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Classic 12-1 momentum — 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) · momentum_12_1 · top 50 · lookback 252 · skip 21 · 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.
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 returnWhat $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 × 1.1214.65 ≈ $1.70. Use it to compare windows of different length. Rule of thumb: money doubles in about 72 ÷ CAGR years (12% → 6 years).
Sharpe ratioReturn 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 positionHow 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 tradeShare 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 holdTrading sessions (not calendar days) between entry and exit. 21 sessions ≈ one month.
Top-k, monthly / turnoverThese 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 benchmarksSPY: 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

startstrategy CAGRSPYQQQEW-455strategy SharpeSPYQQQstrategy max DDSPYQQQtradesverdict
202214.3%12.2%13.8%9.9%0.720.750.67-24.7%-24.5%-34.8%818beats SPY, beats QQQ; DD deeper than SPY
202320.5%22.6%31.9%17.7%1.001.441.48-24.7%-18.8%-22.8%651trails SPY, trails QQQ; DD deeper than SPY
202426.3%21.4%24.6%16.3%1.141.321.16-24.7%-18.8%-22.8%463beats SPY, beats QQQ; DD deeper than SPY
202526.3%19.1%22.9%18.6%1.061.101.03-24.7%-18.8%-22.8%289beats SPY, beats QQQ; DD deeper than SPY
202648.0%20.4%26.3%24.0%1.531.441.20-13.1%-8.9%-11.7%126beats 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, 12-1 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 490 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, 12-1 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

year12-1 momentum, top 50SPY B&HQQQ B&HEW B&H of the 455beat SPY?beat QQQ?
2022-4.5%-18.6%-33.2%-10.6%yesyes
20236.6%26.2%54.9%13.1%nono
202423.6%24.9%25.6%14.5%nono
202511.3%17.7%20.8%13.7%nono
2026*32.3%12.9%16.1%17.9%yesyes

* 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) — beats SPY, beats QQQ, beats holding the 455 (on CAGR)

total returnCAGRSharpemax DDann. volexposure
12-1 momentum, top 5085.7%14.3%0.72-24.7%21.8%100% invested avg · 50.0 names
SPY buy & hold70.4%12.2%0.75-24.5%17.5%100%
QQQ buy & hold82.0%13.8%0.67-34.8%23.4%100%
Equal-weight buy & hold of the 45555.2%9.9%0.68-21.0%15.9%100%

818 stays in the book · win rate 50.9% · average 5.39% (wins 19.99%, losses -9.72%) · hold 71.2 sessions · 0 stop-outs · 56 month-ends, one-way turnover 30.6% per month-end ≈ 367%/yr.

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

total returnCAGRSharpemax DDann. volexposure
12-1 momentum, top 5097.4%20.5%1.00-24.7%21.1%100% invested avg · 50.0 names
SPY buy & hold110.4%22.6%1.44-18.8%15.0%100%
QQQ buy & hold174.5%31.9%1.48-22.8%20.2%100%
Equal-weight buy & hold of the 45581.3%17.7%1.18-18.9%14.9%100%

651 stays in the book · win rate 53.3% · average 7.10% (wins 20.88%, losses -8.63%) · hold 70.2 sessions · 0 stop-outs · 44 month-ends, one-way turnover 30.8% per month-end ≈ 369%/yr.

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

total returnCAGRSharpemax DDann. volexposure
12-1 momentum, top 5085.6%26.3%1.14-24.7%22.8%100% invested avg · 50.0 names
SPY buy & hold67.0%21.4%1.32-18.8%15.7%100%
QQQ buy & hold79.1%24.6%1.16-22.8%21.0%100%
Equal-weight buy & hold of the 45549.3%16.3%1.13-18.5%14.4%100%

463 stays in the book · win rate 57.7% · average 8.75% (wins 21.73%, losses -8.94%) · hold 71.7 sessions · 0 stop-outs · 32 month-ends, one-way turnover 29.9% per month-end ≈ 358%/yr.

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

total returnCAGRSharpemax DDann. volexposure
12-1 momentum, top 5046.9%26.3%1.06-24.7%25.3%100% invested avg · 50.0 names
SPY buy & hold33.3%19.1%1.10-18.8%17.4%100%
QQQ buy & hold40.5%22.9%1.03-22.8%22.7%100%
Equal-weight buy & hold of the 45532.4%18.6%1.17-16.7%15.7%100%

289 stays in the book · win rate 55.7% · average 8.98% (wins 24.33%, losses -10.33%) · hold 71.3 sessions · 0 stop-outs · 20 month-ends, one-way turnover 29.2% per month-end ≈ 350%/yr.

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

total returnCAGRSharpemax DDann. volexposure
12-1 momentum, top 5028.8%48.0%1.53-13.1%28.3%100% invested avg · 50.0 names
SPY buy & hold12.7%20.4%1.44-8.9%13.6%100%
QQQ buy & hold16.3%26.3%1.20-11.7%21.4%100%
Equal-weight buy & hold of the 45514.9%24.0%1.88-7.6%11.9%100%

126 stays in the book · win rate 57.9% · average 11.51% (wins 27.36%, losses -10.32%) · hold 64.3 sessions · 0 stop-outs · 8 month-ends, one-way turnover 29.0% per month-end ≈ 347%/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.
namestayswin rateavg staysum of stay returnssessions heldstops
WDC367%166.1%498.2%3950
STX475%105.8%423.0%5160
HWM6100%57.5%345.2%7530
MU367%99.1%297.3%3710
GE2100%113.0%226.1%7330
AVGO3100%68.0%204.1%7720
NRG250%100.2%200.4%5830
TPR2100%94.7%189.4%4740
AMD560%37.6%187.8%4300
GLW2100%78.7%157.5%4120
NVDA650%25.7%154.4%7080
NFLX1100%136.6%136.6%6490
RCL2100%57.9%115.8%6080
LRCX2100%55.4%110.7%4770
TER1100%102.6%102.6%1840
AMAT367%31.3%94.0%4750
INTC250%43.6%87.2%3060
PHM250%41.9%83.9%3990
LLY475%20.1%80.3%6450
KLAC475%20.0%80.2%5560
TDG1100%79.3%79.3%3990
ANET667%12.2%73.3%8380
APH3100%23.6%70.9%3520
PVH450%16.9%67.7%1660
XOM2100%33.6%67.2%3560
OXY2100%33.2%66.4%3130
MRNA333%22.1%66.2%1190
VLO367%21.6%64.8%3960
MPC6100%10.7%64.1%5040
COP1100%54.8%54.8%3130
NTAP475%13.4%53.4%2100
PGR580%10.3%51.3%3960
EOG1100%49.1%49.1%3130
PCAR250%24.3%48.5%3150
PH367%15.5%46.6%3130
RL667%7.7%46.5%4380
APA2100%22.5%45.1%4140
GOOGL560%8.9%44.7%3660
ETN250%21.6%43.3%3150
GOOG560%8.6%43.2%3660
MPWR560%8.2%40.9%3890
LEN250%20.1%40.2%3370
CMG367%13.0%39.0%2300
URI250%19.5%38.9%4200
IVZ1100%38.8%38.8%1840
CPRT1100%38.6%38.6%2520
FOX1100%37.5%37.5%2500
CAH580%7.4%37.1%5180
IR4100%8.8%35.2%1920
HPE2100%17.1%34.2%810
TT3100%11.2%33.5%3550
DVN1100%33.0%33.0%3130
SNPS580%6.5%32.6%2080
SYF4100%8.0%32.0%2690
BWA450%7.5%30.0%2030
FANG333%9.7%29.0%3990
CAT450%7.2%28.9%3520
VNO450%7.0%27.9%2310
ILMN1100%27.7%27.7%390
MCK560%5.3%26.7%4100
LW1100%26.3%26.3%2300
VTRS1100%25.6%25.6%1010
JNJ2100%12.8%25.6%780
PNR3100%8.4%25.3%1860
DHI250%12.7%25.3%3370
BA1100%24.5%24.5%1470
CDNS475%6.1%24.3%2740
GS757%3.4%24.0%3970
ALL1100%23.9%23.9%1480
AZO2100%11.5%23.0%3360
WELL475%5.7%23.0%2500
VRTX250%11.1%22.3%2920
CVX1100%21.0%21.0%2740
JPM771%2.9%20.1%2100
OKE367%6.5%19.5%2040
SLB450%4.8%19.3%3560
ETR1100%18.6%18.6%2300
PSX475%4.4%17.4%2520
STT3100%5.8%17.3%590
AMZN333%5.7%17.2%1850
COF4100%4.1%16.5%1660
JCI367%5.4%16.3%2940
GL367%5.4%16.1%1630
NEM2100%7.9%15.8%2300
CTVA1100%14.8%14.8%2080
APD2100%7.4%14.7%400
WMT1100%14.7%14.7%1860
WMB580%2.9%14.6%3910
ATO475%3.6%14.4%1060
T367%4.8%14.3%1880
C580%2.9%14.3%2260
ITW1100%14.0%14.0%210
AXP2100%6.9%13.8%1660
GPC1100%13.6%13.6%1870
NXPI250%6.4%12.7%610
BKNG560%2.5%12.6%2710
AJG475%3.1%12.6%1470
DD2100%6.2%12.4%630
CTAS1100%12.1%12.1%630
MOS250%6.0%12.0%2740
NUE757%1.6%11.4%3110
FOXA1100%11.2%11.2%2690
GWW3100%3.6%10.9%2090
MS540%2.2%10.9%2100
CBRE367%3.5%10.6%2290
GRMN333%3.5%10.6%2890
ADM2100%5.3%10.5%2710
TJX2100%4.9%9.9%1290
CRM2100%4.8%9.5%1030
AIG2100%4.7%9.5%450
CZR1100%9.3%9.3%210
TMO1100%9.1%9.1%200
NI3100%3.0%9.1%1480
CMI450%2.2%9.0%2420
NTRS2100%4.2%8.5%1050
NVR2100%4.2%8.4%1700
AOS1100%8.1%8.1%200
HUM367%2.7%8.1%610
XYL1100%8.0%8.0%430
IPGP333%2.6%7.9%1000
LIN2100%3.9%7.8%410
RTX4100%1.9%7.5%1870
ALB633%1.2%7.4%2890
HIG1100%7.3%7.3%630
MO1100%7.2%7.2%630
NOW250%3.6%7.2%1630
ADI1100%7.1%7.1%1230
PRU1100%7.1%7.1%220
GILD450%1.7%6.9%3560
RSG1100%6.7%6.7%640
INCY1100%6.5%6.5%170
ZION450%1.5%6.1%1470
PEG1100%6.0%6.0%200
CMCSA1100%5.9%5.9%410
EXPE367%1.9%5.8%1670
GM333%1.8%5.5%1640
CFG650%0.9%5.4%1450
CPB250%2.4%4.8%1240
ED1100%4.8%4.8%1060
FDX2100%2.2%4.4%1220
AEE1100%4.4%4.4%630
TYL250%2.1%4.2%410
BSX367%1.4%4.2%1420
WFC560%0.8%4.1%2050
DLR1100%4.1%4.1%220
SBUX1100%3.9%3.9%410
FITB250%1.9%3.8%1660
MAR1100%3.7%3.7%200
IBM3100%1.2%3.6%1460
MRK367%1.2%3.5%2290
MSFT250%1.5%3.0%1230
MMM250%1.5%3.0%2290
AMP250%1.4%2.8%420
MAS1100%2.8%2.8%220
TTWO250%1.4%2.7%2300
AEP1100%2.7%2.7%230
EBAY367%0.8%2.5%1480
SNA1100%2.2%2.2%410
BIIB367%0.7%2.2%1440
HBAN1100%2.0%2.0%200
HLT1100%2.0%2.0%220
VRSK1100%2.0%2.0%200
FIS250%0.9%1.9%440
SYK250%0.9%1.8%450
REG1100%1.6%1.6%420
EVRG1100%1.6%1.6%410
MSI450%0.4%1.4%1630
LUV1100%1.3%1.3%210
BR1100%1.0%1.0%400
PAYX1100%0.8%0.8%620
CF333%0.3%0.8%2940
FMC250%0.2%0.4%650
SRE250%0.2%0.4%1250
UNH333%0.1%0.3%1480
DTE1100%0.1%0.1%230
TRMB1100%0.1%0.1%440
NEE10%-0.0%-0.0%200
MET10%-0.1%-0.1%200
HSY560%-0.1%-0.4%2290
DE10%-1.0%-1.0%190
AIZ10%-1.0%-1.0%220
VTR10%-1.2%-1.2%840
HPQ250%-0.6%-1.3%400
XEL10%-1.5%-1.5%210
SJM333%-0.5%-1.6%830
EQIX10%-1.8%-1.8%200
TFC10%-1.8%-1.8%430
PNW10%-1.8%-1.8%210
AFL367%-0.6%-1.9%1000
EIX250%-0.9%-1.9%620
PKG10%-2.1%-2.1%200
CE20%-1.1%-2.2%630
LMT10%-2.2%-2.2%600
LDOS20%-1.2%-2.3%1660
MNST250%-1.3%-2.6%1240
PAYC10%-2.6%-2.6%430
TRV10%-2.7%-2.7%190
UDR10%-2.9%-2.9%190
PWR956%-0.3%-2.9%6030
CARR250%-1.5%-3.0%1040
APTV10%-3.0%-3.0%200
KIM10%-3.3%-3.3%190
JBHT10%-3.4%-3.4%600
WEC10%-3.4%-3.4%410
IEX10%-3.5%-3.5%220
SO250%-1.8%-3.6%440
AKAM20%-1.9%-3.7%420
MCD10%-3.7%-3.7%220
CNC333%-1.3%-3.8%1040
PNC250%-1.9%-3.9%640
MDLZ10%-3.9%-3.9%220
IP250%-2.0%-4.0%1440
CB10%-4.0%-4.0%430
KO10%-4.0%-4.0%230
DVA450%-1.0%-4.2%1870
BAC10%-4.3%-4.3%230
AAPL10%-4.3%-4.3%210
ISRG425%-1.1%-4.4%3130
ROK10%-4.4%-4.4%430
RMD10%-4.4%-4.4%410
AON10%-4.7%-4.7%210
POOL10%-4.7%-4.7%200
WAB20%-2.4%-4.8%1640
CSCO20%-2.5%-5.0%1030
MLM250%-2.6%-5.2%1060
KEYS250%-2.7%-5.3%1210
ORLY333%-1.8%-5.4%1890
CME10%-5.4%-5.4%840
ROST450%-1.4%-5.5%1440
SPG367%-1.8%-5.5%1270
IFF10%-5.5%-5.5%230
CNP40%-1.4%-5.8%1900
KMI20%-3.0%-5.9%1840
PPL10%-6.3%-6.3%410
F367%-2.2%-6.7%1250
SCHW20%-3.4%-6.9%1050
IRM560%-1.4%-7.2%3990
FRT10%-7.5%-7.5%190
TXT10%-7.7%-7.7%200
PM10%-8.0%-8.0%1490
FDS10%-8.1%-8.1%210
HAS250%-4.1%-8.1%610
GIS250%-4.1%-8.3%2090
CAG10%-8.3%-8.3%220
VMC20%-4.4%-8.9%650
NWS10%-8.9%-8.9%220
KEY450%-2.2%-9.0%890
CI10%-9.2%-9.2%1440
CHRW333%-3.1%-9.2%2250
TMUS333%-3.1%-9.4%1480
ADBE10%-9.4%-9.4%1460
FAST250%-4.8%-9.5%430
NWSA10%-9.6%-9.6%220
ABBV250%-4.9%-9.7%2070
CBOE333%-3.3%-9.9%1050
AAP367%-3.4%-10.2%850
MHK10%-10.3%-10.3%630
LUMN450%-2.6%-10.3%3770
CVS333%-3.4%-10.3%1250
LOW20%-5.2%-10.4%400
ACN10%-10.6%-10.6%190
LNC450%-2.7%-10.7%850
HST10%-10.8%-10.8%170
BRO540%-2.2%-11.2%1230
DG10%-11.5%-11.5%820
RF10%-11.7%-11.7%410
SHW10%-11.9%-11.9%440
AES10%-11.9%-11.9%420
PSA10%-12.2%-12.2%1040
DPZ250%-6.1%-12.2%850
NDAQ333%-4.1%-12.3%820
GD425%-3.2%-12.6%1240
RJF333%-4.3%-12.8%1070
DRI333%-4.3%-12.9%1280
PFE10%-13.1%-13.1%1470
ORCL560%-2.7%-13.3%3350
BMY20%-6.7%-13.3%850
VRSN333%-4.5%-13.4%1660
MCHP20%-7.0%-13.9%440
TSCO10%-14.2%-14.2%390
OMC10%-14.4%-14.4%430
LHX10%-15.4%-15.4%630
MTB20%-8.1%-16.1%1040
TEL10%-16.2%-16.2%1020
WRB20%-8.2%-16.4%2520
FTNT333%-5.5%-16.5%3090
ODFL425%-4.2%-16.8%1450
UHS20%-8.4%-16.8%860
EXC10%-17.2%-17.2%1470
ZBRA20%-8.6%-17.2%620
AMGN20%-8.6%-17.2%830
MGM10%-17.5%-17.5%200
PFG10%-18.1%-18.1%1020
NOC30%-6.2%-18.6%2280
RHI10%-18.7%-18.7%1030
KR20%-9.5%-18.9%1260
ULTA450%-4.9%-19.6%1670
FFIV10%-19.9%-19.9%1890
COST633%-3.6%-21.7%2940
LKQ20%-10.9%-21.8%830
SEDG30%-7.6%-22.7%2470
MAA10%-23.3%-23.3%1240
DLTR20%-11.7%-23.4%2520
EFX30%-7.8%-23.4%600
EXR10%-23.4%-23.4%1240
TSN10%-24.1%-24.1%440
PLD10%-24.3%-24.3%1040
HAL540%-4.9%-24.3%3740
INTU250%-12.5%-24.9%1220
HII20%-12.9%-25.9%1830
LVS333%-8.9%-26.7%2320
CCL633%-4.5%-26.8%3770
FISV10%-27.2%-27.2%1230
IT333%-9.1%-27.4%1640
REGN40%-7.0%-27.8%1670
ETSY10%-28.6%-28.6%200
ENPH520%-5.8%-28.8%2070
LYV40%-7.3%-29.1%2120
GNRC425%-7.6%-30.5%1220
CHTR10%-30.9%-30.9%420
BBWI10%-31.1%-31.1%620
UAL520%-6.3%-31.4%3070
HCA520%-6.7%-33.4%2080
FCX40%-8.5%-33.8%1060
IDXX20%-17.6%-35.1%1050
NCLH520%-7.1%-35.6%1470
WYNN30%-12.2%-36.5%2310
QCOM30%-12.8%-38.4%890
WST450%-9.8%-39.1%1810
ALGN10%-39.4%-39.4%220
TSLA743%-6.2%-43.1%2700
VFC10%-51.3%-51.3%420
ALK20%-26.6%-53.2%840
BKR50%-11.0%-54.8%2930
DAL40%-16.3%-65.2%1860
DXCM30%-24.2%-72.5%1040
EPAM20%-37.0%-74.0%580

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.
nameentryexitentry pxexit pxreturnholdexit reason12-1 return at signal · rank → exit rank
ALB2022-01-032022-02-01223.81215.14-4.0%20rank_exit93.0% · rank 0.98 → 0.86
OXY2022-01-032022-02-0127.3134.8227.4%20rank_exit91.6% · rank 0.98 → 0.89
GNRC2022-01-032022-02-01353.98286.29-19.2%20rank_exit89.5% · rank 0.97 → 0.83
TSLA2022-01-032022-02-01382.58311.74-18.6%20rank_exit87.3% · rank 0.97 → 0.83
ENPH2022-01-032022-02-01185.23141.19-23.9%20rank_exit83.8% · rank 0.96 → 0.20
MPWR2022-01-032022-02-01475.37392.99-17.4%20rank_exit74.7% · rank 0.94 → 0.62
NTAP2022-01-032022-02-0182.6278.21-5.4%20rank_exit69.5% · rank 0.94 → 0.73
ETSY2022-01-032022-02-01222.35158.96-28.6%20rank_exit67.6% · rank 0.93 → 0.39
HPQ2022-01-032022-02-0131.7531.03-2.4%20rank_exit67.5% · rank 0.93 → 0.87
EFX2022-01-032022-02-01282.64231.68-18.1%20rank_exit67.4% · rank 0.93 → 0.82
DXCM2022-01-032022-02-01132.95108.53-18.5%20rank_exit67.3% · rank 0.92 → 0.78
GS2022-01-032022-02-01348.12318.71-8.5%20rank_exit65.1% · rank 0.92 → 0.79
XOM2022-01-032022-02-0152.0965.0224.7%20rank_exit64.8% · rank 0.91 → 0.84
LOW2022-01-032022-02-01236.13217.94-7.8%20rank_exit62.2% · rank 0.91 → 0.89
AMD2022-01-032022-02-01145.14116.75-19.6%20rank_exit61.0% · rank 0.90 → 0.85
MPC2022-01-032022-02-0158.1664.1410.2%20rank_exit60.7% · rank 0.90 → 0.87
ZION2022-01-032022-02-0154.0657.225.7%20rank_exit59.6% · rank 0.90 → 0.79
KEYS2022-01-032022-02-01205.88170.13-17.4%20rank_exit59.0% · rank 0.89 → 0.85
PWR2022-01-032022-02-01113.97102.39-10.3%20rank_exit58.4% · rank 0.89 → 0.87
MRNA2022-01-032022-03-01247.12152.48-38.4%39rank_exit120.3% · rank 0.99 → 0.11
INTU2022-01-032022-03-01617.87460.18-25.6%39rank_exit87.1% · rank 0.97 → 0.85
AMAT2022-01-032022-03-01151.59128.76-15.1%39rank_exit81.3% · rank 0.96 → 0.72
EPAM2022-01-032022-03-01670.32212.71-68.3%39rank_exit81.0% · rank 0.96 → 0.64
IRM2022-01-032022-03-0144.3141.82-5.7%39rank_exit76.6% · rank 0.95 → 0.83
LLY2022-01-032022-03-01263.08238.33-9.5%39rank_exit73.7% · rank 0.94 → 0.46
ODFL2022-01-032022-03-01174.85152.40-12.9%39rank_exit66.5% · rank 0.92 → 0.87
KLAC2022-01-032022-03-0141.1733.19-19.5%39rank_exit62.5% · rank 0.91 → 0.67
TSCO2022-01-032022-03-0143.5637.40-14.2%39rank_exit62.1% · rank 0.91 → 0.85
WST2022-01-032022-03-01460.46383.81-16.7%39rank_exit60.4% · rank 0.90 → 0.71
KIM2022-02-012022-03-0119.6919.07-3.3%19rank_exit71.0% · rank 0.94 → 0.83
GOOGL2022-02-012022-03-01136.39133.69-2.1%19rank_exit68.4% · rank 0.92 → 0.84
GOOG2022-02-012022-03-01136.63133.30-2.5%19rank_exit67.9% · rank 0.92 → 0.84
FRT2022-02-012022-03-01104.9697.14-7.5%19rank_exit66.2% · rank 0.92 → 0.88
MSI2022-02-012022-03-01219.79207.93-5.5%19rank_exit64.5% · rank 0.91 → 0.77
UDR2022-02-012022-03-0147.1045.76-2.9%19rank_exit62.8% · rank 0.90 → 0.87
ACN2022-02-012022-03-01327.89293.44-10.6%19rank_exit62.7% · rank 0.89 → 0.80
NDAQ2022-02-012022-03-0156.2853.53-5.0%19rank_exit62.6% · rank 0.89 → 0.67
BBWI2022-01-032022-04-0161.7042.58-31.1%62rank_exit129.2% · rank 0.99 → 0.64
SPG2022-01-032022-04-01125.67104.90-16.6%62rank_exit82.5% · rank 0.96 → 0.74
WFC2022-01-032022-04-0143.4943.971.0%62rank_exit70.5% · rank 0.94 → 0.89
JCI2022-01-032022-04-0174.5661.17-18.0%62rank_exit64.9% · rank 0.92 → 0.44
FITB2022-01-032022-04-0136.9936.97-0.1%62rank_exit64.4% · rank 0.91 → 0.81
CBRE2022-02-012022-04-01101.5392.00-9.5%42rank_exit73.9% · rank 0.94 → 0.70
REG2022-02-012022-04-0159.2960.321.6%42rank_exit70.1% · rank 0.93 → 0.64
LKQ2022-02-012022-04-0147.8440.35-15.7%42rank_exit68.5% · rank 0.93 → 0.59
RJF2022-02-012022-04-0199.43103.704.2%42rank_exit62.9% · rank 0.90 → 0.85
SCHW2022-02-012022-04-0183.0780.20-3.6%42rank_exit62.9% · rank 0.90 → 0.73
SLB2022-03-012022-04-0135.9437.363.8%23rank_exit74.6% · rank 0.98 → 0.88
MPC2022-03-012022-04-0171.4277.538.5%23rank_exit67.1% · rank 0.96 → 0.89
BAC2022-03-012022-04-0139.0637.44-4.3%23rank_exit52.9% · rank 0.93 → 0.63
ZION2022-03-012022-04-0159.7756.66-5.3%23rank_exit52.1% · rank 0.93 → 0.77
AIG2022-03-012022-04-0154.6957.505.0%23rank_exit50.3% · rank 0.92 → 0.82
AMP2022-03-012022-04-01275.74284.223.0%23rank_exit49.5% · rank 0.92 → 0.80
AAP2022-03-012022-04-01182.64187.152.4%23rank_exit49.1% · rank 0.92 → 0.75
KEY2022-03-012022-04-0119.8818.19-8.6%23rank_exit49.1% · rank 0.91 → 0.63
MS2022-03-012022-04-0177.8276.21-2.2%23rank_exit48.6% · rank 0.91 → 0.39
VLO2022-03-012022-04-0174.2389.4320.4%23rank_exit48.5% · rank 0.91 → 0.45
LYV2022-03-012022-04-01122.02118.56-2.9%23rank_exit46.9% · rank 0.90 → 0.80
F2022-01-032022-05-0215.6810.46-33.4%82rank_exit113.0% · rank 0.99 → 0.89
STX2022-01-032022-05-0298.8272.32-26.9%82rank_exit78.3% · rank 0.95 → 0.69
CVS2022-03-012022-05-0288.4183.05-6.2%43rank_exit50.6% · rank 0.92 → 0.88
ORLY2022-03-012022-05-0243.1640.21-6.9%43rank_exit46.8% · rank 0.90 → 0.84
NOC2022-04-012022-05-02417.10408.27-2.2%20rank_exit54.2% · rank 0.94 → 0.89
HCA2022-04-012022-05-02242.13206.90-14.6%20rank_exit50.0% · rank 0.93 → 0.83
UNH2022-04-012022-05-02472.35472.47-0.1%20rank_exit47.9% · rank 0.92 → 0.89
HSY2022-04-012022-05-02192.99201.804.5%20rank_exit46.9% · rank 0.92 → 0.86
LOW2022-04-012022-05-02186.55181.81-2.6%20rank_exit46.5% · rank 0.92 → 0.47
CNP2022-04-012022-05-0227.3827.38-0.1%20rank_exit46.2% · rank 0.91 → 0.86
POOL2022-04-012022-05-02397.25379.10-4.7%20rank_exit44.6% · rank 0.91 → 0.78
CNC2022-04-012022-05-0284.9680.99-4.8%20rank_exit44.0% · rank 0.91 → 0.81
TXT2022-04-012022-05-0274.6669.02-7.7%20rank_exit43.9% · rank 0.90 → 0.81
GD2022-04-012022-05-02219.68216.59-1.5%20rank_exit43.8% · rank 0.90 → 0.85
ODFL2022-04-012022-05-02146.33137.13-6.4%20rank_exit43.2% · rank 0.89 → 0.76
NVDA2022-01-032022-06-0129.7218.67-37.3%103rank_exit135.0% · rank 0.99 → 0.87
RHI2022-01-032022-06-0191.7874.72-18.7%103rank_exit69.4% · rank 0.93 → 0.77
BRO2022-04-012022-06-0170.2357.72-17.9%41rank_exit49.6% · rank 0.93 → 0.81
AMD2022-04-012022-06-01110.48102.13-7.7%41rank_exit46.3% · rank 0.91 → 0.60
WST2022-04-012022-06-01407.32309.39-24.1%41rank_exit44.0% · rank 0.91 → 0.42
TSLA2022-05-022022-06-01286.92251.72-12.4%21rank_exit63.8% · rank 0.96 → 0.86
FCX2022-05-022022-06-0137.6037.01-1.7%21rank_exit55.7% · rank 0.93 → 0.67
ALB2022-05-022022-06-01181.83239.2131.4%21rank_exit53.9% · rank 0.92 → 0.78
PWR2022-05-022022-06-01115.00119.784.1%21rank_exit50.6% · rank 0.91 → 0.84
AAPL2022-05-022022-06-01153.27146.82-4.3%21rank_exit46.4% · rank 0.90 → 0.84
DXCM2022-05-022022-06-01102.2474.78-26.9%21rank_exit44.4% · rank 0.90 → 0.61
FDS2022-05-022022-06-01386.08355.00-8.1%21rank_exit43.8% · rank 0.90 → 0.85
AON2022-05-022022-06-01281.18268.34-4.7%21rank_exit42.9% · rank 0.89 → 0.78
IT2022-01-032022-07-01334.53239.75-28.4%124rank_exit99.1% · rank 0.98 → 0.74
NUE2022-01-032022-07-01107.5598.36-8.6%124rank_exit94.7% · rank 0.98 → 0.86
EXR2022-01-032022-07-01188.28144.29-23.4%124rank_exit80.7% · rank 0.95 → 0.85
ANET2022-01-032022-07-0136.0223.29-35.4%124rank_exit77.9% · rank 0.95 → 0.87
MAA2022-01-032022-07-01191.14146.79-23.3%124rank_exit65.9% · rank 0.92 → 0.76
PLD2022-02-012022-07-01137.48104.23-24.3%104rank_exit73.4% · rank 0.94 → 0.68
PSA2022-02-012022-07-01292.36257.06-12.2%104rank_exit67.1% · rank 0.92 → 0.83
COST2022-04-012022-07-01548.88458.18-16.6%62rank_exit64.2% · rank 0.97 → 0.88
HSY2022-06-012022-07-01189.51192.541.5%21rank_exit40.1% · rank 0.94 → 0.89
CNC2022-06-012022-07-0181.9084.733.4%21rank_exit30.5% · rank 0.92 → 0.72
UNH2022-06-012022-07-01460.92475.563.1%21rank_exit29.2% · rank 0.91 → 0.88
CVS2022-06-012022-07-0183.8579.92-4.8%21rank_exit28.7% · rank 0.91 → 0.80
LYV2022-06-012022-07-0195.8182.48-14.0%21rank_exit28.1% · rank 0.90 → 0.61
GD2022-06-012022-07-01207.94203.76-2.1%21rank_exit27.3% · rank 0.90 → 0.86
FTNT2022-01-032022-08-0172.4259.03-18.6%144rank_exit148.9% · rank 1.00 → 0.89
OKE2022-01-032022-08-0145.6547.794.6%144rank_exit73.0% · rank 0.94 → 0.77
SLB2022-05-022022-08-0134.7632.98-5.2%62rank_exit57.7% · rank 0.94 → 0.87
REGN2022-05-022022-08-01650.83576.09-11.6%62rank_exit46.3% · rank 0.90 → 0.79
PAYX2022-05-022022-08-01109.89110.920.8%62rank_exit43.0% · rank 0.89 → 0.79
NRG2022-07-012022-08-0134.5334.08-1.4%20rank_exit47.6% · rank 0.96 → 0.61
HPQ2022-07-012022-08-0127.8828.201.1%20rank_exit33.6% · rank 0.93 → 0.85
ENPH2022-07-012022-08-01193.50282.9146.1%20rank_exit33.5% · rank 0.93 → 0.64
MPWR2022-07-012022-08-01368.19447.4921.4%20rank_exit32.2% · rank 0.93 → 0.72
EIX2022-07-012022-08-0151.7155.637.5%20rank_exit31.3% · rank 0.92 → 0.85
AVGO2022-07-012022-08-0144.9149.7910.7%20rank_exit27.4% · rank 0.91 → 0.74
TMO2022-07-012022-08-01537.48587.049.1%20rank_exit27.2% · rank 0.90 → 0.74
AMD2022-07-012022-08-0175.1995.5927.0%20rank_exit26.0% · rank 0.90 → 0.44
SNPS2022-07-012022-08-01302.25364.1720.4%20rank_exit25.8% · rank 0.90 → 0.81
PFE2022-02-012022-09-0141.1435.78-13.1%147rank_exit65.2% · rank 0.91 → 0.84
IRM2022-04-012022-09-0147.5245.16-5.0%105rank_exit55.8% · rank 0.95 → 0.84
KR2022-04-012022-09-0152.0843.82-16.0%105rank_exit51.4% · rank 0.94 → 0.83
MRK2022-06-012022-09-0180.5975.91-5.9%64rank_exit29.3% · rank 0.92 → 0.87
RSG2022-06-012022-09-01126.61135.186.7%64rank_exit28.1% · rank 0.90 → 0.86
ALB2022-07-012022-09-01195.16250.7528.4%43rank_exit53.1% · rank 0.96 → 0.86
NI2022-07-012022-09-0125.7925.890.3%43rank_exit27.9% · rank 0.91 → 0.89
CB2022-07-012022-09-01187.04179.75-4.0%43rank_exit25.3% · rank 0.89 → 0.74
BMY2022-08-012022-09-0162.0056.65-8.7%23rank_exit21.9% · rank 0.92 → 0.77
SO2022-08-012022-09-0165.8166.891.5%23rank_exit21.7% · rank 0.91 → 0.89
GD2022-08-012022-09-01208.65210.720.9%23rank_exit20.2% · rank 0.91 → 0.86
KO2022-08-012022-09-0156.9754.73-4.0%23rank_exit20.0% · rank 0.91 → 0.83
ATO2022-08-012022-09-01109.04102.84-5.8%23rank_exit18.1% · rank 0.90 → 0.89
DTE2022-08-012022-09-01113.54113.810.1%23rank_exit17.7% · rank 0.90 → 0.81
PGR2022-08-012022-09-01104.35111.777.0%23rank_exit17.6% · rank 0.89 → 0.87
AEP2022-08-012022-09-0184.2686.622.7%23rank_exit17.6% · rank 0.89 → 0.83
ABBV2022-04-012022-10-03138.02117.73-14.8%126rank_exit46.7% · rank 0.92 → 0.86
BKR2022-05-022022-10-0327.7920.00-28.1%106rank_exit78.0% · rank 0.97 → 0.84
LLY2022-05-022022-10-03280.38315.9312.6%106rank_exit57.5% · rank 0.93 → 0.88
TSN2022-08-012022-10-0376.8258.39-24.1%44rank_exit20.2% · rank 0.91 → 0.64
COST2022-08-012022-10-03516.43452.59-12.4%44rank_exit18.6% · rank 0.90 → 0.85
SEDG2022-09-012022-10-03271.15236.00-13.1%21rank_exit41.8% · rank 0.96 → 0.60
NUE2022-09-012022-10-03122.89104.10-15.4%21rank_exit31.6% · rank 0.94 → 0.85
SNPS2022-09-012022-10-03341.26308.79-9.6%21rank_exit28.1% · rank 0.92 → 0.74
TSLA2022-09-012022-10-03272.58254.50-6.7%21rank_exit27.1% · rank 0.91 → 0.82
CDNS2022-09-012022-10-03171.00164.39-4.0%21rank_exit24.6% · rank 0.90 → 0.76
HAL2022-03-012022-11-0131.1334.3210.1%170rank_exit70.1% · rank 0.97 → 0.89
EXC2022-04-012022-11-0140.8433.87-17.2%147rank_exit58.1% · rank 0.96 → 0.85
WMB2022-04-012022-11-0127.8328.361.8%147rank_exit46.7% · rank 0.92 → 0.89
PWR2022-08-012022-11-01137.22142.854.0%65rank_exit32.3% · rank 0.95 → 0.86
EIX2022-09-012022-11-0155.8550.69-9.3%42rank_exit30.0% · rank 0.93 → 0.81
CHRW2022-09-012022-11-01103.6789.97-13.3%42rank_exit24.2% · rank 0.89 → 0.86
OKE2022-10-032022-11-0142.9049.3815.0%21rank_exit23.8% · rank 0.90 → 0.64
NI2022-10-032022-11-0122.6122.931.3%21rank_exit23.7% · rank 0.90 → 0.82
SO2022-10-032022-11-0159.9856.95-5.1%21rank_exit21.9% · rank 0.89 → 0.87
F2022-10-032022-11-018.5710.2219.1%21rank_exit20.1% · rank 0.89 → 0.43
CNP2022-06-012022-12-0128.9428.42-1.9%127rank_exit28.2% · rank 0.91 → 0.81
ED2022-07-012022-12-0182.6686.734.8%106rank_exit34.9% · rank 0.93 → 0.88
MTB2022-09-012022-12-01160.76152.03-5.5%63rank_exit34.2% · rank 0.95 → 0.85
CNC2022-09-012022-12-0189.4587.41-2.4%63rank_exit32.7% · rank 0.94 → 0.87
SRE2022-09-012022-12-0172.7774.231.9%63rank_exit28.8% · rank 0.92 → 0.89
AJG2022-09-012022-12-01173.80193.2711.1%63rank_exit25.4% · rank 0.91 → 0.81
ANET2022-09-012022-12-0129.7035.0117.7%63rank_exit24.2% · rank 0.89 → 0.86
HUM2022-11-012022-12-01532.87529.61-0.7%21rank_exit25.5% · rank 0.93 → 0.88
ALB2022-11-012022-12-01271.40266.26-2.0%21rank_exit21.6% · rank 0.91 → 0.81
MRK2022-11-012022-12-0189.9398.068.9%21rank_exit18.7% · rank 0.91 → 0.86
ATO2022-11-012022-12-0196.91110.3413.7%21rank_exit18.5% · rank 0.91 → 0.86
DLTR2022-06-012023-01-03160.41141.62-11.8%148rank_exit41.4% · rank 0.94 → 0.71
UNH2022-08-012023-01-03503.36490.49-2.7%107rank_exit31.3% · rank 0.94 → 0.83
ENPH2022-09-012023-01-03280.29269.17-4.1%84rank_exit59.6% · rank 0.97 → 0.86
GWW2022-09-012023-01-03532.59540.361.4%84rank_exit24.5% · rank 0.90 → 0.85
SJM2022-11-012023-01-03130.24137.855.7%42rank_exit17.9% · rank 0.90 → 0.84
FMC2022-11-012023-01-03104.31109.524.9%42rank_exit17.6% · rank 0.90 → 0.89
CF2022-02-012023-02-0163.1777.2222.1%251rank_exit93.8% · rank 0.97 → 0.86
MOS2022-02-012023-02-0135.8744.3923.6%251rank_exit78.4% · rank 0.95 → 0.81
AZO2022-02-012023-02-011983.062435.9822.7%251rank_exit77.3% · rank 0.94 → 0.86
BMY2022-11-012023-02-0165.2262.27-4.6%62rank_exit22.9% · rank 0.92 → 0.89
AMGN2022-12-012023-02-01256.42221.84-13.6%41rank_exit35.0% · rank 0.93 → 0.88
ORLY2022-12-012023-02-0157.9452.57-9.4%41rank_exit34.5% · rank 0.92 → 0.88
TMUS2022-12-012023-02-01145.61142.63-2.1%41rank_exit31.8% · rank 0.91 → 0.87
NUE2023-01-032023-02-01125.44159.6427.1%20rank_exit43.5% · rank 0.93 → 0.87
ATO2023-01-032023-02-01102.48106.734.0%20rank_exit36.4% · rank 0.91 → 0.83
MET2023-01-032023-02-0164.6464.63-0.1%20rank_exit34.6% · rank 0.90 → 0.89
ADM2022-03-012023-03-0169.0171.233.1%251rank_exit49.0% · rank 0.91 → 0.83
NOC2022-06-012023-03-01438.53437.63-0.3%187rank_exit26.1% · rank 0.89 → 0.71
HSY2022-08-012023-03-01203.40214.135.2%146rank_exit29.7% · rank 0.94 → 0.78
GIS2022-08-012023-03-0163.4467.916.9%146rank_exit28.5% · rank 0.94 → 0.83
CPB2022-10-032023-03-0140.2244.9711.7%102rank_exit24.8% · rank 0.91 → 0.87
ABBV2022-11-012023-03-01128.36134.975.0%81rank_exit29.5% · rank 0.94 → 0.74
HII2022-11-012023-03-01237.78199.95-16.0%81rank_exit17.4% · rank 0.90 → 0.80
LMT2022-12-012023-03-01443.12433.77-2.2%60rank_exit50.6% · rank 0.96 → 0.87
GL2022-12-012023-03-01116.85117.330.3%60rank_exit30.8% · rank 0.91 → 0.82
GD2022-12-012023-03-01234.49211.54-9.9%60rank_exit26.0% · rank 0.90 → 0.76
AFL2022-12-012023-03-0166.7763.22-5.4%60rank_exit24.5% · rank 0.90 → 0.86
WMB2022-12-012023-03-0129.8725.94-13.3%60rank_exit22.8% · rank 0.89 → 0.76
DE2023-02-012023-03-01402.48398.96-1.0%19rank_exit25.9% · rank 0.93 → 0.76
BKR2023-02-012023-03-0128.9328.40-1.9%19rank_exit23.4% · rank 0.91 → 0.81
TRV2023-02-012023-03-01177.15172.47-2.7%19rank_exit22.9% · rank 0.91 → 0.78
KMI2023-02-012023-03-0115.2714.41-5.7%19rank_exit21.9% · rank 0.90 → 0.75
SJM2023-02-012023-03-01132.95128.98-3.1%19rank_exit20.8% · rank 0.89 → 0.73
LDOS2023-02-012023-03-0194.5492.67-2.1%19rank_exit20.6% · rank 0.89 → 0.57
DVN2022-01-032023-04-0335.7347.5633.0%313rank_exit206.1% · rank 1.00 → 0.54
FANG2022-01-032023-04-0387.43126.6844.7%313rank_exit163.9% · rank 1.00 → 0.80
APA2022-01-032023-04-0323.3333.6744.2%313rank_exit105.5% · rank 0.98 → 0.73
EOG2022-01-032023-04-0371.70107.0549.1%313rank_exit89.8% · rank 0.97 → 0.76
COP2022-01-032023-04-0360.8694.2854.8%313rank_exit81.7% · rank 0.96 → 0.83
CVX2022-03-012023-04-03121.30146.9121.0%274rank_exit60.0% · rank 0.95 → 0.77
WRB2022-06-012023-04-0342.8038.40-10.4%210rank_exit28.5% · rank 0.91 → 0.82
HAL2022-12-012023-04-0335.4731.14-12.3%83rank_exit47.6% · rank 0.95 → 0.87
SRE2023-01-032023-04-0369.0968.09-1.5%62rank_exit42.9% · rank 0.93 → 0.63
AES2023-02-012023-04-0323.1520.42-11.9%42rank_exit24.6% · rank 0.91 → 0.89
SEDG2023-03-012023-04-03320.85307.89-4.1%23rank_exit43.1% · rank 0.97 → 0.50
TMUS2023-03-012023-04-03135.63138.662.1%23rank_exit40.8% · rank 0.96 → 0.80
IRM2023-03-012023-04-0346.4447.291.7%23rank_exit30.5% · rank 0.93 → 0.75
HUM2023-03-012023-04-03472.51481.291.8%23rank_exit28.6% · rank 0.92 → 0.81
AJG2023-03-012023-04-03180.21184.972.5%23rank_exit28.0% · rank 0.92 → 0.88
FMC2023-03-012023-04-03113.03108.10-4.5%23rank_exit25.5% · rank 0.90 → 0.78
MOS2023-03-012023-04-0347.9642.43-11.6%23rank_exit25.4% · rank 0.90 → 0.75
CF2023-03-012023-04-0379.2268.10-14.1%23rank_exit24.5% · rank 0.90 → 0.67
SNPS2023-03-012023-04-03363.19385.185.9%23rank_exit23.8% · rank 0.90 → 0.83
OXY2022-03-012023-05-0141.4457.6539.0%293rank_exit78.1% · rank 0.98 → 0.83
MCK2022-04-012023-05-01300.02359.7019.8%270rank_exit60.3% · rank 0.97 → 0.89
CTVA2022-07-012023-05-0151.3759.0514.8%208rank_exit37.8% · rank 0.94 → 0.74
CI2022-10-032023-05-01261.91238.12-9.2%144rank_exit36.5% · rank 0.94 → 0.78
PFG2022-12-012023-05-0179.7965.37-18.1%102rank_exit36.2% · rank 0.93 → 0.75
HWM2023-01-032023-05-0138.9743.8512.4%81rank_exit34.3% · rank 0.90 → 0.88
ENPH2023-02-012023-05-01221.26164.00-26.0%61rank_exit43.1% · rank 0.96 → 0.76
NUE2023-03-012023-05-01162.21142.23-12.4%42rank_exit82.3% · rank 1.00 → 0.67
URI2023-03-012023-05-01451.44348.62-22.9%42rank_exit41.0% · rank 0.96 → 0.79
ALB2023-03-012023-05-01243.12178.78-26.5%42rank_exit37.9% · rank 0.95 → 0.77
ROST2023-03-012023-05-01103.12103.00-0.2%42rank_exit27.8% · rank 0.91 → 0.87
CAT2023-03-012023-05-01229.63209.25-9.0%42rank_exit26.3% · rank 0.91 → 0.74
EPAM2023-04-032023-05-01294.93278.32-5.7%19rank_exit44.1% · rank 0.97 → 0.76
CMI2023-04-032023-05-01221.52218.22-1.6%19rank_exit32.4% · rank 0.95 → 0.88
APD2023-04-032023-05-01263.61271.272.8%19rank_exit29.9% · rank 0.94 → 0.87
LIN2023-04-032023-05-01338.91355.554.8%19rank_exit26.4% · rank 0.92 → 0.83
UAL2023-04-032023-05-0143.6843.66-0.1%19rank_exit25.6% · rank 0.91 → 0.67
GL2023-04-032023-05-01106.87105.23-1.6%19rank_exit25.5% · rank 0.90 → 0.81
BKNG2023-04-032023-05-01103.59104.981.2%19rank_exit24.4% · rank 0.90 → 0.86
AMP2023-04-032023-05-01292.33292.03-0.2%19rank_exit24.2% · rank 0.90 → 0.65
VLO2022-05-022023-06-0197.8397.92-0.0%272rank_exit47.7% · rank 0.91 → 0.64
PSX2022-09-012023-06-0176.4583.358.9%187rank_exit24.6% · rank 0.90 → 0.84
PGR2022-10-032023-06-01107.00117.169.4%166rank_exit29.7% · rank 0.92 → 0.89
LKQ2023-04-032023-06-0150.6247.58-6.1%41rank_exit29.5% · rank 0.94 → 0.82
REGN2023-04-032023-06-01811.15729.12-10.2%41rank_exit26.7% · rank 0.92 → 0.85
SNA2023-04-032023-06-01224.39229.592.2%41rank_exit26.5% · rank 0.92 → 0.88
PH2023-04-032023-06-01324.26312.15-3.8%41rank_exit25.8% · rank 0.91 → 0.87
CPB2023-05-012023-06-0147.2144.00-6.9%22rank_exit27.5% · rank 0.96 → 0.83
DRI2023-05-012023-06-01135.76143.925.9%22rank_exit23.1% · rank 0.94 → 0.83
SJM2023-05-012023-06-01135.58129.94-4.3%22rank_exit21.0% · rank 0.93 → 0.80
HSY2023-05-012023-06-01248.38236.85-4.7%22rank_exit19.8% · rank 0.93 → 0.89
CBOE2023-05-012023-06-01135.47129.20-4.7%22rank_exit19.4% · rank 0.92 → 0.88
CAG2023-05-012023-06-0131.4228.84-8.3%22rank_exit18.7% · rank 0.92 → 0.76
IEX2023-05-012023-06-01196.75190.09-3.5%22rank_exit17.5% · rank 0.91 → 0.70
MDLZ2023-05-012023-06-0169.7967.14-3.9%22rank_exit17.0% · rank 0.90 → 0.85
MCD2023-05-012023-06-01274.09264.08-3.7%22rank_exit16.8% · rank 0.90 → 0.86
XOM2022-03-012023-07-0367.7496.6142.5%336rank_exit73.1% · rank 0.97 → 0.75
MPC2022-05-022023-07-0379.50109.8738.1%293rank_exit65.3% · rank 0.97 → 0.71
VRTX2022-06-012023-07-03275.33348.7726.5%272rank_exit25.2% · rank 0.89 → 0.87
SLB2022-09-012023-07-0334.1745.6933.6%208rank_exit30.7% · rank 0.93 → 0.43
GPC2022-10-032023-07-03134.92153.4013.6%187rank_exit31.2% · rank 0.93 → 0.78
ULTA2023-03-012023-07-03516.00470.48-8.9%85rank_exit42.9% · rank 0.97 → 0.54
AZO2023-03-012023-07-032458.512468.550.3%85rank_exit25.9% · rank 0.91 → 0.84
BWA2023-04-032023-07-0341.2641.30-0.0%62rank_exit32.7% · rank 0.95 → 0.82
TT2023-04-032023-07-03177.13184.664.1%62rank_exit25.7% · rank 0.91 → 0.87
TJX2023-05-012023-07-0375.4180.877.1%43rank_exit25.7% · rank 0.95 → 0.89
XYL2023-05-012023-07-0399.73107.818.0%43rank_exit18.3% · rank 0.91 → 0.86
HWM2023-06-012023-07-0342.7548.7513.9%21rank_exit27.2% · rank 0.92 → 0.87
IR2023-06-012023-07-0356.7464.7013.9%21rank_exit26.9% · rank 0.91 → 0.85
APD2023-06-012023-07-03246.25275.9011.9%21rank_exit26.3% · rank 0.91 → 0.79
TPR2023-06-012023-07-0336.7139.858.5%21rank_exit25.5% · rank 0.90 → 0.88
ITW2023-06-012023-07-03202.87231.5914.0%21rank_exit24.3% · rank 0.90 → 0.76
IPGP2023-06-012023-07-03110.66135.3322.2%21rank_exit24.0% · rank 0.89 → 0.74
CMI2023-06-012023-07-03191.34229.2919.7%21rank_exit23.9% · rank 0.89 → 0.63
LLY2022-11-012023-08-01335.15445.1132.7%186rank_exit41.9% · rank 0.97 → 0.89
GILD2022-12-012023-08-0177.7668.94-11.4%165rank_exit26.7% · rank 0.90 → 0.74
MRK2023-01-032023-08-0199.3199.930.5%144rank_exit52.2% · rank 0.95 → 0.74
BIIB2023-03-012023-08-01267.97269.360.4%105rank_exit32.1% · rank 0.94 → 0.85
MSI2023-04-032023-08-01273.83279.512.0%82rank_exit23.6% · rank 0.89 → 0.85
GIS2023-05-012023-08-0176.9065.24-15.2%63rank_exit30.8% · rank 0.97 → 0.52
MNST2023-05-012023-08-0155.8257.603.1%63rank_exit30.3% · rank 0.97 → 0.73
SBUX2023-06-012023-08-0190.0293.603.9%41rank_exit53.1% · rank 0.99 → 0.79
SNPS2023-07-032023-08-01431.52448.143.7%20rank_exit40.9% · rank 0.96 → 0.86
CRM2023-07-032023-08-01206.99220.086.2%20rank_exit35.3% · rank 0.95 → 0.69
IT2023-07-032023-08-01348.03341.10-2.1%20rank_exit28.6% · rank 0.93 → 0.87
VRSN2023-07-032023-08-01220.72205.86-6.8%20rank_exit26.7% · rank 0.92 → 0.82
BSX2023-07-032023-08-0153.7251.57-4.1%20rank_exit25.0% · rank 0.92 → 0.86
HSY2023-07-032023-08-01226.28211.06-6.8%20rank_exit24.3% · rank 0.91 → 0.60
VRSK2023-07-032023-08-01219.63224.292.0%20rank_exit23.5% · rank 0.91 → 0.80
AJG2023-07-032023-08-01212.83208.93-1.9%20rank_exit22.3% · rank 0.90 → 0.80
PVH2023-07-032023-08-0184.6788.534.5%20rank_exit21.8% · rank 0.90 → 0.84
MSFT2023-07-032023-08-01330.73326.83-1.3%20rank_exit21.3% · rank 0.89 → 0.79
KLAC2023-07-032023-08-0147.2350.055.9%20rank_exit20.9% · rank 0.89 → 0.89
LW2022-10-032023-09-0171.7890.7426.3%230rank_exit23.9% · rank 0.90 → 0.84
CDNS2023-03-012023-09-01193.14242.2125.3%128rank_exit30.8% · rank 0.93 → 0.79
GWW2023-04-032023-09-01664.59700.365.3%105rank_exit48.6% · rank 0.99 → 0.88
ORLY2023-04-032023-09-0156.7863.0410.9%105rank_exit28.1% · rank 0.93 → 0.85
CMG2023-06-012023-09-0141.1638.56-6.4%64rank_exit35.9% · rank 0.96 → 0.81
HCA2023-06-012023-09-01257.68272.675.7%64rank_exit31.1% · rank 0.94 → 0.84
ROK2023-07-032023-09-01312.39298.85-4.4%43rank_exit34.4% · rank 0.95 → 0.77
OMC2023-07-032023-09-0185.4973.22-14.4%43rank_exit22.0% · rank 0.90 → 0.77
SYK2023-08-012023-09-01272.02277.241.8%23rank_exit54.9% · rank 0.93 → 0.87
NUE2023-08-012023-09-01162.50166.672.5%23rank_exit54.3% · rank 0.93 → 0.83
HWM2023-08-012023-09-0149.2849.520.4%23rank_exit53.5% · rank 0.93 → 0.85
MLM2023-08-012023-09-01439.58442.010.5%23rank_exit52.3% · rank 0.92 → 0.83
IR2023-08-012023-09-0164.5769.798.0%23rank_exit50.6% · rank 0.91 → 0.89
ODFL2023-08-012023-09-01206.22213.153.3%23rank_exit50.6% · rank 0.91 → 0.89
MCHP2023-08-012023-09-0185.4376.81-10.2%23rank_exit48.9% · rank 0.90 → 0.89
UHS2023-08-012023-09-01137.19134.08-2.4%23rank_exit48.5% · rank 0.90 → 0.81
CAH2022-10-032023-10-0262.6082.5631.7%250rank_exit39.8% · rank 0.95 → 0.84
DXCM2023-07-032023-10-02127.2392.86-27.1%63rank_exit62.3% · rank 0.99 → 0.77
DRI2023-07-032023-10-02150.09129.43-13.9%63rank_exit30.3% · rank 0.94 → 0.85
NCLH2023-08-012023-10-0219.6616.26-17.4%43rank_exit63.8% · rank 0.95 → 0.74
VMC2023-08-012023-10-02215.27196.91-8.6%43rank_exit58.3% · rank 0.94 → 0.85
DAL2023-08-012023-10-0244.2435.76-19.3%43rank_exit52.7% · rank 0.92 → 0.89
TT2023-08-012023-10-02193.25197.582.1%43rank_exit49.9% · rank 0.91 → 0.88
MGM2023-09-012023-10-0244.5036.73-17.5%20rank_exit50.0% · rank 0.96 → 0.85
FCX2023-09-012023-10-0239.3635.37-10.2%20rank_exit44.3% · rank 0.94 → 0.84
HAL2023-09-012023-10-0236.8037.923.0%20rank_exit40.8% · rank 0.93 → 0.77
JPM2023-09-012023-10-02136.76135.58-1.0%20rank_exit40.3% · rank 0.92 → 0.87
PVH2023-09-012023-10-0283.6975.91-9.4%20rank_exit39.3% · rank 0.91 → 0.85
RL2023-09-012023-10-02112.15111.51-0.7%20rank_exit38.1% · rank 0.91 → 0.83
AFL2023-09-012023-10-0270.2171.902.3%20rank_exit37.8% · rank 0.91 → 0.80
LVS2023-02-012023-11-0155.9744.67-20.3%189rank_exit26.6% · rank 0.93 → 0.63
PWR2023-02-012023-11-01150.82163.538.3%189rank_exit25.2% · rank 0.92 → 0.85
ROST2023-08-012023-11-01111.06113.011.7%65rank_exit51.5% · rank 0.91 → 0.84
UAL2023-09-012023-11-0150.1335.01-30.2%42rank_exit39.7% · rank 0.92 → 0.72
ALGN2023-10-022023-11-01302.97183.74-39.4%22rank_exit49.5% · rank 0.95 → 0.88
IDXX2023-10-022023-11-01435.00388.37-10.8%22rank_exit46.3% · rank 0.94 → 0.77
REGN2023-10-022023-11-01819.27776.58-5.3%22rank_exit40.9% · rank 0.91 → 0.61
SYK2023-10-022023-11-01264.34264.47-0.1%22rank_exit40.5% · rank 0.91 → 0.82
HCA2023-10-022023-11-01240.49220.32-8.5%22rank_exit38.4% · rank 0.91 → 0.80
CDNS2023-10-022023-11-01235.44240.802.2%22rank_exit37.2% · rank 0.90 → 0.89
LIN2023-10-022023-11-01358.15369.093.0%22rank_exit36.7% · rank 0.90 → 0.86
BIIB2023-10-022023-11-01255.85238.56-6.9%22rank_exit35.5% · rank 0.89 → 0.27
NVR2023-05-012023-12-015845.006155.395.2%149rank_exit17.2% · rank 0.90 → 0.88
ISRG2023-06-012023-12-01308.00310.590.7%127rank_exit24.6% · rank 0.90 → 0.64
CCL2023-08-012023-12-0117.8714.88-16.8%86rank_exit66.1% · rank 0.96 → 0.88
TJX2023-08-012023-12-0182.9085.252.7%86rank_exit48.2% · rank 0.89 → 0.86
SLB2023-09-012023-12-0155.4648.37-12.9%63rank_exit60.8% · rank 0.98 → 0.72
CAT2023-09-012023-12-01273.05242.76-11.2%63rank_exit50.8% · rank 0.96 → 0.61
CARR2023-09-012023-12-0155.4250.24-9.4%63rank_exit47.9% · rank 0.95 → 0.83
IR2023-10-022023-12-0163.3971.1812.2%43rank_exit46.3% · rank 0.93 → 0.83
HWM2023-10-022023-12-0145.5752.2414.5%43rank_exit36.4% · rank 0.90 → 0.85
HAL2023-11-012023-12-0137.1534.78-6.5%21rank_exit64.1% · rank 0.97 → 0.71
PSX2023-11-012023-12-01104.03117.4712.8%21rank_exit53.5% · rank 0.93 → 0.76
NUE2023-11-012023-12-01142.04164.8015.9%21rank_exit49.0% · rank 0.91 → 0.72
HPE2023-11-012023-12-0114.3515.658.9%21rank_exit48.3% · rank 0.91 → 0.69
BWA2023-11-012023-12-0135.7132.65-8.7%21rank_exit45.0% · rank 0.90 → 0.72
CZR2023-11-012023-12-0140.8844.729.3%21rank_exit44.5% · rank 0.89 → 0.33
WYNN2023-04-032024-01-02111.3088.34-20.7%188rank_exit38.9% · rank 0.97 → 0.62
BA2023-06-012024-01-02206.46257.2824.5%147rank_exit32.2% · rank 0.94 → 0.86
MPC2023-09-012024-01-02136.76141.243.2%83rank_exit54.2% · rank 0.97 → 0.80
BKR2023-09-012024-01-0234.3232.51-5.4%83rank_exit48.2% · rank 0.95 → 0.78
ODFL2023-10-022024-01-02199.97198.65-0.8%63rank_exit54.5% · rank 0.96 → 0.88
CMCSA2023-11-012024-01-0234.9637.065.9%41rank_exit50.8% · rank 0.93 → 0.77
DD2023-11-012024-01-0283.1491.469.9%41rank_exit47.6% · rank 0.91 → 0.56
WELL2023-12-012024-01-0284.6285.781.3%20rank_exit40.4% · rank 0.95 → 0.89
PKG2023-12-012024-01-02156.20153.08-2.1%20rank_exit31.6% · rank 0.92 → 0.85
EQIX2023-12-012024-01-02770.60757.56-1.8%20rank_exit30.9% · rank 0.92 → 0.81
AOS2023-12-012024-01-0271.5777.488.1%20rank_exit30.6% · rank 0.91 → 0.84
ORCL2023-06-012024-02-01100.89109.828.7%168rank_exit26.8% · rank 0.91 → 0.77
WST2023-10-022024-02-01370.16370.660.0%84rank_exit36.0% · rank 0.89 → 0.88
FDX2023-11-012024-02-01183.25184.750.7%62rank_exit78.1% · rank 0.98 → 0.87
CBOE2023-12-012024-02-01178.21179.800.8%41rank_exit32.7% · rank 0.93 → 0.84
HWM2024-01-022024-02-0153.4556.195.0%21rank_exit39.8% · rank 0.91 → 0.82
GRMN2024-01-022024-02-01122.36115.15-6.0%21rank_exit38.9% · rank 0.90 → 0.85
DVA2024-01-022024-02-01104.54108.423.6%21rank_exit38.2% · rank 0.90 → 0.85
CAH2024-01-022024-02-0197.16100.373.2%21rank_exit37.5% · rank 0.89 → 0.75
NVR2024-01-022024-02-016901.217130.003.2%21rank_exit37.4% · rank 0.89 → 0.89
PVH2023-11-012024-03-0173.21136.5286.3%82rank_exit62.3% · rank 0.96 → 0.89
STX2023-12-012024-03-0174.4090.3221.3%61rank_exit39.0% · rank 0.94 → 0.83
CE2024-01-022024-03-01149.95149.09-0.7%41rank_exit39.7% · rank 0.91 → 0.78
MU2024-01-022024-03-0183.3291.189.3%41rank_exit38.6% · rank 0.90 → 0.85
TSLA2024-02-012024-03-01188.50200.526.3%20rank_exit120.5% · rank 0.99 → 0.53
EXPE2024-02-012024-03-01147.16134.63-8.6%20rank_exit81.4% · rank 0.96 → 0.81
WDC2024-02-012024-03-0143.0745.906.5%20rank_exit73.4% · rank 0.95 → 0.79
NCLH2024-02-012024-03-0118.1019.497.6%20rank_exit65.1% · rank 0.93 → 0.66
MAR2024-02-012024-03-01234.34243.223.7%20rank_exit56.5% · rank 0.90 → 0.89
NTAP2024-02-012024-03-0183.12101.1221.5%20rank_exit56.0% · rank 0.90 → 0.88
NXPI2024-02-012024-03-01202.58241.0318.9%20rank_exit54.6% · rank 0.89 → 0.72
BKNG2023-09-012024-04-01122.81143.3716.6%144rank_exit51.3% · rank 0.96 → 0.81
PNR2023-09-012024-04-0168.1883.0821.7%144rank_exit44.9% · rank 0.94 → 0.82
MPWR2023-12-012024-04-01536.46666.1624.1%81rank_exit28.5% · rank 0.89 → 0.87
CCL2024-01-022024-04-0118.0216.22-10.1%61rank_exit60.0% · rank 0.96 → 0.84
TTWO2024-01-022024-04-01160.14148.69-7.2%61rank_exit55.1% · rank 0.95 → 0.78
BR2024-02-012024-04-01194.21196.261.0%40rank_exit57.1% · rank 0.90 → 0.86
GWW2024-03-012024-04-01953.14994.914.3%20rank_exit61.7% · rank 0.97 → 0.85
IBM2024-03-012024-04-01172.58176.782.3%20rank_exit46.7% · rank 0.92 → 0.88
CAH2024-03-012024-04-01110.45108.28-2.1%20rank_exit43.2% · rank 0.90 → 0.87
AKAM2024-03-012024-04-01110.55108.77-1.7%20rank_exit42.6% · rank 0.90 → 0.87
FAST2024-03-012024-04-0134.5836.535.5%20rank_exit42.0% · rank 0.89 → 0.87
CPRT2023-05-012024-05-0139.1154.2738.6%252rank_exit17.3% · rank 0.90 → 0.88
ADBE2023-10-022024-05-01508.24461.12-9.4%146rank_exit45.3% · rank 0.93 → 0.66
SNPS2023-11-012024-05-01470.70528.1712.1%124rank_exit50.0% · rank 0.92 → 0.86
CDNS2023-12-012024-05-01272.85275.360.8%103rank_exit58.3% · rank 0.98 → 0.84
MSFT2023-12-012024-05-01368.88385.114.3%103rank_exit44.7% · rank 0.96 → 0.84
INTC2023-12-012024-05-0143.7729.86-31.9%103rank_exit29.8% · rank 0.91 → 0.78
GOOG2023-12-012024-05-01132.15164.7324.5%103rank_exit29.7% · rank 0.91 → 0.86
GOOGL2023-12-012024-05-01130.70162.8624.5%103rank_exit28.9% · rank 0.90 → 0.85
INTU2024-01-022024-05-01608.78613.370.7%83rank_exit50.8% · rank 0.94 → 0.81
CRM2024-01-022024-05-01256.11264.793.3%83rank_exit49.9% · rank 0.94 → 0.86
ISRG2024-03-012024-05-01383.48369.57-3.7%42rank_exit52.6% · rank 0.95 → 0.89
CBOE2024-03-012024-05-01188.62177.47-6.0%42rank_exit52.3% · rank 0.95 → 0.74
COST2024-03-012024-05-01730.17713.40-2.4%42rank_exit43.5% · rank 0.90 → 0.84
NWS2024-04-012024-05-0126.6424.29-8.9%22rank_exit59.2% · rank 0.94 → 0.89
NWSA2024-04-012024-05-0125.8023.35-9.6%22rank_exit54.2% · rank 0.92 → 0.86
DPZ2024-04-012024-05-01477.13506.556.1%22rank_exit53.1% · rank 0.91 → 0.85
BRO2024-04-012024-05-0185.7380.11-6.6%22rank_exit52.6% · rank 0.91 → 0.87
PCAR2023-04-032024-06-0365.21100.5254.0%293rank_exit31.1% · rank 0.94 → 0.88
LEN2023-05-012024-06-03103.41149.4444.4%274rank_exit26.5% · rank 0.95 → 0.81
DHI2023-05-012024-06-03105.81144.1936.1%274rank_exit23.8% · rank 0.94 → 0.78
PVH2024-04-012024-06-03139.61120.71-13.6%44rank_exit73.2% · rank 0.97 → 0.75
RL2024-04-012024-06-03180.68181.630.4%44rank_exit58.0% · rank 0.93 → 0.87
SHW2024-04-012024-06-03338.87298.99-11.9%44rank_exit49.9% · rank 0.89 → 0.77
IRM2024-04-012024-06-0374.7675.530.9%44rank_exit49.6% · rank 0.89 → 0.87
PSX2024-05-012024-06-03131.70132.040.2%22rank_exit69.0% · rank 0.94 → 0.88
CE2024-05-012024-06-03152.41150.27-1.5%22rank_exit65.3% · rank 0.93 → 0.89
AIG2024-05-012024-06-0371.6674.924.4%22rank_exit63.1% · rank 0.92 → 0.86
MAS2024-05-012024-06-0365.5967.472.8%22rank_exit62.5% · rank 0.92 → 0.76
AIZ2024-05-012024-06-03168.84167.23-1.0%22rank_exit61.5% · rank 0.91 → 0.85
VMC2024-05-012024-06-03252.81252.47-0.2%22rank_exit59.9% · rank 0.91 → 0.88
DLR2024-05-012024-06-03130.59136.054.1%22rank_exit59.6% · rank 0.91 → 0.88
NCLH2024-05-012024-06-0318.0016.70-7.3%22rank_exit59.1% · rank 0.90 → 0.49
PNR2024-05-012024-06-0377.1179.553.1%22rank_exit58.8% · rank 0.90 → 0.83
JPM2024-05-012024-06-03183.50193.085.1%22rank_exit58.4% · rank 0.89 → 0.83
FANG2024-05-012024-06-03188.95186.54-1.4%22rank_exit57.9% · rank 0.89 → 0.86
AMD2023-11-012024-07-0198.58161.2563.4%165rank_exit61.0% · rank 0.96 → 0.70
NOW2023-12-012024-07-01137.09156.8014.3%144rank_exit38.4% · rank 0.94 → 0.77
CMG2023-12-012024-07-0144.0062.6942.3%144rank_exit29.0% · rank 0.90 → 0.87
AMZN2023-12-012024-07-01146.00193.4932.4%144rank_exit28.7% · rank 0.90 → 0.89
MLM2024-03-012024-07-01570.36538.54-5.7%83rank_exit49.8% · rank 0.93 → 0.83
CCL2024-05-012024-07-0114.4018.3627.4%41rank_exit64.4% · rank 0.93 → 0.76
SYF2024-06-032024-07-0142.1745.557.9%19rank_exit55.7% · rank 0.93 → 0.81
COF2024-06-032024-07-01133.10134.430.9%19rank_exit55.5% · rank 0.93 → 0.75
GOOG2024-06-032024-07-01172.36183.086.1%19rank_exit53.7% · rank 0.92 → 0.82
GOOGL2024-06-032024-07-01171.02181.636.1%19rank_exit52.9% · rank 0.91 → 0.82
WFC2024-06-032024-07-0157.2056.64-1.1%19rank_exit52.1% · rank 0.90 → 0.86
MCK2024-06-032024-07-01560.95581.423.5%19rank_exit50.8% · rank 0.89 → 0.85
PHM2023-05-012024-08-0165.38130.89100.0%315rank_exit32.7% · rank 0.98 → 0.84
PH2023-08-012024-08-01393.91547.5538.9%252rank_exit57.4% · rank 0.94 → 0.78
IR2024-03-012024-08-0190.7191.801.1%105rank_exit45.0% · rank 0.91 → 0.84
DVA2024-04-012024-08-01138.14136.72-1.1%85rank_exit53.3% · rank 0.91 → 0.85
CAT2024-05-012024-08-01323.94337.864.2%63rank_exit66.4% · rank 0.94 → 0.83
NXPI2024-06-032024-08-01264.89248.86-6.1%41rank_exit53.2% · rank 0.92 → 0.81
PWR2024-06-032024-08-01277.58260.46-6.3%41rank_exit51.5% · rank 0.90 → 0.74
CARR2024-06-032024-08-0162.0166.076.5%41rank_exit50.8% · rank 0.89 → 0.73
RL2024-07-012024-08-01171.23171.11-0.2%22rank_exit66.3% · rank 0.95 → 0.87
LNC2024-07-012024-08-0127.8931.6513.4%22rank_exit62.1% · rank 0.94 → 0.78
PCAR2024-07-012024-08-0196.9691.77-5.5%22rank_exit54.3% · rank 0.91 → 0.76
PRU2024-07-012024-08-01105.64113.247.1%22rank_exit54.0% · rank 0.91 → 0.85
FCX2024-07-012024-08-0147.7543.99-8.0%22rank_exit54.0% · rank 0.91 → 0.71
IP2024-07-012024-08-0139.2642.227.4%22rank_exit52.7% · rank 0.90 → 0.89
SPG2024-07-012024-08-01136.81140.842.8%22rank_exit52.7% · rank 0.90 → 0.80
AXP2024-07-012024-08-01226.73248.479.5%22rank_exit52.1% · rank 0.90 → 0.84
RCL2023-07-032024-09-03100.65157.9256.7%294rank_exit39.1% · rank 0.95 → 0.87
ETN2023-07-032024-09-03191.66296.9854.8%294rank_exit28.4% · rank 0.93 → 0.87
AMAT2023-08-012024-09-03147.10190.0429.1%274rank_exit53.3% · rank 0.93 → 0.76
LRCX2023-08-012024-09-0369.0079.1914.6%274rank_exit48.2% · rank 0.89 → 0.59
VNO2024-05-012024-09-0325.0432.5830.0%85rank_exit91.3% · rank 0.98 → 0.79
DPZ2024-06-032024-09-03487.20398.64-18.3%63rank_exit68.2% · rank 0.96 → 0.42
WAB2024-06-032024-09-03168.18167.16-0.7%63rank_exit64.5% · rank 0.95 → 0.80
ZION2024-06-032024-09-0340.4646.0413.7%63rank_exit64.2% · rank 0.95 → 0.86
QCOM2024-07-012024-09-03191.15164.72-13.9%44rank_exit93.6% · rank 0.99 → 0.73
MPC2024-07-012024-09-03167.46167.810.1%44rank_exit61.7% · rank 0.94 → 0.78
KEY2024-08-012024-09-0314.7115.565.7%22rank_exit62.6% · rank 0.95 → 0.84
AMZN2024-08-012024-09-03189.29177.55-6.3%22rank_exit54.2% · rank 0.94 → 0.88
PSX2024-08-012024-09-03135.10129.20-4.5%22rank_exit54.2% · rank 0.94 → 0.77
GOOG2024-08-012024-09-03170.67162.07-5.1%22rank_exit53.9% · rank 0.93 → 0.78
GOOGL2024-08-012024-09-03168.95160.48-5.1%22rank_exit53.8% · rank 0.93 → 0.77
HLT2024-08-012024-09-03213.60218.142.0%22rank_exit49.4% · rank 0.92 → 0.84
JPM2024-08-012024-09-03204.60213.344.2%22rank_exit47.0% · rank 0.91 → 0.84
WFC2024-08-012024-09-0356.3056.12-0.4%22rank_exit47.0% · rank 0.91 → 0.74
BKNG2024-08-012024-09-03146.27152.554.2%22rank_exit47.0% · rank 0.91 → 0.72
CMG2024-08-012024-09-0354.2955.993.0%22rank_exit46.4% · rank 0.90 → 0.86
CFG2024-08-012024-09-0339.7939.930.3%22rank_exit46.1% · rank 0.90 → 0.87
MU2024-04-012024-10-01118.35102.75-13.3%127rank_exit56.0% · rank 0.92 → 0.84
FANG2024-07-012024-10-01189.71162.60-14.4%64rank_exit57.1% · rank 0.92 → 0.79
REGN2024-08-012024-10-011050.941044.21-0.7%42rank_exit49.2% · rank 0.92 → 0.82
AMGN2024-08-012024-10-01314.25303.22-3.6%42rank_exit45.0% · rank 0.89 → 0.71
MCK2024-09-032024-10-01562.81488.08-13.4%20rank_exit56.1% · rank 0.97 → 0.73
T2024-09-032024-10-0118.1820.009.9%20rank_exit45.5% · rank 0.94 → 0.83
VRTX2024-09-032024-10-01492.65472.00-4.3%20rank_exit45.4% · rank 0.93 → 0.80
BRO2024-09-032024-10-01103.53102.41-1.2%20rank_exit45.0% · rank 0.93 → 0.83
BSX2024-09-032024-10-0181.7083.862.5%20rank_exit44.8% · rank 0.93 → 0.87
AFL2024-09-032024-10-01105.76107.201.3%20rank_exit44.2% · rank 0.92 → 0.89
IT2024-09-032024-10-01491.43507.173.1%20rank_exit43.4% · rank 0.91 → 0.79
TYL2024-09-032024-10-01587.12582.66-0.9%20rank_exit43.0% · rank 0.91 → 0.89
EFX2024-09-032024-10-01300.53290.36-3.5%20rank_exit40.5% · rank 0.89 → 0.88
WDC2024-05-012024-11-0152.8049.47-6.4%128rank_exit93.6% · rank 0.98 → 0.72
APH2024-06-032024-11-0165.2366.822.3%106rank_exit57.5% · rank 0.94 → 0.78
COST2024-06-032024-11-01801.04865.918.0%106rank_exit51.0% · rank 0.90 → 0.85
GS2024-08-012024-11-01489.66502.222.5%65rank_exit47.8% · rank 0.91 → 0.86
TFC2024-09-032024-11-0140.3039.60-1.8%43rank_exit40.6% · rank 0.89 → 0.87
KEY2024-10-012024-11-0115.3516.054.4%23rank_exit59.6% · rank 0.94 → 0.89
CFG2024-10-012024-11-0137.9839.915.0%23rank_exit58.9% · rank 0.94 → 0.89
PNC2024-10-012024-11-01171.44178.544.0%23rank_exit58.5% · rank 0.94 → 0.84
C2024-10-012024-11-0159.1261.123.3%23rank_exit54.5% · rank 0.92 → 0.87
IFF2024-10-012024-11-01100.8995.42-5.5%23rank_exit53.9% · rank 0.91 → 0.87
JPM2024-10-012024-11-01200.48215.867.6%23rank_exit53.1% · rank 0.91 → 0.74
QCOM2024-10-012024-11-01163.56157.09-4.1%23rank_exit52.4% · rank 0.90 → 0.82
FIS2024-10-012024-11-0179.9485.386.7%23rank_exit50.1% · rank 0.89 → 0.85
LLY2023-09-012024-12-02544.98788.3944.5%314rank_exit41.9% · rank 0.93 → 0.71
KLAC2023-10-022024-12-0244.8363.7242.0%294rank_exit42.8% · rank 0.92 → 0.72
NTAP2024-05-012024-12-0297.26118.3521.6%148rank_exit73.9% · rank 0.95 → 0.87
ALL2024-05-012024-12-02162.63201.7223.9%148rank_exit61.9% · rank 0.91 → 0.74
PGR2024-06-032024-12-02194.50246.9926.9%126rank_exit57.0% · rank 0.93 → 0.77
STX2024-06-032024-12-0289.7498.9010.1%126rank_exit52.2% · rank 0.91 → 0.71
UHS2024-09-032024-12-02235.51201.62-14.5%63rank_exit55.8% · rank 0.96 → 0.86
HIG2024-09-032024-12-02112.01120.337.3%63rank_exit55.6% · rank 0.96 → 0.78
CTAS2024-09-032024-12-02197.78221.9012.1%63rank_exit52.7% · rank 0.96 → 0.85
MHK2024-09-032024-12-02154.17138.50-10.3%63rank_exit45.0% · rank 0.93 → 0.87
DHI2024-09-032024-12-02184.51164.70-10.8%63rank_exit41.4% · rank 0.90 → 0.85
LEN2024-09-032024-12-02170.35163.40-4.2%63rank_exit40.6% · rank 0.90 → 0.84
MSI2024-10-012024-12-02441.42489.3210.7%43rank_exit56.8% · rank 0.92 → 0.84
SPG2024-10-012024-12-02155.49168.518.3%43rank_exit54.3% · rank 0.91 → 0.88
RTX2024-11-012024-12-02117.37118.320.7%20rank_exit78.3% · rank 0.95 → 0.79
PEG2024-11-012024-12-0284.6089.796.0%20rank_exit72.2% · rank 0.94 → 0.72
NEE2024-11-012024-12-0275.4175.46-0.0%20rank_exit68.8% · rank 0.92 → 0.63
EFX2024-11-012024-12-02262.34257.78-1.8%20rank_exit65.0% · rank 0.90 → 0.83
PH2024-11-012024-12-02621.43693.9511.6%20rank_exit64.9% · rank 0.89 → 0.88
HCA2024-11-012024-12-02355.84322.22-9.5%20rank_exit64.7% · rank 0.89 → 0.82
TDG2023-06-012025-01-02663.001190.0379.3%399rank_exit27.8% · rank 0.92 → 0.66
LDOS2024-06-032025-01-02143.21143.02-0.2%147rank_exit53.0% · rank 0.92 → 0.81
MPWR2024-08-012025-01-02829.53597.01-28.1%106rank_exit54.0% · rank 0.93 → 0.19
PHM2024-09-032025-01-02129.66108.84-16.1%84rank_exit53.9% · rank 0.96 → 0.80
MMM2024-09-032025-01-02128.05126.10-1.6%84rank_exit44.4% · rank 0.93 → 0.89
DVA2024-11-012025-01-02141.64149.675.6%41rank_exit67.3% · rank 0.91 → 0.88
RMD2024-11-012025-01-02237.40227.09-4.4%41rank_exit65.6% · rank 0.90 → 0.82
GNRC2024-12-022025-01-02189.83157.50-17.1%21rank_exit100.8% · rank 0.97 → 0.85
FIS2024-12-022025-01-0281.6277.76-4.8%21rank_exit91.8% · rank 0.94 → 0.76
KEY2024-12-022025-01-0218.0916.21-10.5%21rank_exit83.9% · rank 0.93 → 0.85
ETN2024-12-022025-01-02369.96327.68-11.5%21rank_exit75.7% · rank 0.90 → 0.89
ORCL2024-12-022025-01-02181.71165.27-9.1%21rank_exit73.8% · rank 0.89 → 0.84
WELL2024-12-022025-01-02133.58122.16-8.6%21rank_exit73.5% · rank 0.89 → 0.83
URI2023-08-012025-02-03449.44727.9361.8%378rank_exit77.0% · rank 0.98 → 0.69
FITB2024-09-032025-02-0339.6741.284.0%104rank_exit47.7% · rank 0.94 → 0.74
VNO2024-11-012025-02-0340.5340.730.4%61rank_exit80.6% · rank 0.96 → 0.89
CBRE2024-11-012025-02-03131.93142.197.7%61rank_exit71.1% · rank 0.94 → 0.83
CCL2024-12-022025-02-0325.2626.103.2%41rank_exit94.4% · rank 0.95 → 0.80
CFG2024-12-022025-02-0345.4143.91-3.4%41rank_exit94.3% · rank 0.95 → 0.81
ZION2024-12-022025-02-0357.4452.88-8.0%41rank_exit83.9% · rank 0.93 → 0.73
ZBRA2024-12-022025-02-03409.29384.10-6.2%41rank_exit83.0% · rank 0.93 → 0.85
MTB2024-12-022025-02-03210.18188.13-10.6%41rank_exit82.9% · rank 0.92 → 0.87
RF2024-12-022025-02-0325.4522.51-11.7%41rank_exit77.9% · rank 0.91 → 0.74
NCLH2024-12-022025-02-0327.2927.08-0.9%41rank_exit76.3% · rank 0.90 → 0.73
PNC2024-12-022025-02-03203.21187.31-7.9%41rank_exit75.1% · rank 0.90 → 0.76
COF2025-01-022025-02-03175.68194.9410.9%20rank_exit77.2% · rank 0.94 → 0.82
MS2025-01-022025-02-03121.07130.838.0%20rank_exit73.7% · rank 0.92 → 0.84
PNR2025-01-022025-02-0399.1199.730.5%20rank_exit73.0% · rank 0.91 → 0.83
COST2025-01-022025-02-03906.25963.096.2%20rank_exit70.1% · rank 0.90 → 0.85
HBAN2025-01-022025-02-0315.4915.822.0%20rank_exit69.6% · rank 0.90 → 0.79
TT2024-03-012025-03-03276.57352.1727.2%250rank_exit47.9% · rank 0.92 → 0.86
GM2024-12-022025-03-0354.5649.24-9.8%60rank_exit92.0% · rank 0.95 → 0.84
FTNT2025-01-022025-03-0395.36108.8214.0%39rank_exit77.3% · rank 0.94 → 0.89
OKE2025-01-022025-03-0392.8792.86-0.1%39rank_exit77.0% · rank 0.93 → 0.89
ORCL2025-02-032025-03-03160.44164.132.2%19rank_exit59.0% · rank 0.94 → 0.84
PGR2025-02-032025-03-03232.25264.9614.0%19rank_exit52.3% · rank 0.93 → 0.82
NOW2025-02-032025-03-03201.30187.20-7.1%19rank_exit52.0% · rank 0.93 → 0.88
MSI2025-02-032025-03-03457.85431.79-5.8%19rank_exit50.5% · rank 0.92 → 0.85
BRO2025-02-032025-03-03102.50116.9514.0%19rank_exit44.7% · rank 0.90 → 0.79
AMZN2025-02-032025-03-03234.06213.35-8.9%19rank_exit44.3% · rank 0.90 → 0.88
T2025-02-032025-03-0322.1625.5115.0%19rank_exit43.4% · rank 0.89 → 0.87
ANET2023-05-012025-04-0140.1477.1592.0%481rank_exit16.6% · rank 0.89 → 0.80
IRM2024-07-012025-04-0183.8684.730.9%188rank_exit52.1% · rank 0.89 → 0.74
AXP2024-09-032025-04-01250.35261.404.3%144rank_exit48.6% · rank 0.95 → 0.82
ISRG2024-10-012025-04-01492.50492.26-0.1%124rank_exit57.0% · rank 0.93 → 0.89
WAB2024-11-012025-04-01186.37178.97-4.1%101rank_exit73.1% · rank 0.94 → 0.78
PWR2024-11-012025-04-01304.97252.47-17.3%101rank_exit69.6% · rank 0.93 → 0.46
DAL2024-12-022025-04-0162.7541.60-33.8%81rank_exit89.2% · rank 0.94 → 0.87
WFC2025-01-022025-04-0167.8668.550.9%60rank_exit78.6% · rank 0.95 → 0.87
CMI2025-01-022025-04-01340.31306.15-10.1%60rank_exit71.4% · rank 0.91 → 0.84
TSLA2025-02-032025-04-01386.68263.80-31.8%40rank_exit64.9% · rank 0.97 → 0.87
JPM2025-02-032025-04-01254.12235.47-7.4%40rank_exit43.9% · rank 0.90 → 0.88
DVA2025-02-032025-04-01174.10152.97-12.2%40rank_exit43.4% · rank 0.89 → 0.55
NCLH2025-03-032025-04-0122.9718.95-17.6%21rank_exit65.3% · rank 0.94 → 0.60
ZBRA2025-03-032025-04-01315.09280.96-10.9%21rank_exit58.5% · rank 0.92 → 0.53
C2025-03-032025-04-0177.2167.93-12.1%21rank_exit55.8% · rank 0.91 → 0.89
RJF2025-03-032025-04-01152.10135.05-11.3%21rank_exit54.1% · rank 0.91 → 0.75
NVDA2023-06-012025-05-0138.41112.92193.7%480rank_exit46.3% · rank 0.98 → 0.73
AVGO2023-07-032025-05-0183.78196.24134.0%459rank_exit43.0% · rank 0.96 → 0.84
SYF2024-08-012025-05-0148.8450.924.2%187rank_exit45.2% · rank 0.90 → 0.83
RL2024-10-012025-05-01189.12222.3217.4%145rank_exit50.3% · rank 0.89 → 0.74
ALK2025-02-032025-05-0171.0644.50-37.4%61rank_exit62.5% · rank 0.96 → 0.70
EBAY2025-02-032025-05-0165.2068.895.6%61rank_exit45.5% · rank 0.90 → 0.88
CCL2025-03-032025-05-0123.4418.38-21.7%42rank_exit76.3% · rank 0.97 → 0.65
MS2025-03-032025-05-01128.44112.20-12.7%42rank_exit63.9% · rank 0.94 → 0.85
LYV2025-03-032025-05-01144.27133.38-7.6%42rank_exit59.6% · rank 0.92 → 0.77
VFC2025-03-032025-05-0123.9611.67-51.3%42rank_exit50.5% · rank 0.89 → 0.52
CFG2025-04-012025-05-0138.7035.60-8.1%21rank_exit54.0% · rank 0.92 → 0.72
ORCL2025-04-012025-05-01137.40144.605.1%21rank_exit50.7% · rank 0.91 → 0.64
LNC2025-04-012025-05-0133.2130.12-9.4%21rank_exit49.3% · rank 0.90 → 0.72
NDAQ2025-04-012025-05-0174.5374.750.2%21rank_exit48.9% · rank 0.90 → 0.76
COF2025-04-012025-05-01173.44175.951.3%21rank_exit48.8% · rank 0.89 → 0.80
GE2023-05-012025-06-0278.06244.25212.6%523rank_exit31.5% · rank 0.97 → 0.76
GRMN2024-06-032025-06-02157.44198.4025.9%249rank_exit70.3% · rank 0.97 → 0.86
UAL2024-12-022025-06-0297.2978.93-19.0%123rank_exit131.1% · rank 0.99 → 0.84
GS2024-12-022025-06-02590.12586.79-0.7%123rank_exit79.1% · rank 0.92 → 0.84
FISV2024-12-022025-06-02222.00161.76-27.2%123rank_exit76.9% · rank 0.90 → 0.68
VNO2025-04-012025-06-0236.4136.35-0.3%42rank_exit69.0% · rank 0.96 → 0.89
BKR2025-04-012025-06-0242.6036.83-13.6%42rank_exit53.5% · rank 0.92 → 0.57
RTX2025-04-012025-06-02129.12133.843.6%42rank_exit50.3% · rank 0.90 → 0.79
BRO2025-05-012025-06-02109.65110.330.5%21rank_exit43.4% · rank 0.94 → 0.89
CHRW2025-05-012025-06-0285.6993.969.5%21rank_exit41.3% · rank 0.94 → 0.84
NEM2025-05-012025-06-0250.7053.335.1%21rank_exit40.1% · rank 0.92 → 0.78
TYL2025-05-012025-06-02542.41570.525.1%21rank_exit38.2% · rank 0.91 → 0.68
XEL2025-05-012025-06-0268.0267.08-1.5%21rank_exit37.4% · rank 0.91 → 0.89
PNW2025-05-012025-06-0287.8186.28-1.8%21rank_exit34.3% · rank 0.89 → 0.87
IP2025-01-022025-07-0150.1144.44-11.4%122rank_exit71.5% · rank 0.91 → 0.52
BSX2025-02-032025-07-01101.41107.365.8%102rank_exit59.3% · rank 0.95 → 0.89
PGR2025-04-012025-07-01266.02250.48-5.9%62rank_exit49.8% · rank 0.90 → 0.89
AJG2025-05-012025-07-01313.43316.560.9%41rank_exit40.5% · rank 0.93 → 0.87
WEC2025-05-012025-07-01103.71100.25-3.4%41rank_exit39.2% · rank 0.92 → 0.87
PPL2025-05-012025-07-0135.0532.87-6.3%41rank_exit36.1% · rank 0.91 → 0.74
EVRG2025-05-012025-07-0165.2666.351.6%41rank_exit35.7% · rank 0.90 → 0.81
CNP2025-06-022025-07-0136.0535.51-1.6%20rank_exit38.2% · rank 0.90 → 0.81
ISRG2025-06-022025-07-01549.06542.58-1.3%20rank_exit37.4% · rank 0.90 → 0.88
COST2025-06-022025-07-011026.85982.90-4.4%20rank_exit36.9% · rank 0.89 → 0.76
GLW2024-12-022025-08-0147.8261.3328.1%165rank_exit86.2% · rank 0.94 → 0.85
WMB2025-01-022025-08-0151.9257.8511.3%144rank_exit68.5% · rank 0.89 → 0.89
VTR2025-04-012025-08-0166.7766.06-1.2%84rank_exit67.8% · rank 0.96 → 0.76
TMUS2025-04-012025-08-01260.07235.99-9.3%84rank_exit66.8% · rank 0.95 → 0.84
NI2025-04-012025-08-0138.4341.347.5%84rank_exit62.1% · rank 0.94 → 0.87
MO2025-05-012025-08-0154.2458.217.2%63rank_exit48.7% · rank 0.96 → 0.83
AEE2025-05-012025-08-0195.4499.704.4%63rank_exit41.7% · rank 0.94 → 0.86
CHTR2025-06-022025-08-01391.03270.53-30.9%42rank_exit53.9% · rank 0.95 → 0.87
BKNG2025-06-022025-08-01217.78217.34-0.3%42rank_exit46.0% · rank 0.94 → 0.88
WRB2025-06-022025-08-0171.5667.30-6.1%42rank_exit43.8% · rank 0.93 → 0.87
ATO2025-06-022025-08-01149.40153.132.4%42rank_exit40.8% · rank 0.93 → 0.82
EXPE2025-07-012025-08-01166.69175.895.4%22rank_exit50.8% · rank 0.94 → 0.86
KMI2025-01-022025-09-0225.7225.70-0.2%165rank_exit72.8% · rank 0.91 → 0.87
MMM2025-02-032025-09-02144.38151.164.6%145rank_exit45.7% · rank 0.91 → 0.71
CBRE2025-03-032025-09-02141.50159.2812.5%126rank_exit64.2% · rank 0.94 → 0.88
TSLA2025-05-012025-09-02280.01328.2317.1%84rank_exit44.1% · rank 0.95 → 0.82
IBM2025-05-012025-09-02232.20234.801.0%84rank_exit34.7% · rank 0.90 → 0.85
VNO2025-07-012025-09-0237.2936.49-2.2%43rank_exit67.7% · rank 0.98 → 0.81
PAYC2025-07-012025-09-02227.58221.92-2.6%43rank_exit50.9% · rank 0.94 → 0.89
DRI2025-07-012025-09-02209.50199.41-4.9%43rank_exit49.8% · rank 0.93 → 0.89
SYF2025-08-012025-09-0266.1873.7511.3%21rank_exit57.1% · rank 0.94 → 0.87
STT2025-08-012025-09-02107.23110.753.2%21rank_exit52.6% · rank 0.93 → 0.85
KR2025-08-012025-09-0268.5966.63-3.0%21rank_exit47.6% · rank 0.90 → 0.82
RTX2025-08-012025-09-02153.33155.891.6%21rank_exit46.3% · rank 0.90 → 0.87
LUMN2024-09-032025-10-015.196.0516.5%270rank_exit63.5% · rank 0.98 → 0.33
WMT2025-01-022025-10-0188.56101.7014.7%186rank_exit80.2% · rank 0.95 → 0.77
FTNT2025-04-012025-10-0195.2283.92-12.0%126rank_exit54.4% · rank 0.92 → 0.44
GL2025-06-022025-10-01119.88140.9317.4%84rank_exit64.4% · rank 0.98 → 0.88
CAH2025-06-022025-10-01152.16154.711.6%84rank_exit39.3% · rank 0.91 → 0.87
CME2025-06-022025-10-01276.05261.32-5.4%84rank_exit37.4% · rank 0.90 → 0.80
CSCO2025-07-012025-10-0167.5766.52-1.6%64rank_exit39.9% · rank 0.90 → 0.89
NDAQ2025-08-012025-10-0194.3487.37-7.5%42rank_exit49.7% · rank 0.91 → 0.85
JPM2025-08-012025-10-01284.95308.088.0%42rank_exit49.2% · rank 0.91 → 0.88
NVDA2025-09-022025-10-01169.77185.008.9%21rank_exit59.4% · rank 0.96 → 0.86
PWR2025-09-022025-10-01369.69410.5110.9%21rank_exit58.7% · rank 0.96 → 0.88
WMB2025-09-022025-10-0155.7461.7410.6%21rank_exit44.8% · rank 0.90 → 0.83
WELL2025-03-032025-11-03149.90177.1718.1%170rank_exit58.0% · rank 0.91 → 0.88
PM2025-04-012025-11-03151.82139.79-8.0%149rank_exit80.8% · rank 0.98 → 0.84
T2025-04-012025-11-0326.5723.78-10.6%149rank_exit72.3% · rank 0.97 → 0.81
GILD2025-04-012025-11-03108.39117.598.4%149rank_exit62.9% · rank 0.94 → 0.86
JCI2025-07-012025-11-03104.61113.828.7%87rank_exit40.9% · rank 0.91 → 0.89
EBAY2025-08-012025-11-0388.0579.89-9.4%65rank_exit46.0% · rank 0.89 → 0.87
TRMB2025-09-022025-11-0379.6479.800.1%44rank_exit52.5% · rank 0.94 → 0.81
BKNG2025-09-022025-11-03221.22201.19-9.1%44rank_exit47.7% · rank 0.92 → 0.82
RJF2025-09-022025-11-03165.48156.19-5.7%44rank_exit46.7% · rank 0.91 → 0.87
ALK2025-10-012025-11-0349.6041.80-15.8%23rank_exit75.5% · rank 0.98 → 0.55
WYNN2025-10-012025-11-03127.18119.97-5.8%23rank_exit66.2% · rank 0.97 → 0.88
DAL2025-10-012025-11-0356.9556.84-0.3%23rank_exit53.2% · rank 0.94 → 0.64
FAST2025-10-012025-11-0347.6340.49-15.1%23rank_exit49.9% · rank 0.92 → 0.87
LVS2025-10-012025-11-0352.7358.8711.5%23rank_exit47.4% · rank 0.92 → 0.61
CNP2025-10-012025-11-0338.0637.27-2.2%23rank_exit42.0% · rank 0.90 → 0.84
LNC2025-10-012025-11-0338.1939.904.4%23rank_exit41.4% · rank 0.89 → 0.85
FFIV2025-03-032025-12-01295.46236.99-19.9%189rank_exit63.6% · rank 0.94 → 0.74
VRSN2025-06-022025-12-01266.89248.75-6.9%126rank_exit60.8% · rank 0.96 → 0.82
LYV2025-06-022025-12-01136.91130.78-4.6%126rank_exit47.4% · rank 0.94 → 0.81
CCL2025-07-012025-12-0127.6425.23-8.8%106rank_exit53.1% · rank 0.94 → 0.85
UAL2025-07-012025-12-0179.29100.2926.4%106rank_exit51.9% · rank 0.94 → 0.81
COF2025-07-012025-12-01208.33215.633.4%106rank_exit40.5% · rank 0.90 → 0.88
NTRS2025-08-012025-12-01124.90127.892.3%84rank_exit59.8% · rank 0.95 → 0.83
SCHW2025-09-022025-12-0194.1591.13-3.3%63rank_exit51.8% · rank 0.94 → 0.85
SYF2025-10-012025-12-0169.9376.018.6%42rank_exit59.3% · rank 0.95 → 0.86
WFC2025-10-012025-12-0181.3384.443.7%42rank_exit49.3% · rank 0.92 → 0.87
GRMN2025-11-032025-12-01210.90191.51-9.3%19rank_exit48.7% · rank 0.93 → 0.88
WMB2025-11-032025-12-0156.9259.344.2%19rank_exit45.2% · rank 0.90 → 0.65
ULTA2025-11-032025-12-01520.07538.393.4%19rank_exit43.4% · rank 0.89 → 0.87
NFLX2023-06-012026-01-0239.7494.13136.6%649rank_exit62.4% · rank 0.99 → 0.83
RCL2024-10-012026-01-02173.08275.6059.1%314rank_exit66.0% · rank 0.96 → 0.65
ETR2025-02-032026-01-0276.5790.9218.6%230rank_exit56.2% · rank 0.94 → 0.83
TTWO2025-05-012026-01-02234.12257.7110.0%169rank_exit41.1% · rank 0.93 → 0.87
GS2025-08-012026-01-02696.49875.5125.6%106rank_exit61.7% · rank 0.95 → 0.89
ORCL2025-08-012026-01-02245.04195.58-20.3%106rank_exit57.9% · rank 0.94 → 0.61
MS2025-08-012026-01-02136.18175.6328.8%106rank_exit52.0% · rank 0.92 → 0.87
ANET2025-09-022026-01-02132.41134.051.1%85rank_exit53.8% · rank 0.94 → 0.83
TSLA2025-10-012026-01-02443.80457.803.1%64rank_exit59.6% · rank 0.96 → 0.84
AAP2025-11-032026-01-0246.6438.99-16.5%41rank_exit63.3% · rank 0.96 → 0.81
NVDA2025-11-032026-01-02207.81189.61-8.9%41rank_exit55.6% · rank 0.94 → 0.87
JPM2025-11-032026-01-02306.65317.983.6%41rank_exit49.1% · rank 0.93 → 0.84
LUMN2025-12-012026-01-027.957.90-0.7%22rank_exit70.8% · rank 0.97 → 0.63
EBAY2025-12-012026-01-0281.2286.476.4%22rank_exit60.3% · rank 0.95 → 0.86
PWR2025-12-012026-01-02457.02424.80-7.1%22rank_exit45.8% · rank 0.91 → 0.86
FOX2025-02-032026-02-0247.3265.1337.5%250rank_exit69.2% · rank 0.97 → 0.88
IBM2025-12-012026-02-02300.39301.370.2%42rank_exit47.6% · rank 0.92 → 0.87
ULTA2026-01-022026-02-02606.12647.046.6%20rank_exit51.9% · rank 0.94 → 0.85
WYNN2026-01-022026-02-02119.21107.34-10.1%20rank_exit45.9% · rank 0.93 → 0.85
GILD2026-01-022026-02-02121.00139.3415.0%20rank_exit40.2% · rank 0.92 → 0.83
LVS2026-01-022026-02-0264.0852.64-17.9%20rank_exit39.4% · rank 0.91 → 0.80
APTV2026-01-022026-02-0276.8374.61-3.0%20rank_exit39.2% · rank 0.91 → 0.80
VRSN2026-01-022026-02-02240.83241.750.3%20rank_exit36.8% · rank 0.89 → 0.74
FOXA2025-02-032026-03-0249.8855.5511.2%269rank_exit66.8% · rank 0.97 → 0.87
RL2025-06-022026-03-02272.25352.4229.3%187rank_exit37.3% · rank 0.89 → 0.88
C2025-09-022026-03-0293.05105.2213.0%124rank_exit50.7% · rank 0.93 → 0.89
MCK2025-11-032026-03-02811.15988.9121.8%80rank_exit54.1% · rank 0.94 → 0.84
CVS2025-12-012026-03-0278.1478.710.6%61rank_exit48.8% · rank 0.92 → 0.84
WELL2026-01-022026-03-02183.63206.3712.3%39rank_exit49.3% · rank 0.93 → 0.83
LNC2026-02-022026-03-0240.5732.89-19.0%19rank_exit47.4% · rank 0.91 → 0.78
BWA2026-02-022026-03-0247.0456.5820.2%19rank_exit43.9% · rank 0.90 → 0.89
MS2026-02-022026-03-02180.64160.88-11.0%19rank_exit43.8% · rank 0.89 → 0.84
EXPE2025-10-012026-04-01212.76232.179.0%125rank_exit53.5% · rank 0.94 → 0.47
TEL2025-11-032026-04-01245.90206.29-16.2%102rank_exit48.9% · rank 0.93 → 0.82
IDXX2025-12-012026-04-01741.57561.67-24.3%83rank_exit39.0% · rank 0.89 → 0.83
MNST2026-01-022026-04-0176.6772.42-5.6%61rank_exit38.5% · rank 0.90 → 0.89
JNJ2026-01-022026-04-01203.55243.0019.3%61rank_exit37.0% · rank 0.90 → 0.88
GS2026-02-022026-04-01923.18856.18-7.4%41rank_exit55.3% · rank 0.93 → 0.85
HAS2026-02-022026-04-0187.3290.183.2%41rank_exit50.8% · rank 0.92 → 0.89
LUMN2026-03-022026-04-016.927.082.2%22rank_exit84.3% · rank 0.96 → 0.87
NVDA2026-03-022026-04-01174.80175.800.5%22rank_exit61.8% · rank 0.93 → 0.87
GILD2026-03-022026-04-01146.07138.78-5.1%22rank_exit50.6% · rank 0.90 → 0.80
ANET2026-03-022026-04-01129.65126.06-2.9%22rank_exit49.7% · rank 0.90 → 0.82
NRG2024-02-012026-05-0151.06154.27201.8%563rank_exit69.2% · rank 0.94 → 0.89
GE2025-07-012026-05-01254.09288.6913.5%210rank_exit46.9% · rank 0.93 → 0.83
DLTR2025-12-012026-05-01110.1097.47-11.6%104rank_exit52.5% · rank 0.93 → 0.86
RTX2025-12-012026-05-01171.84174.921.7%104rank_exit43.7% · rank 0.91 → 0.86
HCA2026-01-022026-05-01464.18434.46-6.5%82rank_exit54.2% · rank 0.94 → 0.81
DG2026-01-022026-05-01130.93115.94-11.5%82rank_exit50.3% · rank 0.93 → 0.82
FCX2026-03-022026-05-0166.8557.55-14.0%43rank_exit75.9% · rank 0.96 → 0.89
ULTA2026-03-022026-05-01680.83540.00-20.8%43rank_exit53.8% · rank 0.91 → 0.84
NOC2026-04-012026-05-01686.32576.21-16.1%21rank_exit70.4% · rank 0.92 → 0.78
GNRC2026-04-012026-05-01199.81260.0230.0%21rank_exit69.1% · rank 0.92 → 0.87
LUV2026-04-012026-05-0137.3037.831.3%21rank_exit61.0% · rank 0.90 → 0.56
MCK2026-04-012026-05-01862.13819.34-5.1%21rank_exit60.4% · rank 0.90 → 0.74
CAH2025-11-032026-06-01189.72194.942.6%143rank_exit46.1% · rank 0.91 → 0.80
HII2026-01-022026-06-01337.55304.50-9.9%102rank_exit59.6% · rank 0.95 → 0.85
GM2026-02-022026-06-0183.8783.25-0.8%82rank_exit53.5% · rank 0.93 → 0.86
LHX2026-03-022026-06-01367.55311.12-15.4%63rank_exit65.2% · rank 0.94 → 0.80
MRNA2026-04-012026-06-0151.6447.07-8.9%41rank_exit70.0% · rank 0.92 → 0.88
ROST2026-05-012026-06-01225.17227.541.0%20rank_exit74.4% · rank 0.93 → 0.86
CF2026-05-012026-06-01122.81114.07-7.2%20rank_exit71.7% · rank 0.93 → 0.86
RL2026-05-012026-06-01360.10360.880.1%20rank_exit61.4% · rank 0.91 → 0.87
HAS2026-05-012026-06-0194.6284.00-11.3%20rank_exit60.0% · rank 0.91 → 0.84
GS2026-05-012026-06-01912.381015.3311.2%20rank_exit59.0% · rank 0.90 → 0.89
ADM2026-05-012026-06-0173.6879.227.4%20rank_exit57.2% · rank 0.89 → 0.84
HWM2024-04-012026-07-0167.92271.21298.9%564rank_exit58.3% · rank 0.93 → 0.83
APH2025-08-012026-07-01104.58174.1466.4%229rank_exit45.6% · rank 0.89 → 0.88
JCI2025-12-012026-07-01114.74144.2525.6%145rank_exit49.6% · rank 0.93 → 0.72
IPGP2026-04-012026-07-01116.66113.27-3.0%62rank_exit133.6% · rank 0.98 → 0.89
MPC2026-05-012026-07-01246.38256.764.1%41rank_exit73.1% · rank 0.93 → 0.86
C2026-05-012026-07-01127.39139.539.4%41rank_exit65.4% · rank 0.92 → 0.89
NVDA2026-05-012026-07-01201.05196.20-2.5%41rank_exit59.1% · rank 0.90 → 0.85
MCHP2026-06-012026-07-0192.3288.96-3.7%21rank_exit97.5% · rank 0.93 → 0.88
NTRS2026-06-012026-07-01163.53173.846.2%21rank_exit82.7% · rank 0.91 → 0.85
CFG2026-06-012026-07-0160.8569.1313.5%21rank_exit78.8% · rank 0.90 → 0.86
STT2026-06-012026-07-01154.57168.769.1%21rank_exit76.9% · rank 0.90 → 0.87
AAP2026-06-012026-07-0160.4662.863.9%21rank_exit74.3% · rank 0.89 → 0.54
AVGO2025-06-022026-08-03240.91384.4159.4%293rank_exit45.0% · rank 0.93 → 0.74
NEM2025-10-012026-08-0384.3693.4510.7%209rank_exit44.2% · rank 0.90 → 0.88
LUMN2026-05-012026-08-038.896.39-28.2%63rank_exit76.4% · rank 0.94 → 0.89
ANET2026-05-012026-08-03172.99174.420.7%63rank_exit57.5% · rank 0.90 → 0.88
BKR2026-06-012026-08-0363.3859.80-5.7%43rank_exit93.9% · rank 0.93 → 0.80
AKAM2026-07-012026-08-03117.26115.00-2.0%22rank_exit95.7% · rank 0.93 → 0.79
F2026-07-012026-08-0313.7014.757.5%22rank_exit79.9% · rank 0.91 → 0.72
NTAP2026-07-012026-08-03154.55179.0615.7%22rank_exit78.2% · rank 0.91 → 0.84
ENPH2026-07-012026-08-0347.4737.54-21.0%22rank_exit75.5% · rank 0.91 → 0.57
GM2026-07-012026-08-0376.9989.5116.1%22rank_exit74.7% · rank 0.90 → 0.86
DD2026-07-012026-08-03134.87138.382.5%22rank_exit74.1% · rank 0.90 → 0.89
QCOM2026-07-012026-08-03183.59146.20-20.4%22rank_exit74.1% · rank 0.90 → 0.55
GS2026-07-012026-08-031010.001025.001.4%22rank_exit72.0% · rank 0.90 → 0.83
TPR2024-11-012026-08-2646.31130.25181.0%453open66.0% · rank 0.91 → —
WDC2025-09-022026-08-2678.31468.88498.2%247open57.0% · rank 0.96 → —
STX2025-09-022026-08-26163.06846.37418.5%247open56.1% · rank 0.95 → —
GLW2025-09-022026-08-2666.55152.78129.4%247open51.8% · rank 0.94 → —
LRCX2025-11-032026-08-26159.42312.8896.1%203open82.0% · rank 0.98 → —
MU2025-11-032026-08-26233.65938.40301.2%203open78.0% · rank 0.98 → —
SEDG2025-11-032026-08-2634.9933.08-5.6%203open65.7% · rank 0.96 → —
INTC2025-11-032026-08-2640.2588.24119.0%203open59.0% · rank 0.95 → —
GOOGL2025-11-032026-08-26281.63342.0021.3%203open48.8% · rank 0.93 → —
KLAC2025-11-032026-08-26120.96183.8351.8%203open48.5% · rank 0.92 → —
GOOG2025-11-032026-08-26281.87339.1020.2%203open48.0% · rank 0.92 → —
AMD2025-12-012026-08-26213.88480.93124.6%184open69.2% · rank 0.96 → —
TER2025-12-012026-08-26179.03363.10102.6%184open56.4% · rank 0.94 → —
CAT2025-12-012026-08-26566.95821.9344.8%184open54.0% · rank 0.93 → —
IVZ2025-12-012026-08-2623.7332.9838.8%184open43.2% · rank 0.90 → —
MPWR2026-01-022026-08-26924.351303.8840.9%162open63.7% · rank 0.96 → —
CHRW2026-01-022026-08-26160.27151.73-5.4%162open54.3% · rank 0.94 → —
AMAT2026-01-022026-08-26266.13479.7680.1%162open48.6% · rank 0.93 → —
ALB2026-02-022026-08-26167.66134.51-19.9%142open62.6% · rank 0.95 → —
CMI2026-02-022026-08-26571.96578.141.0%142open47.9% · rank 0.91 → —
PWR2026-03-022026-08-26556.55616.7310.7%123open64.8% · rank 0.94 → —
ADI2026-03-022026-08-26346.74371.807.1%123open49.9% · rank 0.90 → —
KEYS2026-04-012026-08-26286.75321.8712.1%101open98.0% · rank 0.96 → —
BWA2026-04-012026-08-2654.5364.6918.5%101open92.5% · rank 0.95 → —
VTRS2026-04-012026-08-2613.4016.8525.6%101open73.1% · rank 0.93 → —
VLO2026-04-012026-08-26240.67348.0344.5%101open70.7% · rank 0.93 → —
APA2026-04-012026-08-2640.7941.190.9%101open63.2% · rank 0.91 → —
HAL2026-05-012026-08-2642.2834.44-18.6%80open59.8% · rank 0.90 → —
GNRC2026-06-012026-08-26272.18206.62-24.2%60open122.9% · rank 0.96 → —
NUE2026-06-012026-08-26246.97252.802.3%60open93.7% · rank 0.93 → —
JBHT2026-06-012026-08-26272.66263.64-3.4%60open90.2% · rank 0.91 → —
FDX2026-06-012026-08-26323.79335.993.7%60open87.8% · rank 0.91 → —
HPE2026-06-012026-08-2644.0555.2325.3%60open76.0% · rank 0.90 → —
CSCO2026-07-012026-08-26116.11112.36-3.3%39open94.5% · rank 0.93 → —
ILMN2026-07-012026-08-26175.83224.8427.7%39open93.0% · rank 0.92 → —
MRNA2026-07-012026-08-2670.04149.66113.5%39open81.2% · rank 0.91 → —
DAL2026-07-012026-08-2694.2483.08-11.9%39open71.7% · rank 0.89 → —
APH2026-08-032026-08-26157.73161.342.2%17open75.6% · rank 0.93 → —
JNJ2026-08-032026-08-26253.72270.006.3%17open70.4% · rank 0.92 → —
HUM2026-08-032026-08-26365.00391.067.0%17open69.9% · rank 0.92 → —
UAL2026-08-032026-08-26125.34114.83-8.5%17open69.7% · rank 0.92 → —
C2026-08-032026-08-26132.47133.560.7%17open68.4% · rank 0.92 → —
ROST2026-08-032026-08-26256.25236.27-7.9%17open67.6% · rank 0.91 → —
WST2026-08-032026-08-26343.72349.921.7%17open67.4% · rank 0.91 → —
INCY2026-08-032026-08-26120.22128.126.5%17open67.1% · rank 0.91 → —
BIIB2026-08-032026-08-26203.34221.078.6%17open67.0% · rank 0.91 → —
IPGP2026-08-032026-08-2683.5974.21-11.3%17open66.7% · rank 0.91 → —
CFG2026-08-032026-08-2671.6770.49-1.7%17open65.7% · rank 0.90 → —
STT2026-08-032026-08-26184.16193.625.0%17open64.8% · rank 0.89 → —
HST2026-08-032026-08-2625.1322.43-10.8%17open64.5% · rank 0.89 → —

Files: trades_momentum_12_1_usp500_k50.csv, equity_momentum_12_1_usp500_k50.csv, yearly_momentum_12_1_usp500_k50.csv, monthly_momentum_12_1_usp500_k50.csv, summary_momentum_12_1_usp500_k50.json.