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Overnight momentum (the overnight leg only) — 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) · overnight_momentum · 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.

The score: every session's return is split in two — overnight (yesterday's close → today's open) and intraday (open → close). Only the overnight log returns are summed, over the 12 months ending 1 month ago; that cumulative overnight return is the score (Lou, Polk & Skouras 2019). Highest wins.
What it is: 12-1 momentum with the intraday half of its own input thrown away, on the finding that momentum's profits accrue while the market is closed — where earnings land and institutions reposition — and the intraday leg predicts nothing or reverses.
What it is not: it does not trade overnight. It holds the 50 names round the clock for a month at a time; the overnight component is only the ranking signal.

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	11.1%	12.2%	13.8%	9.9%	0.59	0.75	0.67	-27.8%	-24.5%	-34.8%	693	trails SPY, trails QQQ; DD deeper than SPY
2023	18.9%	22.6%	31.9%	17.7%	0.94	1.44	1.48	-27.8%	-18.8%	-22.8%	551	trails SPY, trails QQQ; DD deeper than SPY
2024	23.8%	21.4%	24.6%	16.3%	1.05	1.32	1.16	-27.8%	-18.8%	-22.8%	392	beats SPY, trails QQQ; DD deeper than SPY
2025	29.1%	19.1%	22.9%	18.6%	1.10	1.10	1.03	-27.8%	-18.8%	-22.8%	260	beats SPY, beats QQQ; DD deeper than SPY
2026	32.9%	20.4%	26.3%	24.0%	1.25	1.44	1.20	-13.6%	-8.9%	-11.7%	111	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, overnight 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 543 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, overnight 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	overnight 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	6.1%	26.2%	54.9%	13.1%	no	no
2024	14.7%	24.9%	25.6%	14.5%	no	no
2025	24.1%	17.7%	20.8%	13.7%	yes	yes
2026*	23.0%	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
overnight momentum, top 50	63.3%	11.1%	0.59	-27.8%	22.4%	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%

693 stays in the book · win rate 48.5% · average 6.32% (wins 24.71%, losses -10.99%) · hold 84.1 sessions · 0 stop-outs · 56 month-ends, one-way turnover 26.3% per month-end ≈ 316%/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
overnight momentum, top 50	87.7%	18.9%	0.94	-27.8%	20.7%	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%

551 stays in the book · win rate 52.5% · average 8.78% (wins 25.08%, losses -9.20%) · hold 82.9 sessions · 0 stop-outs · 44 month-ends, one-way turnover 26.4% per month-end ≈ 317%/yr.

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

	total return	CAGR	Sharpe	max DD	ann. vol	exposure
overnight momentum, top 50	76.2%	23.8%	1.05	-27.8%	23.1%	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%

392 stays in the book · win rate 55.9% · average 11.28% (wins 28.22%, losses -10.16%) · hold 84.7 sessions · 0 stop-outs · 32 month-ends, one-way turnover 25.7% per month-end ≈ 309%/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
overnight momentum, top 50	52.1%	29.1%	1.10	-27.8%	26.5%	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%

260 stays in the book · win rate 55.4% · average 13.16% (wins 32.76%, losses -11.17%) · hold 79.2 sessions · 0 stop-outs · 20 month-ends, one-way turnover 26.6% per month-end ≈ 319%/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
overnight momentum, top 50	20.2%	32.9%	1.25	-13.6%	25.5%	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%

111 stays in the book · win rate 48.6% · average 11.16% (wins 36.33%, losses -12.68%) · hold 73.0 sessions · 0 stop-outs · 8 month-ends, one-way turnover 25.2% per month-end ≈ 302%/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
STX	2	50%	373.7%	747.5%	541
WDC	4	75%	159.9%	639.5%	643
NVDA	2	50%	168.8%	337.5%	871
MU	3	33%	94.7%	284.1%	494
HWM	3	67%	89.0%	267.0%	539
PWR	3	100%	69.2%	207.7%	995
AVGO	5	40%	33.7%	168.4%	771
INTC	1	100%	162.9%	162.9%	226
APH	1	100%	147.1%	147.1%	559
OXY	6	33%	19.5%	116.8%	420
ANET	2	100%	55.9%	111.7%	518
RCL	2	100%	53.8%	107.7%	417
GLW	3	67%	34.6%	103.9%	412
NFLX	2	50%	50.2%	100.4%	544
NRG	3	67%	33.3%	100.0%	521
APA	5	40%	20.0%	99.8%	519
PH	5	80%	19.3%	96.3%	706
TPR	2	50%	45.5%	91.1%	480
LLY	2	100%	41.9%	83.9%	458
BSX	1	100%	76.8%	76.8%	378
IVZ	1	100%	74.3%	74.3%	209
TER	2	50%	37.0%	74.0%	223
HPE	3	33%	24.4%	73.1%	163
TT	2	100%	35.1%	70.2%	395
MOS	2	100%	34.6%	69.1%	102
LVS	6	100%	10.7%	64.0%	307
FCX	4	50%	15.7%	62.7%	415
LRCX	3	33%	20.6%	61.7%	474
RMD	2	50%	30.4%	60.8%	272
WST	3	100%	19.3%	57.8%	123
PCAR	1	100%	56.4%	56.4%	335
CBOE	2	100%	25.8%	51.6%	292
PSX	3	100%	16.2%	48.5%	335
GE	4	100%	11.8%	47.3%	127
FITB	5	40%	9.4%	46.9%	356
NUE	3	100%	15.6%	46.7%	169
FANG	9	67%	5.2%	46.5%	498
CAT	1	100%	44.8%	44.8%	184
AMD	7	29%	6.2%	43.1%	579
IR	1	100%	42.1%	42.1%	230
ZBRA	2	50%	20.3%	40.7%	182
ISRG	4	75%	9.8%	39.2%	230
CTAS	3	100%	13.1%	39.2%	396
VLO	6	50%	6.5%	39.0%	503
ALB	6	50%	6.5%	39.0%	438
RTX	4	100%	9.6%	38.5%	287
MPC	1	100%	38.3%	38.3%	315
WRB	7	57%	5.5%	38.3%	377
FAST	2	100%	17.5%	35.0%	106
HAS	1	100%	32.7%	32.7%	105
CF	3	33%	10.8%	32.4%	208
WFC	2	100%	16.1%	32.2%	231
CINF	5	60%	6.1%	30.4%	254
EOG	4	25%	7.2%	29.0%	481
TRV	5	80%	5.7%	28.7%	352
CI	3	100%	9.4%	28.1%	229
DVN	3	67%	9.3%	27.8%	457
LDOS	3	100%	9.2%	27.7%	393
WELL	5	60%	5.5%	27.3%	272
CRL	2	50%	13.6%	27.1%	86
FOX	1	100%	24.6%	24.6%	190
OKE	2	100%	11.4%	22.7%	269
GWW	3	100%	7.3%	22.0%	104
ULTA	5	80%	4.4%	21.9%	248
PGR	2	50%	10.9%	21.9%	270
ROST	3	67%	7.2%	21.5%	355
LUMN	1	100%	21.4%	21.4%	291
FTNT	2	100%	10.0%	20.0%	40
MSI	4	100%	4.9%	19.7%	250
MSFT	1	100%	19.4%	19.4%	144
WAB	1	100%	19.1%	19.1%	63
AMGN	3	100%	6.3%	18.8%	297
TDG	2	100%	9.3%	18.6%	229
PHM	1	100%	18.4%	18.4%	61
LW	2	50%	8.3%	16.7%	351
AJG	3	67%	5.4%	16.1%	231
ADBE	1	100%	15.6%	15.6%	62
HII	2	100%	7.7%	15.4%	165
CME	2	100%	7.7%	15.3%	229
HIG	1	100%	14.8%	14.8%	65
ETN	5	80%	3.0%	14.8%	373
ALL	1	100%	14.5%	14.5%	312
MMM	2	100%	7.0%	14.0%	101
HBAN	3	33%	4.5%	13.5%	103
CFG	2	50%	6.7%	13.4%	170
CPRT	4	50%	3.3%	13.1%	168
MET	1	100%	13.0%	13.0%	127
EIX	1	100%	12.3%	12.3%	82
LHX	5	80%	2.4%	12.0%	421
CLX	3	67%	4.0%	11.9%	107
BF.B	2	50%	5.9%	11.8%	102
CAH	2	50%	5.8%	11.6%	190
MDLZ	1	100%	11.2%	11.2%	250
BRK.B	3	67%	3.7%	11.0%	378
VRTX	3	33%	3.6%	10.9%	125
ENPH	6	33%	1.7%	10.1%	267
KEYS	2	50%	5.0%	10.0%	144
ED	1	100%	10.0%	10.0%	104
CRM	1	100%	9.8%	9.8%	23
ALLE	2	100%	4.8%	9.6%	188
EPAM	3	67%	3.2%	9.5%	188
PNR	2	100%	4.6%	9.3%	86
BAC	1	100%	9.2%	9.2%	42
RSG	2	100%	4.6%	9.2%	191
NEM	1	100%	9.1%	9.1%	82
PLD	3	67%	3.0%	8.9%	84
GL	2	50%	4.5%	8.9%	122
FE	2	50%	4.4%	8.9%	61
KIM	1	100%	8.6%	8.6%	104
AEP	2	100%	4.0%	8.0%	228
KMI	1	100%	8.0%	8.0%	274
AMZN	3	33%	2.6%	7.8%	226
HON	1	100%	7.7%	7.7%	21
UNH	1	100%	7.6%	7.6%	169
MCHP	2	50%	3.7%	7.4%	103
LNC	2	50%	3.6%	7.1%	61
XYL	2	50%	3.4%	6.9%	166
C	1	100%	6.9%	6.9%	20
BA	2	50%	3.4%	6.7%	183
BKNG	1	100%	6.5%	6.5%	43
EVRG	1	100%	6.4%	6.4%	21
MDT	1	100%	6.3%	6.3%	21
LMT	1	100%	6.0%	6.0%	20
NI	2	50%	3.0%	5.9%	164
VFC	1	100%	5.7%	5.7%	22
BRO	5	40%	1.1%	5.3%	209
DPZ	1	100%	5.2%	5.2%	274
TJX	2	50%	2.5%	5.0%	165
SCHW	1	100%	4.8%	4.8%	85
PPG	3	67%	1.5%	4.6%	63
AAP	1	100%	4.3%	4.3%	187
CSCO	3	100%	1.4%	4.2%	250
MAS	1	100%	4.2%	4.2%	84
TEL	4	75%	1.0%	3.8%	271
BWA	1	100%	3.8%	3.8%	21
ZION	2	50%	1.5%	3.0%	64
EMN	2	50%	1.5%	2.9%	44
KR	2	50%	1.5%	2.9%	190
MTB	4	50%	0.7%	2.7%	190
IBM	1	100%	2.3%	2.3%	20
TROW	1	100%	2.1%	2.1%	22
FTV	1	100%	2.0%	2.0%	23
GD	3	33%	0.6%	1.9%	101
ROK	2	50%	0.8%	1.7%	206
LNT	2	50%	0.8%	1.7%	124
HST	1	100%	1.6%	1.6%	60
PEG	1	100%	1.6%	1.6%	21
YUM	1	100%	1.6%	1.6%	64
ETSY	3	33%	0.5%	1.6%	61
BBY	1	100%	1.4%	1.4%	106
ROP	1	100%	1.3%	1.3%	22
DLR	2	50%	0.6%	1.1%	42
LYV	3	67%	0.4%	1.1%	188
CMS	2	50%	0.4%	0.9%	63
WYNN	2	50%	0.4%	0.8%	124
PNW	1	100%	0.7%	0.7%	83
AIZ	2	50%	0.3%	0.6%	102
DHI	2	50%	0.3%	0.5%	106
SYY	1	100%	0.4%	0.4%	85
DOV	2	50%	0.1%	0.2%	44
GS	2	50%	0.1%	0.1%	82
FOXA	1	0%	-0.5%	-0.5%	229
SO	2	50%	-0.3%	-0.5%	126
WEC	2	50%	-0.3%	-0.6%	61
IRM	1	0%	-0.7%	-0.7%	17
AEE	1	0%	-0.7%	-0.7%	21
A	1	0%	-0.8%	-0.8%	23
MGM	1	0%	-0.8%	-0.8%	21
DRI	2	50%	-0.5%	-1.0%	43
XEL	1	0%	-1.0%	-1.0%	41
ADP	1	0%	-1.5%	-1.5%	19
HSY	2	50%	-0.9%	-1.7%	101
WY	1	0%	-2.0%	-2.0%	63
ADSK	1	0%	-2.0%	-2.0%	22
SWK	1	0%	-2.1%	-2.1%	20
JCI	3	33%	-0.7%	-2.1%	150
EMR	2	50%	-1.1%	-2.1%	190
CHD	1	0%	-2.3%	-2.3%	20
GOOGL	2	50%	-1.2%	-2.4%	186
RF	3	67%	-0.8%	-2.5%	334
CTVA	1	0%	-2.6%	-2.6%	23
DTE	2	0%	-1.3%	-2.6%	147
CNC	1	0%	-2.7%	-2.7%	43
WMB	1	0%	-2.8%	-2.8%	315
CVS	2	50%	-1.4%	-2.8%	120
COP	7	43%	-0.4%	-2.9%	315
GOOG	2	50%	-1.5%	-2.9%	186
CB	4	25%	-0.8%	-3.0%	379
XOM	1	0%	-3.1%	-3.1%	20
ATO	1	0%	-3.1%	-3.1%	145
COF	1	0%	-3.2%	-3.2%	250
SYK	2	50%	-1.6%	-3.2%	41
J	1	0%	-3.3%	-3.3%	41
TXT	2	50%	-1.7%	-3.3%	145
PM	2	50%	-1.8%	-3.6%	190
SNA	2	50%	-1.8%	-3.7%	65
PEP	1	0%	-3.8%	-3.8%	272
SHW	1	0%	-3.9%	-3.9%	20
WAT	2	50%	-2.2%	-4.3%	83
NTRS	1	0%	-4.5%	-4.5%	86
UDR	1	0%	-4.5%	-4.5%	23
QRVO	1	0%	-5.0%	-5.0%	39
COO	1	0%	-5.3%	-5.3%	43
VMC	1	0%	-5.4%	-5.4%	19
AIG	1	0%	-5.5%	-5.5%	44
MS	1	0%	-5.5%	-5.5%	82
NWSA	2	50%	-2.7%	-5.5%	145
WMT	2	0%	-2.9%	-5.7%	143
AXP	1	0%	-6.1%	-6.1%	250
CARR	1	0%	-6.2%	-6.2%	22
JBHT	2	50%	-3.2%	-6.4%	190
MO	2	0%	-3.2%	-6.5%	63
AME	2	50%	-3.2%	-6.5%	102
ADI	2	0%	-3.3%	-6.6%	62
PNC	1	0%	-6.7%	-6.7%	42
SNPS	1	0%	-6.8%	-6.8%	375
CDNS	2	50%	-3.6%	-7.2%	250
EXC	1	0%	-7.3%	-7.3%	41
IDXX	2	50%	-3.6%	-7.3%	84
NEE	1	0%	-7.5%	-7.5%	41
EXPE	2	50%	-3.7%	-7.5%	81
KO	1	0%	-7.5%	-7.5%	147
CAG	1	0%	-7.5%	-7.5%	105
CHRW	5	60%	-1.5%	-7.5%	285
ACN	1	0%	-7.7%	-7.7%	42
MPWR	4	25%	-1.9%	-7.8%	306
FFIV	3	33%	-2.6%	-7.9%	104
AKAM	1	0%	-7.9%	-7.9%	39
WHR	2	50%	-4.1%	-8.3%	42
CZR	5	60%	-1.7%	-8.3%	337
NCLH	2	0%	-4.3%	-8.5%	229
BEN	2	50%	-4.3%	-8.7%	165
AOS	1	0%	-8.7%	-8.7%	21
STE	1	0%	-8.7%	-8.7%	22
MCK	2	0%	-4.4%	-8.8%	62
LYB	1	0%	-9.0%	-9.0%	85
WM	2	0%	-4.5%	-9.0%	84
DD	3	33%	-3.1%	-9.3%	122
NSC	1	0%	-9.6%	-9.6%	20
ES	1	0%	-9.7%	-9.7%	41
PYPL	1	0%	-9.8%	-9.8%	20
TXN	1	0%	-10.0%	-10.0%	84
CMCSA	1	0%	-10.9%	-10.9%	42
ORCL	1	0%	-10.9%	-10.9%	453
HUM	3	0%	-3.6%	-10.9%	248
GIS	1	0%	-11.3%	-11.3%	82
SYF	1	0%	-11.7%	-11.7%	102
NTAP	1	0%	-11.8%	-11.8%	229
GM	1	0%	-11.8%	-11.8%	20
FRT	4	50%	-3.0%	-11.8%	208
SLB	2	50%	-6.0%	-11.9%	44
MLM	1	0%	-12.0%	-12.0%	62
TMUS	2	0%	-6.1%	-12.1%	84
DE	1	0%	-12.2%	-12.2%	124
EXR	1	0%	-12.2%	-12.2%	127
ZBH	1	0%	-12.4%	-12.4%	84
DUK	2	0%	-6.2%	-12.5%	82
TSCO	3	33%	-4.2%	-12.6%	150
ETR	3	33%	-4.5%	-13.5%	83
TGT	1	0%	-13.8%	-13.8%	169
ADM	2	0%	-7.5%	-14.9%	336
CPB	1	0%	-15.0%	-15.0%	63
TTWO	2	0%	-7.6%	-15.2%	102
PSA	1	0%	-16.0%	-16.0%	251
NWS	3	33%	-5.5%	-16.4%	624
AES	3	33%	-5.5%	-16.5%	477
URI	2	0%	-8.3%	-16.5%	225
OMC	3	33%	-5.6%	-16.8%	82
INTU	2	0%	-8.7%	-17.4%	64
BXP	1	0%	-17.5%	-17.5%	106
UAL	4	25%	-4.4%	-17.5%	225
TMO	1	0%	-17.9%	-17.9%	39
KEY	2	50%	-9.0%	-18.0%	148
SBAC	1	0%	-18.1%	-18.1%	189
NKE	1	0%	-18.2%	-18.2%	42
SRE	2	0%	-9.2%	-18.5%	230
RHI	1	0%	-18.7%	-18.7%	103
NOW	4	50%	-4.7%	-18.9%	211
TRMB	1	0%	-20.8%	-20.8%	39
BKR	3	33%	-7.0%	-21.1%	169
MTCH	2	0%	-11.0%	-22.1%	85
AAL	3	67%	-7.4%	-22.2%	206
TSN	1	0%	-22.3%	-22.3%	64
CE	2	50%	-11.5%	-23.0%	85
LKQ	1	0%	-23.3%	-23.3%	62
DOW	1	0%	-23.5%	-23.5%	41
PKG	1	0%	-23.5%	-23.5%	127
DAL	3	67%	-7.9%	-23.6%	205
LUV	4	25%	-6.0%	-23.8%	104
POOL	2	0%	-12.0%	-23.9%	104
PAYC	3	33%	-8.3%	-24.8%	169
TECH	3	0%	-8.3%	-25.0%	226
SJM	1	0%	-25.1%	-25.1%	128
QCOM	2	0%	-13.4%	-26.9%	190
PVH	1	0%	-27.1%	-27.1%	62
IT	1	0%	-28.4%	-28.4%	124
KLAC	2	0%	-14.6%	-29.3%	375
DXCM	3	33%	-10.2%	-30.5%	290
CVX	3	0%	-10.2%	-30.6%	127
BIIB	2	0%	-15.4%	-30.8%	230
PENN	2	0%	-15.6%	-31.2%	60
RL	4	0%	-8.2%	-32.6%	102
CMG	5	20%	-6.6%	-32.8%	291
CHTR	1	0%	-32.9%	-32.9%	63
ALGN	1	0%	-33.1%	-33.1%	62
SEDG	7	43%	-4.8%	-33.7%	181
HAL	3	0%	-11.3%	-34.0%	145
TSLA	3	33%	-11.4%	-34.2%	417
NXPI	2	0%	-18.1%	-36.2%	78
ALK	1	0%	-39.0%	-39.0%	42
NWL	1	0%	-43.8%	-43.8%	123
F	1	0%	-47.2%	-47.2%	124
BBWI	3	0%	-16.3%	-48.9%	124
UA	1	0%	-58.3%	-58.3%	124
MNST	3	33%	-20.5%	-61.4%	330
CCL	5	0%	-13.4%	-67.0%	269
GNRC	3	0%	-23.4%	-70.1%	163
AMAT	3	0%	-27.6%	-82.7%	289
UAA	2	0%	-42.3%	-84.6%	166

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 overnight return at signal · rank → exit rank
CCL	2022-01-03	2022-02-01	20.23	19.63	-3.1%	20	rank_exit	56.9% · rank 0.93 → 0.63
RL	2022-01-03	2022-02-01	109.76	101.66	-7.5%	20	rank_exit	53.7% · rank 0.91 → 0.69
PYPL	2022-01-03	2022-02-01	189.77	171.29	-9.8%	20	rank_exit	52.2% · rank 0.90 → 0.86
GM	2022-01-03	2022-02-01	57.50	50.76	-11.8%	20	rank_exit	51.2% · rank 0.90 → 0.88
C	2022-01-03	2022-02-01	51.95	55.57	6.9%	20	rank_exit	49.9% · rank 0.90 → 0.86
PENN	2022-01-03	2022-02-01	52.24	45.92	-12.2%	20	rank_exit	48.5% · rank 0.89 → 0.86
ENPH	2022-01-03	2022-03-01	185.23	167.54	-9.6%	39	rank_exit	79.1% · rank 0.98 → 0.50
TER	2022-01-03	2022-03-01	161.92	115.74	-28.6%	39	rank_exit	75.8% · rank 0.98 → 0.47
TRMB	2022-01-03	2022-03-01	87.45	69.30	-20.8%	39	rank_exit	67.0% · rank 0.97 → 0.74
NXPI	2022-01-03	2022-03-01	209.80	174.18	-17.1%	39	rank_exit	66.8% · rank 0.96 → 0.58
MU	2022-01-03	2022-03-01	91.80	86.57	-5.8%	39	rank_exit	64.9% · rank 0.95 → 0.83
TECH	2022-01-03	2022-03-01	126.32	102.67	-18.8%	39	rank_exit	59.7% · rank 0.94 → 0.75
SEDG	2022-01-03	2022-03-01	284.00	315.00	10.8%	39	rank_exit	59.4% · rank 0.94 → 0.48
AMD	2022-01-03	2022-03-01	145.14	122.33	-15.8%	39	rank_exit	56.4% · rank 0.93 → 0.83
MPWR	2022-01-03	2022-03-01	475.37	439.98	-7.5%	39	rank_exit	54.1% · rank 0.91 → 0.83
CMG	2022-01-03	2022-03-01	34.80	30.34	-12.9%	39	rank_exit	51.3% · rank 0.90 → 0.87
TMO	2022-01-03	2022-03-01	654.35	537.52	-17.9%	39	rank_exit	49.7% · rank 0.89 → 0.81
VMC	2022-02-01	2022-03-01	183.76	174.05	-5.4%	19	rank_exit	51.6% · rank 0.91 → 0.87
LRCX	2022-02-01	2022-03-01	56.27	53.22	-5.5%	19	rank_exit	50.7% · rank 0.90 → 0.69
TSLA	2022-02-01	2022-03-01	311.74	289.89	-7.1%	19	rank_exit	49.2% · rank 0.89 → 0.83
AAL	2022-01-03	2022-04-01	18.23	18.30	0.3%	62	rank_exit	93.2% · rank 1.00 → 0.41
AMAT	2022-01-03	2022-04-01	151.59	127.93	-15.7%	62	rank_exit	92.1% · rank 0.99 → 0.88
BBWI	2022-01-03	2022-04-01	61.70	42.58	-31.1%	62	rank_exit	89.4% · rank 0.99 → 0.87
ALB	2022-01-03	2022-04-01	223.81	212.21	-5.3%	62	rank_exit	72.4% · rank 0.97 → 0.85
ALGN	2022-01-03	2022-04-01	656.30	439.42	-33.1%	62	rank_exit	71.4% · rank 0.97 → 0.73
LKQ	2022-01-03	2022-04-01	52.57	40.35	-23.3%	62	rank_exit	56.3% · rank 0.93 → 0.81
MLM	2022-01-03	2022-04-01	429.91	378.53	-12.0%	62	rank_exit	55.6% · rank 0.92 → 0.88
WDC	2022-01-03	2022-04-01	49.47	37.72	-23.8%	62	rank_exit	53.9% · rank 0.91 → 0.30
EPAM	2022-01-03	2022-04-01	670.32	297.37	-55.7%	62	rank_exit	52.8% · rank 0.91 → 0.66
CFG	2022-03-01	2022-04-01	42.73	37.89	-11.4%	23	rank_exit	50.8% · rank 0.93 → 0.79
MTB	2022-03-01	2022-04-01	156.97	150.25	-4.4%	23	rank_exit	50.2% · rank 0.93 → 0.81
STX	2022-03-01	2022-04-01	89.88	79.71	-11.4%	23	rank_exit	47.8% · rank 0.91 → 0.82
FITB	2022-03-01	2022-04-01	39.77	36.97	-7.1%	23	rank_exit	46.2% · rank 0.90 → 0.89
CZR	2022-03-01	2022-04-01	83.40	78.13	-6.4%	23	rank_exit	46.0% · rank 0.90 → 0.68
EMN	2022-03-01	2022-04-01	99.41	95.51	-4.0%	23	rank_exit	45.5% · rank 0.89 → 0.87
GNRC	2022-01-03	2022-05-02	353.98	218.70	-38.3%	82	rank_exit	79.2% · rank 0.99 → 0.77
MOS	2022-01-03	2022-05-02	35.20	55.38	57.2%	82	rank_exit	73.5% · rank 0.98 → 0.56
NWSA	2022-01-03	2022-05-02	21.49	19.23	-10.6%	82	rank_exit	66.4% · rank 0.96 → 0.85
NUE	2022-01-03	2022-05-02	107.55	145.09	34.8%	82	rank_exit	64.3% · rank 0.95 → 0.49
FANG	2022-01-03	2022-05-02	87.43	101.22	15.7%	82	rank_exit	59.2% · rank 0.93 → 0.83
PH	2022-02-01	2022-05-02	292.35	255.87	-12.6%	62	rank_exit	56.6% · rank 0.93 → 0.87
COP	2022-02-01	2022-05-02	73.84	80.29	8.6%	62	rank_exit	50.4% · rank 0.89 → 0.78
VLO	2022-03-01	2022-05-02	74.23	97.83	31.7%	43	rank_exit	47.9% · rank 0.91 → 0.89
ENPH	2022-04-01	2022-05-02	201.03	159.37	-20.8%	20	rank_exit	34.9% · rank 0.92 → 0.80
OMC	2022-04-01	2022-05-02	73.92	66.15	-10.6%	20	rank_exit	34.8% · rank 0.92 → 0.88
SEDG	2022-04-01	2022-05-02	319.15	250.50	-21.6%	20	rank_exit	32.8% · rank 0.90 → 0.55
NSC	2022-04-01	2022-05-02	258.93	234.37	-9.6%	20	rank_exit	32.7% · rank 0.90 → 0.83
PAYC	2022-04-01	2022-05-02	337.69	275.32	-18.6%	20	rank_exit	32.5% · rank 0.90 → 0.87
PWR	2022-01-03	2022-06-01	113.97	119.78	5.0%	103	rank_exit	64.9% · rank 0.96 → 0.74
RHI	2022-01-03	2022-06-01	91.78	74.72	-18.7%	103	rank_exit	59.3% · rank 0.94 → 0.86
KEY	2022-02-01	2022-06-01	19.98	16.29	-18.6%	83	rank_exit	52.3% · rank 0.91 → 0.88
TSCO	2022-03-01	2022-06-01	37.40	34.87	-6.9%	64	rank_exit	53.1% · rank 0.94 → 0.81
AMD	2022-04-01	2022-06-01	110.48	102.13	-7.7%	41	rank_exit	52.9% · rank 0.99 → 0.84
GOOGL	2022-04-01	2022-06-01	138.27	113.85	-17.7%	41	rank_exit	42.4% · rank 0.97 → 0.89
DD	2022-04-01	2022-06-01	85.56	79.77	-6.9%	41	rank_exit	36.2% · rank 0.94 → 0.83
INTU	2022-04-01	2022-06-01	464.54	406.69	-12.5%	41	rank_exit	35.3% · rank 0.93 → 0.86
GOOG	2022-04-01	2022-06-01	138.79	113.93	-18.0%	41	rank_exit	32.9% · rank 0.91 → 0.67
BRO	2022-04-01	2022-06-01	70.23	57.72	-17.9%	41	rank_exit	32.1% · rank 0.89 → 0.84
ULTA	2022-05-02	2022-06-01	398.61	423.68	6.2%	21	rank_exit	39.7% · rank 0.96 → 0.88
RL	2022-05-02	2022-06-01	96.67	94.11	-2.7%	21	rank_exit	39.1% · rank 0.95 → 0.79
DOV	2022-05-02	2022-06-01	126.19	127.95	1.3%	21	rank_exit	34.7% · rank 0.91 → 0.59
EMN	2022-05-02	2022-06-01	87.79	93.99	7.0%	21	rank_exit	34.5% · rank 0.90 → 0.85
F	2022-01-03	2022-07-01	15.68	8.28	-47.2%	124	rank_exit	118.1% · rank 1.00 → 0.85
UAA	2022-01-03	2022-07-01	21.37	8.28	-61.3%	124	rank_exit	77.6% · rank 0.98 → 0.18
UA	2022-01-03	2022-07-01	18.13	7.56	-58.3%	124	rank_exit	72.9% · rank 0.98 → 0.13
IT	2022-01-03	2022-07-01	334.53	239.75	-28.4%	124	rank_exit	70.5% · rank 0.97 → 0.60
DE	2022-01-03	2022-07-01	324.06	284.93	-12.2%	124	rank_exit	55.3% · rank 0.92 → 0.84
CMG	2022-04-01	2022-07-01	31.72	26.04	-18.0%	62	rank_exit	43.0% · rank 0.98 → 0.77
PVH	2022-04-01	2022-07-01	76.88	56.08	-27.1%	62	rank_exit	33.8% · rank 0.91 → 0.86
NKE	2022-05-02	2022-07-01	115.21	94.34	-18.2%	42	rank_exit	40.3% · rank 0.96 → 0.74
AVGO	2022-05-02	2022-07-01	51.77	44.91	-13.3%	42	rank_exit	38.2% · rank 0.94 → 0.83
PNC	2022-05-02	2022-07-01	142.99	133.54	-6.7%	42	rank_exit	35.5% · rank 0.92 → 0.83
ACN	2022-05-02	2022-07-01	278.95	257.71	-7.7%	42	rank_exit	35.4% · rank 0.91 → 0.81
OMC	2022-06-01	2022-07-01	64.33	55.21	-14.3%	21	rank_exit	35.2% · rank 0.94 → 0.87
AOS	2022-06-01	2022-07-01	55.49	50.68	-8.7%	21	rank_exit	31.6% · rank 0.92 → 0.80
GLW	2022-06-01	2022-07-01	32.48	28.31	-12.9%	21	rank_exit	30.5% · rank 0.91 → 0.84
DAL	2022-06-01	2022-07-01	40.67	28.21	-30.7%	21	rank_exit	30.1% · rank 0.91 → 0.80
LYV	2022-06-01	2022-07-01	95.81	82.48	-14.0%	21	rank_exit	28.5% · rank 0.89 → 0.85
NVDA	2022-01-03	2022-08-01	29.72	18.13	-39.1%	144	rank_exit	101.1% · rank 1.00 → 0.80
URI	2022-01-03	2022-08-01	320.82	303.11	-5.6%	144	rank_exit	65.4% · rank 0.96 → 0.64
NWS	2022-01-03	2022-08-01	21.79	16.63	-23.8%	144	rank_exit	58.2% · rank 0.93 → 0.88
BEN	2022-01-03	2022-08-01	26.78	22.18	-17.3%	144	rank_exit	56.1% · rank 0.92 → 0.85
FRT	2022-03-01	2022-08-01	97.14	88.21	-9.3%	105	rank_exit	46.4% · rank 0.90 → 0.89
EPAM	2022-05-02	2022-08-01	268.21	344.59	28.3%	62	rank_exit	36.2% · rank 0.92 → 0.75
DOW	2022-06-01	2022-08-01	54.68	41.88	-23.5%	41	rank_exit	29.4% · rank 0.90 → 0.71
NOW	2022-06-01	2022-08-01	98.21	87.80	-10.7%	41	rank_exit	29.4% · rank 0.90 → 0.81
WELL	2022-06-01	2022-08-01	80.61	78.09	-3.2%	41	rank_exit	28.9% · rank 0.90 → 0.86
SEDG	2022-07-01	2022-08-01	271.70	352.85	29.7%	20	rank_exit	32.3% · rank 0.94 → 0.88
MOS	2022-07-01	2022-08-01	41.67	46.69	11.9%	20	rank_exit	29.4% · rank 0.92 → 0.81
HAL	2022-07-01	2022-08-01	28.98	26.24	-9.6%	20	rank_exit	28.1% · rank 0.90 → 0.87
CF	2022-01-03	2022-09-01	64.72	93.62	44.5%	167	rank_exit	62.8% · rank 0.95 → 0.81
KLAC	2022-01-03	2022-09-01	41.17	32.28	-21.7%	167	rank_exit	62.3% · rank 0.95 → 0.57
CE	2022-06-01	2022-09-01	147.54	103.69	-29.8%	64	rank_exit	37.6% · rank 0.96 → 0.85
AMD	2022-07-01	2022-09-01	75.19	82.35	9.4%	43	rank_exit	33.0% · rank 0.94 → 0.88
BKNG	2022-07-01	2022-09-01	68.27	72.81	6.5%	43	rank_exit	32.2% · rank 0.94 → 0.85
PAYC	2022-07-01	2022-09-01	273.17	339.13	24.0%	43	rank_exit	31.2% · rank 0.93 → 0.80
SLB	2022-08-01	2022-09-01	32.98	34.17	3.5%	23	rank_exit	22.2% · rank 0.91 → 0.87
AVGO	2022-08-01	2022-09-01	49.79	46.04	-7.6%	23	rank_exit	21.1% · rank 0.91 → 0.89
INTU	2022-08-01	2022-09-01	435.07	414.32	-4.9%	23	rank_exit	19.4% · rank 0.89 → 0.78
TSN	2022-07-01	2022-10-03	75.09	58.39	-22.3%	64	rank_exit	35.5% · rank 0.96 → 0.82
ULTA	2022-07-01	2022-10-03	381.92	403.00	5.4%	64	rank_exit	30.7% · rank 0.93 → 0.87
CINF	2022-08-01	2022-10-03	87.02	82.43	-5.4%	44	rank_exit	23.6% · rank 0.93 → 0.84
AIG	2022-08-01	2022-10-03	46.82	44.31	-5.5%	44	rank_exit	22.9% · rank 0.93 → 0.85
AJG	2022-09-01	2022-10-03	173.80	166.75	-4.2%	21	rank_exit	18.9% · rank 0.92 → 0.89
SEDG	2022-09-01	2022-10-03	271.15	236.00	-13.1%	21	rank_exit	16.7% · rank 0.89 → 0.35
TPR	2022-01-03	2022-11-01	36.48	29.48	-19.3%	209	rank_exit	61.5% · rank 0.94 → 0.81
JBHT	2022-03-01	2022-11-01	193.68	165.86	-14.4%	170	rank_exit	48.1% · rank 0.91 → 0.82
PKG	2022-05-02	2022-11-01	142.90	109.41	-23.5%	127	rank_exit	37.6% · rank 0.94 → 0.80
MET	2022-05-02	2022-11-01	57.74	65.30	13.0%	127	rank_exit	36.0% · rank 0.92 → 0.87
COP	2022-06-01	2022-11-01	97.83	113.09	15.5%	106	rank_exit	30.4% · rank 0.91 → 0.72
ALB	2022-07-01	2022-11-01	195.16	271.40	38.9%	85	rank_exit	46.3% · rank 0.98 → 0.79
FANG	2022-07-01	2022-11-01	101.85	136.88	34.3%	85	rank_exit	42.5% · rank 0.98 → 0.76
LYB	2022-07-01	2022-11-01	66.41	60.53	-9.0%	85	rank_exit	34.9% · rank 0.95 → 0.76
HIG	2022-08-01	2022-11-01	58.83	67.62	14.8%	65	rank_exit	22.5% · rank 0.92 → 0.88
KEY	2022-08-01	2022-11-01	14.70	14.80	0.6%	65	rank_exit	21.4% · rank 0.91 → 0.89
MTB	2022-09-01	2022-11-01	160.76	150.11	-6.7%	42	rank_exit	18.8% · rank 0.91 → 0.80
BAC	2022-09-01	2022-11-01	30.31	33.13	9.2%	42	rank_exit	17.6% · rank 0.90 → 0.81
CE	2022-10-03	2022-11-01	87.18	93.24	6.8%	21	rank_exit	18.5% · rank 0.91 → 0.73
FRT	2022-10-03	2022-11-01	78.52	84.69	7.8%	21	rank_exit	16.9% · rank 0.89 → 0.86
OKE	2022-01-03	2022-12-01	45.65	55.46	21.4%	230	rank_exit	54.7% · rank 0.91 → 0.87
TSLA	2022-04-01	2022-12-01	360.38	197.08	-45.4%	168	rank_exit	40.6% · rank 0.96 → 0.69
ENPH	2022-06-01	2022-12-01	187.71	322.11	71.4%	127	rank_exit	46.8% · rank 0.99 → 0.83
FITB	2022-06-01	2022-12-01	33.54	31.36	-6.6%	127	rank_exit	29.9% · rank 0.91 → 0.83
BXP	2022-07-01	2022-12-01	71.06	58.70	-17.5%	106	rank_exit	30.3% · rank 0.93 → 0.86
NTRS	2022-08-01	2022-12-01	87.61	83.79	-4.5%	86	rank_exit	27.6% · rank 0.96 → 0.68
WRB	2022-08-01	2022-12-01	37.67	46.70	23.8%	86	rank_exit	25.4% · rank 0.95 → 0.87
RSG	2022-08-01	2022-12-01	131.36	134.20	2.1%	86	rank_exit	21.0% · rank 0.90 → 0.76
CHRW	2022-09-01	2022-12-01	103.67	92.01	-11.3%	63	rank_exit	24.9% · rank 0.95 → 0.81
WY	2022-09-01	2022-12-01	29.36	28.80	-2.0%	63	rank_exit	23.1% · rank 0.94 → 0.78
LVS	2022-11-01	2022-12-01	36.85	43.63	18.3%	21	rank_exit	13.0% · rank 0.92 → 0.67
HUM	2022-11-01	2022-12-01	532.87	529.61	-0.7%	21	rank_exit	12.0% · rank 0.91 → 0.85
APA	2022-01-03	2023-01-03	23.33	40.18	72.1%	251	rank_exit	83.5% · rank 0.99 → 0.88
EXR	2022-07-01	2023-01-03	144.29	126.86	-12.2%	127	rank_exit	29.7% · rank 0.92 → 0.78
TMUS	2022-11-01	2023-01-03	146.30	132.92	-9.2%	42	rank_exit	13.0% · rank 0.92 → 0.89
FE	2022-11-01	2023-01-03	32.16	35.94	11.7%	42	rank_exit	12.7% · rank 0.91 → 0.85
WEC	2022-11-01	2023-01-03	78.84	81.96	3.9%	42	rank_exit	12.5% · rank 0.91 → 0.88
MCK	2022-11-01	2023-01-03	381.07	366.60	-3.9%	42	rank_exit	12.0% · rank 0.91 → 0.72
PEG	2022-12-01	2023-01-03	53.74	54.64	1.6%	21	rank_exit	14.8% · rank 0.93 → 0.88
ETR	2022-12-01	2023-01-03	51.87	48.97	-5.7%	21	rank_exit	14.6% · rank 0.92 → 0.89
CMS	2022-12-01	2023-01-03	54.66	56.35	3.0%	21	rank_exit	13.3% · rank 0.91 → 0.89
AEE	2022-12-01	2023-01-03	80.40	79.90	-0.7%	21	rank_exit	12.5% · rank 0.90 → 0.87
EVRG	2022-12-01	2023-01-03	51.27	54.59	6.4%	21	rank_exit	12.5% · rank 0.90 → 0.80
CFG	2022-07-01	2023-02-01	29.67	37.07	24.8%	147	rank_exit	29.1% · rank 0.91 → 0.87
KIM	2022-09-01	2023-02-01	17.38	18.88	8.6%	104	rank_exit	16.7% · rank 0.89 → 0.87
LNT	2022-10-03	2023-02-01	46.99	47.83	1.7%	83	rank_exit	20.8% · rank 0.93 → 0.87
AVGO	2022-11-01	2023-02-01	44.95	55.59	23.5%	62	rank_exit	13.2% · rank 0.93 → 0.88
KR	2022-11-01	2023-02-01	43.55	40.83	-6.3%	62	rank_exit	12.8% · rank 0.92 → 0.88
ULTA	2022-11-01	2023-02-01	424.51	511.90	20.5%	62	rank_exit	12.4% · rank 0.91 → 0.84
FRT	2022-12-01	2023-02-01	95.22	95.79	0.5%	41	rank_exit	14.9% · rank 0.93 → 0.86
OMC	2022-12-01	2023-02-01	70.13	75.90	8.1%	41	rank_exit	12.6% · rank 0.90 → 0.86
ENPH	2023-01-03	2023-02-01	269.17	221.26	-17.9%	20	rank_exit	23.2% · rank 0.96 → 0.86
GL	2023-01-03	2023-02-01	116.52	116.58	-0.0%	20	rank_exit	19.7% · rank 0.94 → 0.87
WFC	2023-01-03	2023-02-01	37.85	42.44	12.0%	20	rank_exit	19.1% · rank 0.92 → 0.76
JBHT	2023-01-03	2023-02-01	169.54	183.29	8.0%	20	rank_exit	17.2% · rank 0.91 → 0.86
WRB	2023-01-03	2023-02-01	44.19	42.46	-4.0%	20	rank_exit	16.5% · rank 0.89 → 0.85
TRV	2022-09-01	2023-03-01	149.52	172.47	15.2%	123	rank_exit	19.3% · rank 0.93 → 0.86
NI	2022-10-03	2023-03-01	22.61	24.35	7.6%	102	rank_exit	18.7% · rank 0.91 → 0.88
LVS	2023-01-03	2023-03-01	46.25	54.81	18.4%	39	rank_exit	21.8% · rank 0.95 → 0.75
OKE	2023-01-03	2023-03-01	54.02	54.81	1.4%	39	rank_exit	18.2% · rank 0.92 → 0.89
APA	2023-02-01	2023-03-01	38.71	33.77	-12.8%	19	rank_exit	22.0% · rank 0.97 → 0.87
HAL	2023-02-01	2023-03-01	37.81	33.74	-10.8%	19	rank_exit	15.6% · rank 0.93 → 0.80
FE	2023-02-01	2023-03-01	34.89	33.95	-2.8%	19	rank_exit	12.6% · rank 0.90 → 0.88
WEC	2023-02-01	2023-03-01	81.68	78.15	-4.4%	19	rank_exit	12.2% · rank 0.90 → 0.88
HSY	2023-02-01	2023-03-01	200.57	214.13	6.7%	19	rank_exit	12.1% · rank 0.89 → 0.86
OXY	2022-01-03	2023-04-03	27.31	62.15	127.4%	313	rank_exit	60.8% · rank 0.94 → 0.86
KMI	2022-03-01	2023-04-03	13.75	14.87	8.0%	274	rank_exit	48.2% · rank 0.92 → 0.80
PSA	2022-04-01	2023-04-03	319.85	268.93	-16.0%	251	rank_exit	36.1% · rank 0.94 → 0.60
SBAC	2022-07-01	2023-04-03	295.04	241.93	-18.1%	189	rank_exit	35.1% · rank 0.96 → 0.67
AEP	2022-11-01	2023-04-03	76.12	79.63	4.5%	104	rank_exit	14.7% · rank 0.94 → 0.79
ED	2022-11-01	2023-04-03	76.74	84.52	10.0%	104	rank_exit	13.9% · rank 0.93 → 0.88
DTE	2022-11-01	2023-04-03	99.14	97.64	-1.6%	104	rank_exit	11.0% · rank 0.90 → 0.87
PNW	2022-12-01	2023-04-03	67.47	68.03	0.7%	83	rank_exit	14.3% · rank 0.92 → 0.84
SO	2022-12-01	2023-04-03	59.45	61.13	2.7%	83	rank_exit	13.7% · rank 0.91 → 0.89
DUK	2023-01-03	2023-04-03	89.31	83.16	-7.0%	62	rank_exit	16.7% · rank 0.90 → 0.82
COP	2023-02-01	2023-04-03	107.11	94.28	-12.1%	42	rank_exit	17.2% · rank 0.95 → 0.88
TMUS	2023-02-01	2023-04-03	142.63	138.66	-2.9%	42	rank_exit	16.1% · rank 0.94 → 0.75
ETR	2023-02-01	2023-04-03	47.36	47.61	0.4%	42	rank_exit	13.7% · rank 0.91 → 0.82
CMS	2023-02-01	2023-04-03	55.68	54.54	-2.1%	42	rank_exit	13.5% · rank 0.91 → 0.78
A	2023-03-01	2023-04-03	134.97	134.06	-0.8%	23	rank_exit	15.8% · rank 0.93 → 0.83
TSCO	2023-03-01	2023-04-03	43.17	44.05	1.9%	23	rank_exit	15.0% · rank 0.92 → 0.80
UDR	2023-03-01	2023-04-03	36.92	35.30	-4.5%	23	rank_exit	13.4% · rank 0.89 → 0.80
CTVA	2023-03-01	2023-04-03	59.96	58.45	-2.6%	23	rank_exit	13.1% · rank 0.89 → 0.78
AXP	2022-05-02	2023-05-01	165.64	155.78	-6.1%	250	rank_exit	41.9% · rank 0.98 → 0.79
RF	2022-06-01	2023-05-01	18.47	15.77	-14.7%	229	rank_exit	28.6% · rank 0.90 → 0.22
FANG	2023-02-01	2023-05-01	125.75	123.90	-1.6%	61	rank_exit	15.0% · rank 0.93 → 0.80
BF.B	2023-02-01	2023-05-01	61.42	60.40	-1.8%	61	rank_exit	14.4% · rank 0.91 → 0.89
CPRT	2023-03-01	2023-05-01	35.18	39.11	11.1%	42	rank_exit	14.5% · rank 0.91 → 0.85
APA	2023-04-03	2023-05-01	33.67	32.04	-4.9%	19	rank_exit	13.2% · rank 0.92 → 0.79
TRV	2023-04-03	2023-05-01	161.15	169.87	5.3%	19	rank_exit	12.8% · rank 0.92 → 0.87
ULTA	2023-04-03	2023-05-01	546.62	551.72	0.8%	19	rank_exit	12.3% · rank 0.91 → 0.83
HBAN	2023-04-03	2023-05-01	9.78	9.72	-0.6%	19	rank_exit	12.2% · rank 0.91 → 0.88
LVS	2023-04-03	2023-05-01	55.94	60.42	7.9%	19	rank_exit	12.1% · rank 0.90 → 0.84
DXCM	2023-04-03	2023-05-01	116.03	121.34	4.5%	19	rank_exit	11.8% · rank 0.90 → 0.77
GWW	2023-04-03	2023-05-01	664.59	677.02	1.8%	19	rank_exit	11.4% · rank 0.89 → 0.88
MPC	2022-03-01	2023-06-01	71.42	98.89	38.3%	315	rank_exit	48.7% · rank 0.92 → 0.81
WMB	2022-03-01	2023-06-01	25.84	25.15	-2.8%	315	rank_exit	46.8% · rank 0.91 → 0.87
CB	2022-03-01	2023-06-01	190.49	180.10	-5.6%	315	rank_exit	46.4% · rank 0.90 → 0.84
VLO	2022-06-01	2023-06-01	115.29	97.92	-15.2%	251	rank_exit	33.3% · rank 0.94 → 0.80
SRE	2022-08-01	2023-06-01	73.05	65.04	-11.1%	210	rank_exit	24.1% · rank 0.94 → 0.88
WM	2023-04-03	2023-06-01	154.83	154.55	-0.3%	41	rank_exit	15.1% · rank 0.94 → 0.89
TXT	2023-04-03	2023-06-01	70.32	62.02	-11.9%	41	rank_exit	13.6% · rank 0.93 → 0.83
ES	2023-04-03	2023-06-01	66.97	60.52	-9.7%	41	rank_exit	13.5% · rank 0.93 → 0.87
FRT	2023-04-03	2023-06-01	86.03	76.83	-10.8%	41	rank_exit	13.0% · rank 0.92 → 0.88
ENPH	2023-05-01	2023-06-01	164.00	174.25	6.1%	22	rank_exit	19.0% · rank 0.98 → 0.51
SEDG	2023-05-01	2023-06-01	285.00	284.83	-0.2%	22	rank_exit	11.0% · rank 0.91 → 0.52
DVN	2022-01-03	2023-07-03	35.73	43.68	22.1%	375	rank_exit	65.2% · rank 0.96 → 0.55
EOG	2022-01-03	2023-07-03	71.70	102.35	42.6%	375	rank_exit	55.4% · rank 0.92 → 0.81
ADM	2022-05-02	2023-07-03	79.17	68.10	-14.1%	293	rank_exit	38.0% · rank 0.94 → 0.86
PSX	2022-07-01	2023-07-03	70.98	85.84	20.8%	251	rank_exit	33.2% · rank 0.95 → 0.75
CME	2022-10-03	2023-07-03	149.42	162.91	8.9%	187	rank_exit	18.8% · rank 0.91 → 0.87
ATO	2022-12-01	2023-07-03	110.34	107.02	-3.1%	145	rank_exit	14.6% · rank 0.93 → 0.86
SYY	2023-03-01	2023-07-03	67.22	67.58	0.4%	85	rank_exit	17.0% · rank 0.94 → 0.64
NI	2023-04-03	2023-07-03	24.96	24.57	-1.7%	62	rank_exit	11.7% · rank 0.90 → 0.88
CVX	2023-05-01	2023-07-03	145.11	137.33	-5.5%	43	rank_exit	12.0% · rank 0.93 → 0.81
SO	2023-05-01	2023-07-03	64.99	62.92	-3.3%	43	rank_exit	11.5% · rank 0.92 → 0.88
DTE	2023-05-01	2023-07-03	100.22	99.28	-1.0%	43	rank_exit	10.6% · rank 0.91 → 0.83
MO	2023-05-01	2023-07-03	37.06	35.96	-3.1%	43	rank_exit	10.2% · rank 0.90 → 0.84
CNC	2023-05-01	2023-07-03	68.91	67.12	-2.7%	43	rank_exit	9.8% · rank 0.90 → 0.87
HON	2023-06-01	2023-07-03	177.26	191.07	7.7%	21	rank_exit	9.4% · rank 0.90 → 0.83
HUM	2023-01-03	2023-08-01	488.25	441.89	-9.6%	144	rank_exit	19.3% · rank 0.93 → 0.79
CAG	2023-03-01	2023-08-01	29.63	27.43	-7.5%	105	rank_exit	13.4% · rank 0.90 → 0.79
GIS	2023-04-03	2023-08-01	73.46	65.24	-11.3%	82	rank_exit	17.7% · rank 0.96 → 0.83
HSY	2023-04-03	2023-08-01	230.15	211.06	-8.4%	82	rank_exit	11.7% · rank 0.90 → 0.89
CPB	2023-05-01	2023-08-01	47.21	40.16	-15.0%	63	rank_exit	15.0% · rank 0.96 → 0.52
LVS	2023-06-01	2023-08-01	51.35	55.46	7.9%	41	rank_exit	22.7% · rank 0.98 → 0.75
WYNN	2023-06-01	2023-08-01	94.31	105.23	11.5%	41	rank_exit	15.5% · rank 0.97 → 0.86
BF.B	2023-06-01	2023-08-01	57.39	65.25	13.6%	41	rank_exit	11.6% · rank 0.94 → 0.85
MCK	2023-07-03	2023-08-01	417.01	397.04	-4.9%	20	rank_exit	12.3% · rank 0.94 → 0.87
DXCM	2023-07-03	2023-08-01	127.23	124.45	-2.3%	20	rank_exit	7.4% · rank 0.89 → 0.78
CTAS	2022-09-01	2023-09-01	97.43	123.83	27.0%	251	rank_exit	25.6% · rank 0.96 → 0.75
AES	2022-10-03	2023-09-01	19.38	15.54	-19.9%	230	rank_exit	21.6% · rank 0.94 → 0.78
AJG	2022-12-01	2023-09-01	193.27	225.24	16.4%	188	rank_exit	14.3% · rank 0.92 → 0.83
KR	2023-03-01	2023-09-01	39.73	43.44	9.2%	128	rank_exit	16.0% · rank 0.93 → 0.85
RSG	2023-04-03	2023-09-01	130.12	139.53	7.1%	105	rank_exit	12.5% · rank 0.91 → 0.82
AMGN	2023-05-01	2023-09-01	215.60	236.44	9.6%	86	rank_exit	10.2% · rank 0.90 → 0.87
GWW	2023-06-01	2023-09-01	632.78	700.36	10.6%	64	rank_exit	11.5% · rank 0.93 → 0.76
YUM	2023-06-01	2023-09-01	121.18	123.21	1.6%	64	rank_exit	9.7% · rank 0.90 → 0.82
TRV	2023-06-01	2023-09-01	160.18	153.89	-4.0%	64	rank_exit	9.4% · rank 0.90 → 0.88
CLX	2023-07-03	2023-09-01	140.47	139.55	-0.8%	43	rank_exit	10.1% · rank 0.92 → 0.83
SNA	2023-07-03	2023-09-01	262.59	248.90	-5.3%	43	rank_exit	8.6% · rank 0.91 → 0.88
CMG	2023-07-03	2023-09-01	42.76	38.56	-9.9%	43	rank_exit	7.9% · rank 0.90 → 0.72
WM	2023-07-03	2023-09-01	164.50	150.35	-8.7%	43	rank_exit	7.8% · rank 0.90 → 0.70
ALB	2023-08-01	2023-09-01	200.56	191.64	-4.5%	23	rank_exit	17.0% · rank 0.96 → 0.86
FTV	2023-08-01	2023-09-01	57.87	59.11	2.0%	23	rank_exit	13.9% · rank 0.93 → 0.87
PNR	2023-08-01	2023-09-01	66.99	68.18	1.7%	23	rank_exit	13.5% · rank 0.92 → 0.80
PPG	2023-08-01	2023-09-01	133.01	132.99	-0.1%	23	rank_exit	13.3% · rank 0.91 → 0.83
NRG	2023-08-01	2023-09-01	35.89	35.74	-0.5%	23	rank_exit	12.7% · rank 0.90 → 0.80
BRK.B	2022-08-01	2023-10-02	299.70	349.64	16.5%	294	rank_exit	19.9% · rank 0.90 → 0.88
CI	2023-04-03	2023-10-02	244.18	271.07	10.9%	125	rank_exit	20.0% · rank 0.96 → 0.84
ZBH	2023-06-01	2023-10-02	123.82	108.52	-12.4%	84	rank_exit	15.2% · rank 0.97 → 0.89
AME	2023-07-03	2023-10-02	157.60	145.13	-8.0%	63	rank_exit	12.8% · rank 0.95 → 0.85
XYL	2023-07-03	2023-10-02	107.81	88.52	-18.0%	63	rank_exit	11.3% · rank 0.93 → 0.89
TSCO	2023-07-03	2023-10-02	41.61	38.47	-7.6%	63	rank_exit	9.7% · rank 0.92 → 0.87
HBAN	2023-07-03	2023-10-02	9.55	9.29	-2.9%	63	rank_exit	8.6% · rank 0.91 → 0.81
PLD	2023-08-01	2023-10-02	113.15	102.20	-9.8%	43	rank_exit	14.7% · rank 0.93 → 0.87
FITB	2023-09-01	2023-10-02	23.91	22.97	-4.0%	20	rank_exit	21.8% · rank 0.96 → 0.82
BBWI	2023-09-01	2023-10-02	33.90	30.89	-9.0%	20	rank_exit	20.6% · rank 0.95 → 0.83
MO	2023-09-01	2023-10-02	35.36	34.18	-3.4%	20	rank_exit	16.6% · rank 0.90 → 0.87
RMD	2023-09-01	2023-10-02	156.46	141.68	-9.5%	20	rank_exit	16.5% · rank 0.90 → 0.88
UAL	2023-09-01	2023-10-02	50.13	42.32	-15.7%	20	rank_exit	15.3% · rank 0.90 → 0.88
CBOE	2022-11-01	2023-11-01	119.56	160.61	34.2%	251	rank_exit	17.8% · rank 0.96 → 0.76
PM	2023-03-01	2023-11-01	84.78	79.87	-5.9%	170	rank_exit	18.4% · rank 0.95 → 0.85
KO	2023-04-03	2023-11-01	56.60	52.41	-7.5%	147	rank_exit	16.4% · rank 0.94 → 0.88
CSCO	2023-04-03	2023-11-01	47.38	48.43	2.1%	147	rank_exit	14.5% · rank 0.93 → 0.74
SJM	2023-05-01	2023-11-01	135.58	101.60	-25.1%	128	rank_exit	14.8% · rank 0.95 → 0.62
AVGO	2023-07-03	2023-11-01	83.78	81.66	-2.6%	85	rank_exit	21.5% · rank 0.99 → 0.83
ETN	2023-07-03	2023-11-01	191.66	201.65	5.1%	85	rank_exit	11.2% · rank 0.93 → 0.82
JCI	2023-08-01	2023-11-01	66.02	47.41	-28.3%	65	rank_exit	15.1% · rank 0.94 → 0.84
CMCSA	2023-09-01	2023-11-01	39.18	34.96	-10.9%	42	rank_exit	19.1% · rank 0.93 → 0.82
CCL	2023-09-01	2023-11-01	15.58	11.27	-27.7%	42	rank_exit	18.4% · rank 0.93 → 0.72
CME	2023-09-01	2023-11-01	178.34	189.96	6.4%	42	rank_exit	18.1% · rank 0.92 → 0.88
ROP	2023-10-02	2023-11-01	474.13	481.01	1.3%	22	rank_exit	16.8% · rank 0.91 → 0.87
DHI	2023-10-02	2023-11-01	102.98	101.37	-1.7%	22	rank_exit	16.6% · rank 0.90 → 0.85
SNA	2023-10-02	2023-11-01	233.83	237.91	1.6%	22	rank_exit	16.4% · rank 0.89 → 0.87
AJG	2023-10-02	2023-11-01	221.13	229.72	3.8%	22	rank_exit	16.0% · rank 0.89 → 0.86
PEP	2022-11-01	2023-12-01	159.75	153.87	-3.8%	272	rank_exit	12.9% · rank 0.92 → 0.88
BIIB	2023-02-01	2023-12-01	289.57	233.95	-19.3%	210	rank_exit	12.6% · rank 0.91 → 0.88
ALLE	2023-06-01	2023-12-01	100.12	102.79	2.6%	127	rank_exit	10.4% · rank 0.92 → 0.89
CLX	2023-10-02	2023-12-01	117.68	129.12	9.6%	43	rank_exit	27.1% · rank 0.96 → 0.89
ADM	2023-10-02	2023-12-01	67.66	67.13	-0.9%	43	rank_exit	16.5% · rank 0.90 → 0.87
PLD	2023-11-01	2023-12-01	92.49	105.29	13.7%	21	rank_exit	23.5% · rank 0.93 → 0.75
CF	2023-11-01	2023-12-01	74.85	71.22	-4.9%	21	rank_exit	23.3% · rank 0.92 → 0.76
COP	2023-11-01	2023-12-01	109.36	105.82	-3.3%	21	rank_exit	22.7% · rank 0.92 → 0.87
HBAN	2023-11-01	2023-12-01	8.58	10.04	16.9%	21	rank_exit	21.7% · rank 0.91 → 0.74
BRK.B	2023-11-01	2023-12-01	341.21	359.94	5.4%	21	rank_exit	20.9% · rank 0.90 → 0.87
ISRG	2023-11-01	2023-12-01	262.17	310.59	18.4%	21	rank_exit	20.3% · rank 0.89 → 0.39
MDLZ	2023-01-03	2024-01-02	60.32	67.15	11.2%	250	rank_exit	18.3% · rank 0.92 → 0.88
UNH	2023-05-01	2024-01-02	463.61	499.49	7.6%	169	rank_exit	12.3% · rank 0.93 → 0.87
CAH	2023-06-01	2024-01-02	78.66	97.16	23.4%	147	rank_exit	11.5% · rank 0.93 → 0.87
WYNN	2023-09-01	2024-01-02	98.83	88.34	-10.7%	83	rank_exit	26.4% · rank 0.98 → 0.84
HUM	2023-09-01	2024-01-02	447.46	445.02	-0.6%	83	rank_exit	24.8% · rank 0.98 → 0.67
WMT	2023-09-01	2024-01-02	52.61	50.98	-3.2%	83	rank_exit	24.4% · rank 0.97 → 0.65
ROST	2023-09-01	2024-01-02	118.69	134.10	12.9%	83	rank_exit	21.1% · rank 0.96 → 0.81
LYV	2023-09-01	2024-01-02	84.64	92.83	9.6%	83	rank_exit	15.3% · rank 0.89 → 0.85
MTCH	2023-10-02	2024-01-02	37.45	34.55	-7.8%	63	rank_exit	29.3% · rank 0.98 → 0.34
EMR	2023-10-02	2024-01-02	91.41	92.10	0.7%	63	rank_exit	22.9% · rank 0.94 → 0.80
J	2023-11-01	2024-01-02	107.44	104.00	-3.3%	41	rank_exit	22.3% · rank 0.91 → 0.70
BRO	2023-12-01	2024-01-02	73.05	69.62	-4.8%	20	rank_exit	19.8% · rank 0.93 → 0.85
LVS	2023-12-01	2024-01-02	43.61	46.24	5.9%	20	rank_exit	19.1% · rank 0.92 → 0.47
CHD	2023-12-01	2024-01-02	93.41	91.31	-2.3%	20	rank_exit	18.7% · rank 0.91 → 0.63
PPG	2023-12-01	2024-01-02	132.79	138.41	4.1%	20	rank_exit	17.7% · rank 0.90 → 0.85
MSI	2023-05-01	2024-02-01	282.21	311.14	10.1%	190	rank_exit	11.0% · rank 0.92 → 0.89
TXT	2023-09-01	2024-02-01	78.06	84.82	8.5%	104	rank_exit	20.6% · rank 0.95 → 0.87
EOG	2023-11-01	2024-02-01	114.70	105.48	-8.1%	62	rank_exit	28.7% · rank 0.97 → 0.70
ADBE	2023-11-01	2024-02-01	535.00	619.00	15.6%	62	rank_exit	27.2% · rank 0.96 → 0.76
VLO	2023-11-01	2024-02-01	117.74	130.56	10.8%	62	rank_exit	26.9% · rank 0.95 → 0.83
PSX	2023-11-01	2024-02-01	104.03	132.85	27.6%	62	rank_exit	23.0% · rank 0.92 → 0.81
WRB	2023-12-01	2024-02-01	44.95	50.93	13.2%	41	rank_exit	21.5% · rank 0.95 → 0.82
FANG	2023-12-01	2024-02-01	141.23	141.41	0.0%	41	rank_exit	19.1% · rank 0.92 → 0.85
LDOS	2023-12-01	2024-02-01	103.93	107.74	3.6%	41	rank_exit	18.7% · rank 0.91 → 0.88
OXY	2024-01-02	2024-02-01	57.41	55.24	-3.9%	21	rank_exit	25.8% · rank 0.97 → 0.89
CLX	2024-01-02	2024-02-01	127.77	131.81	3.1%	21	rank_exit	19.1% · rank 0.91 → 0.89
APA	2024-01-02	2024-02-01	32.43	28.44	-12.4%	21	rank_exit	19.0% · rank 0.91 → 0.61
COP	2024-01-02	2024-02-01	107.79	103.35	-4.2%	21	rank_exit	18.0% · rank 0.90 → 0.53
MGM	2024-01-02	2024-02-01	44.29	43.98	-0.8%	21	rank_exit	17.8% · rank 0.90 → 0.86
MDT	2024-01-02	2024-02-01	75.66	80.50	6.3%	21	rank_exit	17.6% · rank 0.89 → 0.86
GWW	2024-01-02	2024-02-01	803.05	881.14	9.6%	21	rank_exit	17.5% · rank 0.89 → 0.85
TJX	2023-09-01	2024-03-01	88.96	96.26	8.1%	124	rank_exit	18.2% · rank 0.92 → 0.85
ALB	2023-11-01	2024-03-01	120.39	132.83	10.2%	82	rank_exit	25.1% · rank 0.94 → 0.86
CCL	2024-01-02	2024-03-01	18.02	15.65	-13.2%	41	rank_exit	24.3% · rank 0.95 → 0.88
VRTX	2024-02-01	2024-03-01	434.00	423.20	-2.6%	20	rank_exit	23.2% · rank 0.93 → 0.88
PLD	2024-02-01	2024-03-01	116.61	122.53	5.0%	20	rank_exit	23.1% · rank 0.93 → 0.84
CPRT	2024-02-01	2024-03-01	48.29	53.03	9.7%	20	rank_exit	22.3% · rank 0.92 → 0.87
BIIB	2024-02-01	2024-03-01	245.40	217.46	-11.5%	20	rank_exit	22.0% · rank 0.91 → 0.72
PPG	2024-02-01	2024-03-01	131.74	132.66	0.6%	20	rank_exit	21.8% · rank 0.91 → 0.85
ETN	2024-02-01	2024-03-01	247.23	279.85	13.1%	20	rank_exit	20.6% · rank 0.90 → 0.83
MTB	2024-02-01	2024-03-01	127.32	128.66	0.9%	20	rank_exit	20.6% · rank 0.90 → 0.80
SWK	2024-02-01	2024-03-01	82.17	80.56	-2.1%	20	rank_exit	20.2% · rank 0.90 → 0.74
LW	2022-12-01	2024-04-01	80.24	97.03	20.8%	332	rank_exit	17.5% · rank 0.95 → 0.89
AMGN	2023-10-02	2024-04-01	244.70	261.92	6.9%	124	rank_exit	23.1% · rank 0.94 → 0.88
CZR	2023-11-01	2024-04-01	40.88	44.00	7.5%	102	rank_exit	20.8% · rank 0.90 → 0.83
MMM	2023-12-01	2024-04-01	77.30	86.58	11.9%	81	rank_exit	21.0% · rank 0.94 → 0.83
PHM	2024-01-02	2024-04-01	99.91	118.43	18.4%	61	rank_exit	18.9% · rank 0.91 → 0.88
ALLE	2024-01-02	2024-04-01	122.18	130.89	7.0%	61	rank_exit	18.9% · rank 0.90 → 0.76
PENN	2024-02-01	2024-04-01	22.62	18.34	-19.0%	40	rank_exit	27.1% · rank 0.96 → 0.82
LNC	2024-02-01	2024-04-01	24.06	28.07	16.5%	40	rank_exit	24.7% · rank 0.94 → 0.87
LMT	2024-03-01	2024-04-01	403.24	427.96	6.0%	20	rank_exit	26.8% · rank 0.96 → 0.85
MSI	2024-03-01	2024-04-01	322.22	345.54	7.1%	20	rank_exit	23.0% · rank 0.93 → 0.86
CINF	2024-03-01	2024-04-01	107.40	117.57	9.4%	20	rank_exit	20.3% · rank 0.91 → 0.79
OXY	2024-03-01	2024-04-01	58.17	62.51	7.3%	20	rank_exit	20.2% · rank 0.91 → 0.88
IBM	2024-03-01	2024-04-01	172.58	176.78	2.3%	20	rank_exit	19.8% · rank 0.90 → 0.85
TRV	2024-03-01	2024-04-01	211.68	221.36	4.5%	20	rank_exit	19.3% · rank 0.89 → 0.85
PWR	2023-01-03	2024-05-01	142.21	257.36	80.8%	333	rank_exit	17.3% · rank 0.91 → 0.88
XYL	2023-12-01	2024-05-01	101.72	127.10	24.8%	103	rank_exit	19.3% · rank 0.93 → 0.87
TTWO	2024-01-02	2024-05-01	160.14	142.22	-11.3%	83	rank_exit	27.3% · rank 0.98 → 0.84
LHX	2024-01-02	2024-05-01	200.89	205.71	2.3%	83	rank_exit	22.2% · rank 0.94 → 0.88
AIZ	2024-01-02	2024-05-01	162.14	168.84	4.0%	83	rank_exit	21.3% · rank 0.93 → 0.86
HII	2024-01-02	2024-05-01	246.03	265.48	7.8%	83	rank_exit	20.0% · rank 0.93 → 0.84
WRB	2024-03-01	2024-05-01	52.60	48.35	-8.2%	42	rank_exit	25.2% · rank 0.95 → 0.89
AMD	2024-03-01	2024-05-01	197.91	148.11	-25.2%	42	rank_exit	24.5% · rank 0.95 → 0.89
BRO	2024-03-01	2024-05-01	82.46	80.11	-2.9%	42	rank_exit	22.5% · rank 0.93 → 0.86
MTCH	2024-04-01	2024-05-01	34.89	29.95	-14.3%	22	rank_exit	32.8% · rank 0.95 → 0.82
RL	2024-04-01	2024-05-01	180.68	158.38	-12.4%	22	rank_exit	29.4% · rank 0.93 → 0.79
CB	2024-04-01	2024-05-01	253.21	243.58	-3.9%	22	rank_exit	27.7% · rank 0.91 → 0.82
ETN	2024-04-01	2024-05-01	303.66	309.32	1.8%	22	rank_exit	27.5% · rank 0.91 → 0.87
GE	2024-04-01	2024-05-01	138.06	160.44	16.1%	22	rank_exit	26.5% · rank 0.90 → 0.81
STE	2024-04-01	2024-05-01	219.49	200.49	-8.7%	22	rank_exit	26.5% · rank 0.89 → 0.86
PCAR	2023-02-01	2024-06-03	64.20	100.52	56.4%	335	rank_exit	12.5% · rank 0.90 → 0.80
DHI	2024-02-01	2024-06-03	140.96	144.19	2.2%	84	rank_exit	25.6% · rank 0.94 → 0.75
LYV	2024-02-01	2024-06-03	89.08	94.12	5.6%	84	rank_exit	23.4% · rank 0.93 → 0.89
CI	2024-02-01	2024-06-03	289.42	326.03	12.5%	84	rank_exit	22.1% · rank 0.91 → 0.87
MAS	2024-02-01	2024-06-03	64.71	67.47	4.2%	84	rank_exit	22.0% · rank 0.91 → 0.70
ISRG	2024-03-01	2024-06-03	383.48	402.89	5.0%	64	rank_exit	28.9% · rank 0.97 → 0.88
CCL	2024-04-01	2024-06-03	16.22	14.97	-7.8%	44	rank_exit	28.8% · rank 0.92 → 0.85
CZR	2024-05-01	2024-06-03	35.32	35.80	1.3%	22	rank_exit	34.8% · rank 0.94 → 0.73
ZION	2024-05-01	2024-06-03	37.90	40.46	6.6%	22	rank_exit	33.5% · rank 0.93 → 0.82
WELL	2024-05-01	2024-06-03	90.84	99.81	9.8%	22	rank_exit	32.5% · rank 0.92 → 0.81
EOG	2024-05-01	2024-06-03	121.85	115.49	-5.3%	22	rank_exit	32.0% · rank 0.92 → 0.87
OXY	2024-05-01	2024-06-03	62.88	59.57	-5.4%	22	rank_exit	31.5% · rank 0.92 → 0.86
PSX	2024-05-01	2024-06-03	131.70	132.04	0.2%	22	rank_exit	29.7% · rank 0.90 → 0.87
IR	2023-08-01	2024-07-01	64.57	91.86	42.1%	230	rank_exit	13.2% · rank 0.91 → 0.80
FITB	2023-11-01	2024-07-01	21.42	34.05	58.8%	165	rank_exit	23.7% · rank 0.93 → 0.84
MSFT	2023-12-01	2024-07-01	368.88	440.89	19.4%	144	rank_exit	28.7% · rank 0.98 → 0.88
NRG	2024-02-01	2024-07-01	51.06	76.25	49.2%	103	rank_exit	22.8% · rank 0.92 → 0.89
NWSA	2024-04-01	2024-07-01	25.80	27.15	5.1%	63	rank_exit	36.2% · rank 0.96 → 0.87
NOW	2024-04-01	2024-07-01	152.80	156.80	2.5%	63	rank_exit	26.7% · rank 0.90 → 0.86
TDG	2024-04-01	2024-07-01	1089.84	1150.71	5.5%	63	rank_exit	26.5% · rank 0.89 → 0.89
COP	2024-05-01	2024-07-01	115.89	107.26	-7.5%	41	rank_exit	30.7% · rank 0.91 → 0.83
VLO	2024-05-01	2024-07-01	149.99	149.14	-0.7%	41	rank_exit	29.7% · rank 0.89 → 0.86
AIZ	2024-06-03	2024-07-01	167.23	161.64	-3.4%	19	rank_exit	31.4% · rank 0.91 → 0.86
TTWO	2024-06-03	2024-07-01	160.25	154.05	-4.0%	19	rank_exit	31.0% · rank 0.90 → 0.79
ADP	2024-06-03	2024-07-01	231.41	228.10	-1.5%	19	rank_exit	30.6% · rank 0.89 → 0.86
AMZN	2023-12-01	2024-08-01	146.00	189.29	29.5%	166	rank_exit	40.8% · rank 1.00 → 0.89
VRTX	2024-04-01	2024-08-01	420.43	495.85	17.8%	85	rank_exit	27.8% · rank 0.92 → 0.86
CPRT	2024-05-01	2024-08-01	54.27	52.27	-3.8%	63	rank_exit	30.0% · rank 0.90 → 0.87
FCX	2024-06-03	2024-08-01	51.67	43.99	-14.9%	41	rank_exit	33.5% · rank 0.93 → 0.85
CTAS	2024-06-03	2024-08-01	167.00	186.53	11.6%	41	rank_exit	32.5% · rank 0.91 → 0.89
ISRG	2024-07-01	2024-08-01	445.85	443.30	-0.7%	22	rank_exit	35.9% · rank 0.93 → 0.89
SYK	2024-07-01	2024-08-01	334.74	323.89	-3.3%	22	rank_exit	35.7% · rank 0.93 → 0.87
DLR	2024-07-01	2024-08-01	143.39	141.80	-1.2%	22	rank_exit	35.5% · rank 0.93 → 0.87
TEL	2024-07-01	2024-08-01	145.74	150.22	3.0%	22	rank_exit	33.8% · rank 0.91 → 0.86
CB	2024-07-01	2024-08-01	252.08	272.67	8.1%	22	rank_exit	32.5% · rank 0.89 → 0.88
DPZ	2023-08-01	2024-09-03	378.65	398.64	5.2%	274	rank_exit	22.4% · rank 0.98 → 0.75
RCL	2023-09-01	2024-09-03	96.48	157.92	63.5%	251	rank_exit	26.8% · rank 0.99 → 0.87
DXCM	2023-09-01	2024-09-03	102.32	68.91	-32.7%	251	rank_exit	24.9% · rank 0.98 → 0.10
MNST	2023-10-02	2024-09-03	52.83	46.94	-11.2%	231	rank_exit	27.3% · rank 0.96 → 0.87
CINF	2024-05-01	2024-09-03	109.73	130.67	19.0%	85	rank_exit	30.1% · rank 0.90 → 0.82
GD	2024-06-03	2024-09-03	288.16	287.78	-0.2%	63	rank_exit	32.6% · rank 0.92 → 0.87
VLO	2024-08-01	2024-09-03	152.75	137.01	-10.4%	22	rank_exit	40.3% · rank 0.95 → 0.88
NOW	2024-08-01	2024-09-03	163.77	171.28	4.5%	22	rank_exit	33.8% · rank 0.91 → 0.77
EOG	2024-08-01	2024-09-03	119.03	118.94	-0.2%	22	rank_exit	33.3% · rank 0.91 → 0.87
OXY	2024-08-01	2024-09-03	58.48	54.02	-7.7%	22	rank_exit	33.0% · rank 0.91 → 0.85
COP	2024-08-01	2024-09-03	104.85	105.09	0.1%	22	rank_exit	32.7% · rank 0.90 → 0.85
CVX	2024-08-01	2024-09-03	144.45	133.96	-7.4%	22	rank_exit	32.0% · rank 0.89 → 0.81
EMR	2024-04-01	2024-10-01	108.62	105.73	-2.8%	127	rank_exit	39.2% · rank 0.97 → 0.60
CMG	2024-04-01	2024-10-01	58.38	57.76	-1.2%	127	rank_exit	29.9% · rank 0.94 → 0.89
GE	2024-09-03	2024-10-01	172.20	185.62	7.7%	20	rank_exit	40.3% · rank 0.92 → 0.89
MSI	2024-09-03	2024-10-01	437.21	441.42	0.9%	20	rank_exit	38.7% · rank 0.91 → 0.89
VRTX	2024-09-03	2024-10-01	492.65	472.00	-4.3%	20	rank_exit	38.4% · rank 0.91 → 0.73
MMM	2024-09-03	2024-10-01	128.05	130.93	2.1%	20	rank_exit	37.6% · rank 0.91 → 0.67
RMD	2023-11-01	2024-11-01	139.25	237.40	70.3%	252	rank_exit	21.7% · rank 0.91 → 0.75
WRB	2024-06-03	2024-11-01	50.82	54.79	7.7%	106	rank_exit	40.2% · rank 0.95 → 0.87
LHX	2024-06-03	2024-11-01	216.21	240.93	11.3%	106	rank_exit	33.5% · rank 0.93 → 0.88
AMGN	2024-07-01	2024-11-01	292.98	300.06	2.3%	87	rank_exit	46.2% · rank 0.97 → 0.84
BRO	2024-07-01	2024-11-01	88.33	103.40	16.9%	87	rank_exit	33.4% · rank 0.90 → 0.87
FAST	2024-09-03	2024-11-01	32.61	37.42	14.6%	43	rank_exit	38.3% · rank 0.91 → 0.88
WELL	2024-09-03	2024-11-01	116.32	131.13	12.6%	43	rank_exit	37.6% · rank 0.90 → 0.80
CPRT	2024-09-03	2024-11-01	53.06	51.07	-3.8%	43	rank_exit	36.3% · rank 0.90 → 0.84
DOV	2024-10-01	2024-11-01	188.19	186.26	-1.1%	23	rank_exit	38.9% · rank 0.89 → 0.89
BSX	2023-06-01	2024-12-02	51.30	90.78	76.8%	378	rank_exit	11.8% · rank 0.94 → 0.81
FANG	2024-05-01	2024-12-02	188.95	169.96	-10.1%	148	rank_exit	50.2% · rank 0.98 → 0.74
WAB	2024-09-03	2024-12-02	167.16	199.25	19.1%	63	rank_exit	34.2% · rank 0.89 → 0.84
COO	2024-10-01	2024-12-02	109.84	104.13	-5.3%	43	rank_exit	42.4% · rank 0.92 → 0.87
RTX	2024-11-01	2024-12-02	117.37	118.32	0.7%	20	rank_exit	47.9% · rank 0.91 → 0.78
CMG	2024-11-01	2024-12-02	56.34	61.56	9.2%	20	rank_exit	45.2% · rank 0.90 → 0.86
TGT	2024-05-01	2025-01-02	146.67	126.53	-13.8%	169	rank_exit	40.8% · rank 0.96 → 0.78
BBY	2024-08-01	2025-01-02	78.41	79.60	1.4%	106	rank_exit	35.2% · rank 0.92 → 0.89
MPWR	2024-09-03	2025-01-02	905.84	597.01	-34.2%	84	rank_exit	46.8% · rank 0.95 → 0.80
CZR	2024-10-01	2025-01-02	41.70	33.66	-19.4%	64	rank_exit	38.5% · rank 0.89 → 0.77
FCX	2024-11-01	2025-01-02	44.60	37.55	-15.9%	41	rank_exit	55.0% · rank 0.93 → 0.75
ADI	2024-11-01	2025-01-02	218.03	210.75	-3.4%	41	rank_exit	44.2% · rank 0.89 → 0.87
AES	2024-12-02	2025-01-02	11.87	11.86	-0.2%	21	rank_exit	49.9% · rank 0.90 → 0.66
WHR	2024-12-02	2025-01-02	103.48	106.99	3.3%	21	rank_exit	48.0% · rank 0.89 → 0.84
QCOM	2024-07-01	2025-02-03	191.15	163.52	-14.5%	148	rank_exit	36.5% · rank 0.94 → 0.89
CTAS	2024-09-03	2025-02-03	197.78	199.26	0.6%	104	rank_exit	48.0% · rank 0.95 → 0.75
TXN	2024-10-01	2025-02-03	194.99	175.63	-10.0%	84	rank_exit	41.9% · rank 0.91 → 0.85
TECH	2024-11-01	2025-02-03	73.29	71.39	-2.7%	61	rank_exit	46.2% · rank 0.91 → 0.85
LHX	2025-01-02	2025-02-03	204.75	205.60	0.3%	20	rank_exit	48.7% · rank 0.91 → 0.88
CI	2025-01-02	2025-02-03	270.14	283.03	4.7%	20	rank_exit	46.0% · rank 0.90 → 0.66
WAT	2025-01-02	2025-02-03	373.06	407.71	9.2%	20	rank_exit	45.9% · rank 0.89 → 0.82
WDC	2024-02-01	2025-03-03	43.07	49.31	14.4%	270	rank_exit	24.6% · rank 0.94 → 0.88
PGR	2024-06-03	2025-03-03	194.50	264.96	36.1%	186	rank_exit	40.0% · rank 0.95 → 0.88
ETN	2024-06-03	2025-03-03	325.01	288.81	-11.2%	186	rank_exit	34.9% · rank 0.93 → 0.86
ISRG	2024-09-03	2025-03-03	491.67	573.78	16.6%	123	rank_exit	51.3% · rank 0.96 → 0.74
TEL	2024-10-01	2025-03-03	146.21	152.12	3.9%	103	rank_exit	43.2% · rank 0.93 → 0.84
FANG	2025-02-03	2025-03-03	157.92	152.93	-3.3%	19	rank_exit	43.2% · rank 0.90 → 0.89
BRO	2025-02-03	2025-03-03	102.50	116.95	14.0%	19	rank_exit	42.5% · rank 0.90 → 0.80
SYK	2025-02-03	2025-03-03	383.81	384.75	0.1%	19	rank_exit	42.3% · rank 0.90 → 0.89
WRB	2025-02-03	2025-03-03	56.46	60.84	7.6%	19	rank_exit	42.3% · rank 0.90 → 0.74
FTNT	2025-02-03	2025-03-03	98.87	108.82	10.0%	19	rank_exit	41.7% · rank 0.89 → 0.89
LLY	2023-07-03	2025-04-01	455.78	810.03	77.5%	438	rank_exit	10.7% · rank 0.93 → 0.84
NFLX	2023-08-01	2025-04-01	43.74	92.75	111.9%	418	rank_exit	17.0% · rank 0.95 → 0.89
ANET	2023-09-01	2025-04-01	49.45	77.15	55.9%	395	rank_exit	23.9% · rank 0.97 → 0.86
SNPS	2023-10-02	2025-04-01	461.19	430.11	-6.8%	375	rank_exit	22.3% · rank 0.94 → 0.82
TT	2023-10-02	2025-04-01	197.58	333.29	68.5%	375	rank_exit	17.5% · rank 0.91 → 0.85
NTAP	2024-05-01	2025-04-01	97.26	85.86	-11.8%	229	rank_exit	38.6% · rank 0.95 → 0.64
CDNS	2024-05-01	2025-04-01	275.36	252.64	-8.3%	229	rank_exit	29.6% · rank 0.89 → 0.89
AMD	2024-07-01	2025-04-01	161.25	102.16	-36.7%	188	rank_exit	44.1% · rank 0.96 → 0.73
AMAT	2024-07-01	2025-04-01	232.69	142.49	-38.8%	188	rank_exit	33.5% · rank 0.90 → 0.88
TDG	2024-08-01	2025-04-01	1140.93	1291.65	13.1%	166	rank_exit	38.4% · rank 0.94 → 0.84
ZBRA	2024-12-02	2025-04-01	409.29	280.96	-31.4%	81	rank_exit	54.9% · rank 0.92 → 0.66
WMT	2025-01-02	2025-04-01	88.56	86.40	-2.5%	60	rank_exit	50.6% · rank 0.91 → 0.75
WHR	2025-03-03	2025-04-01	96.38	85.32	-11.6%	21	rank_exit	50.5% · rank 0.90 → 0.69
MPWR	2025-03-03	2025-04-01	612.08	569.92	-7.0%	21	rank_exit	50.1% · rank 0.90 → 0.74
FFIV	2025-03-03	2025-04-01	295.46	265.37	-10.3%	21	rank_exit	48.4% · rank 0.89 → 0.81
CCL	2024-11-01	2025-05-01	21.65	18.38	-15.2%	122	rank_exit	56.0% · rank 0.94 → 0.72
URI	2025-01-02	2025-05-01	700.14	624.35	-10.9%	81	rank_exit	50.7% · rank 0.92 → 0.88
HPE	2025-03-03	2025-05-01	19.36	15.95	-17.7%	42	rank_exit	55.1% · rank 0.93 → 0.74
QCOM	2025-03-03	2025-05-01	153.95	135.11	-12.3%	42	rank_exit	53.5% · rank 0.93 → 0.87
ALK	2025-03-03	2025-05-01	72.84	44.50	-39.0%	42	rank_exit	49.4% · rank 0.90 → 0.74
WDC	2025-04-01	2025-05-01	39.92	44.50	11.4%	21	rank_exit	55.1% · rank 0.93 → 0.73
FTNT	2025-04-01	2025-05-01	95.22	104.88	10.0%	21	rank_exit	53.7% · rank 0.92 → 0.88
LNC	2025-04-01	2025-05-01	33.21	30.12	-9.4%	21	rank_exit	50.0% · rank 0.90 → 0.87
PH	2023-07-03	2025-06-02	375.73	658.79	75.2%	480	rank_exit	11.9% · rank 0.94 → 0.80
MU	2024-05-01	2025-06-02	109.73	94.34	-14.1%	271	rank_exit	68.0% · rank 0.99 → 0.87
KLAC	2024-08-01	2025-06-02	80.75	74.67	-7.6%	208	rank_exit	34.3% · rank 0.92 → 0.75
RCL	2024-10-01	2025-06-02	173.08	249.77	44.2%	166	rank_exit	42.2% · rank 0.92 → 0.87
NWL	2024-12-02	2025-06-02	8.77	4.93	-43.8%	123	rank_exit	83.8% · rank 0.98 → 0.60
GL	2025-01-02	2025-06-02	109.92	119.88	8.9%	102	rank_exit	55.6% · rank 0.95 → 0.86
SYF	2025-01-02	2025-06-02	63.68	56.30	-11.7%	102	rank_exit	46.0% · rank 0.90 → 0.78
MS	2025-02-03	2025-06-02	130.83	123.79	-5.5%	82	rank_exit	44.4% · rank 0.91 → 0.80
GE	2025-03-03	2025-06-02	205.36	244.25	18.8%	63	rank_exit	53.9% · rank 0.93 → 0.78
GS	2025-03-03	2025-06-02	607.09	586.79	-3.4%	63	rank_exit	52.9% · rank 0.92 → 0.76
JCI	2025-04-01	2025-06-02	78.97	99.95	26.4%	42	rank_exit	65.8% · rank 0.96 → 0.89
BKR	2025-04-01	2025-06-02	42.60	36.83	-13.6%	42	rank_exit	52.4% · rank 0.91 → 0.79
UAL	2025-04-01	2025-06-02	67.45	78.93	16.9%	42	rank_exit	51.2% · rank 0.91 → 0.70
ZION	2025-04-01	2025-06-02	47.11	45.46	-3.6%	42	rank_exit	51.0% · rank 0.90 → 0.80
DD	2025-05-01	2025-06-02	80.86	82.23	1.6%	21	rank_exit	49.7% · rank 0.95 → 0.85
FITB	2025-05-01	2025-06-02	34.36	36.43	5.9%	21	rank_exit	44.1% · rank 0.92 → 0.75
RTX	2025-05-01	2025-06-02	123.38	133.84	8.4%	21	rank_exit	42.6% · rank 0.91 → 0.86
FANG	2025-05-01	2025-06-02	126.43	134.23	6.1%	21	rank_exit	41.4% · rank 0.90 → 0.76
DRI	2025-05-01	2025-06-02	192.97	205.27	6.3%	21	rank_exit	40.4% · rank 0.89 → 0.89
LDOS	2024-03-01	2025-07-01	125.58	155.84	24.0%	333	rank_exit	23.4% · rank 0.93 → 0.77
ROST	2024-07-01	2025-07-01	142.90	126.26	-11.7%	250	rank_exit	42.4% · rank 0.96 → 0.81
TJX	2025-05-01	2025-07-01	125.51	121.79	-3.1%	41	rank_exit	41.6% · rank 0.91 → 0.86
CHRW	2025-06-02	2025-07-01	93.96	94.95	1.0%	20	rank_exit	34.5% · rank 0.95 → 0.85
PM	2025-06-02	2025-07-01	172.29	176.35	2.3%	20	rank_exit	32.0% · rank 0.93 → 0.86
LLY	2025-06-02	2025-07-01	726.31	772.95	6.3%	20	rank_exit	30.4% · rank 0.92 → 0.81
SHW	2025-06-02	2025-07-01	351.69	338.37	-3.9%	20	rank_exit	30.4% · rank 0.91 → 0.88
TT	2025-06-02	2025-07-01	423.63	431.20	1.7%	20	rank_exit	29.8% · rank 0.91 → 0.82
DLR	2025-06-02	2025-07-01	164.46	168.51	2.4%	20	rank_exit	28.7% · rank 0.91 → 0.88
MSI	2025-06-02	2025-07-01	409.42	416.17	1.5%	20	rank_exit	28.1% · rank 0.91 → 0.69
CB	2025-06-02	2025-07-01	291.97	287.44	-1.6%	20	rank_exit	27.1% · rank 0.90 → 0.67
POOL	2025-06-02	2025-07-01	290.83	283.07	-2.8%	20	rank_exit	26.8% · rank 0.89 → 0.89
RF	2025-06-02	2025-07-01	20.37	22.45	10.1%	20	rank_exit	26.5% · rank 0.89 → 0.85
NCLH	2024-11-01	2025-08-01	25.25	24.99	-1.1%	185	rank_exit	45.4% · rank 0.90 → 0.80
GLW	2024-12-02	2025-08-01	47.82	61.33	28.1%	165	rank_exit	53.6% · rank 0.91 → 0.87
PGR	2025-04-01	2025-08-01	266.02	228.48	-14.2%	84	rank_exit	50.2% · rank 0.90 → 0.85
BRK.B	2025-05-01	2025-08-01	531.00	473.47	-10.9%	63	rank_exit	41.7% · rank 0.91 → 0.86
WRB	2025-05-01	2025-08-01	68.56	67.30	-1.9%	63	rank_exit	41.5% · rank 0.90 → 0.89
CINF	2025-06-02	2025-08-01	146.39	143.57	-2.0%	42	rank_exit	33.4% · rank 0.94 → 0.88
WELL	2025-06-02	2025-08-01	150.31	163.71	8.8%	42	rank_exit	32.7% · rank 0.93 → 0.78
DRI	2025-07-01	2025-08-01	209.50	194.57	-7.2%	22	rank_exit	26.6% · rank 0.92 → 0.85
LUV	2025-07-01	2025-08-01	31.62	29.72	-6.1%	22	rank_exit	26.6% · rank 0.91 → 0.86
CARR	2025-07-01	2025-08-01	71.29	66.97	-6.2%	22	rank_exit	24.1% · rank 0.89 → 0.85
LRCX	2024-07-01	2025-09-02	104.42	95.24	-8.9%	293	rank_exit	34.0% · rank 0.91 → 0.88
HAS	2025-04-01	2025-09-02	58.28	77.40	32.7%	105	rank_exit	59.4% · rank 0.94 → 0.83
MTB	2025-04-01	2025-09-02	171.43	193.67	12.9%	105	rank_exit	57.9% · rank 0.93 → 0.82
CHTR	2025-06-02	2025-09-02	391.03	262.50	-32.9%	63	rank_exit	51.9% · rank 0.99 → 0.65
WAT	2025-06-02	2025-09-02	345.66	299.33	-13.5%	63	rank_exit	34.2% · rank 0.94 → 0.78
PNR	2025-06-02	2025-09-02	97.32	104.82	7.6%	63	rank_exit	29.5% · rank 0.91 → 0.62
FAST	2025-06-02	2025-09-02	40.08	48.29	20.4%	63	rank_exit	27.6% · rank 0.90 → 0.87
KEYS	2025-07-01	2025-09-02	163.15	159.89	-2.1%	43	rank_exit	26.9% · rank 0.92 → 0.89
RTX	2025-07-01	2025-09-02	142.89	155.89	9.0%	43	rank_exit	26.6% · rank 0.91 → 0.82
PH	2025-07-01	2025-09-02	690.30	741.42	7.3%	43	rank_exit	25.5% · rank 0.91 → 0.89
CAH	2025-07-01	2025-09-02	165.83	146.35	-11.8%	43	rank_exit	25.2% · rank 0.91 → 0.79
JCI	2025-07-01	2025-09-02	104.61	104.45	-0.3%	43	rank_exit	24.5% · rank 0.90 → 0.76
FANG	2025-08-01	2025-09-02	143.91	144.97	0.6%	21	rank_exit	33.0% · rank 0.91 → 0.89
BKR	2025-08-01	2025-09-02	43.56	44.51	2.1%	21	rank_exit	32.6% · rank 0.90 → 0.85
BEN	2025-08-01	2025-09-02	22.10	24.03	8.6%	21	rank_exit	32.0% · rank 0.90 → 0.85
HWM	2024-01-02	2025-10-01	53.45	193.76	262.1%	438	rank_exit	21.4% · rank 0.93 → 0.85
TECH	2025-04-01	2025-10-01	57.19	55.26	-3.5%	126	rank_exit	65.9% · rank 0.96 → 0.83
CZR	2025-04-01	2025-10-01	24.81	27.00	8.7%	126	rank_exit	56.8% · rank 0.93 → 0.83
FFIV	2025-07-01	2025-10-01	294.32	320.61	8.8%	64	rank_exit	30.6% · rank 0.95 → 0.87
AMD	2025-08-01	2025-10-01	170.16	160.93	-5.5%	42	rank_exit	37.8% · rank 0.94 → 0.85
BBWI	2025-08-01	2025-10-01	26.95	24.59	-8.8%	42	rank_exit	35.6% · rank 0.93 → 0.87
UAA	2025-08-01	2025-10-01	6.53	5.01	-23.4%	42	rank_exit	35.1% · rank 0.92 → 0.63
CSCO	2025-08-01	2025-10-01	66.14	66.52	0.5%	42	rank_exit	35.0% · rank 0.92 → 0.75
BWA	2025-09-02	2025-10-01	41.82	43.45	3.8%	21	rank_exit	45.5% · rank 0.96 → 0.89
CHRW	2025-09-02	2025-10-01	126.04	131.43	4.2%	21	rank_exit	42.8% · rank 0.95 → 0.87
CDNS	2025-09-02	2025-10-01	343.95	348.27	1.2%	21	rank_exit	38.8% · rank 0.93 → 0.81
GNRC	2025-09-02	2025-10-01	181.21	167.42	-7.7%	21	rank_exit	33.9% · rank 0.91 → 0.76
FCX	2025-04-01	2025-11-03	37.36	41.28	10.4%	149	rank_exit	72.3% · rank 0.97 → 0.85
NUE	2025-08-01	2025-11-03	137.54	148.13	7.6%	65	rank_exit	45.4% · rank 0.96 → 0.87
NCLH	2025-09-02	2025-11-03	24.10	22.34	-7.4%	44	rank_exit	42.9% · rank 0.95 → 0.87
LUV	2025-09-02	2025-11-03	31.72	29.77	-6.3%	44	rank_exit	40.3% · rank 0.94 → 0.81
ALB	2025-09-02	2025-11-03	80.89	96.76	19.5%	44	rank_exit	32.2% · rank 0.90 → 0.66
WST	2025-09-02	2025-11-03	246.02	278.97	13.3%	44	rank_exit	31.2% · rank 0.89 → 0.88
ETSY	2025-10-01	2025-11-03	66.48	61.49	-7.6%	23	rank_exit	32.7% · rank 0.91 → 0.86
IDXX	2025-10-01	2025-11-03	630.72	693.00	9.8%	23	rank_exit	32.5% · rank 0.91 → 0.83
CRM	2025-10-01	2025-11-03	234.91	258.27	9.8%	23	rank_exit	29.6% · rank 0.89 → 0.74
NWS	2024-04-01	2025-12-01	26.64	29.27	9.8%	419	rank_exit	31.0% · rank 0.94 → 0.89
ALL	2024-09-03	2025-12-01	183.62	210.47	14.5%	312	rank_exit	40.1% · rank 0.92 → 0.83
NFLX	2025-06-02	2025-12-01	120.12	106.51	-11.4%	126	rank_exit	45.8% · rank 0.98 → 0.69
TRV	2025-06-02	2025-12-01	268.03	289.10	7.8%	126	rank_exit	37.4% · rank 0.96 → 0.73
PAYC	2025-07-01	2025-12-01	227.58	158.87	-30.3%	106	rank_exit	27.3% · rank 0.92 → 0.87
POOL	2025-08-01	2025-12-01	298.68	235.76	-21.1%	84	rank_exit	49.3% · rank 0.98 → 0.78
CINF	2025-09-02	2025-12-01	149.74	164.11	9.5%	63	rank_exit	32.4% · rank 0.90 → 0.77
EXPE	2025-10-01	2025-12-01	212.76	253.41	19.0%	42	rank_exit	31.5% · rank 0.91 → 0.83
LW	2025-11-03	2025-12-01	60.05	57.63	-4.1%	19	rank_exit	23.9% · rank 0.92 → 0.80
LDOS	2025-11-03	2025-12-01	188.38	188.89	0.2%	19	rank_exit	22.8% · rank 0.91 → 0.85
FFIV	2025-11-03	2025-12-01	252.98	236.99	-6.4%	19	rank_exit	22.7% · rank 0.90 → 0.76
CHRW	2025-11-03	2025-12-01	150.57	156.91	4.1%	19	rank_exit	22.6% · rank 0.90 → 0.87
GS	2025-11-03	2025-12-01	778.13	806.73	3.6%	19	rank_exit	21.6% · rank 0.89 → 0.79
LUMN	2024-11-01	2026-01-02	6.50	7.90	21.4%	291	rank_exit	60.0% · rank 0.95 → 0.80
TPR	2024-12-02	2026-01-02	61.04	128.51	110.3%	271	rank_exit	49.3% · rank 0.89 → 0.60
TSLA	2025-02-03	2026-01-02	386.68	457.80	18.3%	230	rank_exit	53.4% · rank 0.95 → 0.89
WFC	2025-03-03	2026-01-02	76.31	91.79	20.2%	211	rank_exit	51.4% · rank 0.91 → 0.86
FOX	2025-04-01	2026-01-02	51.81	64.60	24.6%	190	rank_exit	48.8% · rank 0.89 → 0.83
LHX	2025-07-01	2026-01-02	246.75	291.80	18.1%	128	rank_exit	33.6% · rank 0.96 → 0.84
SCHW	2025-09-02	2026-01-02	94.15	98.79	4.8%	85	rank_exit	40.1% · rank 0.94 → 0.85
RF	2025-09-02	2026-01-02	25.99	26.58	2.2%	85	rank_exit	36.0% · rank 0.92 → 0.80
NOW	2025-09-02	2026-01-02	180.35	153.08	-15.2%	85	rank_exit	33.1% · rank 0.91 → 0.86
CRL	2025-10-01	2026-01-02	156.06	200.13	28.1%	64	rank_exit	50.2% · rank 0.98 → 0.84
EPAM	2025-10-01	2026-01-02	149.53	204.82	36.8%	64	rank_exit	35.4% · rank 0.94 → 0.77
HPE	2025-11-03	2026-01-02	24.25	24.05	-0.9%	41	rank_exit	40.0% · rank 0.98 → 0.89
HWM	2025-11-03	2026-01-02	207.67	205.18	-1.3%	41	rank_exit	21.8% · rank 0.89 → 0.82
NUE	2025-12-01	2026-01-02	157.27	164.22	4.3%	22	rank_exit	31.9% · rank 0.93 → 0.79
VFC	2025-12-01	2026-01-02	17.00	18.00	5.7%	22	rank_exit	29.4% · rank 0.92 → 0.67
TROW	2025-12-01	2026-01-02	97.58	99.77	2.1%	22	rank_exit	27.9% · rank 0.91 → 0.87
OXY	2025-12-01	2026-01-02	41.20	40.86	-0.9%	22	rank_exit	27.5% · rank 0.91 → 0.87
GE	2025-12-01	2026-01-02	294.62	308.91	4.7%	22	rank_exit	27.4% · rank 0.90 → 0.87
AAL	2025-09-02	2026-02-02	13.26	13.50	1.7%	105	rank_exit	42.6% · rank 0.95 → 0.65
SEDG	2026-01-02	2026-02-02	30.04	30.99	3.1%	20	rank_exit	30.6% · rank 0.94 → 0.77
FANG	2026-01-02	2026-02-02	148.56	155.95	4.9%	20	rank_exit	22.7% · rank 0.90 → 0.85
COF	2025-03-03	2026-03-02	196.07	190.07	-3.2%	250	rank_exit	52.8% · rank 0.91 → 0.66
FOXA	2025-04-01	2026-03-02	55.78	55.55	-0.5%	229	rank_exit	50.4% · rank 0.90 → 0.89
UAL	2025-09-02	2026-03-02	102.99	100.00	-3.0%	124	rank_exit	53.6% · rank 0.99 → 0.77
DAL	2025-09-02	2026-03-02	59.88	62.61	4.4%	124	rank_exit	39.4% · rank 0.93 → 0.76
CVS	2025-10-01	2026-03-02	72.98	78.71	7.7%	103	rank_exit	44.1% · rank 0.96 → 0.87
EXPE	2026-01-02	2026-03-02	281.81	207.42	-26.5%	39	rank_exit	30.3% · rank 0.94 → 0.88
QRVO	2026-01-02	2026-03-02	85.40	81.17	-5.0%	39	rank_exit	24.4% · rank 0.91 → 0.53
AMZN	2026-01-02	2026-03-02	231.34	204.55	-11.7%	39	rank_exit	21.1% · rank 0.89 → 0.85
IVZ	2025-06-02	2026-04-01	13.84	24.15	74.3%	209	rank_exit	27.3% · rank 0.90 → 0.86
ROK	2025-07-01	2026-04-01	324.79	361.10	11.1%	189	rank_exit	30.4% · rank 0.94 → 0.74
LVS	2025-08-01	2026-04-01	50.66	53.52	5.5%	167	rank_exit	38.6% · rank 0.95 → 0.84
IDXX	2026-01-02	2026-04-01	676.53	561.67	-17.1%	61	rank_exit	37.2% · rank 0.96 → 0.67
CSCO	2026-01-02	2026-04-01	75.95	77.29	1.7%	61	rank_exit	27.7% · rank 0.93 → 0.68
NWS	2026-01-02	2026-04-01	29.53	28.87	-2.3%	61	rank_exit	26.1% · rank 0.92 → 0.79
PH	2026-01-02	2026-04-01	877.99	903.47	2.8%	61	rank_exit	21.4% · rank 0.89 → 0.87
DVN	2026-02-02	2026-04-01	38.98	48.75	25.0%	41	rank_exit	23.3% · rank 0.90 → 0.89
CRL	2026-03-02	2026-04-01	175.29	173.77	-1.0%	22	rank_exit	24.5% · rank 0.90 → 0.41
ADSK	2026-03-02	2026-04-01	243.53	238.86	-2.0%	22	rank_exit	23.8% · rank 0.89 → 0.75
BA	2025-11-03	2026-05-01	202.04	230.40	13.9%	123	rank_exit	26.6% · rank 0.93 → 0.85
HII	2026-01-02	2026-05-01	337.55	363.68	7.6%	82	rank_exit	31.4% · rank 0.95 → 0.83
ULTA	2026-01-02	2026-05-01	606.12	540.00	-11.0%	82	rank_exit	30.8% · rank 0.95 → 0.77
MNST	2026-01-02	2026-05-01	76.67	77.32	0.7%	82	rank_exit	26.6% · rank 0.92 → 0.88
NEM	2026-01-02	2026-05-01	100.55	109.79	9.1%	82	rank_exit	23.8% · rank 0.90 → 0.50
MCHP	2026-03-02	2026-05-01	72.06	91.79	27.3%	43	rank_exit	37.3% · rank 0.95 → 0.86
LUV	2026-04-01	2026-05-01	37.30	37.83	1.3%	21	rank_exit	27.0% · rank 0.91 → 0.59
TEL	2025-12-01	2026-06-01	222.54	210.18	-5.6%	124	rank_exit	35.5% · rank 0.94 → 0.81
AEP	2025-12-01	2026-06-01	120.35	124.72	3.5%	124	rank_exit	27.1% · rank 0.90 → 0.83
WELL	2025-12-01	2026-06-01	205.39	204.26	-0.6%	124	rank_exit	26.7% · rank 0.89 → 0.81
EIX	2026-02-02	2026-06-01	60.67	68.19	12.3%	82	rank_exit	23.6% · rank 0.90 → 0.82
LNT	2026-04-01	2026-06-01	70.30	70.36	-0.0%	41	rank_exit	26.2% · rank 0.90 → 0.74
NEE	2026-04-01	2026-06-01	92.06	85.27	-7.5%	41	rank_exit	25.1% · rank 0.90 → 0.78
EXC	2026-04-01	2026-06-01	48.37	44.89	-7.3%	41	rank_exit	24.9% · rank 0.90 → 0.66
CBOE	2026-04-01	2026-06-01	279.45	328.54	17.4%	41	rank_exit	23.5% · rank 0.89 → 0.80
XEL	2026-04-01	2026-06-01	78.56	77.86	-1.0%	41	rank_exit	23.3% · rank 0.89 → 0.73
XOM	2026-05-01	2026-06-01	150.61	146.07	-3.1%	20	rank_exit	27.8% · rank 0.92 → 0.81
ETR	2026-05-01	2026-06-01	116.38	106.91	-8.2%	20	rank_exit	27.5% · rank 0.92 → 0.89
CF	2026-05-01	2026-06-01	122.81	114.07	-7.2%	20	rank_exit	25.2% · rank 0.91 → 0.73
DUK	2026-05-01	2026-06-01	127.21	120.36	-5.5%	20	rank_exit	24.6% · rank 0.90 → 0.72
SRE	2026-05-01	2026-06-01	94.52	87.59	-7.4%	20	rank_exit	24.4% · rank 0.89 → 0.77
AAP	2025-10-01	2026-07-01	60.22	62.86	4.3%	187	rank_exit	46.0% · rank 0.97 → 0.73
LHX	2026-03-02	2026-07-01	367.55	293.99	-20.1%	84	rank_exit	39.0% · rank 0.95 → 0.84
VLO	2026-03-02	2026-07-01	213.15	262.03	22.8%	84	rank_exit	28.4% · rank 0.91 → 0.89
CVX	2026-04-01	2026-07-01	198.43	163.35	-17.8%	62	rank_exit	29.8% · rank 0.92 → 0.81
WST	2026-04-01	2026-07-01	250.96	358.83	42.8%	62	rank_exit	29.6% · rank 0.92 → 0.86
DVN	2026-05-01	2026-07-01	50.82	41.07	-19.3%	41	rank_exit	29.4% · rank 0.93 → 0.80
AMZN	2026-06-01	2026-07-01	266.29	239.75	-10.1%	21	rank_exit	39.8% · rank 0.91 → 0.88
GD	2026-06-01	2026-07-01	341.85	354.59	3.6%	21	rank_exit	39.1% · rank 0.91 → 0.89
ADI	2026-06-01	2026-07-01	403.15	390.89	-3.1%	21	rank_exit	38.4% · rank 0.90 → 0.87
SLB	2026-06-01	2026-07-01	54.75	46.36	-15.4%	21	rank_exit	38.0% · rank 0.90 → 0.82
ETSY	2026-06-01	2026-07-01	68.76	75.41	9.6%	21	rank_exit	37.1% · rank 0.89 → 0.83
NRG	2025-01-02	2026-08-03	88.92	134.70	51.3%	395	rank_exit	53.2% · rank 0.93 → 0.79
APA	2025-10-01	2026-08-03	23.09	36.50	57.9%	209	rank_exit	31.4% · rank 0.90 → 0.74
GOOGL	2026-01-02	2026-08-03	316.49	365.45	15.4%	145	rank_exit	44.0% · rank 0.98 → 0.85
GOOG	2026-01-02	2026-08-03	317.18	365.30	15.1%	145	rank_exit	40.5% · rank 0.97 → 0.80
BKR	2026-03-02	2026-08-03	66.04	59.80	-9.5%	106	rank_exit	33.4% · rank 0.93 → 0.78
HAL	2026-03-02	2026-08-03	36.70	31.75	-13.6%	106	rank_exit	23.9% · rank 0.89 → 0.81
TEL	2026-07-01	2026-08-03	199.72	205.04	2.6%	22	rank_exit	40.8% · rank 0.91 → 0.87
ROST	2026-07-01	2026-08-03	212.66	256.25	20.4%	22	rank_exit	39.7% · rank 0.90 → 0.88
NVDA	2023-10-02	2026-08-26	43.95	209.66	376.6%	727	open	50.9% · rank 1.00 → —
AVGO	2024-06-03	2026-08-26	132.35	355.59	168.4%	559	open	37.0% · rank 0.94 → —
PWR	2024-06-03	2026-08-26	277.58	616.73	122.0%	559	open	32.4% · rank 0.91 → —
APH	2024-06-03	2026-08-26	65.23	161.34	147.1%	559	open	30.7% · rank 0.89 → —
STX	2024-08-01	2026-08-26	98.44	846.37	758.9%	518	open	36.5% · rank 0.93 → —
ORCL	2024-11-01	2026-08-26	166.86	148.87	-10.9%	453	open	62.5% · rank 0.95 → —
WDC	2025-07-01	2026-08-26	63.51	468.88	637.6%	290	open	24.3% · rank 0.89 → —
GLW	2025-10-01	2026-08-26	80.91	152.78	88.6%	226	open	39.1% · rank 0.95 → —
INTC	2025-10-01	2026-08-26	33.53	88.24	162.9%	226	open	30.0% · rank 0.90 → —
AES	2025-10-01	2026-08-26	14.21	14.73	3.5%	226	open	29.9% · rank 0.90 → —
RTX	2025-11-03	2026-08-26	175.88	211.99	20.4%	203	open	24.5% · rank 0.92 → —
AMD	2025-12-01	2026-08-26	213.88	480.93	124.6%	184	open	65.8% · rank 0.99 → —
FCX	2025-12-01	2026-08-26	43.09	79.00	83.1%	184	open	45.2% · rank 0.96 → —
MU	2025-12-01	2026-08-26	232.06	938.40	304.0%	184	open	44.0% · rank 0.96 → —
TER	2025-12-01	2026-08-26	179.03	363.10	102.6%	184	open	41.2% · rank 0.95 → —
CAT	2025-12-01	2026-08-26	566.95	821.93	44.8%	184	open	27.3% · rank 0.90 → —
MPWR	2026-01-02	2026-08-26	924.35	1303.88	40.9%	162	open	41.4% · rank 0.97 → —
CHRW	2026-01-02	2026-08-26	160.27	151.73	-5.4%	162	open	40.1% · rank 0.97 → —
LRCX	2026-01-02	2026-08-26	177.51	312.88	76.1%	162	open	28.8% · rank 0.93 → —
ALB	2026-02-02	2026-08-26	167.66	134.51	-19.9%	142	open	35.7% · rank 0.96 → —
ANET	2026-03-02	2026-08-26	129.65	202.25	55.8%	123	open	32.7% · rank 0.93 → —
KEYS	2026-04-01	2026-08-26	286.75	321.87	12.1%	101	open	36.7% · rank 0.95 → —
ZBRA	2026-04-01	2026-08-26	208.91	359.84	72.1%	101	open	29.1% · rank 0.91 → —
HPE	2026-05-01	2026-08-26	28.79	55.23	91.7%	80	open	28.3% · rank 0.92 → —
MCHP	2026-06-01	2026-08-26	92.32	74.05	-19.9%	60	open	63.1% · rank 0.97 → —
PH	2026-06-01	2026-08-26	840.20	1039.49	23.6%	60	open	55.5% · rank 0.95 → —
ETN	2026-06-01	2026-08-26	395.11	419.44	6.1%	60	open	46.1% · rank 0.93 → —
HWM	2026-06-01	2026-08-26	253.50	269.34	6.1%	60	open	43.3% · rank 0.92 → —
DAL	2026-06-01	2026-08-26	80.87	83.08	2.6%	60	open	41.7% · rank 0.92 → —
GNRC	2026-06-01	2026-08-26	272.18	206.62	-24.2%	60	open	40.8% · rank 0.91 → —
HST	2026-06-01	2026-08-26	22.04	22.43	1.6%	60	open	40.4% · rank 0.91 → —
BA	2026-06-01	2026-08-26	228.36	212.09	-7.2%	60	open	38.2% · rank 0.90 → —
DD	2026-06-01	2026-08-26	143.70	137.98	-4.1%	60	open	36.6% · rank 0.89 → —
AMAT	2026-07-01	2026-08-26	667.70	479.76	-28.2%	39	open	58.7% · rank 0.95 → —
SEDG	2026-07-01	2026-08-26	57.49	33.08	-42.5%	39	open	49.4% · rank 0.94 → —
AKAM	2026-07-01	2026-08-26	117.26	108.06	-7.9%	39	open	49.3% · rank 0.93 → —
NXPI	2026-07-01	2026-08-26	275.83	223.15	-19.2%	39	open	47.7% · rank 0.93 → —
ENPH	2026-07-01	2026-08-26	47.47	38.42	-19.1%	39	open	41.5% · rank 0.91 → —
AAL	2026-07-01	2026-08-26	18.25	13.84	-24.2%	39	open	40.4% · rank 0.90 → —
RL	2026-07-01	2026-08-26	402.05	362.32	-10.0%	39	open	39.5% · rank 0.90 → —
AME	2026-07-01	2026-08-26	241.32	245.20	1.5%	39	open	37.8% · rank 0.89 → —
UAL	2026-07-01	2026-08-26	136.12	114.83	-15.7%	39	open	37.0% · rank 0.89 → —
MNST	2026-08-03	2026-08-26	97.35	47.81	-50.9%	17	open	41.1% · rank 0.91 → —
CVS	2026-08-03	2026-08-26	105.36	94.32	-10.6%	17	open	40.0% · rank 0.91 → —
IRM	2026-08-03	2026-08-26	122.17	121.43	-0.7%	17	open	39.7% · rank 0.90 → —
LUV	2026-08-03	2026-08-26	46.60	40.67	-12.8%	17	open	39.5% · rank 0.90 → —
WST	2026-08-03	2026-08-26	343.72	349.92	1.7%	17	open	38.4% · rank 0.90 → —
ROK	2026-08-03	2026-08-26	476.00	431.75	-9.4%	17	open	38.3% · rank 0.90 → —
ETSY	2026-08-03	2026-08-26	81.98	81.74	-0.4%	17	open	38.3% · rank 0.89 → —
GD	2026-08-03	2026-08-26	387.55	382.02	-1.5%	17	open	37.8% · rank 0.89 → —

Files: trades_overnight_momentum_usp500_k50.csv, equity_overnight_momentum_usp500_k50.csv, yearly_overnight_momentum_usp500_k50.csv, monthly_overnight_momentum_usp500_k50.csv, summary_overnight_momentum_usp500_k50.json.