15.0%	21	rank_exit	56.9% · ID -0.17 · rank 0.80 → 0.68
CAH	2025-11-03	2026-06-01	189.72	194.94	2.6%	143	rank_exit	46.1% · ID -0.17 · rank 0.84 → 0.68
HII	2026-01-02	2026-06-01	337.55	304.50	-9.9%	102	rank_exit	59.6% · ID -0.06 · rank 0.92 → 0.74
GM	2026-01-02	2026-06-01	81.04	83.25	2.6%	102	rank_exit	34.6% · ID -0.09 · rank 0.80 → 0.76
HAS	2026-01-02	2026-06-01	80.18	84.00	4.7%	102	rank_exit	34.4% · ID -0.07 · rank 0.80 → filtered out
NRG	2026-02-02	2026-06-01	151.11	130.63	-13.6%	82	rank_exit	75.2% · ID -0.08 · rank 0.93 → 0.56
LHX	2026-02-02	2026-06-01	335.47	311.12	-7.4%	82	rank_exit	41.0% · ID -0.06 · rank 0.79 → 0.69
FCX	2026-03-02	2026-06-01	66.85	65.10	-2.7%	63	rank_exit	75.9% · ID -0.13 · rank 0.93 → 0.72
ROST	2026-05-01	2026-06-01	225.17	227.54	1.0%	20	rank_exit	74.4% · ID -0.15 · rank 0.88 → 0.75
CF	2026-05-01	2026-06-01	122.81	114.07	-7.2%	20	rank_exit	71.7% · ID -0.15 · rank 0.87 → 0.74
RL	2026-05-01	2026-06-01	360.10	360.88	0.1%	20	rank_exit	61.4% · ID -0.06 · rank 0.84 → filtered out
HWM	2024-03-01	2026-07-01	66.22	271.21	309.2%	584	rank_exit	39.1% · ID -0.16 · rank 0.78 → filtered out
JCI	2025-12-01	2026-07-01	114.74	144.25	25.6%	145	rank_exit	49.6% · ID -0.04 · rank 0.87 → 0.57
MPC	2026-05-01	2026-07-01	246.38	256.76	4.1%	41	rank_exit	73.1% · ID -0.19 · rank 0.87 → 0.76
NVDA	2026-05-01	2026-07-01	201.05	196.20	-2.5%	41	rank_exit	59.1% · ID -0.06 · rank 0.82 → 0.75
INCY	2026-05-01	2026-07-01	95.26	114.70	20.3%	41	rank_exit	55.3% · ID -0.11 · rank 0.80 → 0.71
PSX	2026-05-01	2026-07-01	175.78	168.81	-4.1%	41	rank_exit	55.1% · ID -0.10 · rank 0.79 → 0.77
NTRS	2026-06-01	2026-07-01	163.53	173.84	6.2%	21	rank_exit	82.7% · ID -0.11 · rank 0.83 → 0.75
CFG	2026-06-01	2026-07-01	60.85	69.13	13.5%	21	rank_exit	78.8% · ID -0.14 · rank 0.82 → 0.77
STT	2026-06-01	2026-07-01	154.57	168.76	9.1%	21	rank_exit	76.9% · ID -0.25 · rank 0.81 → 0.78
AVGO	2025-07-01	2026-08-03	272.40	384.41	41.0%	273	rank_exit	74.0% · ID -0.05 · rank 0.98 → 0.60
SEDG	2025-11-03	2026-08-03	34.99	40.75	16.3%	186	rank_exit	65.7% · ID -0.06 · rank 0.93 → filtered out
APA	2026-04-01	2026-08-03	40.79	36.50	-10.6%	84	rank_exit	63.2% · ID -0.05 · rank 0.83 → filtered out
GS	2026-05-01	2026-08-03	912.38	1025.00	12.2%	63	rank_exit	59.0% · ID -0.17 · rank 0.81 → 0.72
INTC	2026-06-01	2026-08-03	109.43	88.40	-19.3%	43	rank_exit	362.0% · ID -0.05 · rank 0.99 → filtered out
BKR	2026-06-01	2026-08-03	63.38	59.80	-5.7%	43	rank_exit	93.9% · ID -0.15 · rank 0.86 → 0.67
TXN	2026-06-01	2026-08-03	295.87	272.83	-7.9%	43	rank_exit	71.0% · ID -0.05 · rank 0.80 → filtered out
LUMN	2026-07-01	2026-08-03	7.55	6.39	-15.4%	22	rank_exit	178.9% · ID -0.04 · rank 0.95 → filtered out
AKAM	2026-07-01	2026-08-03	117.26	115.00	-2.0%	22	rank_exit	95.7% · ID -0.10 · rank 0.87 → 0.65
F	2026-07-01	2026-08-03	13.70	14.75	7.5%	22	rank_exit	79.9% · ID -0.05 · rank 0.84 → filtered out
GM	2026-07-01	2026-08-03	76.99	89.51	16.1%	22	rank_exit	74.7% · ID -0.07 · rank 0.83 → filtered out
QCOM	2026-07-01	2026-08-03	183.59	146.20	-20.4%	22	rank_exit	74.1% · ID -0.10 · rank 0.82 → filtered out
FCX	2026-07-01	2026-08-03	61.55	62.07	0.7%	22	rank_exit	70.9% · ID -0.13 · rank 0.80 → 0.65
TPR	2025-08-01	2026-08-26	104.59	130.25	24.4%	268	open	113.8% · ID -0.06 · rank 1.00 → —
APH	2025-08-01	2026-08-26	104.58	161.34	54.1%	268	open	45.6% · ID -0.11 · rank 0.82 → —
STX	2025-08-01	2026-08-26	152.10	846.37	455.9%	268	open	43.2% · ID -0.08 · rank 0.79 → —
WDC	2025-09-02	2026-08-26	78.31	468.88	498.2%	247	open	57.0% · ID -0.11 · rank 0.92 → —
GLW	2025-09-02	2026-08-26	66.55	152.78	129.4%	247	open	51.8% · ID -0.12 · rank 0.88 → —
NEM	2025-10-01	2026-08-26	84.36	131.60	55.9%	226	open	44.2% · ID -0.08 · rank 0.83 → —
LRCX	2025-11-03	2026-08-26	159.42	312.88	96.1%	203	open	82.0% · ID -0.12 · rank 0.96 → —
MU	2025-11-03	2026-08-26	233.65	938.40	301.2%	203	open	78.0% · ID -0.11 · rank 0.96 → —
GOOGL	2025-11-03	2026-08-26	281.63	342.00	21.3%	203	open	48.8% · ID -0.08 · rank 0.87 → —
KLAC	2025-11-03	2026-08-26	120.96	183.83	51.8%	203	open	48.5% · ID -0.16 · rank 0.86 → —
GOOG	2025-11-03	2026-08-26	281.87	339.10	20.2%	203	open	48.0% · ID -0.08 · rank 0.86 → —
IVZ	2025-11-03	2026-08-26	22.95	32.98	43.6%	203	open	40.8% · ID -0.09 · rank 0.79 → —
AMD	2025-12-01	2026-08-26	213.88	480.93	124.6%	184	open	69.2% · ID -0.04 · rank 0.94 → —
CAT	2025-12-01	2026-08-26	566.95	821.93	44.8%	184	open	54.0% · ID -0.04 · rank 0.88 → —
AMAT	2026-01-02	2026-08-26	266.13	479.76	80.1%	162	open	48.6% · ID -0.06 · rank 0.88 → —
CMI	2026-01-02	2026-08-26	505.27	578.14	14.3%	162	open	34.1% · ID -0.10 · rank 0.79 → —
ALB	2026-02-02	2026-08-26	167.66	134.51	-19.9%	142	open	62.6% · ID -0.07 · rank 0.92 → —
BWA	2026-02-02	2026-08-26	47.04	64.69	37.4%	142	open	43.9% · ID -0.13 · rank 0.83 → —
TER	2026-03-02	2026-08-26	310.38	363.10	16.9%	123	open	109.2% · ID -0.07 · rank 0.95 → —
MPWR	2026-03-02	2026-08-26	1104.18	1303.88	18.0%	123	open	95.0% · ID -0.08 · rank 0.94 → —
CHRW	2026-03-02	2026-08-26	182.84	151.73	-17.1%	123	open	72.7% · ID -0.06 · rank 0.91 → —
PWR	2026-03-02	2026-08-26	556.55	616.73	10.7%	123	open	64.8% · ID -0.10 · rank 0.89 → —
IPGP	2026-04-01	2026-08-26	116.66	74.21	-36.5%	101	open	133.6% · ID -0.16 · rank 0.96 → —
KEYS	2026-04-01	2026-08-26	286.75	321.87	12.1%	101	open	98.0% · ID -0.16 · rank 0.92 → —
VTRS	2026-04-01	2026-08-26	13.40	16.85	25.6%	101	open	73.1% · ID -0.17 · rank 0.87 → —
VLO	2026-04-01	2026-08-26	240.67	348.03	44.5%	101	open	70.7% · ID -0.08 · rank 0.87 → —
ADI	2026-04-01	2026-08-26	317.33	371.80	17.0%	101	open	60.0% · ID -0.08 · rank 0.81 → —
C	2026-05-01	2026-08-26	127.39	133.56	4.7%	80	open	65.4% · ID -0.15 · rank 0.85 → —
HAL	2026-05-01	2026-08-26	42.28	34.44	-18.6%	80	open	59.8% · ID -0.09 · rank 0.82 → —
ANET	2026-05-01	2026-08-26	172.99	202.25	16.8%	80	open	57.5% · ID -0.14 · rank 0.81 → —
GNRC	2026-06-01	2026-08-26	272.18	206.62	-24.2%	60	open	122.9% · ID -0.10 · rank 0.93 → —
NUE	2026-06-01	2026-08-26	246.97	252.80	2.3%	60	open	93.7% · ID -0.09 · rank 0.86 → —
FDX	2026-06-01	2026-08-26	323.79	335.99	3.7%	60	open	87.8% · ID -0.09 · rank 0.83 → —
HPE	2026-06-01	2026-08-26	44.05	55.23	25.3%	60	open	76.0% · ID -0.12 · rank 0.81 → —
CSCO	2026-07-01	2026-08-26	116.11	112.36	-3.3%	39	open	94.5% · ID -0.14 · rank 0.86 → —
DD	2026-07-01	2026-08-26	134.87	137.98	2.2%	39	open	74.1% · ID -0.06 · rank 0.83 → —
ROST	2026-07-01	2026-08-26	212.66	236.27	11.0%	39	open	67.5% · ID -0.13 · rank 0.79 → —
JBHT	2026-08-03	2026-08-26	271.49	263.64	-3.0%	17	open	103.9% · ID -0.06 · rank 0.93 → —
JNJ	2026-08-03	2026-08-26	253.72	270.00	6.3%	17	open	70.4% · ID -0.09 · rank 0.87 → —
HUM	2026-08-03	2026-08-26	365.00	391.06	7.0%	17	open	69.9% · ID -0.15 · rank 0.86 → —
INCY	2026-08-03	2026-08-26	120.22	128.12	6.5%	17	open	67.1% · ID -0.10 · rank 0.85 → —
BIIB	2026-08-03	2026-08-26	203.34	221.07	8.6%	17	open	67.0% · ID -0.06 · rank 0.84 → —
CFG	2026-08-03	2026-08-26	71.67	70.49	-1.7%	17	open	65.7% · ID -0.12 · rank 0.83 → —
STT	2026-08-03	2026-08-26	184.16	193.62	5.0%	17	open	64.8% · ID -0.21 · rank 0.82 → —
MPC	2026-08-03	2026-08-26	310.27	362.27	16.6%	17	open	62.6% · ID -0.12 · rank 0.80 → —
AAL	2026-08-03	2026-08-26	15.77	13.84	-12.3%	17	open	61.8% · ID -0.06 · rank 0.79 → —
CVS	2026-08-03	2026-08-26	105.36	94.32	-10.6%	17	open	57.5% · ID -0.13 · rank 0.79 → —
MNST	2026-08-03	2026-08-26	97.35	47.81	-50.9%	17	open	55.4% · ID -0.16 · rank 0.78 → —
MS	2026-08-03	2026-08-26	211.46	214.08	1.1%	17	open	54.0% · ID -0.17 · rank 0.78 → —
LLY	2026-08-03	2026-08-26	1150.35	1189.41	3.3%	17	open	54.0% · ID -0.06 · rank 0.78 → —

Files: trades_frog_in_the_pan_usp500_k50.csv, equity_frog_in_the_pan_usp500_k50.csv, yearly_frog_in_the_pan_usp500_k50.csv, monthly_frog_in_the_pan_usp500_k50.csv, summary_frog_in_the_pan_usp500_k50.json.