exp_002

Mean-Reversion Oversold Quality (v1)

Reports Experiments V2 Logs
← All V2 experiments
Relative return
0.852x
Excess vs bench
-14.85%
Benchmark
CAPW_UNIV
Rolling windows
179 · monthly
Mean strategy gain
-2.99%
Mean benchmark gain
14.08%
Mean excess gain
-17.07%
Dispersion (ref)
15.01%
Win-rate vs bench (ref)
13.41%
Worst / best ratio (ref)
0.610x / 1.207x
Logic variants
1
Updated
Jul 18, 2026
Anchored windows (reference — strategy vs benchmark)
Kept from V1 for continuity; the objective ranks on the full rolling set, not these four.
WindowStrategyBenchmarkRatio
2006-07-03 … 2011-06-30 9.89% 2.22% 1.075x
2011-07-01 … 2016-06-30 -15.33% 13.74% 0.744x
2016-07-01 … 2021-06-30 12.45% 20.63% 0.932x
2021-07-01 … 2026-06-26 -18.85% 15.48% 0.703x
All rolling windows — the objective set (equal-weighted mean ratio)
Strategy Benchmark (CAPW_UNIV) Excess
2006200720082009201020112012201320142015201620172018201920202021 -40%-20%0%20%40%60%
rolling 5y windows, monthly step — 179 windows · mean ratio 0.852x · beat benchmark in 24/179
#WindowStrategyBenchmarkRatio
1 2006-07-31 … 2011-07-29 6.52% 1.79% 1.047x
2 2006-08-31 … 2011-08-31 0.49% 0.21% 1.003x
3 2006-09-29 … 2011-08-31 0.21% -0.14% 1.003x
4 2006-10-31 … 2011-10-31 0.25% 0.23% 1.000x
5 2006-11-30 … 2011-11-30 -5.25% -0.05% 0.948x
6 2006-12-29 … 2011-11-30 -5.53% -0.32% 0.948x
7 2007-01-31 … 2012-01-31 -4.33% 0.93% 0.948x
8 2007-02-28 … 2012-01-31 -3.27% 1.43% 0.954x
9 2007-03-30 … 2012-03-30 -4.01% 3.09% 0.931x
10 2007-04-30 … 2012-04-30 -4.71% 2.42% 0.930x
11 2007-05-31 … 2012-05-31 -8.89% 0.60% 0.906x
12 2007-06-29 … 2012-06-29 -6.78% 1.92% 0.915x
13 2007-07-31 … 2012-07-31 -5.43% 2.69% 0.921x
14 2007-08-31 … 2012-08-31 -3.94% 2.95% 0.933x
15 2007-09-28 … 2012-09-28 -2.18% 3.20% 0.948x
16 2007-10-31 … 2012-10-31 -2.83% 2.60% 0.947x
17 2007-11-30 … 2012-11-30 -0.91% 3.45% 0.958x
18 2007-12-31 … 2012-12-31 0.58% 3.69% 0.970x
19 2008-01-31 … 2013-01-31 7.68% 5.85% 1.017x
20 2008-02-29 … 2013-02-28 7.99% 6.82% 1.011x
21 2008-03-31 … 2013-03-28 8.78% 7.73% 1.010x
22 2008-04-30 … 2013-04-30 8.29% 7.51% 1.007x
23 2008-05-30 … 2013-04-30 9.43% 7.81% 1.015x
24 2008-06-30 … 2013-06-28 14.78% 9.33% 1.050x
25 2008-07-31 … 2013-07-31 14.11% 10.48% 1.033x
26 2008-08-29 … 2013-07-31 14.87% 10.52% 1.039x
27 2008-09-30 … 2013-09-30 27.18% 11.48% 1.141x
28 2008-10-31 … 2013-10-31 36.02% 15.76% 1.175x
29 2008-11-28 … 2013-10-31 40.71% 17.46% 1.198x
30 2008-12-31 … 2013-12-31 36.62% 18.44% 1.154x
31 2009-01-30 … 2013-12-31 39.52% 20.64% 1.156x
32 2009-02-27 … 2014-01-31 46.80% 21.63% 1.207x
33 2009-03-31 … 2014-03-31 41.97% 20.60% 1.177x
34 2009-04-30 … 2014-04-30 24.17% 19.00% 1.043x
35 2009-05-29 … 2014-04-30 24.62% 18.32% 1.053x
36 2009-06-30 … 2014-06-30 25.92% 19.01% 1.058x
37 2009-07-31 … 2014-07-31 24.52% 17.39% 1.061x
38 2009-08-31 … 2014-08-29 18.32% 17.70% 1.005x
39 2009-09-30 … 2014-09-30 14.18% 16.64% 0.979x
40 2009-10-30 … 2014-09-30 14.57% 17.08% 0.979x
41 2009-11-30 … 2014-11-28 13.46% 16.82% 0.971x
42 2009-12-31 … 2014-12-31 9.47% 16.28% 0.941x
43 2010-01-29 … 2014-12-31 8.56% 17.23% 0.926x
44 2010-02-26 … 2015-01-30 6.08% 15.80% 0.916x
45 2010-03-31 … 2015-03-31 5.26% 15.40% 0.912x
46 2010-04-30 … 2015-04-30 5.05% 15.38% 0.910x
47 2010-05-28 … 2015-04-30 6.06% 17.09% 0.906x
48 2010-06-30 … 2015-06-30 0.03% 17.45% 0.852x
49 2010-07-30 … 2015-06-30 -0.81% 16.43% 0.852x
50 2010-08-31 … 2015-08-31 -1.27% 15.76% 0.853x
51 2010-09-30 … 2015-09-30 -7.43% 13.61% 0.815x
52 2010-10-29 … 2015-09-30 -9.14% 13.06% 0.804x
53 2010-11-30 … 2015-11-30 -9.03% 15.09% 0.790x
54 2010-12-31 … 2015-12-31 -11.58% 13.55% 0.779x
55 2011-01-31 … 2016-01-29 -25.13% 11.90% 0.669x
56 2011-02-28 … 2016-01-29 -25.52% 11.53% 0.668x
57 2011-03-31 … 2016-03-31 -20.08% 12.90% 0.708x
58 2011-04-29 … 2016-04-29 -18.88% 12.39% 0.722x
59 2011-05-31 … 2016-05-31 -17.18% 12.94% 0.733x
60 2011-06-30 … 2016-06-30 -16.51% 13.30% 0.737x
61 2011-07-29 … 2016-07-29 -13.63% 14.52% 0.754x
62 2011-08-31 … 2016-08-31 -7.09% 15.19% 0.807x
63 2011-09-30 … 2016-09-30 -4.86% 16.32% 0.818x
64 2011-10-31 … 2016-10-31 -5.18% 14.02% 0.832x
65 2011-11-30 … 2016-11-30 -1.98% 14.66% 0.855x
66 2011-12-30 … 2016-12-30 -1.62% 14.92% 0.856x
67 2012-01-31 … 2017-01-31 3.33% 14.63% 0.901x
68 2012-02-29 … 2017-02-28 2.60% 14.78% 0.894x
69 2012-03-30 … 2017-02-28 3.47% 14.43% 0.904x
70 2012-04-30 … 2017-04-28 0.03% 14.61% 0.873x
71 2012-05-31 … 2017-05-31 0.73% 15.98% 0.868x
72 2012-06-29 … 2017-05-31 -0.33% 15.44% 0.863x
73 2012-07-31 … 2017-07-31 3.94% 15.43% 0.901x
74 2012-08-31 … 2017-08-31 2.55% 15.12% 0.891x
75 2012-09-28 … 2017-08-31 2.02% 14.77% 0.889x
76 2012-10-31 … 2017-10-31 5.92% 16.12% 0.912x
77 2012-11-30 … 2017-11-30 13.00% 16.79% 0.968x
78 2012-12-31 … 2017-12-29 11.27% 16.93% 0.952x
79 2013-01-31 … 2018-01-31 8.70% 17.57% 0.925x
80 2013-02-28 … 2018-02-28 6.66% 16.21% 0.918x
81 2013-03-28 … 2018-02-28 7.11% 15.81% 0.925x
82 2013-04-30 … 2018-04-30 4.62% 14.25% 0.916x
83 2013-05-31 … 2018-05-31 3.55% 14.57% 0.904x
84 2013-06-28 … 2018-05-31 3.98% 14.97% 0.904x
85 2013-07-31 … 2018-07-31 4.67% 14.83% 0.912x
86 2013-08-30 … 2018-07-31 5.10% 15.59% 0.909x
87 2013-09-30 … 2018-09-28 1.14% 15.84% 0.873x
88 2013-10-31 … 2018-10-31 1.07% 12.89% 0.895x
89 2013-11-29 … 2018-10-31 0.59% 12.60% 0.893x
90 2013-12-31 … 2018-12-31 -0.33% 9.93% 0.907x
91 2014-01-31 … 2019-01-31 4.08% 12.37% 0.926x
92 2014-02-28 … 2019-02-28 4.14% 12.38% 0.927x
93 2014-03-31 … 2019-03-29 2.92% 12.76% 0.913x
94 2014-04-30 … 2019-04-30 3.43% 13.73% 0.909x
95 2014-05-30 … 2019-04-30 3.90% 13.54% 0.915x
96 2014-06-30 … 2019-06-28 -2.18% 12.81% 0.867x
97 2014-07-31 … 2019-07-31 -3.61% 13.30% 0.851x
98 2014-08-29 … 2019-07-31 -4.48% 12.80% 0.847x
99 2014-09-30 … 2019-09-30 -4.51% 12.70% 0.847x
100 2014-10-31 … 2019-10-31 -6.76% 12.91% 0.826x
101 2014-11-28 … 2019-10-31 -6.67% 12.60% 0.829x
102 2014-12-31 … 2019-12-31 -2.97% 14.16% 0.850x
103 2015-01-30 … 2019-12-31 -1.98% 14.85% 0.853x
104 2015-02-27 … 2020-01-31 -7.44% 14.04% 0.812x
105 2015-03-31 … 2020-03-31 -23.90% 8.56% 0.701x
106 2015-04-30 … 2020-04-30 -13.92% 11.65% 0.771x
107 2015-05-29 … 2020-05-29 -10.39% 12.61% 0.796x
108 2015-06-30 … 2020-06-30 -4.91% 13.64% 0.837x
109 2015-07-31 … 2020-07-31 -5.61% 14.60% 0.824x
110 2015-08-31 … 2020-08-31 -3.23% 18.07% 0.820x
111 2015-09-30 … 2020-09-30 -3.16% 17.05% 0.827x
112 2015-10-30 … 2020-10-30 -3.81% 14.60% 0.839x
113 2015-11-30 … 2020-11-30 4.28% 17.43% 0.888x
114 2015-12-31 … 2020-12-31 6.05% 18.65% 0.894x
115 2016-01-29 … 2021-01-29 11.38% 19.26% 0.934x
116 2016-02-29 … 2021-02-26 12.15% 19.79% 0.936x
117 2016-03-31 … 2021-03-31 10.89% 19.42% 0.929x
118 2016-04-29 … 2021-03-31 10.19% 19.66% 0.921x
119 2016-05-31 … 2021-05-28 11.25% 20.42% 0.924x
120 2016-06-30 … 2021-06-30 13.29% 21.06% 0.936x
121 2016-07-29 … 2021-06-30 12.45% 20.63% 0.932x
122 2016-08-31 … 2021-08-31 6.51% 21.75% 0.875x
123 2016-09-30 … 2021-09-30 5.39% 20.22% 0.877x
124 2016-10-31 … 2021-10-29 2.52% 22.50% 0.837x
125 2016-11-30 … 2021-11-30 0.11% 21.87% 0.821x
126 2016-12-30 … 2021-11-30 0.17% 21.75% 0.823x
127 2017-01-31 … 2022-01-31 -2.39% 20.17% 0.812x
128 2017-02-28 … 2022-02-28 -1.98% 18.51% 0.827x
129 2017-03-31 … 2022-03-31 1.22% 19.46% 0.847x
130 2017-04-28 … 2022-03-31 2.50% 19.46% 0.858x
131 2017-05-31 … 2022-05-31 -5.94% 15.59% 0.814x
132 2017-06-30 … 2022-06-30 -9.40% 13.08% 0.801x
133 2017-07-31 … 2022-07-29 -6.96% 15.16% 0.808x
134 2017-08-31 … 2022-08-31 -11.28% 13.72% 0.780x
135 2017-09-29 … 2022-08-31 -11.95% 13.56% 0.775x
136 2017-10-31 … 2022-10-31 -17.09% 11.86% 0.741x
137 2017-11-30 … 2022-11-30 -18.65% 12.52% 0.723x
138 2017-12-29 … 2022-11-30 -18.48% 12.46% 0.725x
139 2018-01-31 … 2023-01-31 -11.80% 11.01% 0.794x
140 2018-02-28 … 2023-02-28 -15.63% 11.03% 0.760x
141 2018-03-29 … 2023-02-28 -15.20% 11.72% 0.759x
142 2018-04-30 … 2023-04-28 -24.22% 13.01% 0.671x
143 2018-05-31 … 2023-05-31 -25.64% 12.95% 0.658x
144 2018-06-29 … 2023-05-31 -25.53% 13.01% 0.659x
145 2018-07-31 … 2023-07-31 -24.94% 14.67% 0.655x
146 2018-08-31 … 2023-08-31 -25.16% 13.51% 0.659x
147 2018-09-28 … 2023-08-31 -24.56% 13.56% 0.664x
148 2018-10-31 … 2023-10-31 -31.34% 12.60% 0.610x
149 2018-11-30 … 2023-11-30 -26.82% 14.58% 0.639x
150 2018-12-31 … 2023-12-29 -21.16% 17.26% 0.672x
151 2019-01-31 … 2024-01-31 -25.78% 16.27% 0.638x
152 2019-02-28 … 2024-01-31 -26.27% 15.94% 0.636x
153 2019-03-29 … 2024-03-28 -21.85% 17.50% 0.665x
154 2019-04-30 … 2024-04-30 -23.07% 15.50% 0.666x
155 2019-05-31 … 2024-05-31 -20.20% 18.12% 0.676x
156 2019-06-28 … 2024-06-28 -21.03% 17.99% 0.669x
157 2019-07-31 … 2024-07-31 -18.74% 17.70% 0.690x
158 2019-08-30 … 2024-08-30 -20.93% 18.41% 0.668x
159 2019-09-30 … 2024-09-30 -25.80% 18.65% 0.625x
160 2019-10-31 … 2024-10-31 -25.65% 17.87% 0.631x
161 2019-11-29 … 2024-11-29 -25.34% 18.64% 0.629x
162 2019-12-31 … 2024-12-31 -26.89% 17.62% 0.622x
163 2020-01-31 … 2025-01-31 -22.22% 18.07% 0.659x
164 2020-02-28 … 2025-02-28 -19.34% 19.00% 0.678x
165 2020-03-31 … 2025-03-31 -13.01% 19.24% 0.730x
166 2020-04-30 … 2025-04-30 -19.67% 16.49% 0.690x
167 2020-05-29 … 2025-04-30 -21.13% 15.80% 0.681x
168 2020-06-30 … 2025-06-30 -16.97% 18.19% 0.703x
169 2020-07-31 … 2025-07-31 -16.26% 17.87% 0.710x
170 2020-08-31 … 2025-08-29 -15.19% 16.69% 0.727x
171 2020-09-30 … 2025-09-30 -13.68% 18.57% 0.728x
172 2020-10-30 … 2025-09-30 -13.37% 19.43% 0.725x
173 2020-11-30 … 2025-11-28 -17.65% 17.77% 0.699x
174 2020-12-31 … 2025-12-31 -18.11% 16.92% 0.700x
175 2021-01-29 … 2025-12-31 -19.21% 17.20% 0.689x
176 2021-02-26 … 2026-01-30 -17.80% 17.04% 0.702x
177 2021-03-31 … 2026-03-31 -21.18% 14.07% 0.691x
178 2021-04-30 … 2026-04-30 -17.79% 16.03% 0.709x
179 2021-05-28 … 2026-04-30 -17.83% 16.22% 0.707x
Notes
mode=explore; family=mean-reversion. Buy oversold: low return_1m/3m_pct and below 200d MA, gated by positive free_cash_flow_margin_pct. No momentum, no regime branch.
Lesson notes
#5 · degrade · relative_return Δ -0.4275 · parent exp_001 · Jul 18, 2026 · 179 rolling 5y windows vs CAPW_UNIV; mean strat -3.0% / bench 14.1%
exp_002 vs exp_001: the mean-reversion explorer underperformed the benchmark-relative leader because oversold quality lagged across many rolling windows, showing that simple contrarian pressure was not robust enough versus the regime-aware momentum/value split.
Monthly picks — top stocks selected each month (whole timeline)
timeline — 240 months · top 15 each
Month 123456789101112131415
2006-07-31 KRI CNC TLAB MPWR DCNAQ HES AMD AMZN PALM BBBY DXCM SANM SWKS EBAY NFLX
2006-08-31 MNST URI CNC CAR MPWR BLDR MRVL DCNAQ HP HES TSCO NFLX CSGP WSM GPN
2006-09-29 DXCM BSX NEM DCNAQ PNR CNX HAL INCY HES CAR NFX PALM VLO HP BBBY
2006-10-31 DXCM VIAV ESRX DGX CIEN AMD AOS MU GLW LUV CAT MRVL ODFL HES ASH
2006-11-30 BBBY HES PALM DCNAQ VTSS FDXF MEE QLGC BRCM TIN NKTR STJ BOL GTW NOVL
2006-12-29 NFB GLW DXCM COO ODFL JBL BLS NDAQ AMD ADM HES VIAV EXPD MSI MU
2007-01-31 DALRQ DCNAQ AMD PALM CCTYQ ETFC FDXF CPNLQ CTX GPN QLGC ABKFQ VTSS HMA NKTR
2007-02-28 DALRQ DCNAQ ETFC DXCM CPNLQ CCTYQ VRTX PALM AMD NDAQ ILMN MU ABKFQ BIO SBUX
2007-03-30 DALRQ DCNAQ AMD CPNLQ ETFC CCTYQ IPGP JBL ILMN GPN MRVL AMGN STZ VRTX LEN
2007-04-30 DALRQ DCNAQ ALK AAL CPNLQ ETFC CCTYQ RMD CFC IPGP ABKFQ UAL PALM AKAM COHR
2007-05-31 DALRQ DCNAQ DXCM VIAV CPNLQ ETFC AAL NTAP CCTYQ ALK AMGN STX CFC MRVL CTSH
2007-06-29 DCNAQ CPNLQ AAL ETFC CCTYQ LEN CFC PHM KIM REGN PSA ABKFQ DDR PNW EHC
2007-07-31 JCI MTG DCNAQ AKAM CPNLQ REGN ETFC THC KBH DHI LEN CCTYQ ALK CFC PHM
2007-08-31 THC DCNAQ MTG CPNLQ CFC ETFC JCI CCTYQ DDS PHM SANM ABKFQ TMUS MCO ODP
2007-09-28 CFC DCNAQ LEN PHM CPNLQ POOL ETFC KBH DHI BLDR CCTYQ JCI AKAM NVR WEN
2007-10-31 MTG BLDR CFC DCNAQ CPNLQ KMG ETFC MBI CCTYQ TMUS ABKFQ TPR SLR CBRE ODP
2007-11-30 LEN PHM FMCC CFC FNMA LYV WEN CAR DCNAQ TMUS AAL URI KBH CPNLQ DLTR
2007-12-31 MBI SLM AAL BBBY DCNAQ DRI AMD CPNLQ URI ETFC CFC CAR ULTA CCTYQ TPR
2008-01-31 DCNAQ BBBY CDNS MBI CPNLQ ALGN LYV CFC MKTX ON MSI ABKFQ DLX CCTYQ AAL
2008-02-29 DCNAQ MBI CPNLQ GGP ABKFQ CFC MTG CCTYQ SLM LPX ACAS GRMN DDS MTLQQ ADSK
2008-03-31 BSC DXCM MTG ELV DAL AAL HUM GGP JBL UAL ABKFQ CNC UNH SLM CFC
2008-04-30 BSC UAL LEHMQ FHN GRMN GGP WAMUQ MBI ABKFQ AXON ANDV CFC ACAS MTLQQ AAL
2008-05-30 AAL UAL MBI BSC DAL FHN KMG LEHMQ AIG WAMUQ AXON GGP BC MNST RF
2008-06-30 UAL AAL MBI MTG FITB KEY RF WAMUQ HBAN LEHMQ AXON FMCC MGM CAR LVS
2008-07-31 FMCC FNMA NVDA CAR ANDV RF AKAM GGP CDNS AMD WAMUQ LEHMQ MGM CBRE MNST
2008-08-29 FMCC FNMA GGP VSTNQ CCTYQ AIG ABKFQ NRTLQ WAMUQ LEHMQ CIEN MU ACAS LULU RF
2008-09-30 LEHMQ WAMUQ AIG FNMA FMCC GNW CIEN GGP MTW ATI CLF VSTNQ CCTYQ MS TEX
2008-10-31 WAMUQ CCTYQ HIG CAR BC NRTLQ AIG FNMA FMCC LVS LNC PODD CLF DDR FCX
2008-11-28 GNW LVS THC DDR BLDR CAR NRTLQ UIS ASH SLG MAC LPX DXCM VIAV LYV
2008-12-31 NRTLQ MAY LPX FMCC GGP FNMA CAR MEE VSTNQ ABKFQ AIG ACAS SSP X TTWO
2009-01-30 NRTLQ CCTYQ FITB VSTNQ BAC HBAN RF C RCL SLG COF MGM SSP AFL ASH
2009-02-27 NRTLQ CCTYQ VSTNQ AIG C MGM LVS HBAN STI BAC UIS MAY SLM CAR TWC
2009-03-31 MGM STI MAC VSTNQ MTG DDR LNC MTW LYV PODD KIM CITGQ AAL SLG TXT
2009-04-30 VSTNQ MTLQQ CITGQ MAY STI SLM SNV ABKFQ UAL ARE TWC INCY KEY ZION HRB
2009-05-29 MTLQQ VSTNQ CITGQ AAL SNV KEY ABKFQ URI STI PHM UAL ACAS EKDKQ TWC ALK
2009-06-30 MTLQQ UAL CITGQ MBI AIG C SANM FMCC FNMA VLO SNV TMUS SVU ZION AAL
2009-07-31 AIG CITGQ TMUS SNV ATI AKAM MCO GME KIM FNMA MBI REG PBI FMCC ABKFQ
2009-08-31 TMUS MAY CITGQ FSLR SNV EA GILD AMT MOH BKR PPL QCOM CNC NEM ABKFQ
2009-09-30 MCO CITGQ SPGI BLDR SNV MAY QCOM ODFL ELV REGN IRM AAP UNH ABKFQ LDOS
2009-10-30 WYE CITGQ TMUS SNV MTG MBI ABKFQ BSX AAL FSLR EKDKQ AYE REGN AAMRQ ILMN
2009-11-30 CITGQ MBI FNMA FMCC MTG AIG J SNV TMUS BLDR ILMN PWR VLO ZION BBT
2009-12-31 CITGQ SNV C CIEN GME MGM ABKFQ GILD ZION SVU MBI IRM PALM HBAN KEY
2010-01-29 PALM TMUS AIG QCOM MSI SNV BBT ABKFQ KLAC FSLR DF OI GME PWR APOL
2010-02-26 PALM QCOM GME HRB PENN WU FSLR BLDR BSX APD NRG FE URI AES CRH
2010-03-31 PALM MAY BSX CNX AES NBR CTRA NRG LDOS IBKR CF GT SW DVN DF
2010-04-30 BJS PALM BAX GILD AXON BLK BG UIS MCO ELV PPL BSX GS CRL NYT
2010-05-28 BJS GNRC CF UIS BX CNX DF BKR BKNG MCO BSX HAL BAX GILD NVDA
2010-06-30 FMCC FNMA UIS NVDA DF BLDR KBH SVU PHM RAI MTG APOL MTW ABKFQ MOS
2010-07-30 FMCC ABKFQ BLDR FNMA DF NVDA WDC RAI APOL LVLT LYV SWN RRD MU MAS
2010-08-31 FNMA FMCC SMCI CMVT SANM AMD CRH ABKFQ JBL BBBY STX DF CAR GNW FLEX
2010-09-30 FMCC FNMA CBOE HRB ADBE VMC ABKFQ CRH MPWR CHTR NYT SMCI ISRG CPRT PNC
2010-10-29 VSTNQ BBBY UIS BAC HRB ISRG BLDR EQIX ABKFQ PHM RF FHN GNW KBH ZBH
2010-11-30 ABKFQ FMCC BLDR PHM FNMA RF SVU CSCO SANM DXCM BAC EQIX DLR DF TLAB
2010-12-31 FL BBY FMCC FNMA ISRG HRB MAY DLR V EQIX SVU UAL UST EXPE AKAM
2011-01-31 SVU TLAB MEE TKO MPWR CMVT LUV FL V MTG DAL BBY NEM WBD ABT
2011-02-28 MEE AKAM EXPE AAL CSCO PHM FL AAMRQ AXON BBY WDC STX AMGN G PCAR
2011-03-31 MEE SANM DAL MRVL FL BBY NKE FFIV CSCO AAMRQ MPWR FMCC TLAB GM CCL
2011-04-29 MEE AKAM TKO NYT AIG TLAB BBBY FSLR LRCX GNW KBH BAC AAMRQ FIX MRVL
2011-05-31 MEE DXC SWKS MBI AAMRQ FIX AFL SANM AIG GPS EKDKQ KMX TLAB FSLR FNMA
2011-06-30 MTG MU CIEN MEE KBH AMD OI AAMRQ NVDA SWKS VIAV EKDKQ FNMA TKO AKAM
2011-07-29 MTG AAMRQ OMX AAL EKDKQ AKAM MWW NXPI CIEN TEX VIAV GNW WLL CVC UIS
2011-08-31 MTG AAMRQ TEX CIEN CBRE OMX KBH URI PHM SW HCA SANM EKDKQ TMUS MWW
2011-09-30 NFLX TEX MTW MTG FSLR AAMRQ NBR CLF OMX FCX BLDR RF MWW BAC EHC
2011-10-31 NFLX FSLR ILMN EKDKQ AAMRQ TMUS DXCM BBBY SW NFX OMX FMCC MWW WHR FNMA
2011-11-30 AAMRQ NFLX EKDKQ IPGP FMCC ANF BAC ILMN FSLR FNMA DXCM DXC VRTX SWKS OMX
2011-12-30 AAMRQ EKDKQ FSLR EXPE DECK OMX IPGP MWW NFLX ORCL NFX WLL CVC CRM X
2012-01-31 EKDKQ BBBY ANF NRG EA SVU CTRA EQT CNX NFX FSLR CCL DECK BKR CSGP
2012-02-29 EKDKQ FSLR EA AXON BBBY DECK NFX UIS MHS NYT CLF HPQ SVU ATI NRG
2012-03-30 FSLR BBBY DECK BKR SVU MAY MHS GT EP NEM NBR NRG CTRA EQT HP
2012-04-30 FSLR NFLX MAY DECK EP GNW TMUS MTG SANM APOL MOH PTC NVDA NEM EA
2012-05-31 FSLR MAY ANF NFLX MTG SVU EP NTAP ATI SANM CLF NBR TEX MTW MS
2012-06-29 MAY DECK TTWO EP CNC R APOL SW MKTX EA CE COHR MRVL NKE TMUS
2012-07-31 SVU MAY AMD CLF CMG NFLX SMCI MTG LVS URI HUM META APOL TPR TTWO
2012-08-31 MTG SVU META APOL AMD CLF ENPH JCP NAV ATGE RRD HPQ COG MRVL QLGC
2012-09-28 DECK ENPH AMD SVU SWKS APOL NFLX MRVL JBL MNST INCY JCP NSC LRCX INTC
2012-10-31 AMD SMCI DECK WU MAY APOL ENPH MNST MRVL ALGN HPQ MSCI FTNT CMG NTAP
2012-11-30 CBE ENPH MAY CLF VRTX FL SVU BBY AMD PBI NFX APOL HPQ VRSN TDC
2012-12-31 CBE MAY TLAB FL MRVL BBY MBI DRI APOL SWKS AMD AAPL PBI DG FCX
2013-01-31 AAPL MTCH TLAB NEM TPR NOW MNST PRGO FE LULU ESRX JCP LMT GRMN AVB
2013-02-28 MAY CLF TLAB JCP NFX AAPL SPGI LUMN FCX BBBY TDC SWKS GRMN BTUUQ NEM
2013-03-28 CLF JCP LULU AAPL ULTA NFX CF GRMN MNST BTUUQ TLAB EXPD EW ORCL ISRG
2013-04-30 MAY FTNT EW NEM JCP FFIV TDC SMCI CTSH ATI UIS NFX BTUUQ EC TXT
2013-05-31 CLF CCU EC PANW DLR FE META EXC AEP EIX JCP AMT ISRG INTU IDXX
2013-06-28 MAY IRM TEX CNX FFIV LPX JCP NEM PANW CLF FTNT AAPL CF BTUUQ VRTS
2013-07-31 ISRG MOS EXPE PHM JCP DLR KBH LEN AMT CCU MSFT XYL VTR EQIX DOC
2013-08-30 ANF FSLR ANDV FMCC PHM KBH JCP IRM FNMA DHI CAR UAL MOS LPX THC
2013-09-30 MAY MBI ISRG NEM MPC CAG MNST ANF ANDV CCL VRTS NCC DLR JCP MOS
2013-10-31 TDC BBBY JCP DLR EQIX PANW MOH SANM VIAV GPS KMG GEN FLEX EW SWK
2013-11-29 NYX FTNT NEM MAY EA KMG TSLA FE VTR EC DOC WELL CCU JCP AIV
2013-12-31 MAY ULTA LULU JBL ENPH VEEV KMG NEM DGX EC NFX JCP LH WELL ANF
2014-01-31 FL BBY GME LULU BBBY CLF SVU ULTA EC MAT CCU LKQ KMG PENN NEM
2014-02-28 BBBY KMG MDR CAG BTUUQ CHRW JCP KMI EC ULTA FIX MAT CTRA DISH ESV
2014-03-31 VEEV LDOS MDR BTUUQ EPAM BBBY FL BBY KBH TYL HBI FIX GEN ESV NFLX
2014-04-30 VEEV BBBY UIS MDR BTUUQ TKO DXCM ISRG WDAY HBI NOW PODD CIEN VRSN ESV
2014-05-30 TKO AXON CLF LPX BBBY VIAV MDR UIS GNRC VEEV TPR BTUUQ COHR HBI APO
2014-06-30 TPR TKO LULU MDR BTUUQ CLF HBI AXON MBI TSCO BBBY ESV TDC PVH MPC
2014-07-31 GNW BLDR MDR NYT AYI BTUUQ AXON MBI MTG HBI TEX UIS GNRC TRMB MAY
2014-08-29 MDR BTUUQ WLL HBI DNR CLF LVS ESV AVP MSI NYT WYNN NBL SSP FMCC
2014-09-30 CLF FMCC FNMA BLDR WLL MTW DNR CIEN MDR OI VRTS TEX COHR BTUUQ HBI
2014-10-31 FMCC FNMA WLL WPX NBR DNR MDR MAY NEM BTUUQ AMD HBI BKR APA EC
2014-11-28 NBR GNW EC HAL CLF HP WPX APA NFX FANG WLL FSLR TRIP ENPH VRTS
2014-12-31 WPX WLL CLF EC TPL DNR PDG WB FNMA ANET RRC FMCC MDR WOR GNW
2015-01-30 GNW PODD FCX WLL WPX DNR CLF DECK FTI NBR URI RRC COV KBH TRGP
2015-02-27 COV WLL RL WOR DNR WPX CLF EC NRG NCC VRTS SWN NOV WYNN RRC
2015-03-31 CFN CLF WLL DNR SWN MAT ANF APOL WPX X JOY STX CNX MU EC
2015-04-30 CFN WLL PDG DNR SWN WYNN IDXX APOL X JOY WPX SVU AMD NAV SMCI
2015-05-29 PDG CPRI ENPH WLL DNR SWN APOL X CLF EC JOY ETSY WYNN NAV WPX
2015-06-30 PDG MBI MU WLL ENPH DNR SWN APOL X CNX JOY NAV CPRI CLF GMCR
2015-07-31 CLF FCX CNX ENPH PDG ATI URI NEM RRC MUR UIS APA FDO FTI DVN
2015-08-31 PDG ENPH SWN DNR WLL X GNW JOY VTR NAV UIS CNXT TRGP GMCR CNX
2015-09-30 CNX CLF PDG ATI ENPH WYNN BTUUQ TRGP MUR NRG SWN DNR WLL QRVO THC
2015-10-30 CNX BTUUQ PDG ETSY SEDG THC NRG APOL ILMN ENPH MRVL MAY FTNT PWR SWN
2015-11-30 ENPH TRGP BTUUQ CLF PDG MAY FCX M JWN ATI ETSY MTCH BBBY MMI APOL
2015-12-31 BTUUQ KMI TRGP MAY CLF PDG APOL WMB DVN GNW ETSY FNMA GME FCX FMCC
2016-01-29 MAY BTUUQ FCX PDG WMB URI TRGP INCY CAR GNW ENPH SVU BWA OI MMI
2016-02-29 BRCM BTUUQ DVN GNW WMB MRO PDG MUR MPC TYL NOW BG MTCH RRC MMI
2016-03-31 BTUUQ UIS VRTS PDG FMCC FNMA HRB WMB REGN ENDP NCC MAY INCY ENPH CF
2016-04-29 BTUUQ STX HRB PRGO PDG WDC ENDP ILMN UAL RHI MOH GE GPS MWW CMG
2016-05-31 TWC GPS XYZ ANF BTUUQ DDS JWN MAY KSS PANW M ZBRA ATI FSLR CPRI
2016-06-30 TWC MWW BTUUQ GNW ANF ENDP MTG DAL PANW ALK NCLH AAL IVZ BWA PRGO
2016-07-29 NCC MWW BTUUQ SEDG SMCI GILD ENPH ENDP MUR FSLR GE HIG LUV FTI MAY
2016-08-31 BTUUQ FSLR ENDP QLGC THC MWW BMY DG NCLH DVA NRG SEDG ANF GILD EVHC
2016-09-30 NCC ENPH QLGC TSCO BTUUQ ENDP CTSH LULU ANF MOS NRG KR VTRS COTY BMY
2016-10-31 ENDP ENPH BTUUQ MCK UA SEDG THC ILMN ATI ANF ODP SSP MTW AMGN TSCO
2016-11-30 THC MAY FSLR ENDP COTY BTUUQ TRIP PBI TSN EW DXCM SPG SEDG ODP AMT
2016-12-30 NCC WDAY ANF ENDP BTUUQ THC PANW SEDG DXCM PVH WB UHS ENPH SPGI MAY
2017-01-31 STJ LLTC BTUUQ UA UAA QCOM JWN M ENDP SVU TDG ANF GNW FSLR KSS
2017-02-28 LLTC BTUUQ TRIP FNMA FMCC RRC CPRI UA UAA BBWI RL FTR ENDP APA CNX
2017-03-31 NCC BTUUQ LLTC PANW FSLR LULU FTR BBWI WIN DDR UAA CAR MBI PRGO UA
2017-04-28 BTUUQ MAY NBR DDR FTR CLF SYF GWW PANW WIN AYI MAT UIS RRC THC
2017-05-31 ENPH DDR CAR NBR CLF JWN MAY AKAM M KIM SSP BBBY MOS DVN FTR
2017-06-30 NCC MAY FTR WIN NBR KR NFX JCP AAP ENDP SVU DVN AVP MRO AZO
2017-07-31 FTR WIN CMG NBR JCP STX ANF RRC ENDP AVP AZO AKAM BLL QEP FLS
2017-08-31 UIS MAY NBR MAT RRC BBWI SVU FTR WIN APA AAP HP VTRS UA CMG
2017-09-29 NCC MAY DXCM FTR WIN EFX SCG EVHC JCP CVNA MAT AVP ENDP QEP BLL
2017-10-31 MAY NBR UA SVU UAA AAP FTR WIN DDR SCG DXCM MBI CLF WBD MAT
2017-11-30 LVLT EVHC FTR WIN NWL LUMN JCP INCY PBI REGN AVP ENDP SSP SCG QEP
2017-12-29 BCR FTR WIN PCG JCP EIX AVP ENDP QEP BLL SWN DF WLL PPL RRD
2018-01-31 BCR FNMA FMCC SANM NWL SVU RRC FTR PCG WIN ALB JCP LITE KIM INCY
2018-02-28 FNMA FMCC FTR NFX DVN MTW APA JCP WIN MRO SMCI EXPE VTR RRD SVU
2018-03-29 SNI BBBY FMCC FNMA FTR BBWI GME CCI JCP SSP MAT WIN RRD WNDXQ AM
2018-04-30 INCY TER HWM FTR CCI MTG FLEX MTW JCP LKQ PM WNDXQ WIN AYI RRD
2018-05-31 CCI FTR JCP COTY GEN BBBY WNDXQ WIN RRD UNM MDR CPB CAH TUP XEC
2018-06-29 NCC FTR CCI FSLR CAR MDR JCP WNDXQ BHF WB RRD WIN AAL OI TUP
2018-07-31 IPGP WFT FTR CCI MDR TSN JCP WB BBWI SYF KBH DLX MHK NXPI GEN
2018-08-31 NCC WFT CCI FTR MDR BBBY BBWI PBI JCP WB NEM CNXT BLDR XRAY CAR
2018-09-28 NCC WFT CCI SEDG FTR IPGP WYNN MDR ON EQT CPRT TSLA BBBY AMAT GE
2018-10-31 WFT FLEX CCI ALGN BBBY SMCI WDC FTR MHK DF MDR WYNN NWL NFX NKTR
2018-11-30 PCG NBR WFT NCC GE CCI NVDA AXON CPRI COTY NFX DF DVN LITE MRO
2018-12-31 NBR WFT PRGO BBBY DF RRC THC CCI ESV CAG COTY APA NVDA MTW MAT
2019-01-31 PCG KORS CCI DF WFT CAG JWN M FTR QCOM NVDA GME RMD WAB MTW
2019-02-28 WIN WNDXQ CCI KHC DF NWL WFT LUMN TTWO ESV CNX WBA VTRS GNW FTR
2019-03-29 WIN WNDXQ DF BIIB NCC CCI WFT PENN FTR LUMN KR GME WBA CNC UIS
2019-04-30 WNDXQ DF CCI BBBY WFT CNX RRC FTR GME DWDP TSLA THC WLL NWL REGN
2019-05-31 WFT DF PBI WNDXQ BBBY WB VTRS NCC CCI NBR DWDP FTR GT TSLA ANF
2019-06-28 WFT DF GME CCI DWDP MRNA RRC WNDXQ CNX ANF EQT FTR GPS MAC KSS
2019-07-31 WFT GME MDR DF WLL WNDXQ CCI RRC FTR ALGN MRNA PTC WB TUP ABMD
2019-08-30 RRC FLR UIS PCG MDR NBR OI EQT DXC JWN M WLL BBWI TPR AM
2019-09-30 MDR PD WLL CCI BBBY DXC PCG CRWD WNDXQ RRC TTD MOH CLF OI UBER
2019-10-31 PCG MDR OI CCI PD FLR WLL WNDXQ ETSY DXC CRWD TKO BBBY BBWI FTR
2019-11-29 DF MDR CELG BBBY CCI AM EQT EXPE WLL TRIP ANET WNDXQ RRC CNX COHR
2019-12-31 MDR CELG CCI BBBY WLL WNDXQ PD CRWD FTR PBI VIAB QEP VST BA ETSY
2020-01-31 MDR TUP WLL EQT QEP RRC GME WPX CCI NBL XEC AM FTR WNDXQ WCG
2020-02-28 MDR TUP WLL QEP FLR WPX NBL XEC CCI PSKY JCP DNR RCL CXO UA
2020-03-31 DVN WLL APA NBR TRGP TUP MAC NCLH DNR CZR MUR OKE OXY JWN RCL
2020-04-30 WLL FTR NBR DVN JCP ATI DDS UAL QEP BA DAL AAL ACGL TUP RTN
2020-05-29 FTR JCP DVN COTY BBT OXY MAC FTI APA SPG DXC SLG PBI NCLH AAL
2020-06-30 GNW DNR CCI DDS PCG WNDXQ FTI HRB TAP UHS XRX THC ECHO LHX HII
2020-07-31 DNR CCI FE COTY NCLH GNW BBT CCL MHK DDS INTC MAC AAL OXY OKE
2020-08-31 DNR CCI OXY WNDXQ BBT HII EVRG HP OKE WDC FE FLR COTY PSX CCU
2020-09-30 WNDXQ NBR APA MUR COTY OXY NOV CIEN FANG ADCT GP EOG TRGP MBI MAC
2020-10-30 WNDXQ CCI APA MUR OXY FANG VRTX FTI ADCT CCU DXCM VLO GP DLX APO
2020-11-30 CCI AMT GEN FE BIIB DXCM BSX ECHO REGN DLR BAX INCY NEM CNX EQIX
2020-12-31 CCI BBBY UCL ECHO AMT ADCT EQT HFC REGN HRB CTRA RRD PRGO MDP MRNA
2021-01-29 CCI AMT DVN GNW ADCT FMCC LVS FNMA FIS JKHY ECHO NDSN LMT DYN PRGO
2021-02-26 CCI AMT PLTR ADCT FNMA LDOS AKAM CLX REGN VRSK VTRS FMCC INCY FSLR VST
2021-03-31 CCI DASH AMT DYN TTD ADCT PSKY DDOG MRNA COHR MIR VTRS UCL MKTX CRWD
2021-04-30 GP LU FSLR ENPH VTRS PENN CTRA NYT PSKY WBD VST PBI ADCT CLX PLTR
2021-05-28 FLIR ABNB TTD WBD ETSY ADCT GP VIAC PAYC PENN COIN DLTR NRG ERIE BALL
2021-06-30 CTB FMCC VIAC FNMA LU PENN WBD UCL KBH LUV LVS CASY ERIE ALK FLR
2021-07-30 LU FMCC FNMA UCL CHIR LVS WYNN BBBY PCG PENN LW ADCT VIAC GNW UBER
2021-08-31 FNMA FMCC GP UCL IPGP UBER GPN ATI FMC GM FIS FTI PRGO BWA EXPE
2021-09-30 UCL FNMA FMCC LU DISCA DISCK LVS WYNN GPS FDX VIAC WBD FICO IPGP KSS
2021-10-29 UCL DISCA DISCK LU VIAC EHC XRX WBD GPN FNMA FIS PNW WU DYN UHS
2021-11-30 UCL GPS PENN HOOD DISCA DISCK UIS PYPL TRIP VIAC HP GPN FTI PSKY ADCT
2021-12-31 MDP HOOD GP BBBY WB DISCA DISCK XYZ MRNA FNMA DYN FMCC LU GME CVNA
2022-01-31 UCL GP DYN HOOD MRNA CVNA XYZ PLTR GME BBBY DASH ADCT NFLX ETSY COIN
2022-02-28 EPAM VRT PYPL HOOD META UCL MRNA PLTR WB TUP CVNA NKTR BIG PBI AMT
2022-03-31 CVNA ETSY UCL TUP BBBY IPGP PVH NKTR ALGN SYF AMT PENN ADCT CPRI WB
2022-04-29 CVNA NFLX UCL COIN ALGN PYPL APP HOOD ETSY DASH TUP UIS MTCH ENDP BBBY
2022-05-31 CVNA ADCT COIN DYN ANF UAA UA GP CZR ETSY DDOG UBER DXCM EXPE WDAY
2022-06-30 COIN CVNA FMCC FNMA XYZ ENDP BBWI GP EXPE CLF CZR ABNB UA VRT RCL
2022-07-29 ENDP KSS GP NEM ADCT PBI UCL CHIR WB ANF LU TUP CVNA CINF IAC
2022-08-31 ENDP UCL APP UIS AMT TUP MTCH ANF NKTR CTLT BALL PLTR PBI CCI MTW
2022-09-30 ENDP LU AMT CVNA ADCT APP GP CHTR CCI VFC FDX COHR UIS ADBE PBI
2022-10-31 CVNA LU GNRC AMT META WB CCI CHIR APP ADCT DASH MTCH BIO IAC THC
2022-11-30 CVNA UIS CCI COIN ADCT LUMN APP AMT CRWD GNRC LITE GP LU LNC VIAV
2022-12-30 CVNA TSLA APP TE COIN GP GME CCI BBBY CTLT LNC FNMA FMCC NRG AMT
2023-01-31 FRC CCI NKTR AMT SBNY TUP CRWD ENPH LUMN UIS BIG BAX CTLT NOC EQT
2023-02-28 FRC LUMN CCI NKTR SBNY AMT BIG TUP ADCT VFC GP BBBY MTCH MRNA MRO
2023-03-31 SIVB SBNY FRC ADCT ZION LUMN NKTR SCHW LNC SLG UIS KEY MBI BIG AMT
2023-04-28 FRC CVNA NKTR LUMN CCI UIS ENPH ADCT NBR LU ZION SSP TE TUP ALB
2023-05-31 FRC FHN NKTR AAP AMT CCI LUMN EXR TUP NWL LU BIG FI KEY VFC
2023-06-30 NKTR UCL CCI EXR AMT AAP TUP PD EPAM BIG FI DG KEY ENPH MKTX
2023-07-31 ABX ADCT NKTR EXR CCI AMT LUMN TUP ENPH EL FMC DISH AAP BIG SEDG
2023-08-31 EXR SEDG NKTR ADCT PODD UCL CCI LU RMD ENPH ETSY AMT TE JWN DG
2023-09-29 BBBY ADCT NKTR SSP EXR SEDG TE DG FMC PODD XYZ ABX AMT CCI TUP
2023-10-31 UCL SEDG EXR TE ALGN ENPH NKTR ADCT BIG ON PODD FMC ALB ILMN MRNA
2023-11-30 TE OGN ECHO PAYC EXR SEDG ILMN LU ALB BIG FMC WB AAP LUMN NBR
2023-12-29 BIG TE UCL LU NBR EXR CHIR SEDG AON TUP PFE EG ACGL TPL EXC
2024-01-31 TE EXR SEDG LU WB LUMN ADM BIG ALB UCL HUM TSLA CNXT DD BKR
2024-02-29 SSP EXR CAR GP PSKY CCI CHTR PENN TDC PRGO PODD HUM WBD SEDG GT
2024-03-28 EXR CCI SSP GP TSLA GME LULU UAA UA BF-B BF.B ZTS ADBE AMT LEG
2024-04-30 EXR GL BBBY CAR INTC CCI CPRI XRX SSP BIG VFC SEDG WBD AMT BIO
2024-05-31 GP LEG SSP BBBY EPAM EXR BIG TRIP SEDG DXC PAYC CCI LULU ILMN OI
2024-06-28 SEDG BBBY GP BIG CCI ALB ABX XRX TE NKE OI LUMN BBWI EL ENPH
2024-07-31 TUP BIG DXCM BBBY LW CRWD EW GP EXR LULU MBI SEDG EL XRX TRIP
2024-08-30 TUP BIG SSP SMCI TE DG MRNA SEDG AAP INTC BBBY CCI GT GP CAR
2024-09-30 BIG TUP TE DLTR AAP MRNA CCI SMCI EXR MBI DXCM SEDG APA NBR BBBY
2024-10-31 TUP CPRI BBBY SMCI CCI SEDG QRVO EL MRNA EXR HII ENPH XRX GP AAP
2024-11-29 CCI CE MRNA MPWR SSP ENPH BBBY SEDG EXR AES KSS REGN QRVO XRAY ADCT
2024-12-31 CCI BBBY EXR GP CLF WBA SEDG DYN ADCT CVS LEG NUE CPRI BLDR CE
2025-01-31 CCI DYN EIX ADCT SSP EXR PCG AES UCL STZ CNX ON ENPH MRNA BF-B
2025-02-28 TTD CCI GP NBR UIS FMC CE ILMN DYN NWL MRNA TFX WST FSLR DLX
2025-03-31 DYN TTD ANF KSS MRVL XRX VFC DECK TER VRT ADCT AAL GP TE CZR
2025-04-30 NBR BBBY VFC KSS HP NWL CPRI ENPH CE CCI MUR APA GP XRX SWK
2025-05-30 CCI CLF OGN UNH HP ECHO REGN NBR ENPH GP COO VFC TE BDX IQV
2025-06-30 CCI ABX DYN LULU BF-B BF.B ENPH HP PCG EXR GP RHI VFC CPB CAG
2025-07-31 CNC MOH ANSS CCI GP ALGN CHTR UNH BAX ELV EXR ENPH XRX FICO FISV
2025-08-29 CCI ANSS TTD IT UAA UA FTNT GT FLR CNC MRVL LULU EXR COTY MRNA
2025-09-30 CCI KMX FDS KVUE ALGN TTD LULU EXR STZ GT CE WEN WHR XRX FISV
2025-10-31 CCI FMC FISV NWL OGN RHI ARE GP CZR EXR CMG DECK BAX KVUE MOH
2025-11-28 GP CCI PRGO BBWI FMC FISV UIS SMCI PD TTD AXON XRX BBBY EXR CHTR
2025-12-31 GP CCI LW AAP FMC XRX EXR SMCI COIN IPG BBBY PVH ARE LEN HOG
2026-01-30 CCI TTD NOW FMCC COIN HUM INTU PD APP GDDY AXON NAVI PAYC TYL ORCL
2026-02-27 CCI PD TTD SLM CSGP IT WDAY HOOD XRX TRIP EPAM ARES INTU HRB KKR
2026-03-31 CCI XRX EXR PSKY SMCI EL PD LU COTY FICO ALK MKC AXON BSX CLF
2026-04-30 CCI CSGP EXR EPAM PODD TSCO OI NOW CHTR BSX UCL CTSH NKE ARE IP
2026-05-29 CCI EXR ZTS PODD UCL WHR BSX LU VNT CHTR TSCO CSGP MKTX INTU AZO
2026-06-26 ADCT CCI ACN CTSH EXR EPAM LU INTU LDOS PLTR UCL COIN ADBE TTD FMC
Scoring script (python)
FORMULA_NAME = "Mean-Reversion Oversold Quality (v1)"
LOGIC_VARIANT_COUNT = 1
NOTES = (
    "mode=explore; family=mean-reversion. Buy oversold: low return_1m/3m_pct and below "
    "200d MA, gated by positive free_cash_flow_margin_pct. No momentum, no regime branch."
)

BOOK = {
    "return_1m_pct": (0.30, -1),
    "return_3m_pct": (0.25, -1),
    "from_200d_ma_pct": (0.25, -1),
    "free_cash_flow_margin_pct": (0.20, +1),
}


def score_universe(stocks, regime, ctx):
    zmaps = {metric: ctx.z(metric) for metric in BOOK}
    scores = {}
    for row in stocks:
        sym = row["symbol"]
        total = 0.0
        for metric, (weight, sign) in BOOK.items():
            z = zmaps[metric].get(sym)
            if z is not None:
                total += weight * sign * z
        scores[sym] = total
    return scores