This strategy does not work. NexGen publishes failed strategies only, to show how our backtesting and reporting system tests an idea. Strategies that work are never published. Nothing here is investment advice. See all published strategies

Residual momentum (beta stripped out) — 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) · residual_momentum · top 50 · lookback 252 · skip 21 · beta window 252 · 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, each name's daily return is regressed on the equal-weighted return of the 455 names over a trailing 252-session window to get its beta; the residual is the part of the day's move the group does not explain. The residuals are summed over the 12 months ending 1 month ago and divided by their standard deviation over the same window — a t-statistic-like number, so a high-beta tech name and a staple are on the same scale (Blitz, Huij & Martens 2011). Highest wins.
What it is: 12-1 momentum with the market component removed. The market here is the equal-weighted average of the 455 names themselves, as the engine does, not SPY.
What it is not: not a bet on high beta — that is precisely the part removed. After a long rally raw momentum's winners are the high-beta names; this should look different from 12-1 momentum in a rebound such as 2023, when raw momentum is really a beta bet.

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	12.5%	12.2%	13.8%	9.9%	0.75	0.75	0.67	-23.0%	-24.5%	-34.8%	843	beats SPY, trails QQQ; DD shallower than SPY
2023	19.9%	22.6%	31.9%	17.7%	1.17	1.44	1.48	-17.2%	-18.8%	-22.8%	680	trails SPY, trails QQQ; DD shallower than SPY
2024	24.5%	21.4%	24.6%	16.3%	1.34	1.32	1.16	-17.2%	-18.8%	-22.8%	477	beats SPY, trails QQQ; DD shallower than SPY
2025	24.5%	19.1%	22.9%	18.6%	1.22	1.10	1.03	-17.2%	-18.8%	-22.8%	308	beats SPY, beats QQQ; DD shallower than SPY
2026	42.1%	20.4%	26.3%	24.0%	1.64	1.44	1.20	-10.1%	-8.9%	-11.7%	148	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, residual 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 512 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, residual 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	residual momentum, top 50	SPY B&H	QQQ B&H	EW B&H of the 455	beat SPY?	beat QQQ?
2022	-11.1%	-18.6%	-33.2%	-10.6%	yes	yes
2023	8.5%	26.2%	54.9%	13.1%	no	no
2024	22.3%	24.9%	25.6%	14.5%	no	no
2025	12.0%	17.7%	20.8%	13.7%	no	no
2026*	28.2%	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) — beats SPY, trails QQQ, beats holding the 455 (on CAGR)

	total return	CAGR	Sharpe	max DD	ann. vol	exposure
residual momentum, top 50	72.6%	12.5%	0.75	-23.0%	18.0%	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%

843 stays in the book · win rate 51.6% · average 4.19% (wins 16.21%, losses -8.63%) · hold 69.1 sessions · 0 stop-outs · 56 month-ends, one-way turnover 31.1% per month-end ≈ 373%/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
residual momentum, top 50	93.7%	19.9%	1.17	-17.2%	16.8%	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%

680 stays in the book · win rate 54.3% · average 6.00% (wins 17.23%, losses -7.31%) · hold 67.2 sessions · 0 stop-outs · 44 month-ends, one-way turnover 31.6% per month-end ≈ 380%/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
residual momentum, top 50	78.8%	24.5%	1.34	-17.2%	17.6%	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%

477 stays in the book · win rate 56.8% · average 7.36% (wins 18.68%, losses -7.54%) · hold 69.6 sessions · 0 stop-outs · 32 month-ends, one-way turnover 30.2% per month-end ≈ 363%/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
residual momentum, top 50	43.4%	24.5%	1.22	-17.2%	19.6%	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%

308 stays in the book · win rate 55.2% · average 7.16% (wins 19.94%, losses -8.59%) · hold 66.9 sessions · 0 stop-outs · 20 month-ends, one-way turnover 30.5% per month-end ≈ 367%/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
residual momentum, top 50	25.5%	42.1%	1.64	-10.1%	23.1%	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%

148 stays in the book · win rate 57.4% · average 8.94% (wins 22.26%, losses -9.02%) · hold 54.7 sessions · 0 stop-outs · 8 month-ends, one-way turnover 33.7% per month-end ≈ 405%/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
HWM	3	100%	108.9%	326.8%	835
MU	4	75%	79.0%	315.9%	267
WDC	2	50%	144.4%	288.8%	311
STX	4	75%	65.7%	263.0%	371
GE	2	100%	85.3%	170.7%	712
LRCX	2	100%	73.8%	147.6%	371
NVDA	2	50%	72.3%	144.6%	562
MRNA	2	50%	66.9%	133.8%	56
GLW	2	50%	61.4%	122.9%	328
PHM	3	100%	37.5%	112.4%	355
NRG	4	50%	26.8%	107.1%	437
LLY	4	75%	25.4%	101.7%	667
TPR	2	50%	43.4%	86.7%	332
APH	4	75%	21.2%	84.9%	421
TDG	2	50%	40.6%	81.2%	444
SEDG	4	50%	18.8%	75.2%	106
PH	3	67%	23.5%	70.4%	333
KLAC	5	60%	14.0%	70.2%	288
WELL	5	60%	12.6%	63.2%	458
AVGO	4	25%	15.3%	61.1%	415
ETN	2	100%	29.4%	58.7%	335
PCAR	1	100%	56.8%	56.8%	396
AMAT	3	100%	18.3%	54.8%	205
NFLX	4	75%	13.2%	52.7%	418
IRM	6	67%	8.7%	52.4%	439
RSG	2	100%	24.7%	49.5%	585
CAH	4	75%	12.3%	49.3%	585
STT	3	67%	15.6%	46.8%	227
CTAS	4	100%	11.6%	46.6%	335
WMT	3	67%	14.3%	42.8%	399
VLO	2	100%	21.3%	42.6%	310
FOX	1	100%	42.4%	42.4%	250
ANET	7	71%	5.5%	38.7%	394
GRMN	3	67%	12.6%	37.9%	291
BSX	4	75%	9.4%	37.7%	441
MPC	6	83%	6.3%	37.6%	394
BWA	2	50%	18.7%	37.4%	204
GS	5	80%	7.4%	37.2%	397
DHI	1	100%	36.1%	36.1%	274
CPRT	1	100%	35.5%	35.5%	274
MO	4	75%	8.6%	34.5%	267
TMUS	3	67%	11.3%	33.9%	314
HPE	2	100%	16.6%	33.1%	60
MCK	4	75%	8.2%	32.8%	586
JNJ	1	100%	32.5%	32.5%	162
OKE	5	60%	6.3%	31.3%	167
IR	3	100%	10.3%	30.9%	275
T	1	100%	30.7%	30.7%	293
ORCL	4	75%	7.5%	29.9%	228
WMB	5	60%	5.8%	29.0%	456
CAT	4	50%	7.2%	28.9%	352
GWW	4	100%	7.0%	28.2%	290
PGR	2	100%	13.9%	27.8%	521
COST	2	50%	13.9%	27.8%	541
NVR	2	50%	13.7%	27.4%	251
INCY	2	100%	13.4%	26.8%	58
NTAP	2	100%	13.3%	26.6%	103
AMD	3	67%	8.8%	26.5%	185
CBOE	5	60%	5.2%	26.1%	376
JPM	4	75%	6.5%	25.9%	460
ATO	7	71%	3.7%	25.7%	294
VTRS	1	100%	25.6%	25.6%	101
CDNS	5	60%	5.1%	25.3%	248
HIG	4	75%	6.3%	25.0%	266
TT	3	100%	8.2%	24.6%	353
AMZN	2	100%	11.7%	23.4%	104
AFL	6	83%	3.9%	23.2%	330
PWR	3	100%	7.7%	23.0%	377
TJX	7	57%	3.2%	22.1%	395
EVRG	2	50%	10.9%	21.8%	311
AZO	4	75%	5.4%	21.4%	376
SNPS	4	75%	5.2%	20.8%	142
LUMN	1	100%	19.8%	19.8%	21
LW	1	100%	19.5%	19.5%	250
CNP	3	67%	6.4%	19.1%	355
ETR	4	75%	4.8%	19.1%	307
ALL	1	100%	19.0%	19.0%	208
NI	4	75%	4.7%	18.9%	374
RCL	4	50%	4.6%	18.6%	438
RTX	4	75%	4.5%	17.9%	390
LIN	3	100%	5.9%	17.7%	123
MRK	4	50%	4.4%	17.6%	246
TER	1	100%	16.9%	16.9%	123
GL	4	50%	4.2%	16.8%	201
HLT	5	100%	3.4%	16.8%	106
WM	5	60%	3.3%	16.7%	211
NEM	1	100%	16.5%	16.5%	186
CMG	2	50%	8.2%	16.3%	232
COP	1	100%	15.7%	15.7%	274
SNA	2	50%	7.8%	15.6%	108
ENPH	2	100%	7.8%	15.5%	86
C	3	67%	5.1%	15.4%	247
XOM	3	67%	5.1%	15.4%	315
FOXA	1	100%	15.2%	15.2%	289
JKHY	1	100%	15.1%	15.1%	20
APD	2	100%	7.4%	14.7%	40
AEP	5	60%	2.8%	14.2%	206
CMI	4	100%	3.5%	14.0%	265
ROP	2	100%	6.9%	13.8%	82
ADM	2	100%	6.8%	13.7%	352
GM	3	67%	4.5%	13.6%	83
ED	3	67%	4.4%	13.2%	211
PNR	1	100%	13.0%	13.0%	147
UNH	1	100%	12.8%	12.8%	212
BA	1	100%	12.7%	12.7%	20
VRTX	4	50%	3.2%	12.7%	192
URI	3	67%	4.2%	12.6%	189
IVZ	3	67%	4.1%	12.3%	105
CVX	1	100%	12.2%	12.2%	231
FANG	4	50%	3.0%	11.9%	127
BEN	1	100%	11.9%	11.9%	21
AXP	3	100%	4.0%	11.9%	207
BRK.B	8	62%	1.5%	11.6%	297
ADP	2	100%	5.7%	11.4%	147
CME	4	75%	2.7%	10.8%	249
GPC	1	100%	10.7%	10.7%	208
DVN	2	50%	5.3%	10.6%	271
ROST	2	100%	5.1%	10.3%	166
RL	3	67%	3.3%	9.8%	167
ORLY	7	57%	1.4%	9.5%	374
CRM	2	100%	4.8%	9.5%	103
VTR	3	67%	2.9%	8.8%	140
COF	2	100%	4.4%	8.8%	44
BIIB	1	100%	8.6%	8.6%	17
PFE	3	33%	2.9%	8.6%	83
NTRS	2	100%	4.2%	8.5%	105
AOS	1	100%	8.1%	8.1%	20
PSX	3	33%	2.6%	7.9%	189
CSX	2	100%	3.8%	7.6%	58
BKNG	3	33%	2.4%	7.2%	230
FMC	2	50%	3.5%	7.1%	85
PRU	1	100%	7.1%	7.1%	22
YUM	1	100%	7.0%	7.0%	21
MS	3	67%	2.3%	6.9%	209
L	2	100%	3.5%	6.9%	39
GILD	6	33%	1.1%	6.5%	359
KR	3	67%	2.2%	6.5%	184
KMI	2	50%	3.3%	6.5%	225
V	3	67%	2.2%	6.5%	106
TSLA	1	100%	6.3%	6.3%	20
PAYX	2	50%	3.1%	6.1%	106
ABBV	4	50%	1.5%	6.1%	316
CTVA	2	50%	2.9%	5.8%	231
ITW	3	67%	1.9%	5.6%	128
JCI	3	33%	1.8%	5.5%	336
FTV	2	100%	2.6%	5.2%	45
TYL	1	100%	5.1%	5.1%	21
VZ	1	100%	5.0%	5.0%	20
LEN	2	50%	2.5%	4.9%	233
VRSK	4	50%	1.2%	4.8%	144
AEE	1	100%	4.7%	4.7%	147
PPL	2	50%	2.3%	4.7%	82
MSI	3	67%	1.5%	4.6%	290
FDX	2	100%	2.2%	4.4%	122
CHD	2	50%	2.0%	4.0%	41
DD	1	100%	3.9%	3.9%	63
GOOGL	2	50%	1.9%	3.8%	246
HSY	2	50%	1.9%	3.8%	314
PEP	4	50%	0.9%	3.7%	129
CINF	1	100%	2.9%	2.9%	39
CBRE	1	100%	2.8%	2.8%	21
DGX	2	50%	1.4%	2.7%	81
PG	2	50%	1.3%	2.6%	64
AAP	1	100%	2.4%	2.4%	23
AME	2	50%	1.2%	2.4%	128
PFG	1	100%	2.1%	2.1%	144
TTWO	4	50%	0.5%	2.0%	123
SYK	2	50%	0.9%	1.8%	45
HUM	1	100%	1.8%	1.8%	23
TRMB	1	100%	1.7%	1.7%	21
PTC	1	100%	1.6%	1.6%	103
WRB	5	60%	0.3%	1.6%	337
TMO	2	50%	0.8%	1.6%	39
CSCO	4	50%	0.4%	1.5%	293
WEC	2	50%	0.7%	1.5%	148
PKG	2	50%	0.7%	1.4%	80
IPGP	1	100%	1.2%	1.2%	21
DOV	1	100%	1.1%	1.1%	23
NOW	1	100%	1.1%	1.1%	103
DLTR	2	50%	0.5%	1.0%	209
STE	2	50%	0.5%	1.0%	40
XYL	2	50%	0.4%	0.8%	66
ESS	1	100%	0.7%	0.7%	21
GD	6	33%	0.1%	0.7%	357
CB	4	50%	0.1%	0.3%	213
DTE	1	100%	0.1%	0.1%	23
CFG	3	33%	0.0%	0.0%	77
CMCSA	1	0%	-0.4%	-0.4%	63
DUK	2	50%	-0.2%	-0.4%	62
GIS	3	67%	-0.1%	-0.4%	209
GOOG	4	50%	-0.2%	-0.6%	289
AON	3	33%	-0.2%	-0.7%	66
SCHW	2	50%	-0.4%	-0.7%	86
RJF	3	67%	-0.3%	-0.8%	170
SBAC	2	50%	-0.6%	-1.2%	39
MA	3	67%	-0.5%	-1.4%	87
EQIX	1	0%	-1.8%	-1.8%	20
AIG	2	50%	-1.1%	-2.3%	60
DXCM	1	0%	-2.3%	-2.3%	20
CNC	1	0%	-2.4%	-2.4%	63
MCD	2	50%	-1.3%	-2.5%	66
MDLZ	1	0%	-2.6%	-2.6%	63
FE	2	50%	-1.3%	-2.7%	144
APTV	1	0%	-3.0%	-3.0%	20
AJG	10	40%	-0.3%	-3.0%	456
MAR	1	0%	-3.2%	-3.2%	84
AIZ	2	0%	-1.6%	-3.3%	43
CPB	2	50%	-1.7%	-3.3%	105
LDOS	1	0%	-3.5%	-3.5%	167
EBAY	2	50%	-1.8%	-3.5%	66
SRE	3	33%	-1.2%	-3.6%	186
CMS	2	50%	-2.0%	-3.9%	41
JBHT	2	0%	-2.0%	-4.0%	83
TGT	1	0%	-4.0%	-4.0%	20
CE	1	0%	-4.2%	-4.2%	21
SPG	3	33%	-1.4%	-4.2%	62
FISV	3	33%	-1.4%	-4.2%	207
TDY	1	0%	-4.8%	-4.8%	19
FIS	1	0%	-4.8%	-4.8%	21
ECL	2	50%	-2.5%	-5.0%	42
EIX	4	50%	-1.2%	-5.0%	100
TRV	3	33%	-1.7%	-5.0%	103
PNW	1	0%	-5.0%	-5.0%	62
MLM	2	50%	-2.6%	-5.2%	106
LNT	2	0%	-2.6%	-5.2%	59
CHRW	1	0%	-5.4%	-5.4%	162
MTB	1	0%	-5.5%	-5.5%	63
ADBE	1	0%	-5.7%	-5.7%	102
IBM	6	33%	-1.0%	-5.7%	249
BR	2	0%	-2.9%	-5.8%	102
LKQ	1	0%	-6.1%	-6.1%	41
EXC	1	0%	-6.1%	-6.1%	170
OXY	1	0%	-6.2%	-6.2%	210
MET	1	0%	-6.6%	-6.6%	60
ROK	3	33%	-2.2%	-6.6%	85
PEG	1	0%	-6.7%	-6.7%	101
DVA	2	50%	-3.5%	-7.1%	42
BRO	5	60%	-1.5%	-7.3%	438
ICE	3	33%	-2.4%	-7.3%	190
PM	4	25%	-1.9%	-7.6%	275
HAS	2	50%	-4.1%	-8.1%	61
CL	1	0%	-8.2%	-8.2%	106
HCA	5	40%	-1.7%	-8.6%	168
ZBH	1	0%	-8.8%	-8.8%	23
NWS	1	0%	-8.9%	-8.9%	22
CI	1	0%	-9.2%	-9.2%	144
KO	4	25%	-2.3%	-9.3%	84
CARR	1	0%	-9.4%	-9.4%	63
NWSA	1	0%	-9.6%	-9.6%	22
DRI	3	33%	-3.2%	-9.6%	150
ZTS	2	0%	-5.1%	-10.1%	39
BMY	4	50%	-2.5%	-10.2%	129
LYV	3	33%	-3.5%	-10.4%	125
SO	3	0%	-3.5%	-10.5%	147
EOG	2	50%	-5.3%	-10.6%	210
SBUX	1	0%	-10.8%	-10.8%	63
HST	1	0%	-10.8%	-10.8%	17
WAB	4	0%	-2.9%	-11.4%	226
DG	1	0%	-11.5%	-11.5%	82
VMC	2	0%	-5.8%	-11.6%	84
XEL	2	0%	-5.8%	-11.6%	63
KEYS	2	50%	-5.8%	-11.6%	140
MMM	2	0%	-5.9%	-11.7%	127
MOS	1	0%	-11.8%	-11.8%	127
MSFT	3	33%	-4.0%	-11.9%	205
AES	1	0%	-11.9%	-11.9%	42
CRL	1	0%	-11.9%	-11.9%	20
ULTA	3	67%	-4.0%	-12.0%	105
F	2	50%	-6.1%	-12.2%	84
MSCI	1	0%	-12.4%	-12.4%	20
LHX	1	0%	-12.5%	-12.5%	103
CDW	1	0%	-12.6%	-12.6%	19
APA	2	0%	-6.4%	-12.7%	294
FTNT	3	33%	-4.3%	-12.9%	187
IEX	1	0%	-13.5%	-13.5%	41
FDS	3	33%	-4.5%	-13.5%	104
LH	1	0%	-13.7%	-13.7%	39
IDXX	2	0%	-6.9%	-13.8%	42
WFC	4	25%	-3.4%	-13.8%	105
QCOM	1	0%	-13.9%	-13.9%	44
OMC	1	0%	-14.4%	-14.4%	43
UHS	1	0%	-14.5%	-14.5%	63
TSCO	1	0%	-14.9%	-14.9%	82
PSA	1	0%	-15.4%	-15.4%	124
SLB	3	0%	-5.2%	-15.5%	143
ISRG	4	25%	-3.9%	-15.8%	167
IP	1	0%	-15.8%	-15.8%	21
TEL	1	0%	-16.2%	-16.2%	102
DHR	1	0%	-16.2%	-16.2%	39
HII	4	0%	-4.1%	-16.3%	161
CVS	4	25%	-4.1%	-16.5%	162
AAPL	3	33%	-5.6%	-16.7%	102
LOW	2	0%	-8.5%	-17.0%	59
VRSN	3	33%	-5.7%	-17.1%	187
AMGN	2	0%	-8.6%	-17.2%	83
HAL	5	20%	-3.4%	-17.2%	188
MGM	1	0%	-17.5%	-17.5%	20
EFX	1	0%	-18.1%	-18.1%	20
IQV	1	0%	-18.2%	-18.2%	39
WYNN	4	25%	-4.6%	-18.5%	148
SYF	2	50%	-9.2%	-18.5%	104
LVS	2	0%	-9.4%	-18.8%	102
NUE	3	33%	-6.3%	-18.8%	226
ADI	2	0%	-9.5%	-18.9%	84
BBWI	1	0%	-19.8%	-19.8%	20
MCO	3	0%	-6.7%	-20.1%	63
NOC	3	33%	-6.8%	-20.5%	230
INTU	2	50%	-10.3%	-20.6%	100
FAST	2	0%	-10.4%	-20.8%	126
LMT	3	0%	-7.0%	-20.9%	101
ODFL	2	0%	-11.2%	-22.4%	145
ALB	5	40%	-4.5%	-22.7%	172
MAA	1	0%	-23.3%	-23.3%	124
ACN	1	0%	-23.4%	-23.4%	39
EXR	1	0%	-23.4%	-23.4%	124
AMP	4	25%	-5.9%	-23.4%	125
CF	2	0%	-12.0%	-24.0%	229
POOL	2	0%	-12.0%	-24.1%	59
RHI	1	0%	-24.6%	-24.6%	64
MPWR	3	0%	-8.5%	-25.6%	85
HD	1	0%	-27.5%	-27.5%	62
CCL	3	0%	-9.4%	-28.1%	84
PLD	1	0%	-29.2%	-29.2%	124
INTC	3	33%	-9.8%	-29.3%	123
DAL	1	0%	-29.6%	-29.6%	21
IT	3	0%	-9.9%	-29.8%	124
FFIV	2	0%	-15.1%	-30.1%	148
UAL	2	0%	-15.2%	-30.4%	125
DPZ	2	0%	-15.9%	-31.8%	82
BKR	4	0%	-8.0%	-31.9%	105
SHW	2	0%	-16.2%	-32.4%	103
WST	3	33%	-11.4%	-34.3%	121
NDAQ	5	20%	-7.1%	-35.4%	209
MNST	4	50%	-9.0%	-36.2%	226
REGN	2	0%	-18.8%	-37.7%	147
ALK	1	0%	-39.0%	-39.0%	42
GNRC	2	0%	-23.8%	-47.5%	63
EPAM	1	0%	-68.3%	-68.3%	39

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	residual-momentum score at signal · rank → exit rank
ORCL	2022-01-03	2022-02-01	81.92	76.64	-6.5%	20	rank_exit	1.58 (β 0.60) · rank 0.95 → 0.78
DVN	2022-01-03	2022-02-01	35.73	40.70	13.8%	20	rank_exit	1.51 (β 2.06) · rank 0.94 → 0.88
BBWI	2022-01-03	2022-02-01	61.70	49.55	-19.8%	20	rank_exit	1.47 (β 1.74) · rank 0.94 → 0.89
EFX	2022-01-03	2022-02-01	282.64	231.68	-18.1%	20	rank_exit	1.46 (β 0.79) · rank 0.93 → 0.85
AJG	2022-01-03	2022-02-01	161.67	150.77	-6.8%	20	rank_exit	1.43 (β 0.82) · rank 0.93 → 0.87
GNRC	2022-01-03	2022-02-01	353.98	286.29	-19.2%	20	rank_exit	1.41 (β 1.26) · rank 0.93 → 0.76
MSCI	2022-01-03	2022-02-01	581.08	509.35	-12.4%	20	rank_exit	1.41 (β 0.82) · rank 0.92 → 0.82
MPWR	2022-01-03	2022-02-01	475.37	392.99	-17.4%	20	rank_exit	1.31 (β 1.43) · rank 0.91 → 0.63
CRL	2022-01-03	2022-02-01	376.61	331.99	-11.9%	20	rank_exit	1.28 (β 0.85) · rank 0.90 → 0.86
TGT	2022-01-03	2022-02-01	198.42	190.62	-4.0%	20	rank_exit	1.24 (β 0.87) · rank 0.90 → 0.81
MCO	2022-01-03	2022-02-01	376.00	330.16	-12.3%	20	rank_exit	1.23 (β 0.78) · rank 0.89 → 0.85
CDNS	2022-01-03	2022-02-01	185.68	152.37	-18.0%	20	rank_exit	1.22 (β 0.99) · rank 0.89 → 0.75
EPAM	2022-01-03	2022-03-01	670.32	212.71	-68.3%	39	rank_exit	1.97 (β 0.93) · rank 0.99 → 0.80
NDAQ	2022-01-03	2022-03-01	66.02	53.53	-19.0%	39	rank_exit	1.93 (β 0.80) · rank 0.98 → 0.83
INTU	2022-01-03	2022-03-01	617.87	460.18	-25.6%	39	rank_exit	1.93 (β 0.90) · rank 0.98 → 0.87
WST	2022-01-03	2022-03-01	460.46	383.81	-16.7%	39	rank_exit	1.90 (β 0.45) · rank 0.98 → 0.86
KEYS	2022-01-03	2022-03-01	205.88	157.08	-23.8%	39	rank_exit	1.79 (β 0.82) · rank 0.97 → 0.56
POOL	2022-01-03	2022-03-01	526.92	425.11	-19.4%	39	rank_exit	1.74 (β 0.77) · rank 0.97 → 0.86
LOW	2022-01-03	2022-03-01	236.13	202.34	-14.4%	39	rank_exit	1.71 (β 0.76) · rank 0.97 → 0.87
MSFT	2022-01-03	2022-03-01	322.43	285.57	-11.5%	39	rank_exit	1.69 (β 0.60) · rank 0.96 → 0.83
LLY	2022-01-03	2022-03-01	263.08	238.33	-9.5%	39	rank_exit	1.64 (β 0.37) · rank 0.95 → 0.65
IRM	2022-01-03	2022-03-01	44.31	41.82	-5.7%	39	rank_exit	1.57 (β 0.53) · rank 0.95 → 0.89
IQV	2022-01-03	2022-03-01	282.10	231.10	-18.2%	39	rank_exit	1.36 (β 0.86) · rank 0.92 → 0.79
LH	2022-01-03	2022-03-01	255.61	220.76	-13.7%	39	rank_exit	1.35 (β 0.49) · rank 0.92 → 0.76
DHR	2022-01-03	2022-03-01	283.39	237.72	-16.2%	39	rank_exit	1.35 (β 0.40) · rank 0.92 → 0.74
SHW	2022-01-03	2022-03-01	333.57	250.91	-24.9%	39	rank_exit	1.30 (β 0.62) · rank 0.91 → 0.80
ACN	2022-01-03	2022-03-01	382.84	293.44	-23.4%	39	rank_exit	1.29 (β 0.92) · rank 0.91 → 0.87
MRNA	2022-01-03	2022-03-01	247.12	152.48	-38.4%	39	rank_exit	1.28 (β -0.01) · rank 0.90 → 0.60
DGX	2022-02-01	2022-03-01	124.27	119.59	-3.9%	19	rank_exit	1.71 (β 0.17) · rank 0.97 → 0.67
MSI	2022-02-01	2022-03-01	219.79	207.93	-5.5%	19	rank_exit	1.65 (β 0.86) · rank 0.96 → 0.85
DPZ	2022-02-01	2022-03-01	426.81	369.22	-13.6%	19	rank_exit	1.54 (β 0.23) · rank 0.94 → 0.80
ZTS	2022-02-01	2022-03-01	190.54	183.83	-3.6%	19	rank_exit	1.52 (β 0.60) · rank 0.94 → 0.76
SBAC	2022-02-01	2022-03-01	298.65	293.43	-1.8%	19	rank_exit	1.49 (β 0.36) · rank 0.93 → 0.76
TMO	2022-02-01	2022-03-01	580.63	537.52	-7.5%	19	rank_exit	1.33 (β 0.35) · rank 0.90 → 0.65
FDS	2022-02-01	2022-03-01	402.09	387.70	-3.7%	19	rank_exit	1.30 (β 0.55) · rank 0.90 → 0.88
JCI	2022-01-03	2022-04-01	74.56	61.17	-18.0%	62	rank_exit	1.95 (β 1.13) · rank 0.99 → 0.43
HD	2022-01-03	2022-04-01	371.22	269.40	-27.5%	62	rank_exit	1.66 (β 0.67) · rank 0.96 → 0.87
IT	2022-01-03	2022-04-01	334.53	299.39	-10.6%	62	rank_exit	1.64 (β 1.00) · rank 0.96 → 0.88
GOOG	2022-01-03	2022-04-01	143.21	138.79	-3.2%	62	rank_exit	1.51 (β 0.82) · rank 0.94 → 0.84
GOOGL	2022-01-03	2022-04-01	143.78	138.27	-3.9%	62	rank_exit	1.47 (β 0.84) · rank 0.94 → 0.84
F	2022-01-03	2022-04-01	15.68	12.60	-19.7%	62	rank_exit	1.43 (β 1.42) · rank 0.93 → 0.76
STX	2022-01-03	2022-04-01	98.82	79.71	-19.4%	62	rank_exit	1.39 (β 1.05) · rank 0.92 → 0.83
PFE	2022-02-01	2022-04-01	41.14	40.66	-1.3%	42	rank_exit	1.55 (β -0.01) · rank 0.94 → 0.88
SCHW	2022-03-01	2022-04-01	78.12	80.20	2.6%	23	rank_exit	1.49 (β 1.43) · rank 0.97 → 0.59
DOV	2022-03-01	2022-04-01	148.40	150.21	1.1%	23	rank_exit	1.42 (β 1.04) · rank 0.96 → 0.69
AAP	2022-03-01	2022-04-01	182.64	187.15	2.4%	23	rank_exit	1.34 (β 0.93) · rank 0.95 → 0.74
EOG	2022-03-01	2022-04-01	94.86	98.38	3.6%	23	rank_exit	1.33 (β 1.48) · rank 0.95 → 0.87
XOM	2022-03-01	2022-04-01	67.74	70.51	4.0%	23	rank_exit	1.21 (β 1.11) · rank 0.93 → 0.78
WFC	2022-03-01	2022-04-01	46.82	43.97	-6.2%	23	rank_exit	1.15 (β 1.34) · rank 0.92 → 0.66
RJF	2022-03-01	2022-04-01	101.61	103.70	2.0%	23	rank_exit	1.14 (β 1.33) · rank 0.92 → 0.71
BRK.B	2022-03-01	2022-04-01	320.26	353.65	10.3%	23	rank_exit	1.13 (β 0.79) · rank 0.92 → 0.85
AMP	2022-03-01	2022-04-01	275.74	284.22	3.0%	23	rank_exit	1.13 (β 1.56) · rank 0.91 → 0.65
JBHT	2022-03-01	2022-04-01	193.68	192.80	-0.6%	23	rank_exit	1.08 (β 1.05) · rank 0.89 → 0.83
ODFL	2022-01-03	2022-05-02	174.85	137.13	-21.7%	82	rank_exit	1.95 (β 1.06) · rank 0.99 → 0.80
TSCO	2022-01-03	2022-05-02	43.56	37.10	-14.9%	82	rank_exit	1.85 (β 0.69) · rank 0.98 → 0.86
WM	2022-02-01	2022-05-02	140.20	153.05	9.1%	62	rank_exit	1.26 (β 0.60) · rank 0.89 → 0.84
PG	2022-03-01	2022-05-02	137.29	144.58	5.2%	43	rank_exit	1.26 (β 0.28) · rank 0.93 → 0.79
PEP	2022-03-01	2022-05-02	141.09	150.67	6.7%	43	rank_exit	1.11 (β 0.38) · rank 0.90 → 0.88
POOL	2022-04-01	2022-05-02	397.25	379.10	-4.7%	20	rank_exit	1.52 (β 0.97) · rank 0.94 → 0.84
LOW	2022-04-01	2022-05-02	186.55	181.81	-2.6%	20	rank_exit	1.51 (β 0.92) · rank 0.94 → 0.55
STE	2022-04-01	2022-05-02	232.94	216.60	-7.1%	20	rank_exit	1.46 (β 0.89) · rank 0.93 → 0.83
SBAC	2022-04-01	2022-05-02	318.91	321.25	0.6%	20	rank_exit	1.40 (β 0.61) · rank 0.93 → 0.84
CHD	2022-04-01	2022-05-02	94.24	92.58	-1.9%	20	rank_exit	1.30 (β 0.26) · rank 0.91 → 0.77
GIS	2022-04-01	2022-05-02	56.76	60.74	6.9%	20	rank_exit	1.22 (β 0.30) · rank 0.90 → 0.72
ZTS	2022-04-01	2022-05-02	178.96	167.51	-6.5%	20	rank_exit	1.19 (β 0.64) · rank 0.90 → 0.77
NVDA	2022-01-03	2022-06-01	29.72	18.67	-37.3%	103	rank_exit	2.05 (β 1.03) · rank 0.99 → 0.85
FE	2022-01-03	2022-06-01	34.29	36.09	5.1%	103	rank_exit	1.57 (β 0.63) · rank 0.95 → 0.87
ORLY	2022-01-03	2022-06-01	46.92	42.67	-9.2%	103	rank_exit	1.31 (β 0.65) · rank 0.91 → 0.70
BRO	2022-01-03	2022-06-01	68.05	57.72	-15.3%	103	rank_exit	1.29 (β 0.91) · rank 0.91 → 0.87
RHI	2022-03-01	2022-06-01	99.03	74.72	-24.6%	64	rank_exit	1.53 (β 0.99) · rank 0.97 → 0.73
NOC	2022-04-01	2022-06-01	417.10	438.53	5.0%	41	rank_exit	1.63 (β 0.42) · rank 0.96 → 0.86
NI	2022-04-01	2022-06-01	27.42	27.49	0.1%	41	rank_exit	1.55 (β 0.41) · rank 0.95 → 0.83
WST	2022-04-01	2022-06-01	407.32	309.39	-24.1%	41	rank_exit	1.39 (β 0.65) · rank 0.93 → 0.52
AAPL	2022-04-01	2022-06-01	170.21	146.82	-13.8%	41	rank_exit	1.18 (β 0.91) · rank 0.89 → 0.88
MSFT	2022-04-01	2022-06-01	298.07	265.76	-10.9%	41	rank_exit	1.15 (β 0.84) · rank 0.89 → 0.78
BRK.B	2022-05-02	2022-06-01	324.11	316.00	-2.6%	21	rank_exit	1.85 (β 0.69) · rank 0.98 → 0.89
AON	2022-05-02	2022-06-01	281.18	268.34	-4.7%	21	rank_exit	1.33 (β 0.81) · rank 0.91 → 0.80
PFE	2022-05-02	2022-06-01	37.20	41.88	12.5%	21	rank_exit	1.31 (β 0.14) · rank 0.91 → 0.86
CB	2022-05-02	2022-06-01	196.92	200.14	1.5%	21	rank_exit	1.18 (β 0.96) · rank 0.90 → 0.88
GOOG	2022-05-02	2022-06-01	112.91	113.93	0.8%	21	rank_exit	1.16 (β 1.06) · rank 0.89 → 0.44
EXR	2022-01-03	2022-07-01	188.28	144.29	-23.4%	124	rank_exit	2.48 (β 0.45) · rank 1.00 → 0.86
MAA	2022-01-03	2022-07-01	191.14	146.79	-23.3%	124	rank_exit	2.06 (β 0.59) · rank 1.00 → 0.79
PSA	2022-01-03	2022-07-01	303.42	257.06	-15.4%	124	rank_exit	1.87 (β 0.24) · rank 0.98 → 0.85
PLD	2022-01-03	2022-07-01	147.13	104.23	-29.2%	124	rank_exit	1.71 (β 0.56) · rank 0.96 → 0.72
ANET	2022-01-03	2022-07-01	36.02	23.29	-35.4%	124	rank_exit	1.55 (β 0.97) · rank 0.94 → 0.81
NUE	2022-01-03	2022-07-01	107.55	98.36	-8.6%	124	rank_exit	1.24 (β 1.65) · rank 0.90 → 0.74
CVS	2022-02-01	2022-07-01	91.04	79.92	-12.3%	104	rank_exit	1.29 (β 0.61) · rank 0.90 → 0.77
GD	2022-03-01	2022-07-01	214.06	203.76	-4.9%	85	rank_exit	1.41 (β 0.85) · rank 0.96 → 0.89
AJG	2022-03-01	2022-07-01	150.62	156.76	4.0%	85	rank_exit	1.17 (β 0.80) · rank 0.92 → 0.82
FDS	2022-04-01	2022-07-01	415.68	368.01	-11.6%	62	rank_exit	1.28 (β 0.65) · rank 0.91 → 0.88
IT	2022-05-02	2022-07-01	289.03	239.75	-17.1%	42	rank_exit	1.35 (β 1.32) · rank 0.91 → 0.74
PEP	2022-06-01	2022-07-01	146.47	146.23	-0.3%	21	rank_exit	1.53 (β 0.44) · rank 0.95 → 0.88
PG	2022-06-01	2022-07-01	132.41	129.05	-2.6%	21	rank_exit	1.45 (β 0.40) · rank 0.94 → 0.82
KO	2022-06-01	2022-07-01	55.97	56.10	0.1%	21	rank_exit	1.42 (β 0.46) · rank 0.93 → 0.86
BKR	2022-06-01	2022-07-01	33.19	26.45	-20.4%	21	rank_exit	1.24 (β 0.85) · rank 0.91 → 0.87
BMY	2022-06-01	2022-07-01	62.89	64.71	2.8%	21	rank_exit	1.22 (β 0.31) · rank 0.91 → 0.86
AIZ	2022-06-01	2022-07-01	165.30	161.75	-2.2%	21	rank_exit	1.14 (β 0.83) · rank 0.89 → 0.75
FTNT	2022-01-03	2022-08-01	72.42	59.03	-18.6%	144	rank_exit	2.79 (β 1.07) · rank 1.00 → 0.88
KR	2022-02-01	2022-08-01	39.22	42.06	7.1%	124	rank_exit	1.36 (β 0.21) · rank 0.91 → 0.84
REGN	2022-04-01	2022-08-01	695.26	576.09	-17.2%	82	rank_exit	1.23 (β 0.45) · rank 0.90 → 0.74
AVGO	2022-06-01	2022-08-01	54.60	49.79	-8.9%	41	rank_exit	1.16 (β 1.19) · rank 0.90 → 0.83
MRK	2022-06-01	2022-08-01	80.59	79.19	-1.8%	41	rank_exit	1.14 (β 0.25) · rank 0.90 → 0.87
FANG	2022-07-01	2022-08-01	101.85	105.18	3.2%	20	rank_exit	1.50 (β 1.30) · rank 0.96 → 0.85
NRG	2022-07-01	2022-08-01	34.53	34.08	-1.4%	20	rank_exit	1.44 (β 0.67) · rank 0.95 → 0.58
EIX	2022-07-01	2022-08-01	51.71	55.63	7.5%	20	rank_exit	1.40 (β 0.40) · rank 0.94 → 0.80
SRE	2022-07-01	2022-08-01	66.13	73.05	10.4%	20	rank_exit	1.26 (β 0.47) · rank 0.92 → 0.87
PFE	2022-07-01	2022-08-01	40.93	39.88	-2.7%	20	rank_exit	1.25 (β 0.21) · rank 0.91 → 0.88
TMO	2022-07-01	2022-08-01	537.48	587.04	9.1%	20	rank_exit	1.20 (β 0.72) · rank 0.90 → 0.76
STE	2022-07-01	2022-08-01	199.27	215.60	8.1%	20	rank_exit	1.15 (β 0.91) · rank 0.90 → 0.72
JKHY	2022-07-01	2022-08-01	170.46	196.34	15.1%	20	rank_exit	1.14 (β 0.56) · rank 0.89 → 0.80
SNPS	2022-07-01	2022-08-01	302.25	364.17	20.4%	20	rank_exit	1.14 (β 1.46) · rank 0.89 → 0.88
IRM	2022-04-01	2022-09-01	47.52	45.16	-5.0%	105	rank_exit	1.68 (β 1.00) · rank 0.97 → 0.85
PAYX	2022-05-02	2022-09-01	109.89	107.94	-1.9%	85	rank_exit	1.46 (β 0.93) · rank 0.93 → 0.88
HAL	2022-06-01	2022-09-01	37.63	27.06	-28.2%	64	rank_exit	1.50 (β 1.01) · rank 0.95 → 0.88
AEP	2022-07-01	2022-09-01	82.30	86.62	5.1%	43	rank_exit	1.40 (β 0.32) · rank 0.94 → 0.86
ALB	2022-07-01	2022-09-01	195.16	250.75	28.4%	43	rank_exit	1.34 (β 1.69) · rank 0.93 → 0.82
CB	2022-07-01	2022-09-01	187.04	179.75	-4.0%	43	rank_exit	1.34 (β 0.84) · rank 0.93 → 0.78
KO	2022-08-01	2022-09-01	56.97	54.73	-4.0%	23	rank_exit	1.41 (β 0.49) · rank 0.94 → 0.87
GD	2022-08-01	2022-09-01	208.65	210.72	0.9%	23	rank_exit	1.36 (β 0.63) · rank 0.93 → 0.89
BMY	2022-08-01	2022-09-01	62.00	56.65	-8.7%	23	rank_exit	1.30 (β 0.32) · rank 0.93 → 0.75
DTE	2022-08-01	2022-09-01	113.54	113.81	0.1%	23	rank_exit	1.22 (β 0.39) · rank 0.91 → 0.84
FDS	2022-08-01	2022-09-01	406.65	414.15	1.7%	23	rank_exit	1.17 (β 0.74) · rank 0.89 → 0.89
MCD	2022-08-01	2022-09-01	239.27	230.76	-3.7%	23	rank_exit	1.16 (β 0.60) · rank 0.89 → 0.87
COST	2022-01-03	2022-10-03	536.33	452.59	-15.7%	188	rank_exit	1.78 (β 0.46) · rank 0.97 → 0.87
ABBV	2022-03-01	2022-10-03	125.69	117.73	-6.4%	149	rank_exit	1.26 (β 0.43) · rank 0.93 → 0.84
LLY	2022-05-02	2022-10-03	280.38	315.93	12.6%	106	rank_exit	1.61 (β 0.52) · rank 0.96 → 0.84
PEP	2022-08-01	2022-10-03	153.07	144.37	-5.8%	44	rank_exit	1.37 (β 0.48) · rank 0.94 → 0.88
BRO	2022-08-01	2022-10-03	62.17	58.81	-5.5%	44	rank_exit	1.19 (β 1.06) · rank 0.91 → 0.87
ATO	2022-08-01	2022-10-03	109.04	93.86	-14.0%	44	rank_exit	1.19 (β 0.45) · rank 0.90 → 0.89
SNPS	2022-09-01	2022-10-03	341.26	308.79	-9.6%	21	rank_exit	1.33 (β 1.49) · rank 0.93 → 0.80
CDNS	2022-09-01	2022-10-03	171.00	164.39	-4.0%	21	rank_exit	1.28 (β 1.51) · rank 0.92 → 0.82
EXC	2022-03-01	2022-11-01	36.04	33.87	-6.1%	170	rank_exit	1.12 (β 0.56) · rank 0.91 → 0.84
MOS	2022-05-02	2022-11-01	55.38	48.89	-11.8%	127	rank_exit	1.53 (β 1.13) · rank 0.94 → 0.87
WMB	2022-05-02	2022-11-01	28.43	28.36	-0.4%	127	rank_exit	1.44 (β 0.60) · rank 0.93 → 0.84
NI	2022-07-01	2022-11-01	25.79	22.93	-11.2%	85	rank_exit	1.56 (β 0.41) · rank 0.96 → 0.79
SO	2022-07-01	2022-11-01	61.59	56.95	-7.6%	85	rank_exit	1.30 (β 0.27) · rank 0.92 → 0.84
PWR	2022-08-01	2022-11-01	137.22	142.85	4.0%	65	rank_exit	1.48 (β 1.24) · rank 0.96 → 0.88
FANG	2022-09-01	2022-11-01	111.65	136.88	22.5%	42	rank_exit	1.44 (β 1.18) · rank 0.94 → 0.86
EIX	2022-09-01	2022-11-01	55.85	50.69	-9.3%	42	rank_exit	1.37 (β 0.47) · rank 0.94 → 0.75
HAL	2022-10-03	2022-11-01	23.98	34.32	43.0%	21	rank_exit	1.35 (β 0.92) · rank 0.92 → 0.77
OKE	2022-10-03	2022-11-01	42.90	49.38	15.0%	21	rank_exit	1.30 (β 0.98) · rank 0.91 → 0.61
GD	2022-10-03	2022-11-01	197.91	232.04	17.1%	21	rank_exit	1.21 (β 0.63) · rank 0.89 → 0.86
RSG	2022-02-01	2022-12-01	120.70	134.20	11.1%	210	rank_exit	1.38 (β 0.67) · rank 0.91 → 0.65
CNP	2022-04-01	2022-12-01	27.38	28.42	3.7%	168	rank_exit	1.52 (β 0.67) · rank 0.94 → 0.84
ED	2022-04-01	2022-12-01	80.94	86.73	7.0%	168	rank_exit	1.47 (β 0.31) · rank 0.94 → 0.87
AJG	2022-08-01	2022-12-01	169.92	193.27	13.6%	86	rank_exit	1.67 (β 0.94) · rank 0.97 → 0.88
MTB	2022-09-01	2022-12-01	160.76	152.03	-5.5%	63	rank_exit	1.28 (β 1.12) · rank 0.92 → 0.85
CNC	2022-09-01	2022-12-01	89.45	87.41	-2.4%	63	rank_exit	1.19 (β 0.68) · rank 0.91 → 0.82
ADP	2022-09-01	2022-12-01	221.94	244.87	10.2%	63	rank_exit	1.16 (β 0.95) · rank 0.90 → 0.85
ENPH	2022-09-01	2022-12-01	280.29	322.11	14.8%	63	rank_exit	1.14 (β 1.87) · rank 0.90 → 0.84
ANET	2022-10-03	2022-12-01	28.72	35.01	21.8%	42	rank_exit	1.31 (β 1.46) · rank 0.91 → 0.83
BRO	2022-11-01	2022-12-01	57.46	58.23	1.3%	21	rank_exit	1.49 (β 1.02) · rank 0.93 → 0.61
CDNS	2022-11-01	2022-12-01	153.25	174.75	13.9%	21	rank_exit	1.35 (β 1.41) · rank 0.92 → 0.57
ATO	2022-11-01	2022-12-01	96.91	110.34	13.7%	21	rank_exit	1.30 (β 0.50) · rank 0.91 → 0.87
ALB	2022-11-01	2022-12-01	271.40	266.26	-2.0%	21	rank_exit	1.28 (β 1.54) · rank 0.90 → 0.81
PEP	2022-11-01	2022-12-01	159.75	164.77	3.0%	21	rank_exit	1.27 (β 0.51) · rank 0.90 → 0.88
UNH	2022-03-01	2023-01-03	434.26	490.49	12.8%	212	rank_exit	1.17 (β 0.55) · rank 0.92 → 0.87
DLTR	2022-06-01	2023-01-03	160.41	141.62	-11.8%	148	rank_exit	1.14 (β 0.78) · rank 0.89 → 0.67
GWW	2022-09-01	2023-01-03	532.59	540.36	1.4%	84	rank_exit	1.25 (β 0.80) · rank 0.91 → 0.87
RJF	2022-09-01	2023-01-03	97.64	101.93	4.3%	84	rank_exit	1.09 (β 1.34) · rank 0.89 → 0.85
ORLY	2022-12-01	2023-01-03	57.94	56.16	-3.2%	21	rank_exit	1.59 (β 0.70) · rank 0.92 → 0.89
HII	2022-12-01	2023-01-03	216.25	213.18	-1.5%	21	rank_exit	1.47 (β 0.55) · rank 0.91 → 0.88
FANG	2022-12-01	2023-01-03	129.39	117.05	-9.6%	21	rank_exit	1.45 (β 0.98) · rank 0.90 → 0.85
AZO	2022-01-03	2023-02-01	2077.49	2435.98	17.1%	271	rank_exit	1.70 (β 0.71) · rank 0.96 → 0.83
CF	2022-04-01	2023-02-01	92.71	77.22	-16.8%	209	rank_exit	1.33 (β 1.25) · rank 0.92 → 0.78
VRTX	2022-08-01	2023-02-01	279.79	321.50	14.8%	127	rank_exit	1.70 (β 0.65) · rank 0.98 → 0.86
BMY	2022-11-01	2023-02-01	65.22	62.27	-4.6%	62	rank_exit	1.29 (β 0.29) · rank 0.91 → 0.87
FMC	2022-11-01	2023-02-01	104.31	116.47	11.5%	62	rank_exit	1.22 (β 0.86) · rank 0.89 → 0.88
AMGN	2022-12-01	2023-02-01	256.42	221.84	-13.6%	41	rank_exit	1.84 (β 0.40) · rank 0.96 → 0.87
TMUS	2022-12-01	2023-02-01	145.61	142.63	-2.1%	41	rank_exit	1.57 (β 0.81) · rank 0.92 → 0.85
GILD	2022-12-01	2023-02-01	77.76	74.68	-4.1%	41	rank_exit	1.33 (β 0.53) · rank 0.89 → 0.85
IBM	2022-12-01	2023-02-01	131.74	118.14	-10.4%	41	rank_exit	1.32 (β 0.53) · rank 0.89 → 0.81
ATO	2023-01-03	2023-02-01	102.48	106.73	4.0%	20	rank_exit	1.65 (β 0.58) · rank 0.94 → 0.80
KO	2023-01-03	2023-02-01	57.31	55.13	-3.9%	20	rank_exit	1.42 (β 0.51) · rank 0.90 → 0.84
ED	2023-01-03	2023-02-01	83.97	83.48	-0.7%	20	rank_exit	1.40 (β 0.43) · rank 0.90 → 0.83
DVN	2022-03-01	2023-03-01	48.57	47.07	-3.2%	251	rank_exit	1.96 (β 2.01) · rank 0.99 → 0.86
HSY	2022-03-01	2023-03-01	179.97	214.13	18.9%	251	rank_exit	1.54 (β 0.35) · rank 0.97 → 0.83
ADM	2022-03-01	2023-03-01	69.01	71.23	3.1%	251	rank_exit	1.43 (β 0.87) · rank 0.96 → 0.79
EOG	2022-06-01	2023-03-01	116.04	99.61	-14.2%	187	rank_exit	1.42 (β 0.84) · rank 0.93 → 0.88
GIS	2022-08-01	2023-03-01	63.44	67.91	6.9%	146	rank_exit	1.45 (β 0.31) · rank 0.95 → 0.87
NOC	2022-08-01	2023-03-01	451.27	437.63	-3.1%	146	rank_exit	1.20 (β 0.32) · rank 0.91 → 0.68
ABBV	2022-11-01	2023-03-01	128.36	134.97	5.0%	81	rank_exit	1.55 (β 0.36) · rank 0.95 → 0.77
GL	2022-11-01	2023-03-01	112.39	117.33	4.3%	81	rank_exit	1.28 (β 0.85) · rank 0.91 → 0.89
LMT	2022-12-01	2023-03-01	443.12	433.77	-2.2%	60	rank_exit	1.84 (β 0.33) · rank 0.95 → 0.84
MET	2022-12-01	2023-03-01	68.73	64.27	-6.6%	60	rank_exit	1.73 (β 0.93) · rank 0.94 → 0.81
GD	2022-12-01	2023-03-01	234.49	211.54	-9.9%	60	rank_exit	1.65 (β 0.68) · rank 0.93 → 0.77
HAL	2023-01-03	2023-03-01	36.06	33.74	-6.5%	39	rank_exit	1.46 (β 0.91) · rank 0.91 → 0.85
TRV	2023-01-03	2023-03-01	175.02	172.47	-1.6%	39	rank_exit	1.42 (β 0.49) · rank 0.90 → 0.82
WMB	2023-02-01	2023-03-01	27.52	25.94	-5.8%	19	rank_exit	1.59 (β 0.65) · rank 0.95 → 0.73
RTX	2023-02-01	2023-03-01	92.40	91.15	-1.5%	19	rank_exit	1.48 (β 0.70) · rank 0.93 → 0.79
HII	2023-02-01	2023-03-01	203.67	199.95	-1.9%	19	rank_exit	1.43 (β 0.52) · rank 0.92 → 0.80
OKE	2023-02-01	2023-03-01	56.56	54.81	-3.2%	19	rank_exit	1.39 (β 1.01) · rank 0.91 → 0.86
AIG	2023-02-01	2023-03-01	57.78	56.50	-2.3%	19	rank_exit	1.39 (β 1.02) · rank 0.91 → 0.74
KMI	2023-02-01	2023-03-01	15.27	14.41	-5.7%	19	rank_exit	1.37 (β 0.68) · rank 0.90 → 0.74
HIG	2023-02-01	2023-03-01	71.83	72.64	1.0%	19	rank_exit	1.32 (β 0.82) · rank 0.89 → 0.76
COP	2022-03-01	2023-04-03	81.39	94.28	15.7%	274	rank_exit	1.75 (β 1.33) · rank 0.98 → 0.76
CVX	2022-05-02	2023-04-03	130.75	146.91	12.2%	231	rank_exit	1.48 (β 0.51) · rank 0.93 → 0.72
APA	2022-05-02	2023-04-03	34.96	33.67	-3.8%	231	rank_exit	1.39 (β 1.65) · rank 0.91 → 0.71
OXY	2022-06-01	2023-04-03	66.19	62.15	-6.2%	210	rank_exit	1.49 (β 1.15) · rank 0.94 → 0.83
WRB	2022-06-01	2023-04-03	42.80	38.40	-10.4%	210	rank_exit	1.36 (β 0.87) · rank 0.92 → 0.83
SRE	2022-09-01	2023-04-03	72.77	68.09	-6.5%	146	rank_exit	1.51 (β 0.52) · rank 0.96 → 0.61
CPB	2022-12-01	2023-04-03	45.86	47.54	3.5%	83	rank_exit	1.60 (β 0.30) · rank 0.93 → 0.86
PSX	2022-12-01	2023-04-03	95.85	93.19	-2.9%	83	rank_exit	1.41 (β 0.79) · rank 0.90 → 0.87
AES	2023-02-01	2023-04-03	23.15	20.42	-11.9%	42	rank_exit	1.60 (β 1.11) · rank 0.95 → 0.85
CB	2023-02-01	2023-04-03	208.50	187.14	-10.3%	42	rank_exit	1.53 (β 0.66) · rank 0.94 → 0.65
TMUS	2023-03-01	2023-04-03	135.63	138.66	2.1%	23	rank_exit	1.48 (β 0.69) · rank 0.98 → 0.82
VRTX	2023-03-01	2023-04-03	289.06	315.00	8.9%	23	rank_exit	1.28 (β 0.64) · rank 0.96 → 0.85
HUM	2023-03-01	2023-04-03	472.51	481.29	1.8%	23	rank_exit	1.16 (β 0.48) · rank 0.95 → 0.82
ENPH	2023-03-01	2023-04-03	212.21	213.98	0.7%	23	rank_exit	1.14 (β 1.57) · rank 0.94 → 0.79
IRM	2023-03-01	2023-04-03	46.44	47.29	1.7%	23	rank_exit	1.04 (β 1.01) · rank 0.93 → 0.73
BMY	2023-03-01	2023-04-03	58.65	58.93	0.4%	23	rank_exit	1.01 (β 0.28) · rank 0.93 → 0.59
FMC	2023-03-01	2023-04-03	113.03	108.10	-4.5%	23	rank_exit	0.99 (β 0.73) · rank 0.92 → 0.77
ALB	2023-03-01	2023-04-03	243.12	210.90	-13.3%	23	rank_exit	0.95 (β 1.47) · rank 0.91 → 0.88
AON	2023-03-01	2023-04-03	294.83	306.75	3.9%	23	rank_exit	0.94 (β 0.84) · rank 0.91 → 0.63
ED	2023-03-01	2023-04-03	79.00	84.52	6.9%	23	rank_exit	0.94 (β 0.48) · rank 0.91 → 0.70
TDG	2023-03-01	2023-04-03	635.16	632.12	-0.6%	23	rank_exit	0.88 (β 1.22) · rank 0.90 → 0.89
MCK	2022-03-01	2023-05-01	269.06	359.70	33.6%	293	rank_exit	1.09 (β 0.82) · rank 0.89 → 0.87
CTVA	2022-07-01	2023-05-01	51.37	59.05	14.8%	208	rank_exit	1.46 (β 0.79) · rank 0.95 → 0.69
CI	2022-10-03	2023-05-01	261.91	238.12	-9.2%	144	rank_exit	1.76 (β 0.73) · rank 0.96 → 0.75
PFG	2022-10-03	2023-05-01	63.99	65.37	2.1%	144	rank_exit	1.29 (β 1.15) · rank 0.90 → 0.80
LLY	2022-11-01	2023-05-01	335.15	387.32	15.4%	123	rank_exit	1.79 (β 0.60) · rank 0.97 → 0.82
AFL	2022-11-01	2023-05-01	59.53	64.75	8.7%	123	rank_exit	1.21 (β 0.78) · rank 0.89 → 0.71
SLB	2022-12-01	2023-05-01	47.83	45.01	-6.0%	102	rank_exit	1.46 (β 0.82) · rank 0.91 → 0.80
AJG	2023-02-01	2023-05-01	189.18	201.41	6.4%	61	rank_exit	1.33 (β 0.85) · rank 0.90 → 0.89
AMP	2023-02-01	2023-05-01	331.80	292.03	-12.1%	61	rank_exit	1.32 (β 1.31) · rank 0.89 → 0.78
NUE	2023-03-01	2023-05-01	162.21	142.23	-12.4%	42	rank_exit	1.78 (β 1.27) · rank 0.99 → 0.69
URI	2023-03-01	2023-05-01	451.44	348.62	-22.9%	42	rank_exit	1.42 (β 1.40) · rank 0.97 → 0.84
AZO	2023-03-01	2023-05-01	2458.51	2669.93	8.5%	42	rank_exit	0.98 (β 0.60) · rank 0.92 → 0.86
CAT	2023-03-01	2023-05-01	229.63	209.25	-9.0%	42	rank_exit	0.90 (β 0.90) · rank 0.91 → 0.70
APD	2023-04-03	2023-05-01	263.61	271.27	2.8%	19	rank_exit	1.32 (β 0.85) · rank 0.95 → 0.86
GL	2023-04-03	2023-05-01	106.87	105.23	-1.6%	19	rank_exit	1.30 (β 0.68) · rank 0.95 → 0.83
LIN	2023-04-03	2023-05-01	338.91	355.55	4.8%	19	rank_exit	1.29 (β 0.94) · rank 0.94 → 0.87
CDW	2023-04-03	2023-05-01	184.40	161.23	-12.6%	19	rank_exit	1.24 (β 1.10) · rank 0.93 → 0.89
WAB	2023-04-03	2023-05-01	99.08	96.04	-3.2%	19	rank_exit	1.15 (β 1.06) · rank 0.93 → 0.81
ORLY	2023-04-03	2023-05-01	56.78	61.18	7.7%	19	rank_exit	1.07 (β 0.57) · rank 0.92 → 0.88
HIG	2023-04-03	2023-05-01	65.42	66.61	1.7%	19	rank_exit	1.02 (β 0.77) · rank 0.90 → 0.64
FISV	2023-04-03	2023-05-01	112.57	121.66	8.0%	19	rank_exit	1.02 (β 0.98) · rank 0.90 → 0.84
VLO	2022-07-01	2023-06-01	95.35	97.92	2.6%	230	rank_exit	1.37 (β 0.92) · rank 0.94 → 0.63
PGR	2022-07-01	2023-06-01	105.98	117.16	10.4%	230	rank_exit	1.21 (β 0.56) · rank 0.90 → 0.86
ULTA	2023-03-01	2023-06-01	516.00	408.11	-21.0%	64	rank_exit	1.43 (β 1.02) · rank 0.97 → 0.89
LKQ	2023-04-03	2023-06-01	50.62	47.58	-6.1%	41	rank_exit	1.53 (β 1.04) · rank 0.98 → 0.88
ETN	2023-04-03	2023-06-01	162.78	169.36	3.9%	41	rank_exit	1.29 (β 0.94) · rank 0.94 → 0.87
IEX	2023-04-03	2023-06-01	219.49	190.09	-13.5%	41	rank_exit	1.21 (β 0.89) · rank 0.93 → 0.73
CTAS	2023-04-03	2023-06-01	111.36	114.99	3.1%	41	rank_exit	1.12 (β 0.94) · rank 0.92 → 0.86
ADI	2023-04-03	2023-06-01	186.28	169.92	-8.9%	41	rank_exit	0.99 (β 1.26) · rank 0.89 → 0.85
DRI	2023-05-01	2023-06-01	135.76	143.92	5.9%	22	rank_exit	1.51 (β 0.87) · rank 0.96 → 0.85
CPB	2023-05-01	2023-06-01	47.21	44.00	-6.9%	22	rank_exit	1.29 (β 0.25) · rank 0.92 → 0.82
FTV	2023-05-01	2023-06-01	46.84	48.37	3.2%	22	rank_exit	1.29 (β 1.06) · rank 0.92 → 0.81
APH	2023-05-01	2023-06-01	36.75	36.79	0.0%	22	rank_exit	1.18 (β 1.07) · rank 0.91 → 0.74
AME	2023-05-01	2023-06-01	135.06	142.61	5.5%	22	rank_exit	1.17 (β 0.91) · rank 0.90 → 0.83
MPC	2022-06-01	2023-07-03	94.08	109.87	16.7%	272	rank_exit	1.66 (β 0.99) · rank 0.96 → 0.66
XOM	2022-06-01	2023-07-03	84.29	96.61	14.5%	272	rank_exit	1.49 (β 0.57) · rank 0.94 → 0.71
GPC	2022-09-01	2023-07-03	138.48	153.40	10.7%	208	rank_exit	1.55 (β 0.92) · rank 0.96 → 0.80
MRK	2023-01-03	2023-07-03	99.31	104.37	5.0%	124	rank_exit	2.25 (β 0.25) · rank 0.98 → 0.87
GILD	2023-03-01	2023-07-03	71.42	69.10	-3.3%	85	rank_exit	1.16 (β 0.52) · rank 0.95 → 0.86
SNA	2023-03-01	2023-07-03	226.36	262.59	15.9%	85	rank_exit	1.05 (β 0.86) · rank 0.94 → 0.87
CMI	2023-04-03	2023-07-03	221.52	229.29	3.4%	62	rank_exit	1.59 (β 0.91) · rank 0.98 → 0.63
BWA	2023-04-03	2023-07-03	41.26	41.30	-0.0%	62	rank_exit	1.30 (β 1.19) · rank 0.94 → 0.82
ITW	2023-04-03	2023-07-03	224.24	231.59	3.2%	62	rank_exit	1.01 (β 0.98) · rank 0.89 → 0.83
GIS	2023-05-01	2023-07-03	76.90	65.97	-14.3%	43	rank_exit	1.43 (β 0.26) · rank 0.94 → 0.89
XYL	2023-05-01	2023-07-03	99.73	107.81	8.0%	43	rank_exit	1.38 (β 1.14) · rank 0.94 → 0.89
MCD	2023-05-01	2023-07-03	274.09	277.47	1.1%	43	rank_exit	1.35 (β 0.47) · rank 0.94 → 0.89
YUM	2023-06-01	2023-07-03	121.18	129.81	7.0%	21	rank_exit	1.40 (β 0.65) · rank 0.94 → 0.80
AZO	2023-06-01	2023-07-03	2386.21	2468.55	3.3%	21	rank_exit	1.38 (β 0.56) · rank 0.94 → 0.83
AFL	2023-06-01	2023-07-03	60.34	64.94	7.5%	21	rank_exit	1.33 (β 0.76) · rank 0.93 → 0.80
APD	2023-06-01	2023-07-03	246.25	275.90	11.9%	21	rank_exit	1.27 (β 0.84) · rank 0.91 → 0.77
HCA	2023-06-01	2023-07-03	257.68	293.52	13.8%	21	rank_exit	1.22 (β 0.98) · rank 0.90 → 0.88
LIN	2023-06-01	2023-07-03	341.90	367.62	7.4%	21	rank_exit	1.17 (β 0.87) · rank 0.89 → 0.79
CDNS	2023-03-01	2023-08-01	193.14	231.43	19.7%	105	rank_exit	1.07 (β 1.28) · rank 0.94 → 0.88
MNST	2023-03-01	2023-08-01	49.10	57.60	17.2%	105	rank_exit	0.92 (β 0.81) · rank 0.91 → 0.79
LVS	2023-04-03	2023-08-01	55.94	55.46	-1.0%	82	rank_exit	1.12 (β 1.22) · rank 0.92 → 0.87
MDLZ	2023-05-01	2023-08-01	69.79	68.07	-2.6%	63	rank_exit	1.32 (β 0.60) · rank 0.93 → 0.82
WYNN	2023-05-01	2023-08-01	111.94	105.23	-6.1%	63	rank_exit	1.18 (β 1.27) · rank 0.90 → 0.88
SBUX	2023-05-01	2023-08-01	104.86	93.60	-10.8%	63	rank_exit	1.13 (β 1.05) · rank 0.89 → 0.78
HSY	2023-05-01	2023-08-01	248.38	211.06	-15.1%	63	rank_exit	1.13 (β 0.35) · rank 0.89 → 0.75
BA	2023-07-03	2023-08-01	210.50	237.55	12.7%	20	rank_exit	1.75 (β 1.14) · rank 0.97 → 0.85
SNPS	2023-07-03	2023-08-01	431.52	448.14	3.7%	20	rank_exit	1.62 (β 1.12) · rank 0.96 → 0.80
VRSN	2023-07-03	2023-08-01	220.72	205.86	-6.8%	20	rank_exit	1.58 (β 0.97) · rank 0.95 → 0.88
DXCM	2023-07-03	2023-08-01	127.23	124.45	-2.3%	20	rank_exit	1.52 (β 1.25) · rank 0.94 → 0.89
IT	2023-07-03	2023-08-01	348.03	341.10	-2.1%	20	rank_exit	1.46 (β 0.98) · rank 0.93 → 0.87
AJG	2023-07-03	2023-08-01	212.83	208.93	-1.9%	20	rank_exit	1.40 (β 0.72) · rank 0.92 → 0.89
VRSK	2023-07-03	2023-08-01	219.63	224.29	2.0%	20	rank_exit	1.33 (β 0.85) · rank 0.91 → 0.86
CRM	2023-07-03	2023-08-01	206.99	220.08	6.2%	20	rank_exit	1.25 (β 1.33) · rank 0.90 → 0.59
AAPL	2023-07-03	2023-08-01	190.94	193.36	1.2%	20	rank_exit	1.21 (β 1.14) · rank 0.89 → 0.85
MSI	2023-04-03	2023-09-01	273.83	274.96	0.3%	105	rank_exit	1.13 (β 0.90) · rank 0.93 → 0.81
BSX	2023-06-01	2023-09-01	51.30	54.26	5.7%	64	rank_exit	1.43 (β 0.75) · rank 0.95 → 0.88
CMG	2023-06-01	2023-09-01	41.16	38.56	-6.4%	64	rank_exit	1.24 (β 1.02) · rank 0.91 → 0.77
ROK	2023-07-03	2023-09-01	312.39	298.85	-4.4%	43	rank_exit	1.77 (β 1.22) · rank 0.97 → 0.76
ANET	2023-07-03	2023-09-01	40.34	49.45	22.5%	43	rank_exit	1.60 (β 1.19) · rank 0.95 → 0.87
CTAS	2023-07-03	2023-09-01	119.22	123.83	3.8%	43	rank_exit	1.53 (β 0.91) · rank 0.94 → 0.80
ISRG	2023-07-03	2023-09-01	339.92	317.55	-6.7%	43	rank_exit	1.43 (β 1.21) · rank 0.93 → 0.87
OMC	2023-07-03	2023-09-01	85.49	73.22	-14.4%	43	rank_exit	1.40 (β 0.87) · rank 0.92 → 0.77
HCA	2023-08-01	2023-09-01	266.81	272.67	2.1%	23	rank_exit	1.80 (β 0.95) · rank 0.96 → 0.86
ITW	2023-08-01	2023-09-01	237.89	231.76	-2.7%	23	rank_exit	1.74 (β 1.07) · rank 0.95 → 0.88
SNA	2023-08-01	2023-09-01	249.35	248.90	-0.3%	23	rank_exit	1.73 (β 0.89) · rank 0.95 → 0.87
SYK	2023-08-01	2023-09-01	272.02	277.24	1.8%	23	rank_exit	1.64 (β 0.93) · rank 0.94 → 0.89
MLM	2023-08-01	2023-09-01	439.58	442.01	0.5%	23	rank_exit	1.56 (β 1.09) · rank 0.93 → 0.86
XYL	2023-08-01	2023-09-01	108.39	100.70	-7.2%	23	rank_exit	1.28 (β 1.08) · rank 0.91 → 0.81
ZBH	2023-08-01	2023-09-01	127.47	116.32	-8.8%	23	rank_exit	1.26 (β 0.80) · rank 0.91 → 0.75
FTV	2023-08-01	2023-09-01	57.87	59.11	2.0%	23	rank_exit	1.25 (β 1.10) · rank 0.91 → 0.83
JCI	2023-08-01	2023-09-01	66.02	56.67	-14.2%	23	rank_exit	1.24 (β 1.16) · rank 0.91 → 0.71
BRK.B	2023-08-01	2023-09-01	352.03	362.00	2.7%	23	rank_exit	1.14 (β 0.86) · rank 0.89 → 0.89
CAH	2022-10-03	2023-10-02	62.60	82.56	31.7%	250	rank_exit	1.88 (β 0.65) · rank 0.97 → 0.89
LW	2022-10-03	2023-10-02	71.78	85.87	19.5%	250	rank_exit	1.22 (β 0.92) · rank 0.89 → 0.80
GWW	2023-04-03	2023-10-02	664.59	675.98	1.6%	125	rank_exit	1.66 (β 0.82) · rank 0.99 → 0.83
VMC	2023-08-01	2023-10-02	215.27	196.91	-8.6%	43	rank_exit	1.91 (β 0.98) · rank 0.97 → 0.88
AFL	2023-09-01	2023-10-02	70.21	71.90	2.3%	20	rank_exit	1.54 (β 0.77) · rank 0.97 → 0.86
MPC	2023-09-01	2023-10-02	136.76	142.38	4.0%	20	rank_exit	1.32 (β 0.83) · rank 0.94 → 0.86
CCL	2023-09-01	2023-10-02	15.58	13.29	-14.8%	20	rank_exit	1.30 (β 2.04) · rank 0.93 → 0.83
SLB	2023-09-01	2023-10-02	55.46	54.27	-2.2%	20	rank_exit	1.23 (β 0.98) · rank 0.93 → 0.89
AJG	2023-09-01	2023-10-02	225.24	221.13	-1.9%	20	rank_exit	1.22 (β 0.67) · rank 0.93 → 0.87
MGM	2023-09-01	2023-10-02	44.50	36.73	-17.5%	20	rank_exit	1.21 (β 1.33) · rank 0.92 → 0.76
BKR	2023-09-01	2023-10-02	34.32	33.05	-3.8%	20	rank_exit	1.14 (β 1.09) · rank 0.91 → 0.87
LVS	2023-09-01	2023-10-02	52.15	42.90	-17.8%	20	rank_exit	1.12 (β 0.84) · rank 0.91 → 0.85
GILD	2023-09-01	2023-10-02	69.97	68.62	-2.0%	20	rank_exit	1.08 (β 0.58) · rank 0.91 → 0.86
AMP	2023-09-01	2023-10-02	325.95	314.36	-3.7%	20	rank_exit	1.08 (β 1.29) · rank 0.91 → 0.81
WAB	2023-09-01	2023-10-02	111.89	104.26	-6.9%	20	rank_exit	1.08 (β 1.04) · rank 0.90 → 0.88
PWR	2023-02-01	2023-11-01	150.82	163.53	8.3%	189	rank_exit	1.40 (β 1.07) · rank 0.91 → 0.85
TT	2023-04-03	2023-11-01	177.13	195.55	10.3%	147	rank_exit	1.39 (β 1.07) · rank 0.95 → 0.89
LEN	2023-05-01	2023-11-01	103.41	98.67	-4.7%	128	rank_exit	1.44 (β 1.27) · rank 0.95 → 0.88
ORLY	2023-06-01	2023-11-01	60.22	62.33	3.4%	106	rank_exit	2.10 (β 0.60) · rank 0.99 → 0.80
NFLX	2023-06-01	2023-11-01	39.74	41.48	4.3%	106	rank_exit	1.41 (β 1.51) · rank 0.94 → 0.81
DRI	2023-07-03	2023-11-01	150.09	134.26	-10.6%	85	rank_exit	1.64 (β 0.79) · rank 0.96 → 0.44
ROST	2023-08-01	2023-11-01	111.06	113.01	1.7%	65	rank_exit	1.30 (β 0.98) · rank 0.91 → 0.79
WMT	2023-08-01	2023-11-01	51.48	53.04	2.9%	65	rank_exit	1.17 (β 0.52) · rank 0.90 → 0.89
WYNN	2023-09-01	2023-11-01	98.83	84.63	-14.5%	42	rank_exit	1.21 (β 1.02) · rank 0.92 → 0.71
MRK	2023-09-01	2023-11-01	99.97	95.06	-5.0%	42	rank_exit	1.02 (β 0.24) · rank 0.89 → 0.82
BSX	2023-10-02	2023-11-01	52.49	51.29	-2.4%	22	rank_exit	1.42 (β 0.60) · rank 0.94 → 0.87
SYK	2023-10-02	2023-11-01	264.34	264.47	-0.1%	22	rank_exit	1.37 (β 0.88) · rank 0.94 → 0.81
ISRG	2023-10-02	2023-11-01	291.96	262.17	-10.3%	22	rank_exit	1.34 (β 1.11) · rank 0.93 → 0.89
HCA	2023-10-02	2023-11-01	240.49	220.32	-8.5%	22	rank_exit	1.30 (β 0.92) · rank 0.92 → 0.78
IDXX	2023-10-02	2023-11-01	435.00	388.37	-10.8%	22	rank_exit	1.28 (β 1.34) · rank 0.92 → 0.72
MNST	2023-10-02	2023-11-01	52.83	51.21	-3.2%	22	rank_exit	1.23 (β 0.67) · rank 0.91 → 0.65
HWM	2022-12-01	2023-12-01	37.46	52.24	39.3%	251	rank_exit	1.55 (β 1.24) · rank 0.91 → 0.88
IR	2023-05-01	2023-12-01	56.64	71.18	25.5%	149	rank_exit	1.36 (β 1.21) · rank 0.94 → 0.85
AME	2023-07-03	2023-12-01	157.60	152.82	-3.1%	106	rank_exit	1.61 (β 0.93) · rank 0.95 → 0.74
CAT	2023-09-01	2023-12-01	273.05	242.76	-11.2%	63	rank_exit	1.49 (β 1.08) · rank 0.96 → 0.62
JPM	2023-09-01	2023-12-01	136.76	146.94	7.3%	63	rank_exit	1.48 (β 0.94) · rank 0.96 → 0.77
CARR	2023-09-01	2023-12-01	55.42	50.24	-9.4%	63	rank_exit	1.45 (β 1.24) · rank 0.95 → 0.85
ITW	2023-10-02	2023-12-01	215.30	226.46	5.1%	43	rank_exit	1.35 (β 1.06) · rank 0.93 → 0.71
CSCO	2023-10-02	2023-12-01	49.74	44.93	-9.8%	43	rank_exit	1.19 (β 0.79) · rank 0.90 → 0.84
MA	2023-10-02	2023-12-01	386.64	406.18	4.9%	43	rank_exit	1.13 (β 0.95) · rank 0.90 → 0.81
BKR	2023-11-01	2023-12-01	32.38	31.79	-1.9%	21	rank_exit	1.79 (β 1.11) · rank 0.97 → 0.89
HPE	2023-11-01	2023-12-01	14.35	15.65	8.9%	21	rank_exit	1.39 (β 1.17) · rank 0.93 → 0.69
SLB	2023-11-01	2023-12-01	52.11	48.37	-7.3%	21	rank_exit	1.36 (β 1.01) · rank 0.93 → 0.68
PSX	2023-11-01	2023-12-01	104.03	117.47	12.8%	21	rank_exit	1.34 (β 0.77) · rank 0.92 → 0.69
MPC	2023-11-01	2023-12-01	143.67	141.00	-2.0%	21	rank_exit	1.34 (β 0.84) · rank 0.92 → 0.89
HAL	2023-11-01	2023-12-01	37.15	34.78	-6.5%	21	rank_exit	1.31 (β 1.32) · rank 0.91 → 0.68
CHD	2023-11-01	2023-12-01	88.14	93.41	5.9%	21	rank_exit	1.26 (β 0.44) · rank 0.90 → 0.87
TJX	2023-05-01	2024-01-02	75.41	89.86	19.1%	169	rank_exit	1.46 (β 0.81) · rank 0.95 → 0.72
URI	2023-08-01	2024-01-02	449.44	555.32	23.4%	106	rank_exit	1.69 (β 1.52) · rank 0.94 → 0.85
LIN	2023-09-01	2024-01-02	375.73	396.87	5.5%	83	rank_exit	1.18 (β 0.84) · rank 0.92 → 0.86
BRK.B	2023-10-02	2024-01-02	349.64	356.32	1.8%	63	rank_exit	1.56 (β 0.83) · rank 0.96 → 0.84
ODFL	2023-10-02	2024-01-02	199.97	198.65	-0.8%	63	rank_exit	1.36 (β 1.25) · rank 0.93 → 0.83
AMAT	2023-10-02	2024-01-02	135.64	156.63	15.4%	63	rank_exit	1.28 (β 1.50) · rank 0.92 → 0.88
DD	2023-10-02	2024-01-02	87.94	91.46	3.9%	63	rank_exit	1.22 (β 1.10) · rank 0.91 → 0.52
CMCSA	2023-10-02	2024-01-02	37.15	37.06	-0.4%	63	rank_exit	1.16 (β 0.97) · rank 0.90 → 0.77
AFL	2023-11-01	2024-01-02	73.47	77.86	5.9%	41	rank_exit	1.42 (β 0.76) · rank 0.94 → 0.78
IRM	2023-11-01	2024-01-02	54.18	64.63	19.2%	41	rank_exit	1.36 (β 1.03) · rank 0.93 → 0.84
GWW	2023-11-01	2024-01-02	713.72	803.05	12.4%	41	rank_exit	1.35 (β 0.95) · rank 0.93 → 0.88
PKG	2023-11-01	2024-01-02	142.92	153.08	7.0%	41	rank_exit	1.34 (β 0.91) · rank 0.93 → 0.86
WYNN	2023-12-01	2024-01-02	81.84	88.34	7.8%	20	rank_exit	1.40 (β 1.09) · rank 0.94 → 0.58
EQIX	2023-12-01	2024-01-02	770.60	757.56	-1.8%	20	rank_exit	1.33 (β 1.06) · rank 0.93 → 0.80
AOS	2023-12-01	2024-01-02	71.57	77.48	8.1%	20	rank_exit	1.33 (β 1.18) · rank 0.93 → 0.81
ANET	2023-12-01	2024-01-02	54.75	58.50	6.7%	20	rank_exit	1.29 (β 1.03) · rank 0.91 → 0.89
CTAS	2023-12-01	2024-01-02	135.06	146.69	8.5%	20	rank_exit	1.26 (β 0.88) · rank 0.90 → 0.88
ORCL	2023-06-01	2024-02-01	100.89	109.82	8.7%	168	rank_exit	1.26 (β 0.83) · rank 0.91 → 0.76
FDX	2023-11-01	2024-02-01	183.25	184.75	0.7%	62	rank_exit	2.09 (β 0.88) · rank 1.00 → 0.86
ROP	2023-11-01	2024-02-01	481.01	529.30	9.9%	62	rank_exit	1.41 (β 0.79) · rank 0.94 → 0.84
VRSK	2023-11-01	2024-02-01	217.30	238.16	9.5%	62	rank_exit	1.27 (β 0.86) · rank 0.91 → 0.88
WELL	2023-12-01	2024-02-01	84.62	81.98	-3.2%	41	rank_exit	1.68 (β 1.04) · rank 0.97 → 0.88
AJG	2023-12-01	2024-02-01	242.52	224.60	-7.5%	41	rank_exit	1.48 (β 0.63) · rank 0.95 → 0.71
KLAC	2023-12-01	2024-02-01	53.19	58.63	10.1%	41	rank_exit	1.46 (β 1.38) · rank 0.95 → 0.83
WST	2023-12-01	2024-02-01	347.54	370.66	6.5%	41	rank_exit	1.30 (β 1.07) · rank 0.92 → 0.85
HWM	2024-01-02	2024-02-01	53.45	56.19	5.0%	21	rank_exit	1.73 (β 1.01) · rank 0.96 → 0.83
CAH	2024-01-02	2024-02-01	97.16	100.37	3.2%	21	rank_exit	1.57 (β 0.43) · rank 0.95 → 0.85
NFLX	2024-01-02	2024-02-01	48.32	56.70	17.2%	21	rank_exit	1.46 (β 1.07) · rank 0.92 → 0.87
ECL	2024-01-02	2024-02-01	191.55	192.86	0.6%	21	rank_exit	1.44 (β 0.93) · rank 0.92 → 0.86
CE	2024-01-02	2024-02-01	149.95	143.84	-4.2%	21	rank_exit	1.38 (β 1.67) · rank 0.90 → 0.87
IR	2024-01-02	2024-02-01	76.80	80.15	4.3%	21	rank_exit	1.30 (β 1.21) · rank 0.90 → 0.88
V	2024-01-02	2024-02-01	254.30	267.79	5.2%	21	rank_exit	1.26 (β 0.70) · rank 0.89 → 0.83
PNR	2023-08-01	2024-03-01	66.99	75.80	13.0%	147	rank_exit	1.21 (β 1.38) · rank 0.90 → 0.87
CME	2023-12-01	2024-03-01	193.44	200.64	3.6%	61	rank_exit	1.43 (β 0.33) · rank 0.94 → 0.83
GRMN	2023-12-01	2024-03-01	116.40	131.42	12.8%	61	rank_exit	1.32 (β 0.98) · rank 0.92 → 0.80
TTWO	2024-01-02	2024-03-01	160.14	146.49	-8.6%	41	rank_exit	1.69 (β 1.00) · rank 0.95 → 0.86
INTC	2024-01-02	2024-03-01	48.55	42.96	-11.6%	41	rank_exit	1.44 (β 1.14) · rank 0.92 → 0.84
STX	2024-01-02	2024-03-01	80.53	90.32	12.0%	41	rank_exit	1.42 (β 1.13) · rank 0.92 → 0.72
AMZN	2024-01-02	2024-03-01	151.54	176.75	16.5%	41	rank_exit	1.40 (β 1.10) · rank 0.91 → 0.86
AAPL	2024-01-02	2024-03-01	184.90	177.61	-4.0%	41	rank_exit	1.38 (β 0.89) · rank 0.91 → 0.84
CCL	2024-02-01	2024-03-01	16.82	15.65	-7.1%	20	rank_exit	1.62 (β 2.06) · rank 0.96 → 0.73
IRM	2024-02-01	2024-03-01	62.34	72.26	15.8%	20	rank_exit	1.56 (β 1.08) · rank 0.94 → 0.82
TSLA	2024-02-01	2024-03-01	188.50	200.52	6.3%	20	rank_exit	1.36 (β 1.70) · rank 0.91 → 0.54
HLT	2024-02-01	2024-03-01	190.57	202.79	6.3%	20	rank_exit	1.36 (β 0.94) · rank 0.91 → 0.87
NTAP	2024-02-01	2024-03-01	83.12	101.12	21.5%	20	rank_exit	1.35 (β 0.96) · rank 0.91 → 0.84
MCO	2024-02-01	2024-03-01	383.39	370.92	-3.3%	20	rank_exit	1.34 (β 1.03) · rank 0.90 → 0.80
MU	2024-02-01	2024-03-01	85.37	91.18	6.7%	20	rank_exit	1.30 (β 1.10) · rank 0.89 → 0.76
PH	2023-04-03	2024-04-01	324.26	543.75	67.5%	249	rank_exit	1.55 (β 1.15) · rank 0.98 → 0.85
NVR	2023-05-01	2024-04-01	5845.00	8097.98	38.4%	230	rank_exit	1.15 (β 1.11) · rank 0.90 → 0.88
RCL	2023-08-01	2024-04-01	104.11	136.25	30.7%	167	rank_exit	1.77 (β 1.71) · rank 0.95 → 0.83
BKNG	2023-09-01	2024-04-01	122.81	143.37	16.6%	144	rank_exit	1.54 (β 1.05) · rank 0.97 → 0.78
ADBE	2023-11-01	2024-04-01	535.00	504.99	-5.7%	102	rank_exit	1.86 (β 1.28) · rank 0.98 → 0.89
SNPS	2023-12-01	2024-04-01	543.56	578.07	6.2%	81	rank_exit	1.91 (β 1.08) · rank 0.98 → 0.85
CDNS	2023-12-01	2024-04-01	272.85	310.46	13.7%	81	rank_exit	1.90 (β 1.09) · rank 0.98 → 0.86
INTU	2024-01-02	2024-04-01	608.78	639.95	5.0%	61	rank_exit	1.56 (β 1.38) · rank 0.94 → 0.89
ANET	2024-02-01	2024-04-01	65.50	73.07	11.4%	40	rank_exit	1.37 (β 0.83) · rank 0.92 → 0.88
GWW	2024-02-01	2024-04-01	881.14	994.91	12.8%	40	rank_exit	1.33 (β 0.96) · rank 0.90 → 0.87
ROP	2024-03-01	2024-04-01	531.76	552.68	3.8%	20	rank_exit	1.68 (β 0.60) · rank 0.94 → 0.82
ORLY	2024-03-01	2024-04-01	72.38	75.21	3.8%	20	rank_exit	1.52 (β 0.39) · rank 0.92 → 0.82
TT	2024-03-01	2024-04-01	276.57	293.86	6.1%	20	rank_exit	1.48 (β 0.95) · rank 0.91 → 0.87
AMD	2023-12-01	2024-05-01	119.88	148.11	23.4%	103	rank_exit	1.25 (β 1.57) · rank 0.90 → 0.80
NOW	2023-12-01	2024-05-01	137.09	138.74	1.1%	103	rank_exit	1.23 (β 1.42) · rank 0.89 → 0.88
BR	2024-01-02	2024-05-01	195.58	186.13	-4.9%	83	rank_exit	1.51 (β 0.90) · rank 0.93 → 0.88
CRM	2024-01-02	2024-05-01	256.11	264.79	3.3%	83	rank_exit	1.41 (β 1.04) · rank 0.91 → 0.77
VRSK	2024-03-01	2024-05-01	235.95	221.35	-6.3%	42	rank_exit	1.56 (β 0.46) · rank 0.92 → 0.68
ISRG	2024-03-01	2024-05-01	383.48	369.57	-3.7%	42	rank_exit	1.48 (β 1.02) · rank 0.91 → 0.80
TJX	2024-04-01	2024-05-01	97.88	90.62	-7.5%	22	rank_exit	1.74 (β 0.65) · rank 0.94 → 0.84
NWS	2024-04-01	2024-05-01	26.64	24.29	-8.9%	22	rank_exit	1.72 (β 1.09) · rank 0.93 → 0.86
BSX	2024-04-01	2024-05-01	68.42	71.61	4.6%	22	rank_exit	1.63 (β 0.38) · rank 0.91 → 0.85
VRTX	2024-04-01	2024-05-01	420.43	392.81	-6.7%	22	rank_exit	1.59 (β 0.53) · rank 0.91 → 0.76
ICE	2024-04-01	2024-05-01	133.97	125.37	-6.5%	22	rank_exit	1.59 (β 0.78) · rank 0.91 → 0.81
NWSA	2024-04-01	2024-05-01	25.80	23.35	-9.6%	22	rank_exit	1.57 (β 1.09) · rank 0.91 → 0.82
KLAC	2024-04-01	2024-05-01	68.69	66.78	-2.9%	22	rank_exit	1.54 (β 1.14) · rank 0.90 → 0.89
MA	2024-04-01	2024-05-01	473.59	439.85	-7.2%	22	rank_exit	1.52 (β 0.66) · rank 0.90 → 0.79
NFLX	2024-04-01	2024-05-01	60.80	54.78	-10.0%	22	rank_exit	1.51 (β 0.69) · rank 0.89 → 0.88
CPRT	2023-05-01	2024-06-03	39.11	53.06	35.5%	274	rank_exit	1.50 (β 1.06) · rank 0.96 → 0.88
DHI	2023-05-01	2024-06-03	105.81	144.19	36.1%	274	rank_exit	1.29 (β 1.25) · rank 0.93 → 0.76
LRCX	2023-10-02	2024-06-03	61.25	92.92	51.6%	168	rank_exit	1.11 (β 1.52) · rank 0.89 → 0.89
MSFT	2023-12-01	2024-06-03	368.88	408.33	10.6%	125	rank_exit	1.62 (β 0.97) · rank 0.97 → 0.80
LEN	2024-01-02	2024-06-03	136.22	149.44	9.6%	105	rank_exit	1.70 (β 1.01) · rank 0.95 → 0.80
MAR	2024-02-01	2024-06-03	234.34	226.97	-3.2%	84	rank_exit	1.54 (β 0.95) · rank 0.93 → 0.85
FAST	2024-02-01	2024-06-03	32.47	31.41	-3.4%	84	rank_exit	1.33 (β 0.80) · rank 0.90 → 0.77
CAH	2024-03-01	2024-06-03	110.45	95.55	-13.6%	64	rank_exit	1.73 (β 0.38) · rank 0.95 → 0.79
BRK.B	2024-03-01	2024-06-03	409.48	414.89	1.2%	64	rank_exit	1.65 (β 0.63) · rank 0.94 → 0.80
SHW	2024-03-01	2024-06-03	323.08	298.99	-7.5%	64	rank_exit	1.50 (β 1.06) · rank 0.91 → 0.82
BRO	2024-03-01	2024-06-03	82.46	87.75	6.3%	64	rank_exit	1.45 (β 0.63) · rank 0.89 → 0.76
WM	2024-04-01	2024-06-03	205.56	200.13	-2.7%	44	rank_exit	1.88 (β 0.25) · rank 0.96 → 0.89
HLT	2024-05-01	2024-06-03	195.57	199.72	2.0%	22	rank_exit	1.66 (β 0.88) · rank 0.94 → 0.87
AIZ	2024-05-01	2024-06-03	168.84	167.23	-1.0%	22	rank_exit	1.54 (β 0.42) · rank 0.93 → 0.87
FISV	2024-05-01	2024-06-03	152.10	149.48	-1.8%	22	rank_exit	1.38 (β 0.70) · rank 0.89 → 0.72
PTC	2024-02-01	2024-07-01	177.74	180.83	1.6%	103	rank_exit	1.39 (β 0.85) · rank 0.92 → 0.79
IBM	2024-03-01	2024-07-01	172.58	162.98	-5.7%	83	rank_exit	2.18 (β 0.58) · rank 0.99 → 0.86
MLM	2024-03-01	2024-07-01	570.36	538.54	-5.7%	83	rank_exit	1.67 (β 1.05) · rank 0.94 → 0.82
AMZN	2024-04-01	2024-07-01	180.79	193.49	6.9%	63	rank_exit	1.73 (β 0.72) · rank 0.93 → 0.80
AIG	2024-05-01	2024-07-01	71.66	71.77	0.1%	41	rank_exit	1.68 (β 0.83) · rank 0.94 → 0.88
VMC	2024-05-01	2024-07-01	252.81	245.55	-3.0%	41	rank_exit	1.62 (β 0.84) · rank 0.94 → 0.72
MU	2024-05-01	2024-07-01	109.73	129.57	18.0%	41	rank_exit	1.46 (β 1.01) · rank 0.92 → 0.89
KLAC	2024-06-03	2024-07-01	75.86	80.95	6.6%	19	rank_exit	1.47 (β 1.18) · rank 0.93 → 0.86
WFC	2024-06-03	2024-07-01	57.20	56.64	-1.1%	19	rank_exit	1.45 (β 1.15) · rank 0.93 → 0.83
AMAT	2024-06-03	2024-07-01	214.48	232.69	8.4%	19	rank_exit	1.42 (β 1.13) · rank 0.92 → 0.81
HII	2024-06-03	2024-07-01	244.69	237.77	-2.9%	19	rank_exit	1.41 (β 0.79) · rank 0.91 → 0.70
BR	2024-06-03	2024-07-01	192.07	190.61	-0.9%	19	rank_exit	1.35 (β 0.69) · rank 0.89 → 0.80
PCAR	2023-01-03	2024-08-01	58.47	91.77	56.8%	396	rank_exit	1.56 (β 0.81) · rank 0.93 → 0.77
PHM	2023-05-01	2024-08-01	65.38	130.89	100.0%	315	rank_exit	1.65 (β 1.33) · rank 0.98 → 0.81
CBOE	2023-11-01	2024-08-01	160.61	180.77	12.4%	187	rank_exit	1.20 (β 0.29) · rank 0.90 → 0.86
IR	2024-03-01	2024-08-01	90.71	91.80	1.1%	105	rank_exit	1.61 (β 1.16) · rank 0.93 → 0.82
RCL	2024-05-01	2024-08-01	134.69	153.47	13.8%	63	rank_exit	1.78 (β 1.22) · rank 0.96 → 0.82
PH	2024-05-01	2024-08-01	530.61	547.55	3.1%	63	rank_exit	1.45 (β 1.31) · rank 0.92 → 0.74
CAT	2024-05-01	2024-08-01	323.94	337.86	4.2%	63	rank_exit	1.40 (β 1.38) · rank 0.90 → 0.79
URI	2024-06-03	2024-08-01	662.20	742.28	12.0%	41	rank_exit	1.61 (β 2.07) · rank 0.94 → 0.77
AXP	2024-06-03	2024-08-01	234.39	248.47	5.9%	41	rank_exit	1.45 (β 1.09) · rank 0.92 → 0.84
PRU	2024-07-01	2024-08-01	105.64	113.24	7.1%	22	rank_exit	1.59 (β 1.01) · rank 0.95 → 0.87
SPG	2024-07-01	2024-08-01	136.81	140.84	2.8%	22	rank_exit	1.44 (β 1.23) · rank 0.92 → 0.81
WRB	2024-07-01	2024-08-01	50.31	52.58	4.4%	22	rank_exit	1.33 (β 0.39) · rank 0.89 → 0.86
WM	2024-07-01	2024-08-01	208.12	197.21	-5.3%	22	rank_exit	1.33 (β 0.24) · rank 0.89 → 0.85
AVGO	2023-07-03	2024-09-03	83.78	157.42	87.7%	294	rank_exit	1.93 (β 1.19) · rank 0.98 → 0.85
ETN	2023-07-03	2024-09-03	191.66	296.98	54.8%	294	rank_exit	1.72 (β 1.01) · rank 0.97 → 0.80
CMG	2024-01-02	2024-09-03	45.57	55.99	22.7%	168	rank_exit	1.36 (β 0.66) · rank 0.90 → 0.89
PSX	2024-05-01	2024-09-03	131.70	129.20	-2.0%	85	rank_exit	1.76 (β 0.70) · rank 0.96 → 0.80
WDC	2024-05-01	2024-09-03	52.80	48.55	-8.1%	85	rank_exit	1.38 (β 1.12) · rank 0.89 → 0.77
WAB	2024-06-03	2024-09-03	168.18	167.16	-0.7%	63	rank_exit	2.17 (β 0.89) · rank 0.99 → 0.82
DPZ	2024-06-03	2024-09-03	487.20	398.64	-18.3%	63	rank_exit	1.93 (β 0.82) · rank 0.97 → 0.50
QCOM	2024-07-01	2024-09-03	191.15	164.72	-13.9%	44	rank_exit	1.77 (β 1.16) · rank 0.96 → 0.63
OKE	2024-07-01	2024-09-03	73.17	83.16	13.5%	44	rank_exit	1.48 (β 0.86) · rank 0.93 → 0.84
FANG	2024-07-01	2024-09-03	189.71	182.12	-4.1%	44	rank_exit	1.45 (β 0.64) · rank 0.93 → 0.87
MPC	2024-07-01	2024-09-03	167.46	167.81	0.1%	44	rank_exit	1.44 (β 0.67) · rank 0.91 → 0.76
HLT	2024-08-01	2024-09-03	213.60	218.14	2.0%	22	rank_exit	1.94 (β 0.91) · rank 0.98 → 0.89
MU	2024-08-01	2024-09-03	106.51	93.04	-12.7%	22	rank_exit	1.84 (β 1.07) · rank 0.96 → 0.78
KLAC	2024-08-01	2024-09-03	80.75	79.36	-1.8%	22	rank_exit	1.53 (β 1.12) · rank 0.91 → 0.81
GOOG	2024-08-01	2024-09-03	170.67	162.07	-5.1%	22	rank_exit	1.40 (β 0.66) · rank 0.89 → 0.78
NTAP	2024-06-03	2024-10-01	113.16	118.98	5.0%	83	rank_exit	1.38 (β 0.87) · rank 0.90 → 0.84
WMB	2024-07-01	2024-10-01	39.89	42.77	7.1%	64	rank_exit	1.75 (β 0.69) · rank 0.96 → 0.87
TJX	2024-07-01	2024-10-01	107.59	114.64	6.4%	64	rank_exit	1.37 (β 0.60) · rank 0.90 → 0.85
STX	2024-08-01	2024-10-01	98.44	106.14	7.7%	42	rank_exit	1.53 (β 0.91) · rank 0.91 → 0.80
AMGN	2024-08-01	2024-10-01	314.25	303.22	-3.6%	42	rank_exit	1.48 (β 0.73) · rank 0.90 → 0.78
VRTX	2024-09-03	2024-10-01	492.65	472.00	-4.3%	20	rank_exit	1.54 (β 0.51) · rank 0.93 → 0.87
AJG	2024-09-03	2024-10-01	287.36	276.88	-3.7%	20	rank_exit	1.40 (β 0.38) · rank 0.91 → 0.82
IBM	2024-09-03	2024-10-01	191.39	209.13	9.2%	20	rank_exit	1.39 (β 0.69) · rank 0.91 → 0.89
PHM	2024-09-03	2024-10-01	129.66	142.32	9.7%	20	rank_exit	1.36 (β 1.75) · rank 0.90 → 0.89
NDAQ	2024-09-03	2024-10-01	69.87	71.61	2.4%	20	rank_exit	1.27 (β 0.80) · rank 0.89 → 0.81
APH	2024-03-01	2024-11-01	53.51	66.82	24.8%	170	rank_exit	1.59 (β 0.96) · rank 0.93 → 0.77
MCK	2024-04-01	2024-11-01	531.12	503.78	-5.2%	150	rank_exit	2.00 (β -0.04) · rank 0.97 → 0.69
JPM	2024-05-01	2024-11-01	183.50	215.86	17.5%	128	rank_exit	2.15 (β 0.79) · rank 0.98 → 0.84
GD	2024-06-03	2024-11-01	288.16	283.33	-1.8%	106	rank_exit	1.41 (β 0.46) · rank 0.91 → 0.86
REGN	2024-08-01	2024-11-01	1050.94	836.71	-20.5%	65	rank_exit	2.24 (β 0.50) · rank 0.98 → 0.72
GS	2024-08-01	2024-11-01	489.66	502.22	2.5%	65	rank_exit	1.70 (β 1.20) · rank 0.94 → 0.83
ABBV	2024-08-01	2024-11-01	175.83	192.90	9.6%	65	rank_exit	1.55 (β 0.42) · rank 0.92 → 0.89
BRK.B	2024-09-03	2024-11-01	475.00	451.49	-5.0%	43	rank_exit	1.35 (β 0.57) · rank 0.90 → 0.81
WRB	2024-10-01	2024-11-01	53.99	54.79	1.4%	23	rank_exit	1.47 (β 0.38) · rank 0.93 → 0.83
WELL	2024-10-01	2024-11-01	124.14	131.13	5.5%	23	rank_exit	1.44 (β 0.77) · rank 0.92 → 0.89
OKE	2024-10-01	2024-11-01	81.93	88.46	7.9%	23	rank_exit	1.43 (β 0.83) · rank 0.91 → 0.89
TRV	2024-10-01	2024-11-01	227.01	239.73	5.5%	23	rank_exit	1.43 (β 0.48) · rank 0.91 → 0.88
HLT	2024-10-01	2024-11-01	230.57	233.85	1.3%	23	rank_exit	1.39 (β 0.91) · rank 0.90 → 0.88
PM	2024-10-01	2024-11-01	114.09	124.57	9.1%	23	rank_exit	1.37 (β 0.59) · rank 0.90 → 0.85
SPG	2024-10-01	2024-11-01	155.49	153.75	-1.2%	23	rank_exit	1.33 (β 1.25) · rank 0.90 → 0.87
MCO	2024-10-01	2024-11-01	469.33	448.73	-4.5%	23	rank_exit	1.32 (β 1.01) · rank 0.89 → 0.78
CB	2024-07-01	2024-12-02	252.08	285.43	13.1%	107	rank_exit	1.45 (β 0.31) · rank 0.93 → 0.84
UHS	2024-09-03	2024-12-02	235.51	201.62	-14.5%	63	rank_exit	1.66 (β 1.04) · rank 0.95 → 0.86
AFL	2024-09-03	2024-12-02	105.76	110.00	3.9%	63	rank_exit	1.58 (β 0.37) · rank 0.94 → 0.85
CBOE	2024-09-03	2024-12-02	202.19	214.87	6.2%	63	rank_exit	1.58 (β -0.03) · rank 0.94 → 0.88
WM	2024-09-03	2024-12-02	205.81	222.40	8.0%	63	rank_exit	1.38 (β 0.28) · rank 0.91 → 0.88
LMT	2024-11-01	2024-12-02	522.79	504.23	-3.6%	20	rank_exit	2.06 (β 0.15) · rank 0.98 → 0.81
SO	2024-11-01	2024-12-02	85.24	84.42	-1.1%	20	rank_exit	1.73 (β 0.45) · rank 0.95 → 0.85
IBM	2024-11-01	2024-12-02	196.94	217.34	10.2%	20	rank_exit	1.71 (β 0.73) · rank 0.94 → 0.86
NI	2024-11-01	2024-12-02	33.63	36.38	8.1%	20	rank_exit	1.67 (β 0.70) · rank 0.94 → 0.85
PPL	2024-11-01	2024-12-02	30.05	33.06	9.9%	20	rank_exit	1.65 (β 0.58) · rank 0.94 → 0.76
ETR	2024-11-01	2024-12-02	73.14	74.62	1.9%	20	rank_exit	1.64 (β 0.64) · rank 0.94 → 0.87
PHM	2024-11-01	2024-12-02	129.35	133.03	2.7%	20	rank_exit	1.62 (β 1.66) · rank 0.93 → 0.84
DUK	2024-11-01	2024-12-02	106.84	110.08	2.9%	20	rank_exit	1.48 (β 0.48) · rank 0.92 → 0.81
KO	2024-11-01	2024-12-02	62.28	61.39	-1.5%	20	rank_exit	1.44 (β 0.31) · rank 0.91 → 0.72
HCA	2024-11-01	2024-12-02	355.84	322.22	-9.5%	20	rank_exit	1.42 (β 0.80) · rank 0.90 → 0.87
CMS	2024-11-01	2024-12-02	65.68	66.07	0.5%	20	rank_exit	1.41 (β 0.59) · rank 0.90 → 0.75
VZ	2024-11-01	2024-12-02	37.52	39.44	5.0%	20	rank_exit	1.38 (β 0.40) · rank 0.89 → 0.67
TDG	2023-05-01	2025-01-02	653.91	1190.03	81.8%	421	rank_exit	1.25 (β 1.18) · rank 0.91 → 0.70
LLY	2023-06-01	2025-01-02	420.59	771.09	83.1%	399	rank_exit	1.42 (β 0.43) · rank 0.95 → 0.80
GRMN	2024-05-01	2025-01-02	147.74	202.80	37.1%	169	rank_exit	1.47 (β 0.74) · rank 0.92 → 0.88
ANET	2024-08-01	2025-01-02	87.62	111.32	26.9%	106	rank_exit	1.90 (β 0.94) · rank 0.97 → 0.85
CL	2024-08-01	2025-01-02	94.99	87.32	-8.2%	106	rank_exit	1.64 (β 0.30) · rank 0.94 → 0.85
ICE	2024-09-03	2025-01-02	157.63	147.33	-6.6%	84	rank_exit	1.51 (β 0.76) · rank 0.93 → 0.87
ABBV	2024-12-02	2025-01-02	172.05	168.64	-2.1%	21	rank_exit	1.64 (β 0.41) · rank 0.95 → 0.83
FIS	2024-12-02	2025-01-02	81.62	77.76	-4.8%	21	rank_exit	1.61 (β 1.02) · rank 0.95 → 0.69
DVA	2024-12-02	2025-01-02	166.46	149.67	-10.2%	21	rank_exit	1.41 (β 0.68) · rank 0.92 → 0.87
ECL	2024-12-02	2025-01-02	244.45	231.14	-5.5%	21	rank_exit	1.28 (β 0.53) · rank 0.91 → 0.71
NDAQ	2024-12-02	2025-01-02	81.20	76.15	-6.3%	21	rank_exit	1.26 (β 0.77) · rank 0.90 → 0.88
APH	2024-12-02	2025-01-02	71.96	69.37	-3.7%	21	rank_exit	1.24 (β 1.08) · rank 0.90 → 0.84
NVR	2024-12-02	2025-01-02	9229.61	8222.20	-11.0%	21	rank_exit	1.23 (β 1.30) · rank 0.89 → 0.75
CTAS	2024-03-01	2025-02-03	151.74	199.26	31.2%	231	rank_exit	1.93 (β 0.79) · rank 0.97 → 0.71
IRM	2024-04-01	2025-02-03	74.76	94.68	26.5%	211	rank_exit	1.70 (β 1.09) · rank 0.93 → 0.88
LDOS	2024-06-03	2025-02-03	143.21	138.39	-3.5%	167	rank_exit	1.48 (β 0.67) · rank 0.93 → 0.82
WELL	2024-12-02	2025-02-03	133.58	132.23	-1.1%	41	rank_exit	1.57 (β 0.62) · rank 0.94 → 0.89
PM	2024-12-02	2025-02-03	124.41	122.39	-1.7%	41	rank_exit	1.52 (β 0.44) · rank 0.93 → 0.86
TRV	2024-12-02	2025-02-03	259.79	236.87	-8.9%	41	rank_exit	1.32 (β 0.51) · rank 0.91 → 0.80
MCK	2025-01-02	2025-02-03	569.27	590.35	3.6%	20	rank_exit	1.43 (β -0.03) · rank 0.92 → 0.83
WM	2025-01-02	2025-02-03	198.24	213.92	7.8%	20	rank_exit	1.38 (β 0.37) · rank 0.90 → 0.71
HIG	2024-05-01	2025-03-03	93.26	115.76	24.0%	208	rank_exit	1.70 (β 0.59) · rank 0.95 → 0.85
ALL	2024-05-01	2025-03-03	162.63	193.68	19.0%	208	rank_exit	1.62 (β 0.51) · rank 0.94 → 0.72
TT	2024-06-03	2025-03-03	325.29	352.17	8.2%	186	rank_exit	1.84 (β 0.84) · rank 0.96 → 0.86
ISRG	2024-12-02	2025-03-03	546.30	573.78	4.9%	60	rank_exit	1.65 (β 0.82) · rank 0.95 → 0.88
PKG	2025-01-02	2025-03-03	218.28	206.27	-5.6%	39	rank_exit	1.45 (β 0.86) · rank 0.92 → 0.73
TJX	2025-01-02	2025-03-03	119.11	122.14	2.4%	39	rank_exit	1.43 (β 0.65) · rank 0.91 → 0.87
CINF	2025-01-02	2025-03-03	139.07	143.21	2.9%	39	rank_exit	1.43 (β 0.77) · rank 0.91 → 0.71
KR	2025-01-02	2025-03-03	59.35	60.80	2.3%	39	rank_exit	1.37 (β 0.41) · rank 0.90 → 0.87
CMI	2025-01-02	2025-03-03	340.31	363.04	6.6%	39	rank_exit	1.34 (β 1.15) · rank 0.89 → 0.89
ANET	2025-02-03	2025-03-03	109.67	93.07	-15.2%	19	rank_exit	1.64 (β 1.52) · rank 0.94 → 0.83
BRK.B	2025-02-03	2025-03-03	461.30	516.22	11.8%	19	rank_exit	1.52 (β 0.72) · rank 0.92 → 0.81
AVGO	2025-02-03	2025-03-03	212.75	201.43	-5.4%	19	rank_exit	1.49 (β 1.44) · rank 0.92 → 0.81
HLT	2025-02-03	2025-03-03	251.03	264.08	5.1%	19	rank_exit	1.48 (β 0.97) · rank 0.92 → 0.82
ORCL	2025-02-03	2025-03-03	160.44	164.13	2.2%	19	rank_exit	1.42 (β 0.97) · rank 0.90 → 0.78
AJG	2025-02-03	2025-03-03	295.26	331.82	12.3%	19	rank_exit	1.40 (β 0.51) · rank 0.89 → 0.87
NVDA	2023-06-01	2025-04-01	38.41	108.37	181.9%	459	rank_exit	1.33 (β 1.97) · rank 0.92 → 0.76
MSI	2024-08-01	2025-04-01	391.53	430.37	9.8%	166	rank_exit	1.55 (β 0.64) · rank 0.92 → 0.89
AXP	2024-09-03	2025-04-01	250.35	261.40	4.3%	144	rank_exit	1.64 (β 1.00) · rank 0.94 → 0.85
WAB	2024-10-01	2025-04-01	179.98	178.97	-0.7%	124	rank_exit	1.40 (β 0.89) · rank 0.91 → 0.81
PEG	2024-11-01	2025-04-01	84.60	78.97	-6.7%	101	rank_exit	2.31 (β 0.60) · rank 0.99 → 0.86
GLW	2024-12-02	2025-04-01	47.82	44.76	-6.5%	81	rank_exit	1.44 (β 0.98) · rank 0.93 → 0.89
SYF	2024-12-02	2025-04-01	65.89	51.11	-22.5%	81	rank_exit	1.31 (β 1.43) · rank 0.91 → 0.79
OKE	2025-01-02	2025-04-01	92.87	91.15	-2.0%	60	rank_exit	1.93 (β 0.77) · rank 0.98 → 0.87
RL	2025-03-03	2025-04-01	267.62	218.73	-18.3%	21	rank_exit	1.55 (β 1.25) · rank 0.93 → 0.83
DVA	2025-03-03	2025-04-01	148.19	152.97	3.1%	21	rank_exit	1.43 (β 0.71) · rank 0.91 → 0.57
LYV	2025-03-03	2025-04-01	144.27	130.25	-9.8%	21	rank_exit	1.43 (β 1.15) · rank 0.91 → 0.88
AMP	2025-03-03	2025-04-01	530.46	474.19	-10.7%	21	rank_exit	1.39 (β 1.03) · rank 0.90 → 0.76
DAL	2025-03-03	2025-04-01	59.08	41.60	-29.6%	21	rank_exit	1.37 (β 1.28) · rank 0.90 → 0.73
C	2025-03-03	2025-04-01	77.21	67.93	-12.1%	21	rank_exit	1.34 (β 1.45) · rank 0.90 → 0.87
WFC	2025-03-03	2025-04-01	76.31	68.55	-10.3%	21	rank_exit	1.30 (β 1.26) · rank 0.89 → 0.83
GE	2023-05-01	2025-05-01	78.06	200.93	157.2%	502	rank_exit	1.72 (β 1.05) · rank 0.98 → 0.86
NRG	2024-02-01	2025-05-01	51.06	109.64	114.5%	312	rank_exit	1.69 (β 0.95) · rank 0.96 → 0.80
RCL	2024-12-02	2025-05-01	240.63	214.75	-10.8%	102	rank_exit	1.72 (β 1.31) · rank 0.96 → 0.85
JPM	2024-12-02	2025-05-01	240.96	237.14	-1.7%	102	rank_exit	1.63 (β 0.84) · rank 0.95 → 0.82
UAL	2024-12-02	2025-05-01	97.29	69.85	-28.3%	102	rank_exit	1.27 (β 1.68) · rank 0.90 → 0.78
TPR	2025-02-03	2025-05-01	70.16	69.42	-1.2%	61	rank_exit	1.57 (β 1.33) · rank 0.93 → 0.87
GRMN	2025-02-03	2025-05-01	206.86	182.08	-12.1%	61	rank_exit	1.42 (β 0.95) · rank 0.90 → 0.86
ALK	2025-03-03	2025-05-01	72.84	44.50	-39.0%	42	rank_exit	1.58 (β 1.21) · rank 0.94 → 0.63
MS	2025-03-03	2025-05-01	128.44	112.20	-12.7%	42	rank_exit	1.52 (β 1.37) · rank 0.93 → 0.82
FFIV	2025-03-03	2025-05-01	295.46	264.54	-10.6%	42	rank_exit	1.49 (β 1.05) · rank 0.92 → 0.88
NDAQ	2025-03-03	2025-05-01	81.44	74.75	-8.3%	42	rank_exit	1.45 (β 0.81) · rank 0.92 → 0.81
IP	2025-04-01	2025-05-01	49.91	42.06	-15.8%	21	rank_exit	1.58 (β 0.72) · rank 0.91 → 0.84
RTX	2024-09-03	2025-06-02	118.94	133.84	12.4%	186	rank_exit	1.30 (β 0.44) · rank 0.90 → 0.82
FISV	2024-10-01	2025-06-02	180.24	161.76	-10.3%	166	rank_exit	1.45 (β 0.75) · rank 0.92 → 0.70
GS	2024-12-02	2025-06-02	590.12	586.79	-0.7%	123	rank_exit	1.55 (β 1.27) · rank 0.94 → 0.87
SO	2025-04-01	2025-06-02	87.24	85.77	-1.8%	42	rank_exit	1.66 (β 0.44) · rank 0.93 → 0.87
LNT	2025-04-01	2025-06-02	61.10	59.56	-2.6%	42	rank_exit	1.55 (β 0.59) · rank 0.91 → 0.84
CSCO	2025-04-01	2025-06-02	59.38	61.09	2.8%	42	rank_exit	1.55 (β 0.81) · rank 0.91 → 0.87
DUK	2025-04-01	2025-06-02	115.84	112.07	-3.3%	42	rank_exit	1.47 (β 0.38) · rank 0.89 → 0.87
V	2025-05-01	2025-06-02	341.67	359.26	5.0%	21	rank_exit	1.54 (β 0.77) · rank 0.92 → 0.89
PAYX	2025-05-01	2025-06-02	138.12	149.34	8.0%	21	rank_exit	1.52 (β 0.87) · rank 0.91 → 0.85
CMS	2025-05-01	2025-06-02	70.22	67.20	-4.4%	21	rank_exit	1.45 (β 0.40) · rank 0.91 → 0.85
AEP	2025-05-01	2025-06-02	102.86	98.97	-3.9%	21	rank_exit	1.39 (β 0.31) · rank 0.90 → 0.83
TYL	2025-05-01	2025-06-02	542.41	570.52	5.1%	21	rank_exit	1.36 (β 0.75) · rank 0.89 → 0.65
ESS	2025-05-01	2025-06-02	266.07	268.33	0.7%	21	rank_exit	1.36 (β 0.92) · rank 0.89 → 0.65
COST	2024-02-01	2025-07-01	684.38	982.90	43.5%	353	rank_exit	1.78 (β 0.62) · rank 0.98 → 0.80
BRO	2024-09-03	2025-07-01	103.53	109.74	5.9%	206	rank_exit	1.73 (β 0.56) · rank 0.96 → 0.84
VTR	2025-04-01	2025-07-01	66.77	61.57	-7.9%	62	rank_exit	1.93 (β 0.65) · rank 0.95 → 0.86
AFL	2025-04-01	2025-07-01	107.89	102.49	-5.1%	62	rank_exit	1.69 (β 0.72) · rank 0.94 → 0.76
PNW	2025-04-01	2025-07-01	89.89	85.49	-5.0%	62	rank_exit	1.65 (β 0.65) · rank 0.93 → 0.81
PPL	2025-04-01	2025-07-01	34.65	32.87	-5.2%	62	rank_exit	1.61 (β 0.52) · rank 0.92 → 0.80
DGX	2025-04-01	2025-07-01	164.48	175.47	6.6%	62	rank_exit	1.49 (β 0.72) · rank 0.90 → 0.79
BRK.B	2025-05-01	2025-07-01	531.00	485.78	-8.6%	41	rank_exit	1.86 (β 0.78) · rank 0.95 → 0.87
XEL	2025-05-01	2025-07-01	68.02	66.33	-2.6%	41	rank_exit	1.71 (β 0.45) · rank 0.93 → 0.89
TJX	2025-06-02	2025-07-01	124.33	121.79	-2.1%	20	rank_exit	1.82 (β 0.58) · rank 0.95 → 0.89
TTWO	2025-06-02	2025-07-01	226.10	242.43	7.1%	20	rank_exit	1.73 (β 0.69) · rank 0.94 → 0.86
LYV	2025-06-02	2025-07-01	136.91	150.72	10.0%	20	rank_exit	1.54 (β 1.13) · rank 0.91 → 0.88
HIG	2025-06-02	2025-07-01	126.63	124.58	-1.7%	20	rank_exit	1.49 (β 0.83) · rank 0.90 → 0.89
CNP	2025-06-02	2025-07-01	36.05	35.51	-1.6%	20	rank_exit	1.49 (β 0.42) · rank 0.90 → 0.82
VRSK	2025-06-02	2025-07-01	309.43	308.54	-0.4%	20	rank_exit	1.45 (β 0.49) · rank 0.89 → 0.81
RSG	2024-02-01	2025-08-01	166.08	230.13	38.4%	375	rank_exit	1.29 (β 0.30) · rank 0.89 → 0.87
PGR	2024-06-03	2025-08-01	194.50	228.48	17.4%	291	rank_exit	1.56 (β 0.04) · rank 0.94 → 0.84
TMUS	2024-08-01	2025-08-01	176.05	235.99	33.9%	250	rank_exit	2.08 (β 0.38) · rank 0.98 → 0.86
MMM	2025-03-03	2025-08-01	151.24	143.18	-5.4%	105	rank_exit	1.86 (β 1.08) · rank 0.97 → 0.85
AJG	2025-04-01	2025-08-01	340.55	281.83	-17.3%	84	rank_exit	1.83 (β 0.57) · rank 0.94 → 0.80
ORLY	2025-06-02	2025-08-01	90.48	99.10	9.4%	42	rank_exit	1.64 (β 0.46) · rank 0.92 → 0.87
BKNG	2025-06-02	2025-08-01	217.78	217.34	-0.3%	42	rank_exit	1.59 (β 1.06) · rank 0.91 → 0.86
RL	2025-07-01	2025-08-01	270.52	289.09	6.8%	22	rank_exit	1.51 (β 1.51) · rank 0.92 → 0.87
MA	2025-07-01	2025-08-01	555.11	560.37	0.8%	22	rank_exit	1.50 (β 0.88) · rank 0.92 → 0.84
AON	2025-07-01	2025-08-01	354.64	354.93	-0.0%	22	rank_exit	1.35 (β 0.54) · rank 0.90 → 0.78
FTNT	2025-07-01	2025-08-01	105.36	99.38	-5.8%	22	rank_exit	1.34 (β 0.99) · rank 0.89 → 0.89
KMI	2024-11-01	2025-09-02	22.87	25.70	12.2%	206	rank_exit	1.51 (β 0.67) · rank 0.92 → 0.88
MO	2025-01-02	2025-09-02	47.44	63.11	32.9%	165	rank_exit	1.73 (β 0.36) · rank 0.95 → 0.88
ATO	2025-04-01	2025-09-02	149.32	161.98	8.4%	105	rank_exit	1.84 (β 0.63) · rank 0.94 → 0.89
ADP	2025-05-01	2025-09-02	289.67	293.48	1.2%	84	rank_exit	1.59 (β 0.71) · rank 0.93 → 0.83
ICE	2025-05-01	2025-09-02	163.70	173.34	5.8%	84	rank_exit	1.50 (β 0.63) · rank 0.91 → 0.82
IBM	2025-06-02	2025-09-02	249.63	234.80	-6.0%	63	rank_exit	1.73 (β 0.81) · rank 0.94 → 0.83
WRB	2025-06-02	2025-09-02	71.56	69.84	-2.5%	63	rank_exit	1.68 (β 0.51) · rank 0.93 → 0.86
DRI	2025-07-01	2025-09-02	209.50	199.41	-4.9%	43	rank_exit	1.53 (β 0.89) · rank 0.92 → 0.87
KR	2025-08-01	2025-09-02	68.59	66.63	-3.0%	21	rank_exit	1.57 (β 0.07) · rank 0.94 → 0.85
CBOE	2025-08-01	2025-09-02	240.36	235.58	-2.1%	21	rank_exit	1.53 (β -0.10) · rank 0.93 → 0.89
CBRE	2025-08-01	2025-09-02	154.86	159.28	2.8%	21	rank_exit	1.46 (β 1.16) · rank 0.92 → 0.86
LUMN	2025-08-01	2025-09-02	4.02	4.82	19.8%	21	rank_exit	1.44 (β 2.22) · rank 0.92 → 0.82
COF	2025-08-01	2025-09-02	207.77	219.98	5.8%	21	rank_exit	1.37 (β 1.62) · rank 0.91 → 0.85
TTWO	2025-08-01	2025-09-02	222.82	231.16	3.6%	21	rank_exit	1.29 (β 0.63) · rank 0.89 → 0.87
BSX	2024-06-03	2025-10-01	75.36	97.95	29.8%	333	rank_exit	1.35 (β 0.36) · rank 0.89 → 0.87
WMT	2024-07-01	2025-10-01	66.48	101.70	52.8%	314	rank_exit	1.51 (β 0.26) · rank 0.94 → 0.82
WMB	2024-11-01	2025-10-01	49.78	61.74	23.9%	227	rank_exit	1.39 (β 0.63) · rank 0.90 → 0.85
AEE	2025-03-03	2025-10-01	97.25	101.89	4.7%	147	rank_exit	1.44 (β 0.57) · rank 0.91 → 0.88
WEC	2025-04-01	2025-10-01	103.33	110.60	6.9%	126	rank_exit	1.84 (β 0.48) · rank 0.94 → 0.84
GL	2025-06-02	2025-10-01	119.88	140.93	17.4%	84	rank_exit	2.18 (β 1.03) · rank 0.98 → 0.87
V	2025-07-01	2025-10-01	350.40	337.61	-3.7%	64	rank_exit	1.56 (β 0.85) · rank 0.93 → 0.88
NRG	2025-07-01	2025-10-01	157.89	159.71	1.1%	64	rank_exit	1.39 (β 1.56) · rank 0.91 → 0.86
RTX	2025-08-01	2025-10-01	153.33	163.44	6.5%	42	rank_exit	1.44 (β 0.59) · rank 0.92 → 0.87
ORCL	2025-09-02	2025-10-01	219.50	275.66	25.5%	21	rank_exit	1.61 (β 1.28) · rank 0.94 → 0.88
TRMB	2025-09-02	2025-10-01	79.64	81.06	1.7%	21	rank_exit	1.60 (β 1.46) · rank 0.94 → 0.88
FTNT	2025-09-02	2025-10-01	75.24	83.92	11.4%	21	rank_exit	1.39 (β 0.96) · rank 0.90 → 0.46
T	2024-09-03	2025-11-03	18.18	23.78	30.7%	293	rank_exit	1.60 (β 0.41) · rank 0.94 → 0.88
PM	2025-03-03	2025-11-03	147.00	139.79	-5.0%	170	rank_exit	1.64 (β 0.40) · rank 0.94 → 0.86
GILD	2025-04-01	2025-11-03	108.39	117.59	8.4%	149	rank_exit	1.95 (β 0.52) · rank 0.96 → 0.87
NDAQ	2025-07-01	2025-11-03	88.13	84.57	-4.1%	87	rank_exit	1.58 (β 0.97) · rank 0.93 → 0.75
EBAY	2025-09-02	2025-11-03	88.56	79.89	-9.9%	44	rank_exit	1.62 (β 0.61) · rank 0.95 → 0.83
BKNG	2025-09-02	2025-11-03	221.22	201.19	-9.1%	44	rank_exit	1.46 (β 1.02) · rank 0.92 → 0.81
CCL	2025-09-02	2025-11-03	30.21	28.35	-6.3%	44	rank_exit	1.39 (β 1.90) · rank 0.90 → 0.88
UAL	2025-10-01	2025-11-03	95.99	94.00	-2.2%	23	rank_exit	1.92 (β 2.22) · rank 0.99 → 0.84
COF	2025-10-01	2025-11-03	210.05	216.62	3.0%	23	rank_exit	1.44 (β 1.64) · rank 0.93 → 0.86
SYF	2025-10-01	2025-11-03	69.93	72.81	4.0%	23	rank_exit	1.37 (β 1.84) · rank 0.91 → 0.85
WYNN	2025-10-01	2025-11-03	127.18	119.97	-5.8%	23	rank_exit	1.29 (β 1.34) · rank 0.89 → 0.78
CTVA	2025-10-01	2025-11-03	66.42	60.51	-9.0%	23	rank_exit	1.27 (β 0.86) · rank 0.89 → 0.59
NFLX	2024-11-01	2025-12-01	75.35	106.51	41.2%	269	rank_exit	1.44 (β 0.45) · rank 0.91 → 0.88
NI	2025-01-02	2025-12-01	35.27	43.02	21.9%	228	rank_exit	1.67 (β 0.60) · rank 0.94 → 0.89
VRSN	2025-05-01	2025-12-01	277.68	248.75	-10.5%	147	rank_exit	1.64 (β 0.72) · rank 0.93 → 0.86
CME	2025-05-01	2025-12-01	263.75	272.53	3.2%	147	rank_exit	1.58 (β 0.05) · rank 0.93 → 0.87
FFIV	2025-07-01	2025-12-01	294.32	236.99	-19.6%	106	rank_exit	1.88 (β 1.04) · rank 0.97 → 0.71
RCL	2025-07-01	2025-12-01	304.79	258.88	-15.1%	106	rank_exit	1.56 (β 1.64) · rank 0.93 → 0.83
LYV	2025-08-01	2025-12-01	146.03	130.78	-10.5%	84	rank_exit	1.70 (β 1.03) · rank 0.96 → 0.80
NTRS	2025-08-01	2025-12-01	124.90	127.89	2.3%	84	rank_exit	1.68 (β 1.23) · rank 0.96 → 0.86
SCHW	2025-09-02	2025-12-01	94.15	91.13	-3.3%	63	rank_exit	1.68 (β 0.90) · rank 0.96 → 0.89
RJF	2025-09-02	2025-12-01	165.48	153.96	-7.1%	63	rank_exit	1.61 (β 1.15) · rank 0.94 → 0.62
ORLY	2025-09-02	2025-12-01	103.75	101.31	-2.4%	63	rank_exit	1.41 (β 0.37) · rank 0.91 → 0.80
FAST	2025-10-01	2025-12-01	47.63	39.38	-17.4%	42	rank_exit	1.77 (β 0.89) · rank 0.98 → 0.64
WFC	2025-10-01	2025-12-01	81.33	84.44	3.7%	42	rank_exit	1.40 (β 1.20) · rank 0.91 → 0.89
AZO	2025-10-01	2025-12-01	4267.32	3949.99	-7.5%	42	rank_exit	1.31 (β 0.36) · rank 0.90 → 0.78
WMB	2025-11-03	2025-12-01	56.92	59.34	4.2%	19	rank_exit	1.49 (β 0.62) · rank 0.94 → 0.67
WRB	2025-11-03	2025-12-01	69.47	75.60	8.7%	19	rank_exit	1.44 (β 0.51) · rank 0.93 → 0.85
TDY	2025-11-03	2025-12-01	521.56	496.89	-4.8%	19	rank_exit	1.36 (β 0.86) · rank 0.91 → 0.63
L	2025-11-03	2025-12-01	100.94	107.59	6.5%	19	rank_exit	1.36 (β 0.80) · rank 0.91 → 0.87
FOX	2025-01-02	2026-01-02	45.33	64.60	42.4%	250	rank_exit	1.58 (β 0.73) · rank 0.94 → 0.87
ETR	2025-01-02	2026-01-02	72.86	90.92	24.7%	250	rank_exit	1.39 (β 0.48) · rank 0.90 → 0.88
STT	2025-07-01	2026-01-02	102.63	127.10	23.7%	128	rank_exit	1.34 (β 1.23) · rank 0.89 → 0.85
ATO	2025-10-01	2026-01-02	167.28	164.30	-1.9%	64	rank_exit	1.63 (β 0.38) · rank 0.96 → 0.86
MO	2025-10-01	2026-01-02	62.96	55.87	-11.3%	64	rank_exit	1.58 (β 0.10) · rank 0.95 → 0.72
TTWO	2025-11-03	2026-01-02	257.75	257.71	-0.1%	41	rank_exit	1.76 (β 0.58) · rank 0.98 → 0.84
NRG	2025-11-03	2026-01-02	171.90	160.02	-7.0%	41	rank_exit	1.27 (β 1.44) · rank 0.89 → 0.85
EBAY	2025-12-01	2026-01-02	81.22	86.47	6.4%	22	rank_exit	1.49 (β 0.61) · rank 0.94 → 0.81
IBM	2025-12-01	2026-01-02	300.39	291.62	-3.0%	22	rank_exit	1.41 (β 0.80) · rank 0.93 → 0.88
CVS	2025-12-01	2026-01-02	78.14	77.47	-1.0%	22	rank_exit	1.26 (β 0.49) · rank 0.91 → 0.89
AXP	2025-12-01	2026-01-02	360.92	367.33	1.7%	22	rank_exit	1.26 (β 1.47) · rank 0.91 → 0.78
WEC	2025-12-01	2026-01-02	108.82	103.00	-5.4%	22	rank_exit	1.24 (β 0.32) · rank 0.91 → 0.79
XEL	2025-12-01	2026-01-02	79.88	72.73	-9.0%	22	rank_exit	1.21 (β 0.40) · rank 0.90 → 0.77
MMM	2025-12-01	2026-01-02	168.31	157.87	-6.3%	22	rank_exit	1.18 (β 1.26) · rank 0.90 → 0.89
CMI	2025-12-01	2026-01-02	489.91	505.27	3.0%	22	rank_exit	1.18 (β 1.26) · rank 0.89 → 0.89
CSCO	2025-07-01	2026-02-02	67.57	77.41	14.5%	148	rank_exit	1.83 (β 0.93) · rank 0.96 → 0.87
AVGO	2025-11-03	2026-02-02	369.93	324.91	-12.3%	61	rank_exit	1.34 (β 1.36) · rank 0.91 → 0.75
SEDG	2025-12-01	2026-02-02	35.32	30.99	-12.3%	42	rank_exit	1.22 (β 2.25) · rank 0.90 → 0.84
GILD	2025-12-01	2026-02-02	123.55	139.34	12.7%	42	rank_exit	1.21 (β 0.58) · rank 0.90 → 0.86
IDXX	2026-01-02	2026-02-02	676.53	657.01	-3.0%	20	rank_exit	1.48 (β 1.10) · rank 0.95 → 0.88
APTV	2026-01-02	2026-02-02	76.83	74.61	-3.0%	20	rank_exit	1.43 (β 1.40) · rank 0.94 → 0.74
VRSN	2026-01-02	2026-02-02	240.83	241.75	0.3%	20	rank_exit	1.39 (β 0.51) · rank 0.93 → 0.79
L	2026-01-02	2026-02-02	104.82	105.40	0.5%	20	rank_exit	1.35 (β 0.73) · rank 0.92 → 0.86
IVZ	2026-01-02	2026-02-02	25.84	26.56	2.7%	20	rank_exit	1.32 (β 1.63) · rank 0.91 → 0.89
CME	2026-01-02	2026-02-02	264.52	281.25	6.2%	20	rank_exit	1.30 (β -0.00) · rank 0.90 → 0.87
ULTA	2026-01-02	2026-02-02	606.12	647.04	6.6%	20	rank_exit	1.29 (β 1.05) · rank 0.90 → 0.77
ROK	2026-01-02	2026-02-02	388.25	415.99	7.0%	20	rank_exit	1.27 (β 1.25) · rank 0.89 → 0.83
FOXA	2025-01-02	2026-03-02	48.16	55.55	15.2%	289	rank_exit	1.47 (β 0.76) · rank 0.92 → 0.87
JPM	2025-07-01	2026-03-02	284.06	291.99	2.7%	167	rank_exit	1.37 (β 1.09) · rank 0.90 → 0.64
MS	2025-08-01	2026-03-02	136.18	160.88	18.0%	145	rank_exit	1.34 (β 1.45) · rank 0.90 → 0.84
RL	2025-09-02	2026-03-02	290.12	352.42	21.4%	124	rank_exit	1.73 (β 1.48) · rank 0.97 → 0.80
TJX	2025-12-01	2026-03-02	150.11	159.19	5.9%	61	rank_exit	1.40 (β 0.55) · rank 0.92 → 0.81
AEP	2025-12-01	2026-03-02	120.35	131.86	9.5%	61	rank_exit	1.29 (β 0.17) · rank 0.91 → 0.84
DLTR	2025-12-01	2026-03-02	110.10	124.36	12.8%	61	rank_exit	1.17 (β 0.81) · rank 0.89 → 0.89
VTR	2026-01-02	2026-03-02	76.43	85.52	11.8%	39	rank_exit	1.32 (β 0.43) · rank 0.91 → 0.85
CVS	2026-02-02	2026-03-02	73.26	78.71	7.3%	19	rank_exit	2.04 (β 0.41) · rank 0.98 → 0.85
CFG	2026-02-02	2026-03-02	61.73	58.35	-5.6%	19	rank_exit	1.32 (β 1.43) · rank 0.93 → 0.88
ATO	2026-02-02	2026-03-02	163.49	184.63	12.8%	19	rank_exit	1.22 (β 0.32) · rank 0.90 → 0.85
STT	2026-02-02	2026-03-02	128.91	124.25	-3.7%	19	rank_exit	1.20 (β 1.23) · rank 0.89 → 0.83
GS	2025-08-01	2026-04-01	696.49	856.18	22.8%	167	rank_exit	1.70 (β 1.48) · rank 0.96 → 0.80
C	2025-09-02	2026-04-01	93.05	114.34	22.8%	146	rank_exit	1.61 (β 1.42) · rank 0.94 → 0.81
TEL	2025-11-03	2026-04-01	245.90	206.29	-16.2%	102	rank_exit	1.74 (β 1.21) · rank 0.97 → 0.75
PM	2026-02-02	2026-04-01	177.79	160.17	-10.0%	41	rank_exit	1.28 (β 0.14) · rank 0.91 → 0.80
GM	2026-02-02	2026-04-01	83.87	75.04	-10.6%	41	rank_exit	1.27 (β 1.07) · rank 0.91 → 0.89
HAS	2026-02-02	2026-04-01	87.32	90.18	3.2%	41	rank_exit	1.23 (β 1.31) · rank 0.90 → 0.86
GILD	2026-03-02	2026-04-01	146.07	138.78	-5.1%	22	rank_exit	1.44 (β 0.53) · rank 0.94 → 0.83
INTC	2026-03-02	2026-04-01	44.20	45.00	1.7%	22	rank_exit	1.44 (β 1.59) · rank 0.94 → 0.82
ALB	2026-03-02	2026-04-01	172.65	182.25	5.5%	22	rank_exit	1.34 (β 1.86) · rank 0.91 → 0.89
AMD	2026-03-02	2026-04-01	193.85	207.59	7.0%	22	rank_exit	1.33 (β 1.67) · rank 0.91 → 0.82
IVZ	2026-03-02	2026-04-01	25.13	24.15	-4.0%	22	rank_exit	1.32 (β 1.64) · rank 0.91 → 0.82
ROK	2026-03-02	2026-04-01	397.25	361.10	-9.2%	22	rank_exit	1.31 (β 1.29) · rank 0.91 → 0.83
SEDG	2026-03-02	2026-04-01	35.50	51.97	46.2%	22	rank_exit	1.28 (β 2.46) · rank 0.90 → 0.84
MPWR	2026-03-02	2026-04-01	1104.18	1099.07	-0.6%	22	rank_exit	1.25 (β 2.14) · rank 0.89 → 0.81
WELL	2025-03-03	2026-05-01	149.90	215.81	43.8%	293	rank_exit	1.87 (β 0.57) · rank 0.97 → 0.87
EVRG	2025-04-01	2026-05-01	65.15	81.48	24.9%	272	rank_exit	2.02 (β 0.52) · rank 0.96 → 0.88
GE	2025-07-01	2026-05-01	254.09	288.69	13.5%	210	rank_exit	1.39 (β 1.24) · rank 0.91 → 0.80
CNP	2025-09-02	2026-05-01	36.81	43.12	17.0%	167	rank_exit	1.49 (β 0.34) · rank 0.93 → 0.84
MCK	2025-11-03	2026-05-01	811.15	819.34	0.9%	123	rank_exit	1.73 (β 0.28) · rank 0.97 → 0.81
HCA	2026-01-02	2026-05-01	464.18	434.46	-6.5%	82	rank_exit	1.86 (β 0.52) · rank 0.97 → 0.87
DG	2026-01-02	2026-05-01	130.93	115.94	-11.5%	82	rank_exit	1.45 (β 0.19) · rank 0.94 → 0.86
MNST	2026-01-02	2026-05-01	76.67	77.32	0.7%	82	rank_exit	1.43 (β 0.48) · rank 0.94 → 0.76
CBOE	2026-02-02	2026-05-01	266.59	313.71	17.6%	62	rank_exit	1.32 (β -0.01) · rank 0.92 → 0.88
GD	2026-02-02	2026-05-01	346.15	343.97	-0.7%	62	rank_exit	1.21 (β 0.70) · rank 0.90 → 0.83
NOC	2026-03-02	2026-05-01	741.74	576.21	-22.4%	43	rank_exit	1.26 (β 0.26) · rank 0.89 → 0.86
LMT	2026-04-01	2026-05-01	604.86	514.58	-15.0%	21	rank_exit	1.61 (β 0.27) · rank 0.94 → 0.89
CME	2026-04-01	2026-05-01	294.21	287.85	-2.3%	21	rank_exit	1.59 (β 0.00) · rank 0.93 → 0.81
ULTA	2026-04-01	2026-05-01	526.86	540.00	2.4%	21	rank_exit	1.47 (β 1.03) · rank 0.92 → 0.77
MO	2026-04-01	2026-05-01	64.40	72.16	11.9%	21	rank_exit	1.39 (β 0.07) · rank 0.91 → 0.82
AEP	2026-04-01	2026-05-01	128.77	134.86	4.6%	21	rank_exit	1.37 (β 0.16) · rank 0.91 → 0.89
ATO	2026-04-01	2026-05-01	181.47	186.39	2.6%	21	rank_exit	1.36 (β 0.30) · rank 0.91 → 0.87
IPGP	2026-04-01	2026-05-01	116.66	118.18	1.2%	21	rank_exit	1.32 (β 1.64) · rank 0.90 → 0.81
EIX	2026-04-01	2026-05-01	71.48	68.69	-4.0%	21	rank_exit	1.26 (β 0.81) · rank 0.89 → 0.78
PH	2026-04-01	2026-05-01	903.47	902.40	-0.2%	21	rank_exit	1.26 (β 1.37) · rank 0.89 → 0.87
HWM	2024-03-01	2026-06-01	66.22	253.50	282.4%	563	rank_exit	1.46 (β 0.96) · rank 0.90 → 0.87
CAH	2025-06-02	2026-06-01	152.16	194.94	28.0%	250	rank_exit	1.80 (β 0.54) · rank 0.95 → 0.86
RTX	2025-11-03	2026-06-01	175.88	176.85	0.5%	143	rank_exit	1.36 (β 0.59) · rank 0.92 → 0.85
HII	2026-01-02	2026-06-01	337.55	304.50	-9.9%	102	rank_exit	1.51 (β 0.73) · rank 0.95 → 0.86
FE	2026-04-01	2026-06-01	49.47	45.66	-7.8%	41	rank_exit	1.75 (β 0.20) · rank 0.96 → 0.81
TJX	2026-05-01	2026-06-01	156.10	152.90	-2.2%	20	rank_exit	1.47 (β 0.47) · rank 0.94 → 0.76
MPC	2026-05-01	2026-06-01	246.38	251.99	2.2%	20	rank_exit	1.46 (β 1.11) · rank 0.93 → 0.89
SRE	2026-05-01	2026-06-01	94.52	87.59	-7.4%	20	rank_exit	1.46 (β 0.72) · rank 0.93 → 0.68
XOM	2026-05-01	2026-06-01	150.61	146.07	-3.1%	20	rank_exit	1.42 (β 0.60) · rank 0.93 → 0.87
ETR	2026-05-01	2026-06-01	116.38	106.91	-8.2%	20	rank_exit	1.39 (β 0.48) · rank 0.92 → 0.89
SEDG	2026-05-01	2026-06-01	43.03	73.45	70.5%	20	rank_exit	1.39 (β 2.36) · rank 0.92 → 0.88
CF	2026-05-01	2026-06-01	122.81	114.07	-7.2%	20	rank_exit	1.38 (β 0.29) · rank 0.92 → 0.86
HAS	2026-05-01	2026-06-01	94.62	84.00	-11.3%	20	rank_exit	1.36 (β 1.35) · rank 0.91 → 0.85
GS	2026-05-01	2026-06-01	912.38	1015.33	11.2%	20	rank_exit	1.36 (β 1.32) · rank 0.91 → 0.87
WMT	2026-05-01	2026-06-01	131.35	114.46	-13.0%	20	rank_exit	1.30 (β 0.54) · rank 0.91 → 0.81
GM	2026-05-01	2026-06-01	76.95	83.25	8.1%	20	rank_exit	1.25 (β 1.01) · rank 0.89 → 0.84
TPR	2025-06-02	2026-07-01	77.31	145.38	87.9%	271	rank_exit	1.70 (β 1.31) · rank 0.93 → 0.87
JCI	2025-07-01	2026-07-01	104.61	144.25	37.8%	251	rank_exit	1.37 (β 1.31) · rank 0.90 → 0.67
APH	2025-09-02	2026-07-01	106.17	174.14	63.9%	208	rank_exit	1.66 (β 1.19) · rank 0.96 → 0.85
LHX	2026-02-02	2026-07-01	335.47	293.99	-12.5%	103	rank_exit	1.49 (β 0.52) · rank 0.94 → 0.82
CFG	2026-05-01	2026-07-01	64.33	69.13	7.4%	41	rank_exit	1.46 (β 1.46) · rank 0.93 → 0.89
CSX	2026-05-01	2026-07-01	45.34	47.87	5.5%	41	rank_exit	1.39 (β 0.89) · rank 0.92 → 0.87
INCY	2026-05-01	2026-07-01	95.26	114.70	20.3%	41	rank_exit	1.26 (β 0.83) · rank 0.89 → 0.84
NTRS	2026-06-01	2026-07-01	163.53	173.84	6.2%	21	rank_exit	1.65 (β 1.11) · rank 0.94 → 0.87
BEN	2026-06-01	2026-07-01	30.32	33.96	11.9%	21	rank_exit	1.30 (β 1.38) · rank 0.90 → 0.83
NEM	2025-11-03	2026-08-03	80.12	93.45	16.5%	186	rank_exit	1.44 (β 0.50) · rank 0.93 → 0.86
ALB	2026-05-01	2026-08-03	197.46	116.20	-41.2%	63	rank_exit	1.49 (β 1.91) · rank 0.94 → 0.87
APA	2026-05-01	2026-08-03	40.05	36.50	-9.0%	63	rank_exit	1.29 (β 1.67) · rank 0.90 → 0.86
IVZ	2026-05-01	2026-08-03	25.91	29.47	13.6%	63	rank_exit	1.28 (β 1.70) · rank 0.90 → 0.88
CBOE	2026-06-01	2026-08-03	328.54	302.53	-8.0%	43	rank_exit	1.87 (β -0.10) · rank 0.97 → 0.64
ADI	2026-06-01	2026-08-03	403.15	363.00	-10.0%	43	rank_exit	1.62 (β 1.45) · rank 0.94 → 0.82
BKR	2026-06-01	2026-08-03	63.38	59.80	-5.7%	43	rank_exit	1.51 (β 0.85) · rank 0.93 → 0.76
MPWR	2026-06-01	2026-08-03	1533.74	1417.78	-7.7%	43	rank_exit	1.48 (β 1.84) · rank 0.93 → 0.78
HAL	2026-06-01	2026-08-03	39.17	31.75	-19.0%	43	rank_exit	1.39 (β 0.83) · rank 0.91 → 0.86
GNRC	2026-06-01	2026-08-03	272.18	195.27	-28.3%	43	rank_exit	1.29 (β 1.61) · rank 0.89 → 0.84
SEDG	2026-07-01	2026-08-03	57.49	40.75	-29.2%	22	rank_exit	1.59 (β 2.36) · rank 0.94 → 0.88
GS	2026-07-01	2026-08-03	1010.00	1025.00	1.4%	22	rank_exit	1.39 (β 1.26) · rank 0.92 → 0.77
MS	2026-07-01	2026-08-03	207.82	211.46	1.7%	22	rank_exit	1.36 (β 1.11) · rank 0.91 → 0.86
F	2026-07-01	2026-08-03	13.70	14.75	7.5%	22	rank_exit	1.30 (β 1.41) · rank 0.90 → 0.62
GM	2026-07-01	2026-08-03	76.99	89.51	16.1%	22	rank_exit	1.28 (β 1.31) · rank 0.89 → 0.83
GLW	2025-09-02	2026-08-26	66.55	152.78	129.4%	247	open	1.34 (β 1.11) · rank 0.89 → —
STX	2025-10-01	2026-08-26	233.15	846.37	262.6%	226	open	1.45 (β 1.39) · rank 0.93 → —
WDC	2025-10-01	2026-08-26	118.00	468.88	297.0%	226	open	1.30 (β 1.59) · rank 0.90 → —
LRCX	2025-11-03	2026-08-26	159.42	312.88	96.1%	203	open	1.47 (β 1.69) · rank 0.93 → —
KLAC	2025-12-01	2026-08-26	116.07	183.83	58.2%	184	open	1.73 (β 1.52) · rank 0.97 → —
CAT	2025-12-01	2026-08-26	566.95	821.93	44.8%	184	open	1.65 (β 1.22) · rank 0.96 → —
GOOGL	2025-12-01	2026-08-26	317.08	342.00	7.8%	184	open	1.63 (β 0.79) · rank 0.96 → —
GOOG	2025-12-01	2026-08-26	316.85	339.10	6.9%	184	open	1.63 (β 0.80) · rank 0.96 → —
MU	2025-12-01	2026-08-26	232.06	938.40	304.0%	184	open	1.52 (β 1.95) · rank 0.94 → —
JNJ	2026-01-02	2026-08-26	203.55	270.00	32.5%	162	open	1.76 (β 0.26) · rank 0.96 → —
CHRW	2026-01-02	2026-08-26	160.27	151.73	-5.4%	162	open	1.30 (β 0.80) · rank 0.90 → —
BWA	2026-02-02	2026-08-26	47.04	64.69	37.4%	142	open	1.35 (β 1.16) · rank 0.93 → —
CMI	2026-02-02	2026-08-26	571.96	578.14	1.0%	142	open	1.34 (β 1.27) · rank 0.93 → —
AMAT	2026-03-02	2026-08-26	365.73	479.76	31.0%	123	open	1.55 (β 1.51) · rank 0.96 → —
PWR	2026-03-02	2026-08-26	556.55	616.73	10.7%	123	open	1.43 (β 0.95) · rank 0.94 → —
TER	2026-03-02	2026-08-26	310.38	363.10	16.9%	123	open	1.38 (β 1.76) · rank 0.93 → —
KEYS	2026-04-01	2026-08-26	286.75	321.87	12.1%	101	open	1.69 (β 1.42) · rank 0.94 → —
VTRS	2026-04-01	2026-08-26	13.40	16.85	25.6%	101	open	1.45 (β 1.06) · rank 0.92 → —
ADM	2026-04-01	2026-08-26	72.38	80.09	10.5%	101	open	1.38 (β 0.65) · rank 0.91 → —
ROST	2026-04-01	2026-08-26	217.31	236.27	8.6%	101	open	1.33 (β 0.77) · rank 0.90 → —
VLO	2026-05-01	2026-08-26	248.26	348.03	40.0%	80	open	1.65 (β 1.11) · rank 0.96 → —
C	2026-05-01	2026-08-26	127.39	133.56	4.7%	80	open	1.56 (β 1.30) · rank 0.95 → —
STT	2026-05-01	2026-08-26	152.50	193.62	26.8%	80	open	1.28 (β 1.21) · rank 0.90 → —
INTC	2026-06-01	2026-08-26	109.43	88.24	-19.4%	60	open	2.11 (β 1.64) · rank 0.98 → —
FDX	2026-06-01	2026-08-26	323.79	335.99	3.7%	60	open	1.91 (β 1.32) · rank 0.97 → —
AMD	2026-06-01	2026-08-26	500.16	480.93	-3.9%	60	open	1.77 (β 0.99) · rank 0.96 → —
NUE	2026-06-01	2026-08-26	246.97	252.80	2.3%	60	open	1.48 (β 1.12) · rank 0.93 → —
WELL	2026-06-01	2026-08-26	204.26	241.56	18.1%	60	open	1.45 (β 0.16) · rank 0.92 → —
CSCO	2026-06-01	2026-08-26	119.35	112.36	-6.0%	60	open	1.35 (β 0.71) · rank 0.91 → —
AEP	2026-06-01	2026-08-26	124.72	123.36	-1.2%	60	open	1.32 (β 0.10) · rank 0.90 → —
JBHT	2026-06-01	2026-08-26	272.66	263.64	-3.4%	60	open	1.32 (β 1.52) · rank 0.90 → —
HPE	2026-07-01	2026-08-26	44.43	55.23	24.2%	39	open	1.84 (β 1.59) · rank 0.96 → —
MRK	2026-07-01	2026-08-26	128.01	153.10	19.5%	39	open	1.56 (β 0.90) · rank 0.93 → —
EVRG	2026-07-01	2026-08-26	84.77	82.23	-3.1%	39	open	1.35 (β 0.30) · rank 0.91 → —
VTR	2026-07-01	2026-08-26	89.03	93.50	4.9%	39	open	1.34 (β 0.05) · rank 0.91 → —
HST	2026-08-03	2026-08-26	25.13	22.43	-10.8%	17	open	1.55 (β 1.26) · rank 0.95 → —
MNST	2026-08-03	2026-08-26	97.35	47.81	-50.9%	17	open	1.50 (β 0.36) · rank 0.94 → —
CFG	2026-08-03	2026-08-26	71.67	70.49	-1.7%	17	open	1.43 (β 1.49) · rank 0.93 → —
CVS	2026-08-03	2026-08-26	105.36	94.32	-10.6%	17	open	1.38 (β 0.38) · rank 0.93 → —
MRNA	2026-08-03	2026-08-26	54.92	149.66	172.2%	17	open	1.35 (β 2.22) · rank 0.92 → —
ETR	2026-08-03	2026-08-26	106.36	107.23	0.7%	17	open	1.35 (β 0.43) · rank 0.92 → —
CSX	2026-08-03	2026-08-26	50.63	51.76	2.1%	17	open	1.35 (β 0.91) · rank 0.92 → —
EIX	2026-08-03	2026-08-26	73.78	74.51	0.9%	17	open	1.31 (β 0.72) · rank 0.91 → —
INCY	2026-08-03	2026-08-26	120.22	128.12	6.5%	17	open	1.30 (β 0.88) · rank 0.91 → —
LNT	2026-08-03	2026-08-26	70.71	68.92	-2.6%	17	open	1.29 (β 0.33) · rank 0.91 → —
SPG	2026-08-03	2026-08-26	230.28	217.11	-5.8%	17	open	1.29 (β 0.86) · rank 0.90 → —
BIIB	2026-08-03	2026-08-26	203.34	221.07	8.6%	17	open	1.24 (β 0.86) · rank 0.90 → —
GL	2026-08-03	2026-08-26	181.29	175.55	-3.3%	17	open	1.23 (β 0.65) · rank 0.90 → —
MO	2026-08-03	2026-08-26	68.38	69.12	1.0%	17	open	1.22 (β -0.02) · rank 0.89 → —
MPC	2026-08-03	2026-08-26	310.27	362.27	16.6%	17	open	1.16 (β 0.36) · rank 0.89 → —

Files: trades_residual_momentum_usp500_k50.csv, equity_residual_momentum_usp500_k50.csv, yearly_residual_momentum_usp500_k50.csv, monthly_residual_momentum_usp500_k50.csv, summary_residual_momentum_usp500_k50.json.