← All V2 experiments
Relative return
1.305x
Excess vs bench
30.46%
Benchmark
CAPW_UNIV
Rolling windows
179 · monthly
Mean strategy gain
49.32%
Mean benchmark gain
14.08%
Mean excess gain
35.23%
Dispersion (ref)
21.95%
Win-rate vs bench (ref)
100.00%
Worst / best ratio (ref)
1.066x / 1.649x
Logic variants
2
Updated
Jul 19, 2026
Anchored windows (reference — strategy vs benchmark)
Kept from V1 for continuity; the objective ranks on the full rolling set, not these four.
| Window | Strategy | Benchmark | Ratio |
|---|---|---|---|
| 2006-07-03 … 2011-06-30 | 23.40% | 2.22% | 1.207x |
| 2011-07-01 … 2016-06-30 | 37.46% | 13.74% | 1.209x |
| 2016-07-01 … 2021-06-30 | 90.52% | 20.63% | 1.579x |
| 2021-07-01 … 2026-06-26 | 49.23% | 15.48% | 1.292x |
All rolling windows — the objective set (equal-weighted mean ratio)
Strategy
Benchmark (CAPW_UNIV)
Excess
rolling 5y windows, monthly step — 179 windows · mean ratio 1.305x · beat benchmark in 179/179
| # | Window | Strategy | Benchmark | Ratio |
|---|---|---|---|---|
| 1 | 2006-07-31 … 2011-07-29 | 21.29% | 1.79% | 1.192x |
| 2 | 2006-08-31 … 2011-08-31 | 18.78% | 0.21% | 1.185x |
| 3 | 2006-09-29 … 2011-08-31 | 16.05% | -0.14% | 1.162x |
| 4 | 2006-10-31 … 2011-10-31 | 14.82% | 0.23% | 1.146x |
| 5 | 2006-11-30 … 2011-11-30 | 13.17% | -0.05% | 1.132x |
| 6 | 2006-12-29 … 2011-11-30 | 13.17% | -0.32% | 1.135x |
| 7 | 2007-01-31 … 2012-01-31 | 12.74% | 0.93% | 1.117x |
| 8 | 2007-02-28 … 2012-01-31 | 11.65% | 1.43% | 1.101x |
| 9 | 2007-03-30 … 2012-03-30 | 13.71% | 3.09% | 1.103x |
| 10 | 2007-04-30 … 2012-04-30 | 13.82% | 2.42% | 1.111x |
| 11 | 2007-05-31 … 2012-05-31 | 10.55% | 0.60% | 1.099x |
| 12 | 2007-06-29 … 2012-06-29 | 9.05% | 1.92% | 1.070x |
| 13 | 2007-07-31 … 2012-07-31 | 9.83% | 2.69% | 1.070x |
| 14 | 2007-08-31 … 2012-08-31 | 11.38% | 2.95% | 1.082x |
| 15 | 2007-09-28 … 2012-09-28 | 10.83% | 3.20% | 1.074x |
| 16 | 2007-10-31 … 2012-10-31 | 11.15% | 2.60% | 1.083x |
| 17 | 2007-11-30 … 2012-11-30 | 11.48% | 3.45% | 1.078x |
| 18 | 2007-12-31 … 2012-12-31 | 11.40% | 3.69% | 1.074x |
| 19 | 2008-01-31 … 2013-01-31 | 14.53% | 5.85% | 1.082x |
| 20 | 2008-02-29 … 2013-02-28 | 14.34% | 6.82% | 1.070x |
| 21 | 2008-03-31 … 2013-03-28 | 15.59% | 7.73% | 1.073x |
| 22 | 2008-04-30 … 2013-04-30 | 16.86% | 7.51% | 1.087x |
| 23 | 2008-05-30 … 2013-04-30 | 14.89% | 7.81% | 1.066x |
| 24 | 2008-06-30 … 2013-06-28 | 20.72% | 9.33% | 1.104x |
| 25 | 2008-07-31 … 2013-07-31 | 25.25% | 10.48% | 1.134x |
| 26 | 2008-08-29 … 2013-07-31 | 25.50% | 10.52% | 1.136x |
| 27 | 2008-09-30 … 2013-09-30 | 31.57% | 11.48% | 1.180x |
| 28 | 2008-10-31 … 2013-10-31 | 39.63% | 15.76% | 1.206x |
| 29 | 2008-11-28 … 2013-10-31 | 41.16% | 17.46% | 1.202x |
| 30 | 2008-12-31 … 2013-12-31 | 44.02% | 18.44% | 1.216x |
| 31 | 2009-01-30 … 2013-12-31 | 45.74% | 20.64% | 1.208x |
| 32 | 2009-02-27 … 2014-01-31 | 49.01% | 21.63% | 1.225x |
| 33 | 2009-03-31 … 2014-03-31 | 49.63% | 20.60% | 1.241x |
| 34 | 2009-04-30 … 2014-04-30 | 47.49% | 19.00% | 1.239x |
| 35 | 2009-05-29 … 2014-04-30 | 50.07% | 18.32% | 1.268x |
| 36 | 2009-06-30 … 2014-06-30 | 51.50% | 19.01% | 1.273x |
| 37 | 2009-07-31 … 2014-07-31 | 47.66% | 17.39% | 1.258x |
| 38 | 2009-08-31 … 2014-08-29 | 47.36% | 17.70% | 1.252x |
| 39 | 2009-09-30 … 2014-09-30 | 42.50% | 16.64% | 1.222x |
| 40 | 2009-10-30 … 2014-09-30 | 46.16% | 17.08% | 1.248x |
| 41 | 2009-11-30 … 2014-11-28 | 41.51% | 16.82% | 1.211x |
| 42 | 2009-12-31 … 2014-12-31 | 40.18% | 16.28% | 1.205x |
| 43 | 2010-01-29 … 2014-12-31 | 42.15% | 17.23% | 1.213x |
| 44 | 2010-02-26 … 2015-01-30 | 40.77% | 15.80% | 1.216x |
| 45 | 2010-03-31 … 2015-03-31 | 39.68% | 15.40% | 1.210x |
| 46 | 2010-04-30 … 2015-04-30 | 37.05% | 15.38% | 1.188x |
| 47 | 2010-05-28 … 2015-04-30 | 39.96% | 17.09% | 1.195x |
| 48 | 2010-06-30 … 2015-06-30 | 45.37% | 17.45% | 1.238x |
| 49 | 2010-07-30 … 2015-06-30 | 45.00% | 16.43% | 1.245x |
| 50 | 2010-08-31 … 2015-08-31 | 40.30% | 15.76% | 1.212x |
| 51 | 2010-09-30 … 2015-09-30 | 37.22% | 13.61% | 1.208x |
| 52 | 2010-10-29 … 2015-09-30 | 36.52% | 13.06% | 1.207x |
| 53 | 2010-11-30 … 2015-11-30 | 36.79% | 15.09% | 1.189x |
| 54 | 2010-12-31 … 2015-12-31 | 35.76% | 13.55% | 1.196x |
| 55 | 2011-01-31 … 2016-01-29 | 33.82% | 11.90% | 1.196x |
| 56 | 2011-02-28 … 2016-01-29 | 33.62% | 11.53% | 1.198x |
| 57 | 2011-03-31 … 2016-03-31 | 34.31% | 12.90% | 1.190x |
| 58 | 2011-04-29 … 2016-04-29 | 32.93% | 12.39% | 1.183x |
| 59 | 2011-05-31 … 2016-05-31 | 35.29% | 12.94% | 1.198x |
| 60 | 2011-06-30 … 2016-06-30 | 35.63% | 13.30% | 1.197x |
| 61 | 2011-07-29 … 2016-07-29 | 40.28% | 14.52% | 1.225x |
| 62 | 2011-08-31 … 2016-08-31 | 41.91% | 15.19% | 1.232x |
| 63 | 2011-09-30 … 2016-09-30 | 42.49% | 16.32% | 1.225x |
| 64 | 2011-10-31 … 2016-10-31 | 40.85% | 14.02% | 1.235x |
| 65 | 2011-11-30 … 2016-11-30 | 44.92% | 14.66% | 1.264x |
| 66 | 2011-12-30 … 2016-12-30 | 44.92% | 14.92% | 1.261x |
| 67 | 2012-01-31 … 2017-01-31 | 45.86% | 14.63% | 1.272x |
| 68 | 2012-02-29 … 2017-02-28 | 44.96% | 14.78% | 1.263x |
| 69 | 2012-03-30 … 2017-02-28 | 44.71% | 14.43% | 1.265x |
| 70 | 2012-04-30 … 2017-04-28 | 41.12% | 14.61% | 1.231x |
| 71 | 2012-05-31 … 2017-05-31 | 44.94% | 15.98% | 1.250x |
| 72 | 2012-06-29 … 2017-05-31 | 45.64% | 15.44% | 1.262x |
| 73 | 2012-07-31 … 2017-07-31 | 45.93% | 15.43% | 1.264x |
| 74 | 2012-08-31 … 2017-08-31 | 46.43% | 15.12% | 1.272x |
| 75 | 2012-09-28 … 2017-08-31 | 45.98% | 14.77% | 1.272x |
| 76 | 2012-10-31 … 2017-10-31 | 51.43% | 16.12% | 1.304x |
| 77 | 2012-11-30 … 2017-11-30 | 51.53% | 16.79% | 1.298x |
| 78 | 2012-12-31 … 2017-12-29 | 50.17% | 16.93% | 1.284x |
| 79 | 2013-01-31 … 2018-01-31 | 51.44% | 17.57% | 1.288x |
| 80 | 2013-02-28 … 2018-02-28 | 53.08% | 16.21% | 1.317x |
| 81 | 2013-03-28 … 2018-02-28 | 52.10% | 15.81% | 1.313x |
| 82 | 2013-04-30 … 2018-04-30 | 47.80% | 14.25% | 1.294x |
| 83 | 2013-05-31 … 2018-05-31 | 39.57% | 14.57% | 1.218x |
| 84 | 2013-06-28 … 2018-05-31 | 42.74% | 14.97% | 1.242x |
| 85 | 2013-07-31 … 2018-07-31 | 41.80% | 14.83% | 1.235x |
| 86 | 2013-08-30 … 2018-07-31 | 43.01% | 15.59% | 1.237x |
| 87 | 2013-09-30 … 2018-09-28 | 42.67% | 15.84% | 1.232x |
| 88 | 2013-10-31 … 2018-10-31 | 33.73% | 12.89% | 1.185x |
| 89 | 2013-11-29 … 2018-10-31 | 33.61% | 12.60% | 1.187x |
| 90 | 2013-12-31 … 2018-12-31 | 32.13% | 9.93% | 1.202x |
| 91 | 2014-01-31 … 2019-01-31 | 33.05% | 12.37% | 1.184x |
| 92 | 2014-02-28 … 2019-02-28 | 30.57% | 12.38% | 1.162x |
| 93 | 2014-03-31 … 2019-03-29 | 32.82% | 12.76% | 1.178x |
| 94 | 2014-04-30 … 2019-04-30 | 34.91% | 13.73% | 1.186x |
| 95 | 2014-05-30 … 2019-04-30 | 34.78% | 13.54% | 1.187x |
| 96 | 2014-06-30 … 2019-06-28 | 36.20% | 12.81% | 1.207x |
| 97 | 2014-07-31 … 2019-07-31 | 37.84% | 13.30% | 1.217x |
| 98 | 2014-08-29 … 2019-07-31 | 37.77% | 12.80% | 1.221x |
| 99 | 2014-09-30 … 2019-09-30 | 39.71% | 12.70% | 1.240x |
| 100 | 2014-10-31 … 2019-10-31 | 40.15% | 12.91% | 1.241x |
| 101 | 2014-11-28 … 2019-10-31 | 39.92% | 12.60% | 1.243x |
| 102 | 2014-12-31 … 2019-12-31 | 41.95% | 14.16% | 1.243x |
| 103 | 2015-01-30 … 2019-12-31 | 41.91% | 14.85% | 1.236x |
| 104 | 2015-02-27 … 2020-01-31 | 41.55% | 14.04% | 1.241x |
| 105 | 2015-03-31 … 2020-03-31 | 40.26% | 8.56% | 1.292x |
| 106 | 2015-04-30 … 2020-04-30 | 45.07% | 11.65% | 1.299x |
| 107 | 2015-05-29 … 2020-05-29 | 43.41% | 12.61% | 1.273x |
| 108 | 2015-06-30 … 2020-06-30 | 43.46% | 13.64% | 1.262x |
| 109 | 2015-07-31 … 2020-07-31 | 46.20% | 14.60% | 1.276x |
| 110 | 2015-08-31 … 2020-08-31 | 51.87% | 18.07% | 1.286x |
| 111 | 2015-09-30 … 2020-09-30 | 51.26% | 17.05% | 1.292x |
| 112 | 2015-10-30 … 2020-10-30 | 46.41% | 14.60% | 1.278x |
| 113 | 2015-11-30 … 2020-11-30 | 57.17% | 17.43% | 1.338x |
| 114 | 2015-12-31 … 2020-12-31 | 58.70% | 18.65% | 1.338x |
| 115 | 2016-01-29 … 2021-01-29 | 96.63% | 19.26% | 1.649x |
| 116 | 2016-02-29 … 2021-02-26 | 91.77% | 19.79% | 1.601x |
| 117 | 2016-03-31 … 2021-03-31 | 92.89% | 19.42% | 1.615x |
| 118 | 2016-04-29 … 2021-03-31 | 94.82% | 19.66% | 1.628x |
| 119 | 2016-05-31 … 2021-05-28 | 93.06% | 20.42% | 1.603x |
| 120 | 2016-06-30 … 2021-06-30 | 92.42% | 21.06% | 1.589x |
| 121 | 2016-07-29 … 2021-06-30 | 90.52% | 20.63% | 1.579x |
| 122 | 2016-08-31 … 2021-08-31 | 91.49% | 21.75% | 1.573x |
| 123 | 2016-09-30 … 2021-09-30 | 86.54% | 20.22% | 1.552x |
| 124 | 2016-10-31 … 2021-10-29 | 92.80% | 22.50% | 1.574x |
| 125 | 2016-11-30 … 2021-11-30 | 90.74% | 21.87% | 1.565x |
| 126 | 2016-12-30 … 2021-11-30 | 91.45% | 21.75% | 1.572x |
| 127 | 2017-01-31 … 2022-01-31 | 80.25% | 20.17% | 1.500x |
| 128 | 2017-02-28 … 2022-02-28 | 79.09% | 18.51% | 1.511x |
| 129 | 2017-03-31 … 2022-03-31 | 82.93% | 19.46% | 1.531x |
| 130 | 2017-04-28 … 2022-03-31 | 84.74% | 19.46% | 1.546x |
| 131 | 2017-05-31 … 2022-05-31 | 79.53% | 15.59% | 1.553x |
| 132 | 2017-06-30 … 2022-06-30 | 78.71% | 13.08% | 1.580x |
| 133 | 2017-07-31 … 2022-07-29 | 77.58% | 15.16% | 1.542x |
| 134 | 2017-08-31 … 2022-08-31 | 74.13% | 13.72% | 1.531x |
| 135 | 2017-09-29 … 2022-08-31 | 73.85% | 13.56% | 1.531x |
| 136 | 2017-10-31 … 2022-10-31 | 66.13% | 11.86% | 1.485x |
| 137 | 2017-11-30 … 2022-11-30 | 65.87% | 12.52% | 1.474x |
| 138 | 2017-12-29 … 2022-11-30 | 67.15% | 12.46% | 1.486x |
| 139 | 2018-01-31 … 2023-01-31 | 60.09% | 11.01% | 1.442x |
| 140 | 2018-02-28 … 2023-02-28 | 57.63% | 11.03% | 1.420x |
| 141 | 2018-03-29 … 2023-02-28 | 58.75% | 11.72% | 1.421x |
| 142 | 2018-04-30 … 2023-04-28 | 57.32% | 13.01% | 1.392x |
| 143 | 2018-05-31 … 2023-05-31 | 59.38% | 12.95% | 1.411x |
| 144 | 2018-06-29 … 2023-05-31 | 58.25% | 13.01% | 1.400x |
| 145 | 2018-07-31 … 2023-07-31 | 63.08% | 14.67% | 1.422x |
| 146 | 2018-08-31 … 2023-08-31 | 60.32% | 13.51% | 1.412x |
| 147 | 2018-09-28 … 2023-08-31 | 60.22% | 13.56% | 1.411x |
| 148 | 2018-10-31 … 2023-10-31 | 60.59% | 12.60% | 1.426x |
| 149 | 2018-11-30 … 2023-11-30 | 62.35% | 14.58% | 1.417x |
| 150 | 2018-12-31 … 2023-12-29 | 69.43% | 17.26% | 1.445x |
| 151 | 2019-01-31 … 2024-01-31 | 70.13% | 16.27% | 1.463x |
| 152 | 2019-02-28 … 2024-01-31 | 70.13% | 15.94% | 1.467x |
| 153 | 2019-03-29 … 2024-03-28 | 82.76% | 17.50% | 1.555x |
| 154 | 2019-04-30 … 2024-04-30 | 79.70% | 15.50% | 1.556x |
| 155 | 2019-05-31 … 2024-05-31 | 82.34% | 18.12% | 1.544x |
| 156 | 2019-06-28 … 2024-06-28 | 79.73% | 17.99% | 1.523x |
| 157 | 2019-07-31 … 2024-07-31 | 75.09% | 17.70% | 1.488x |
| 158 | 2019-08-30 … 2024-08-30 | 73.90% | 18.41% | 1.469x |
| 159 | 2019-09-30 … 2024-09-30 | 77.32% | 18.65% | 1.494x |
| 160 | 2019-10-31 … 2024-10-31 | 77.95% | 17.87% | 1.510x |
| 161 | 2019-11-29 … 2024-11-29 | 82.49% | 18.64% | 1.538x |
| 162 | 2019-12-31 … 2024-12-31 | 74.36% | 17.62% | 1.482x |
| 163 | 2020-01-31 … 2025-01-31 | 79.67% | 18.07% | 1.522x |
| 164 | 2020-02-28 … 2025-02-28 | 76.21% | 19.00% | 1.481x |
| 165 | 2020-03-31 … 2025-03-31 | 73.80% | 19.24% | 1.458x |
| 166 | 2020-04-30 … 2025-04-30 | 69.01% | 16.49% | 1.451x |
| 167 | 2020-05-29 … 2025-04-30 | 68.94% | 15.80% | 1.459x |
| 168 | 2020-06-30 … 2025-06-30 | 66.62% | 18.19% | 1.410x |
| 169 | 2020-07-31 … 2025-07-31 | 64.56% | 17.87% | 1.396x |
| 170 | 2020-08-31 … 2025-08-29 | 63.34% | 16.69% | 1.400x |
| 171 | 2020-09-30 … 2025-09-30 | 68.24% | 18.57% | 1.419x |
| 172 | 2020-10-30 … 2025-09-30 | 72.00% | 19.43% | 1.440x |
| 173 | 2020-11-30 … 2025-11-28 | 60.81% | 17.77% | 1.365x |
| 174 | 2020-12-31 … 2025-12-31 | 63.06% | 16.92% | 1.395x |
| 175 | 2021-01-29 … 2025-12-31 | 39.13% | 17.20% | 1.187x |
| 176 | 2021-02-26 … 2026-01-30 | 46.01% | 17.04% | 1.248x |
| 177 | 2021-03-31 … 2026-03-31 | 44.35% | 14.07% | 1.265x |
| 178 | 2021-04-30 … 2026-04-30 | 44.63% | 16.03% | 1.247x |
| 179 | 2021-05-28 … 2026-04-30 | 44.50% | 16.22% | 1.243x |
Notes
mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1077.
Lesson notes
exploit/regime-momentum-quality-value: relative_return 1.3046x (delta -0.1212 vs exp_758); win-rate 100.0%, worst-window 1.065647, dispersion 21.9515%.
Monthly picks — top stocks selected each month (whole timeline)
timeline — 240 months · top 15 each
| Month | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006-07-31 | SLG | LH | USB | CPB | KO | JNJ | PEP | BRK-B | ES | DGX | LNT | GL | ESS | CPQ | ATO |
| 2006-08-31 | MNST | ILMN | MAY | AKAM | ATI | ADM | NUE | EME | SLG | DECK | STLD | LVS | TEX | GRMN | FIX |
| 2006-09-29 | MAY | ILMN | AKAM | MNST | LVS | AAL | AT | BKNG | EME | ATI | TEX | DECK | DLR | MTW | ADM |
| 2006-10-31 | MAY | AKAM | DECK | MNST | ILMN | BKNG | AT | ATI | LVS | ALGN | BMET | EME | INCLF | AAL | NVDA |
| 2006-11-30 | MAY | ILMN | ICE | ATI | AKAM | DECK | MTW | ALGN | AT | UAA | NVDA | REGN | GRMN | ALB | BMET |
| 2006-12-29 | MAY | ICE | ILMN | AKAM | ATI | ALGN | MTW | AT | NVDA | LVS | DECK | BMET | WST | ALB | EQIX |
| 2007-01-31 | MAY | ICE | AT | AKAM | ALGN | BMET | BKNG | ALXN | KMX | LVS | MGM | ATI | GT | DECK | WYNN |
| 2007-02-28 | MAY | ICE | ALGN | CF | MGM | ATI | GT | AKAM | ALB | DECK | BKNG | AT | KMX | LVS | STLD |
| 2007-03-30 | MAY | CF | GT | ICE | BKNG | MGM | ATI | DLX | MOS | ALB | TEX | TPL | CE | STLD | ANDV |
| 2007-04-30 | MAY | GT | CF | BKNG | ALGN | ANDV | MOS | OI | ICE | INCY | DLX | CLF | NRG | TEX | TPL |
| 2007-05-31 | MAY | ALGN | GT | CF | MA | CLF | ICE | DECK | FSLR | DLX | OI | ANDV | MOS | AMZN | ON |
| 2007-06-29 | MAY | CF | GT | ALGN | MA | KMG | FSLR | DLX | MOS | DECK | OI | CLF | ICE | BKNG | ALXN |
| 2007-07-31 | MAY | CF | KMG | ALGN | MA | FSLR | AMZN | GT | MOS | AL | DECK | OI | BKNG | ALXN | JEC |
| 2007-08-31 | ALGN | CF | KMG | AMZN | OI | MA | AL | ISRG | DECK | MOS | CMI | MAY | AXON | GME | ALXN |
| 2007-09-28 | CF | KMG | AMZN | MOS | OI | GRMN | AL | MPWR | NOV | BKNG | CMG | ISRG | GME | CMI | AXON |
| 2007-10-31 | CF | MOS | ISRG | KMG | MPWR | NOV | GRMN | OI | AMZN | AL | GME | CMG | WYNN | BKNG | DECK |
| 2007-11-30 | FSLR | CF | ISRG | MOS | DECK | BKNG | BBBY | CMG | AL | JEC | GRMN | OI | NOV | GME | MNST |
| 2007-12-31 | CVG | PENN | JNJ | CL | PG | KO | MO | PEP | AEE | CLX | SO | ED | MCD | WEC | BRK-B |
| 2008-01-31 | MAY | CVG | JNJ | CL | MO | PG | KO | SO | ATO | CLX | WEC | LH | ABT | DGX | ESRX |
| 2008-02-29 | MAY | CVG | JNJ | PG | CHD | MOS | MEE | CL | MO | PRGO | KO | SWN | WMT | BRK-B | EQT |
| 2008-03-31 | MAY | MEE | CVG | PG | CL | SWN | JNJ | PRGO | CHD | KO | ESV | AFL | HRL | BTUUQ | MO |
| 2008-04-30 | MEE | MAY | CVG | ESV | SWN | JNJ | PRGO | WMT | CHD | BTUUQ | PG | KO | GD | WEC | BRK-B |
| 2008-05-30 | FSLR | MOS | CF | MA | MEE | CLF | ILMN | ESV | BKNG | SWN | PRGO | ISRG | RRC | FLS | HP |
| 2008-06-30 | MEE | ESV | SW | SWN | MAY | TTWO | BTUUQ | BCR | FMC | JNJ | BAX | FE | APOL | ATGE | CHD |
| 2008-07-31 | SWN | ESV | BCR | MEE | DF | BTUUQ | MAY | APOL | ATGE | CELG | FDO | FI | HRS | CERN | COG |
| 2008-08-29 | SWN | MOS | CLF | ESV | BCR | FSLR | CF | MEE | DF | APOL | BTUUQ | ATGE | CELG | FI | HRS |
| 2008-09-30 | SWN | BCR | DF | FDO | CELG | APOL | ATGE | FI | ESV | HRS | GIS | HCBK | CEPH | BIG | COG |
| 2008-10-31 | SWN | WWY | GIS | CHD | BCR | CPB | CLX | DF | ABT | ED | DLTR | LDOS | ROH | MKC | BAX |
| 2008-11-28 | DLTR | GIS | CHD | SWN | CLX | CASY | WMT | MCD | ABT | KR | ED | CPB | BCR | SJM | LDOS |
| 2008-12-31 | DLTR | MCD | CHD | ABT | LDOS | GIS | CLX | AON | KR | WMT | ED | BMY | AJG | SWN | AMGN |
| 2009-01-30 | MCD | ABT | ED | LDOS | DLTR | EW | SWN | AMGN | GIS | BMY | GILD | CHD | HSY | WEC | AJG |
| 2009-02-27 | HET | ED | LDOS | EW | PCG | MCD | XEL | WEC | NFLX | AZO | AMGN | ABT | ROH | SWN | HSY |
| 2009-03-31 | AZO | ED | EW | HET | NFLX | PCG | XEL | DLTR | MCD | VTRS | CHD | LDOS | WEC | MNST | BMY |
| 2009-04-30 | NFLX | AZO | MNST | ED | AN | HET | BR | ROST | XEL | CLX | ORLY | PCG | SNPS | ROH | AAP |
| 2009-05-29 | ORLY | AZO | BKNG | DLTR | HRL | NFLX | ROST | DGX | EW | IBM | MCD | NEE | MNST | HET | ED |
| 2009-06-30 | CAR | AN | FHN | NFLX | ORLY | F | PALM | MBI | MKTX | TSCO | DLTR | TYL | AZO | TLAB | WBD |
| 2009-07-31 | CAR | AN | F | PALM | ORLY | BLDR | NFLX | FHN | WBD | MNST | CMG | ULTA | SWKS | FFIV | ICE |
| 2009-08-31 | CAR | F | PALM | AN | MU | BKNG | NFLX | ORLY | CMG | WBD | BLDR | VRTX | SWKS | SNDK | ASH |
| 2009-09-30 | CAR | PALM | BKNG | SW | WBD | GNW | MU | SNDK | AAPL | DISCA | WDC | MRVL | AN | MTG | ASH |
| 2009-10-30 | CAR | SW | GNW | PALM | BC | BKNG | KMG | HIG | F | SNDK | DDS | SSP | GGP | WSM | UIS |
| 2009-11-30 | CAR | GNW | KMG | UIS | SW | BC | DDS | GGP | SSP | THC | STX | SNDK | ASH | PALM | DXCM |
| 2009-12-31 | CAR | GGP | SANM | DDS | UIS | SSP | LPX | SW | THC | AMD | KMG | LULU | F | WFM | GNW |
| 2010-01-29 | CAR | SANM | GNW | GGP | AMD | UIS | F | THC | SW | SSP | LULU | STX | BC | ASH | DDS |
| 2010-02-26 | CAR | SANM | GNW | UIS | ASH | GGP | LVS | UAL | F | INCY | FITB | SSP | LULU | DDS | CLF |
| 2010-03-31 | CAR | SANM | GNW | UIS | MAC | INCY | LYV | GGP | MTG | UAL | F | LVS | SSP | CLF | DDR |
| 2010-04-30 | GNW | INCY | SANM | CAR | UAL | MTG | LYV | GGP | SSP | WLL | ETFC | DDS | SMCI | VIAV | FITB |
| 2010-05-28 | UAL | SSP | BC | SANM | ETFC | INCY | VSTNQ | GGP | AAL | WLL | MTG | DDS | LULU | NFLX | LYV |
| 2010-06-30 | ETFC | UST | DLTR | CVG | CPB | COR | AZO | MCD | KMB | CLX | PG | SO | HRL | KDP | MO |
| 2010-07-30 | SW | ETFC | CVG | AZO | UST | DLTR | CASY | MO | KMB | HRL | CCU | CPB | SO | MCD | CLX |
| 2010-08-31 | ETFC | CPQ | AZO | CCU | MCD | CASY | CVG | LUMN | ERIE | UST | MO | MRO | EC | ED | CPB |
| 2010-09-30 | ETFC | NFLX | AKAM | FFIV | UAL | VSTNQ | NTAP | BKNG | CCU | LVS | AAL | VRTS | WLL | CMI | BBWI |
| 2010-10-29 | ETFC | UAL | NFLX | AAL | LVS | INCY | FFIV | BKNG | NTAP | WLL | MBI | CMG | AKAM | VRTS | ACAS |
| 2010-11-30 | ETFC | UAL | LVS | NFLX | MBI | AAL | FFIV | CMG | VRTS | BBWI | BKNG | WLL | ACAS | URI | FTNT |
| 2010-12-31 | ETFC | LVS | NFLX | VRTS | MBI | CMG | FFIV | ACAS | URI | WLL | DECK | BKNG | BBWI | CMI | FTNT |
| 2011-01-31 | ETFC | MAY | ACAS | LVS | URI | VRTS | WLL | NFLX | LULU | FFIV | DECK | CMI | IPGP | DDS | SWKS |
| 2011-02-28 | MAY | ETFC | URI | NFLX | LULU | LVS | ACAS | IPGP | VRTS | DDS | FTNT | HON | WLL | SWKS | UAA |
| 2011-03-31 | MAY | ETFC | IPGP | URI | VRTS | WYNN | NFLX | FTNT | LULU | SWKS | ACAS | NOV | CMG | VIAV | UAA |
| 2011-04-29 | MAY | IPGP | ETFC | LULU | FTNT | WYNN | VRTS | URI | ANDV | NFLX | ULTA | ACAS | MU | ECHO | TMUS |
| 2011-05-31 | MAY | IPGP | ETFC | FTNT | BKNG | LULU | ACAS | LYB | EP | URI | ANDV | WYNN | GMCR | ABMD | KLAC |
| 2011-06-30 | MAY | IPGP | ETFC | FTNT | BKNG | VRTS | REGN | EP | URI | ULTA | LULU | ANF | DDS | ACAS | NFLX |
| 2011-07-29 | MAY | IPGP | LULU | EP | ULTA | FTNT | CTRA | VRTS | ABMD | WCG | COG | REGN | ETFC | NFLX | GMCR |
| 2011-08-31 | MCD | UST | SO | ED | AZO | D | KMB | PG | AEP | GIS | AAPL | CAG | ABT | CL | HSY |
| 2011-09-30 | UST | SO | MCD | D | ED | V | AZO | KMB | AAPL | BMY | AEP | DUK | PG | GIS | MO |
| 2011-10-31 | MAY | V | MCD | D | SO | AZO | CVG | UST | ED | BMY | AEP | AAPL | MSFT | DLTR | INTC |
| 2011-11-30 | V | MA | ED | D | MCD | ISRG | MSFT | AEP | MO | AMT | BMY | DLTR | AAPL | AMGN | MAY |
| 2011-12-30 | V | MA | MCD | ISRG | ED | D | MSFT | MO | BMY | AEP | AMT | MAY | AMGN | AAPL | ABT |
| 2012-01-31 | GNRC | DPZ | COG | WCG | EP | ULTA | MNST | MA | REGN | DLTR | FAST | BIIB | TIN | ABMD | VZ |
| 2012-02-29 | REGN | STX | WCG | COG | DPZ | URI | ULTA | MNST | HFC | ABMD | ADS | TYL | BIIB | CBS | FAST |
| 2012-03-30 | STX | REGN | DPZ | MNST | BLDR | WCG | AAPL | ULTA | URI | HFC | COG | CF | V | MA | FAST |
| 2012-04-30 | REGN | BLDR | DPZ | AAPL | MNST | STX | URI | EQIX | ULTA | M | V | ISRG | VRTS | ROST | DLTR |
| 2012-05-31 | REGN | BLDR | STX | AAPL | MNST | AAL | EQIX | ORLY | LULU | ISRG | URI | V | EC | TJX | BKNG |
| 2012-06-29 | REGN | BLDR | AAL | AAPL | MNST | EQIX | STX | SHW | TJX | LEN | ROST | DHI | GPS | DLTR | V |
| 2012-07-31 | AAL | BLDR | STX | LEN | REGN | MNST | SHW | EQIX | AAPL | DG | ROST | PHM | V | ALGN | DHI |
| 2012-08-31 | STX | PHM | DHI | LEN | REGN | AAL | EQIX | BLDR | GPS | URI | SHW | ALGN | LPX | ROST | AAPL |
| 2012-09-28 | PHM | BLDR | STX | DHI | LPX | LEN | REGN | LYB | GPS | ALGN | ANDV | EQIX | KBH | URI | SHW |
| 2012-10-31 | PHM | BLDR | DHI | KBH | REGN | LEN | LPX | EQIX | BBBY | STX | LYB | WHR | ANDV | STZ | GPS |
| 2012-11-30 | BLDR | PHM | KBH | BBBY | AAL | LEN | LPX | WHR | REGN | DHI | STZ | GNRC | ANDV | GILD | MPC |
| 2012-12-31 | REGN | PHM | LPX | WHR | BLDR | BBBY | KBH | AAL | SW | EXPE | ANDV | DDS | LEN | GILD | OMX |
| 2013-01-31 | PHM | LPX | BLDR | BBBY | KBH | WHR | DDS | ANDV | AXON | OMX | LEN | THC | EXPE | SW | MPC |
| 2013-02-28 | OMX | LPX | PHM | NFLX | VRTS | AXON | BBBY | GNRC | BLDR | THC | APO | EXPE | MPC | VLO | ANDV |
| 2013-03-28 | OMX | NFLX | LPX | VRTS | KKR | KBH | PHM | ANDV | BBBY | THC | CTRA | MPC | CPAY | APO | GNRC |
| 2013-04-30 | OMX | FNMA | FMCC | NFLX | KKR | THC | ANDV | KBH | VRTS | MTG | CAR | LPX | STZ | HRB | MPC |
| 2013-05-31 | FNMA | FMCC | OMX | FSLR | NFLX | BBBY | KBH | KKR | MTG | VRTS | APO | STZ | THC | ANDV | PHM |
| 2013-06-28 | FNMA | FMCC | OMX | BBBY | FSLR | NFLX | TSLA | KKR | VRTS | MTG | CPAY | SW | GILD | ANDV | MU |
| 2013-07-31 | FNMA | FMCC | OMX | TSLA | BBBY | MTG | GME | NFLX | FSLR | SVU | KKR | MU | THC | GNW | CPAY |
| 2013-08-30 | OMX | FNMA | FMCC | MTG | TSLA | BBBY | SVU | NFLX | GME | DAL | FSLR | GNW | TRIP | BBY | META |
| 2013-09-30 | OMX | TSLA | MTG | FNMA | FMCC | NFLX | BBBY | SVU | GME | MU | META | BBY | DAL | CPAY | AXON |
| 2013-10-31 | OMX | TSLA | FNMA | FMCC | MTG | MU | FANG | META | NFLX | BBY | DAL | INCY | TRIP | FL | KATE |
| 2013-11-29 | OMX | FNMA | FMCC | MTG | TSLA | NFLX | MU | BBY | INCY | FL | DAL | FANG | META | AXON | BX |
| 2013-12-31 | FNMA | FMCC | NFLX | INCY | TSLA | MU | BBY | FL | MTG | META | BX | FANG | KATE | DXCM | DAL |
| 2014-01-31 | FNMA | FMCC | INCY | TSLA | MU | TKO | DXCM | ILMN | MTG | BX | NFLX | KATE | PHM | AXON | META |
| 2014-02-28 | FNMA | FMCC | TSLA | TKO | ILMN | INCY | AAL | MU | DXCM | META | BX | PHM | MTG | FRX | DAL |
| 2014-03-31 | FNMA | FMCC | TSLA | TKO | ILMN | RCL | DXCM | INCY | FRX | META | FANG | DAL | AAL | FSLR | MU |
| 2014-04-30 | FMCC | FNMA | TSLA | TKO | MU | FRX | FANG | ILMN | RCL | DAL | INCY | DXCM | AAL | META | URI |
| 2014-05-30 | META | FRX | MU | DAL | FMCC | FANG | TSLA | AAL | ILMN | FNMA | NXPI | INCY | SMCI | URI | SWKS |
| 2014-06-30 | META | FMCC | FNMA | AAL | FRX | FANG | DAL | ILMN | URI | SWKS | MU | TPL | LUV | SMCI | CAR |
| 2014-07-31 | META | FMCC | MU | FNMA | FANG | FRX | SWKS | TPL | TRGP | SMCI | NBR | URI | NFX | ILMN | CAR |
| 2014-08-29 | FMCC | FNMA | LUV | MU | SWKS | CAR | URI | TPL | DAL | FANG | AAL | TRGP | SMCI | META | RCL |
| 2014-09-30 | FMCC | FNMA | TPL | SWKS | LUV | CAR | GILD | URI | ENPH | SMCI | ILMN | MU | TRGP | NXPI | RCL |
| 2014-10-31 | MMI | PANW | SWKS | SMCI | ENPH | LUV | TPL | MU | AVGO | RCL | GILD | META | ILMN | GMCR | URI |
| 2014-11-28 | MMI | SWKS | PANW | SMCI | LUV | EW | ILMN | AVGO | ENPH | RCL | MNST | META | EA | NXPI | GMCR |
| 2014-12-31 | SWKS | LUV | PANW | MMI | EW | SMCI | EA | ENPH | MNST | RCL | GMCR | AAL | SBUX | AXON | UAL |
| 2015-01-30 | SWKS | PANW | LUV | AXON | MMI | EW | EA | SBUX | KR | MNST | CNC | AVGO | ENPH | BBWI | RCL |
| 2015-02-27 | SWKS | SBUX | LUV | EA | PANW | SMCI | MMI | CNC | EW | MNST | KR | ANDV | AAPL | AVGO | ALK |
| 2015-03-31 | SWKS | SMCI | PANW | CNC | EA | SBUX | MNST | AVGO | MMI | ANDV | EPAM | INCY | HSP | LUV | MOH |
| 2015-04-30 | SWKS | PAYC | PANW | SBUX | EA | CNC | MMI | MNST | DXCM | AVGO | EPAM | HSP | INCY | KMG | ABMD |
| 2015-05-29 | AXON | SWKS | PAYC | SBUX | BLDR | PANW | DXCM | INCY | KMG | MNST | MMI | HSP | AVGO | ABMD | CNC |
| 2015-06-30 | SWKS | PAYC | AXON | BTUUQ | PANW | CNC | AVGO | INCY | BLDR | DXCM | MMI | SBUX | ABMD | HSP | EA |
| 2015-07-31 | BLDR | PAYC | AXON | PANW | BTUUQ | CNC | DXCM | INCY | MNST | ABMD | MMI | EPAM | EA | SBUX | SWKS |
| 2015-08-31 | GILD | V | EBAY | MA | GE | MCO | MO | CCI | HAS | CVG | PSA | ABMD | NVR | AMT | SPG |
| 2015-09-30 | V | GILD | MA | GE | EBAY | PSA | MCO | MO | ED | CVG | SPG | AMT | UST | CCI | ACGL |
| 2015-10-30 | V | MA | GILD | GE | MO | PSA | CVG | BKNG | SPG | AMT | CCI | ABMD | ED | UST | ATO |
| 2015-11-30 | CZR | FIX | NFLX | ABMD | AMZN | BLDR | TYL | GE | GPN | AYI | ATVI | DXCM | TKO | EXPE | SBUX |
| 2015-12-31 | GE | V | GILD | ABMD | MA | PSA | ATVI | GOOGL | MO | META | CCI | MCD | HRL | JKHY | AMT |
| 2016-01-29 | GE | V | MCD | GILD | PSA | ABMD | MA | MO | KLAC | ISRG | GOOGL | HRL | MSFT | CVG | AMGN |
| 2016-02-29 | GE | SPG | V | GILD | KLAC | MCD | ISRG | MO | PSA | ED | VZ | ABMD | MA | CPB | T |
| 2016-03-31 | CZR | ABMD | TSN | GE | MAT | NVDA | EBAY | HRL | GDDY | MKTX | KLAC | ATVI | TTWO | ANF | META |
| 2016-04-29 | TSN | ABMD | GE | CZR | NVDA | EBAY | HRL | META | EW | TTWO | MKTX | DLR | CPB | AMD | PSA |
| 2016-05-31 | AMD | CZR | ABMD | NVDA | WB | META | EW | TSN | EVRG | MTW | DLR | ULTA | GE | MKTX | AWK |
| 2016-06-30 | NVDA | CLF | AMD | CZR | DXC | ABMD | EVRG | MDR | WB | AWK | DLR | OKE | MKTX | ULTA | EQIX |
| 2016-07-29 | CLF | AMD | NVDA | WB | NEM | DXC | CZR | DLR | X | ABMD | WOR | MDR | AWK | ALB | PAYC |
| 2016-08-31 | AMD | WB | NVDA | CLF | SPGI | NEM | X | DHR | MDR | DXC | JOY | ALB | ABMD | WPX | MKTX |
| 2016-09-30 | WB | AMD | X | NVDA | SPGI | CLF | NEM | DHR | AMAT | LITE | WPX | JOY | MDR | CNX | NAV |
| 2016-10-31 | AMD | WB | X | NVDA | LITE | CNX | SPGI | WPX | DXC | DHR | JOY | NAV | AMAT | CLF | TPL |
| 2016-11-30 | AMD | X | CLF | WB | NVDA | CNX | SPGI | TPL | WPX | DHR | NAV | LITE | NEM | JOY | OKE |
| 2016-12-30 | CLF | X | AMD | NVDA | FMCC | FNMA | WB | TPL | CNX | OKE | WPX | SPGI | TRGP | NAV | NBR |
| 2017-01-31 | AMD | CLF | X | NVDA | FMCC | FNMA | TPL | TRGP | WB | NBR | FCX | WPX | NAV | URI | SPGI |
| 2017-02-28 | AMD | CLF | X | NVDA | WB | URI | FNMA | FMCC | TPL | NAV | SPGI | NBR | WPX | TRGP | CSX |
| 2017-03-31 | AMD | CLF | X | NVDA | WB | NAV | URI | FMCC | FNMA | SLM | ANET | RF | CSX | WPX | BAC |
| 2017-04-28 | AMD | NVDA | X | MU | KMG | NAV | ANET | STX | AMAT | DXC | SLM | WDC | LITE | WB | IDXX |
| 2017-05-31 | AMD | KMG | NVDA | X | XYZ | WB | ANET | CSX | MU | IDXX | LRCX | NAV | WDC | STX | AMAT |
| 2017-06-30 | NVDA | XYZ | WB | ANET | LITE | CSX | X | TTWO | AMAT | KMG | ADSK | LRCX | NAV | VEEV | APO |
| 2017-07-31 | NVDA | XYZ | ANET | MU | WB | LITE | ALGN | TTWO | ZBRA | KMG | CSX | LRCX | IDXX | AMAT | VEEV |
| 2017-08-31 | NVDA | XYZ | NRG | TTWO | ALGN | ANET | WB | VRTX | BA | MU | LRCX | TPL | IPGP | KMG | WDC |
| 2017-09-29 | NVDA | XYZ | TTWO | WB | IPGP | NRG | ANET | NCC | ALGN | MU | BA | TTD | VRTX | LRCX | SEDG |
| 2017-10-31 | NVDA | XYZ | BBBY | TTD | TTWO | SEDG | NRG | MU | ALGN | MTW | ANET | WB | LRCX | IPGP | CZR |
| 2017-11-30 | BBBY | XYZ | SEDG | ALGN | ENPH | ANET | NRG | IPGP | NVDA | MU | TTWO | TTD | LRCX | NVR | MCHP |
| 2017-12-29 | BBBY | ENPH | SEDG | XYZ | ANET | WB | ALGN | NCC | NRG | IPGP | TTWO | TWTR | PENN | FSLR | NVR |
| 2018-01-31 | BBBY | SEDG | ANET | XYZ | ALGN | PENN | WB | CZR | NKTR | TWTR | TTWO | FSLR | MTCH | BLDR | IPGP |
| 2018-02-28 | NKTR | BBBY | XYZ | SEDG | ANET | ALGN | NVDA | WB | EC | MTCH | TWTR | ENPH | CZR | IPGP | BA |
| 2018-03-29 | NKTR | SEDG | BBBY | ENPH | NCC | XYZ | MTCH | ETSY | FSLR | WB | ANET | EC | ALGN | NVDA | TWTR |
| 2018-04-30 | CCI | NKTR | V | MA | SPG | HET | ADBE | BKNG | KDP | SPGI | AMGN | YUM | EXR | TWTR | INTU |
| 2018-05-31 | ENPH | NKTR | SEDG | CVNA | EC | ETSY | AXON | HET | TKO | MTCH | CCI | BBBY | THC | MU | TPL |
| 2018-06-29 | ENPH | NKTR | TKO | HET | AXON | MU | SEDG | XYZ | ETSY | NFLX | CCI | TPL | EC | THC | ALGN |
| 2018-07-31 | ENPH | TKO | HET | ETSY | AXON | NKTR | CVNA | CCI | THC | ANF | XYZ | SEDG | MU | TPL | TWTR |
| 2018-08-31 | ENPH | HET | TKO | CVNA | AXON | CCI | ETSY | XYZ | NKTR | THC | EC | TTD | LULU | ABMD | SVU |
| 2018-09-28 | HET | CVNA | TKO | XYZ | TTD | DXCM | AXON | ETSY | CCI | AMD | ENPH | LULU | ABMD | FTNT | UIS |
| 2018-10-31 | CCI | HET | DXCM | EXR | TKO | SPG | ABMD | V | MKC | KDP | YUM | HCA | MOH | EVHC | TJX |
| 2018-11-30 | CCI | HET | EXR | MKC | SPG | MRK | KDP | ESRX | KMG | HCA | YUM | LLY | MCD | PFE | O |
| 2018-12-31 | CCI | HET | EXR | MRK | AET | YUM | MKC | KDP | UST | MCD | SPG | CME | ESRX | PFE | PSA |
| 2019-01-31 | CCI | HET | EXR | RHT | SPG | O | YUM | UST | DOC | ERIE | MCD | EXC | BALL | WELL | CNP |
| 2019-02-28 | HET | CCI | ENPH | TTD | ETSY | DXCM | EOG | FNMA | RHT | TKO | FMCC | CIEN | AMD | CMG | KEYS |
| 2019-03-29 | HET | TTD | CCI | ETSY | ENPH | FNMA | FMCC | TKO | AMD | FTNT | CMG | RHT | SSP | CVNA | CDNS |
| 2019-04-30 | HET | TTD | CCI | ENPH | CVNA | AMD | ETSY | FMCC | FNMA | TKO | VEEV | SSP | SNPS | KEYS | AVP |
| 2019-05-31 | CCI | EXR | HET | ERIE | HSY | SBUX | PEP | BALL | VRT | V | SAF | MDLZ | WRB | AWK | ECL |
| 2019-06-28 | HET | ENPH | CCI | FNMA | FMCC | TTD | AVP | VEEV | ERIE | PAYC | MTCH | AMD | SNPS | BALL | CVNA |
| 2019-07-31 | HET | ENPH | CCI | TTD | AVP | VEEV | ERIE | PAYC | MTCH | MKTX | BALL | CDNS | CVNA | SBUX | FICO |
| 2019-08-30 | HET | ENPH | CCI | AVP | MKTX | SBUX | BALL | NCC | ERIE | SEDG | MTCH | TTD | SBAC | CMG | HSY |
| 2019-09-30 | HET | ENPH | CCI | SEDG | AVP | NCC | CSCO | MKTX | FNMA | FMCC | PODD | BALL | CMG | SBUX | HSY |
| 2019-10-31 | HET | ENPH | CCI | AVP | FNMA | FMCC | SEDG | CSCO | PODD | BLDR | GNRC | KLAC | KBH | TER | LRCX |
| 2019-11-29 | HET | ENPH | AVP | CCI | SEDG | FNMA | CSCO | NCC | CVNA | FMCC | GNRC | BLDR | PODD | KLAC | TER |
| 2019-12-31 | HET | ENPH | CCI | AVP | CVNA | XRX | BLDR | SEDG | PODD | FNMA | THC | FMCC | TER | LRCX | QRVO |
| 2020-01-31 | HET | ENPH | CCI | TSLA | CVNA | PODD | AVP | SEDG | XRX | BLDR | GNRC | AAPL | TER | QRVO | APO |
| 2020-02-28 | CCI | HET | EXR | TE | SAF | UST | TYL | LM | JNJ | RMD | KO | DGX | PEP | FII | NEE |
| 2020-03-31 | CCI | EXR | DVN | AMT | UST | TE | GEN | NCC | DXCM | TYL | KR | REGN | BMY | VZ | DVA |
| 2020-04-30 | CCI | EXR | DVN | AMT | UST | TE | GEN | DXCM | REGN | BMY | NCC | KR | CLX | PODD | AMZN |
| 2020-05-29 | CCI | EXR | DVN | AMT | GEN | UST | TE | DXCM | REGN | TSLA | NCC | CLX | WST | BIO | EBAY |
| 2020-06-30 | CCI | AMT | TSLA | EXR | UST | EBAY | CLX | TE | REGN | DG | ABBV | GIS | AAPL | MSFT | NVDA |
| 2020-07-31 | MRNA | TSLA | BBBY | DXCM | CCI | NVDA | SEDG | REGN | CVNA | NEM | ETSY | ENPH | AMD | WST | AAPL |
| 2020-08-31 | BBBY | TSLA | MRNA | ENPH | AMD | NVDA | CCI | DXCM | ETSY | SEDG | CVNA | REGN | AAPL | XYZ | RRC |
| 2020-09-30 | BBBY | TSLA | ENPH | PENN | CVNA | MRNA | AMD | NVDA | SEDG | XYZ | CCI | TTD | DDOG | ETSY | DXCM |
| 2020-10-30 | BBBY | TSLA | ENPH | PENN | MRNA | TUP | SEDG | DDOG | CVNA | XYZ | ETSY | CRWD | NVDA | TTD | CCI |
| 2020-11-30 | BBBY | TSLA | ENPH | MRNA | TUP | SEDG | CCI | ETSY | GME | TTD | NOW | XYZ | PENN | CVNA | GNRC |
| 2020-12-31 | BBBY | MRNA | TSLA | ENPH | GME | TUP | CCI | ETSY | XYZ | TTD | PENN | SEDG | CRWD | NOW | CVNA |
| 2021-01-29 | GME | ENPH | BBBY | TSLA | MRNA | ETSY | CCI | TUP | CRWD | SEDG | CVNA | PENN | XYZ | TTD | NOW |
| 2021-02-26 | GME | CCI | TUP | MRNA | BBBY | NOW | ENPH | DVN | TSLA | PENN | VIAC | ETSY | CPRI | TPR | DDS |
| 2021-03-31 | GME | TUP | BBBY | PENN | NBR | MRNA | CCI | ETSY | CZR | TSLA | VIAC | ENPH | AM | CPRI | FCX |
| 2021-04-30 | GME | TUP | NBR | VIAC | PENN | BBWI | CAR | BBBY | CLF | MRNA | QEP | CZR | TPL | TSLA | FCX |
| 2021-05-28 | GME | TUP | CAR | DDS | FCX | CCI | BBWI | CRM | BBBY | IVZ | TPL | XEC | CLF | GPS | CPRI |
| 2021-06-30 | GME | DDS | BBWI | ANF | CAR | TUP | MRNA | RRC | XEC | THC | TPL | BBBY | NAVI | TDC | FCX |
| 2021-07-30 | GME | DDS | RRD | MRNA | ANF | CAR | NUE | BBWI | CLF | BX | TPL | NAVI | MBI | STLD | MDP |
| 2021-08-31 | GME | DDS | MRNA | KKR | RRD | CLF | MDP | BX | NUE | NAVI | XEC | CPRI | BBWI | SBNY | CAR |
| 2021-09-30 | GME | MRNA | DDS | RRD | KKR | JWN | M | MRO | CAR | DVN | RRC | MDP | TRGP | BX | IT |
| 2021-10-29 | GME | MRNA | DDS | RRC | RRD | MRO | DVN | KKR | CAR | JWN | M | MUR | FANG | MDP | TRGP |
| 2021-11-30 | GME | CAR | DDS | RRD | MRO | DVN | RRC | BX | MDP | JWN | MRNA | TSLA | M | FTNT | WFC |
| 2021-12-31 | GME | CAR | RRD | DDS | MRNA | MRO | DVN | BX | JWN | NVDA | M | ON | RRC | BLDR | WFC |
| 2022-01-31 | EXR | AMT | RRD | CCI | ABBV | ABX | EXC | MO | MCD | PEP | HSY | PLD | CVX | FE | MCK |
| 2022-02-28 | EXR | AMT | RRD | ABBV | ABX | CCI | MCK | TRGP | EXC | CVX | COR | MCD | GD | MO | MRO |
| 2022-03-31 | AMT | EXR | RRD | CCI | ABBV | TRGP | ABX | MCK | EXC | MRO | BMY | REGN | COR | COP | SRE |
| 2022-04-29 | AMT | EXR | CCI | ABX | BMY | MCK | TRGP | ABBV | VRTX | REGN | EXC | HSY | KO | WMB | SRE |
| 2022-05-31 | AMT | CCI | EXR | ABX | FHN | BMY | ED | AMGN | ABBV | EXC | MCK | MRK | WRB | REGN | NI |
| 2022-06-30 | AMT | EXR | CCI | ABX | BMY | FHN | AMGN | ABBV | ED | MCK | JNJ | WRB | ATO | D | MRK |
| 2022-07-29 | AMT | EXR | CCI | ABX | AMGN | BMY | FHN | MCK | ABBV | JNJ | ED | MCD | LW | MRK | ATO |
| 2022-08-31 | AMT | EXR | CCI | ABX | MCK | AMGN | FHN | CPB | KO | MCD | GIS | LW | CAH | HSY | GPC |
| 2022-09-30 | AMT | EXR | CCI | ABX | FHN | VRTX | MCK | ERIE | HSY | GIS | LW | SJM | GPC | AMGN | V |
| 2022-10-31 | AMT | EXR | CCI | FHN | ABX | TKO | MCK | CI | HSY | LW | ERIE | V | SJM | GPC | GIS |
| 2022-11-30 | OXY | CF | TPL | FSLR | HP | T | DVN | SMCI | FTI | UNM | ATI | HES | EQT | NBR | MRO |
| 2022-12-30 | FSLR | SMCI | FTI | OXY | TPL | HES | HP | ODP | MPC | APA | COP | MUR | ATI | T | XOM |
| 2023-01-31 | UCL | HES | FSLR | TPL | FTI | SMCI | ODP | STLD | T | CEG | ENPH | MPC | FLR | ATI | UNM |
| 2023-02-28 | UCL | FSLR | FTI | HES | T | ODP | SMCI | ASO | STLD | FLR | CEG | DYN | CCI | OI | VLO |
| 2023-03-31 | UCL | SMCI | FSLR | FTI | VLO | HES | OI | TEX | LW | FIX | GNW | AXON | STLD | ODP | ASO |
| 2023-04-28 | UCL | FSLR | SMCI | AXON | FICO | FTI | HES | ASO | NVDA | LVS | GE | VLO | DECK | OI | COTY |
| 2023-05-31 | EXR | AMT | CCI | V | LW | PHM | ABX | MCD | VRTX | MO | HSY | AVGO | BKNG | FICO | CPRT |
| 2023-06-30 | SMCI | NVDA | FSLR | UCL | H | RCL | VRT | CVNA | BLDR | NFLX | GE | PLTR | META | AVGO | AXON |
| 2023-07-31 | SMCI | RCL | NVDA | H | CVNA | VRT | UCL | BLDR | META | CCL | PLTR | FTI | ANF | AVGO | TTD |
| 2023-08-31 | SMCI | UCL | CVNA | NVDA | PLTR | VRT | ANF | RCL | BLDR | APP | PHM | FTI | AVGO | META | GE |
| 2023-09-29 | EXR | CCI | AMT | V | MA | MO | VRSK | MRSH | CSCO | MCD | BRK-B | AVGO | JPM | FICO | EMR |
| 2023-10-31 | EXR | CCI | AMT | V | CBOE | META | VRTX | AFL | CSCO | CME | MRSH | ROP | L | VRSK | LIN |
| 2023-11-30 | CVNA | VRT | ANF | APP | SMCI | META | NVDA | COIN | EXR | PLTR | FNMA | FTI | DELL | JBL | PHM |
| 2023-12-29 | CVNA | COIN | ANF | APP | VRT | SMCI | FNMA | NVDA | EXR | PLTR | GPS | META | CRWD | FMCC | UBER |
| 2024-01-31 | CVNA | ANF | SMCI | VRT | FNMA | APP | COIN | EXR | CRWD | NVDA | FMCC | META | ANET | DELL | BLDR |
| 2024-02-29 | SMCI | CVNA | ANF | VRT | GE | FNMA | APP | NVDA | CRWD | COIN | EXR | ADCT | FMCC | META | DELL |
| 2024-03-28 | SMCI | CVNA | ANF | VRT | ADCT | COIN | APP | GE | FNMA | DYN | NVDA | EXR | FMCC | PLTR | VST |
| 2024-04-30 | CVNA | SMCI | ANF | ADCT | VRT | COIN | DYN | APP | EXR | GE | FNMA | NVDA | VST | FMCC | GPS |
| 2024-05-31 | CVNA | ANF | VRT | SMCI | VST | FNMA | ADCT | FMCC | COIN | APP | DELL | NVDA | DYN | EXR | GPS |
| 2024-06-28 | ANF | CVNA | VST | SMCI | VRT | DYN | APP | NVDA | FMCC | FNMA | GPS | COIN | DELL | CEG | EXR |
| 2024-07-31 | ANF | CVNA | VST | NVDA | DYN | VRT | APP | FNMA | FMCC | DELL | EXR | COIN | SMCI | GPS | ANET |
| 2024-08-30 | DYN | LUMN | ANF | CVNA | NVDA | VST | COIN | EXR | PBI | CCI | ADCT | THC | NRG | WSM | GDDY |
| 2024-09-30 | LUMN | DYN | CVNA | NVDA | VST | ANF | EXR | ADCT | CCI | APP | THC | PBI | COHR | NRG | GDDY |
| 2024-10-31 | LUMN | CVNA | DYN | APP | ADCT | VST | NVDA | EXR | COHR | CCI | THC | PLTR | KKR | SLG | HOOD |
| 2024-11-29 | CVNA | LUMN | APP | VST | PLTR | CCI | ADCT | HOOD | TPL | NVDA | WYNN | COHR | VRT | EXR | FMCC |
| 2024-12-31 | APP | LUMN | PLTR | CVNA | FMCC | VST | FNMA | TPL | CCI | HOOD | AXON | WYNN | UAL | NVDA | VRT |
| 2025-01-31 | APP | PLTR | FMCC | CVNA | LUMN | FNMA | HOOD | VST | CCI | UAL | AXON | WYNN | TPL | TSLA | IBKR |
| 2025-02-28 | APP | FMCC | FNMA | PLTR | HOOD | CVNA | VST | LUMN | CCI | UAL | TPL | WYNN | PBI | ALK | ECHO |
| 2025-03-31 | EXR | CCI | AMT | VRSN | FOX | CA | V | FOXA | BRO | MO | EVRG | CME | RSG | T | AON |
| 2025-04-30 | EXR | CCI | AMT | CNP | VRSN | MO | CA | CME | ATO | COR | WEC | EVRG | EXC | PM | MCK |
| 2025-05-30 | EXR | CCI | AMT | PM | CA | PLTR | CME | MO | CNP | CAH | VRSN | RSG | BUD | MNST | MCK |
| 2025-06-30 | FNMA | FMCC | PLTR | HOOD | APP | LUMN | CCI | GEV | CVNA | LB | GILD | AXON | HWM | NRG | PBI |
| 2025-07-31 | FNMA | FMCC | HOOD | PLTR | APP | GEV | CCI | CVNA | AXON | NRG | GILD | TPR | VST | CAR | DASH |
| 2025-08-29 | FNMA | HOOD | FMCC | PLTR | APP | GEV | UCL | CCI | CVNA | CAR | FIX | TPR | VST | LITE | ECHO |
| 2025-09-30 | FNMA | FMCC | HOOD | APP | PLTR | ECHO | CCI | LITE | STX | GEV | WDC | UCL | FIX | CVNA | AVGO |
| 2025-10-31 | FMCC | FNMA | HOOD | APP | ECHO | PLTR | LITE | WDC | STX | MU | TE | CCI | CIEN | WBD | SEDG |
| 2025-11-28 | HOOD | ECHO | LITE | WDC | MU | CIEN | STX | FNMA | FMCC | NKTR | TE | PLTR | AVGO | WBD | SEDG |
| 2025-12-31 | LITE | ECHO | WDC | TE | STX | MU | HOOD | CIEN | NKTR | FNMA | GILD | FMCC | WBD | SEDG | CCI |
| 2026-01-30 | TE | LITE | ECHO | WDC | MU | STX | CIEN | WBD | SSP | GILD | CCI | LRCX | NEM | NKTR | COHR |
| 2026-02-27 | LITE | TE | WDC | MU | STX | CIEN | ECHO | COHR | LRCX | FIX | GILD | CCI | SSP | WBD | VIAV |
| 2026-03-31 | CCI | EXR | AMT | ABI | PCS | CAM | WBD | CA | EA | JNJ | FTI | BHF | FE | ATO | UST |
| 2026-04-30 | LITE | WDC | CIEN | MU | STX | ECHO | COHR | VIAV | TER | SEDG | FIX | NBR | ALB | GILD | CCI |
| 2026-05-29 | LITE | WDC | MU | CIEN | STX | ECHO | VIAV | INTC | TE | COHR | TER | AMD | NBR | FIX | CCI |
| 2026-06-26 | MU | WDC | LITE | TE | STX | CIEN | INTC | VIAV | DELL | TER | AMD | COHR | GLW | MRVL | ECHO |
Scoring script (python)
# Auto-generated (mutate) variant 1077 — regime-momentum-quality-value sweep point.
FORMULA_NAME = "regime-momentum-quality-value (mutate v1077)"
LOGIC_VARIANT_COUNT = 2
NOTES = "mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1077."
BULL = {"momentum_12_1_pct": (0.384, +1), "return_6m_pct": (0.168, +1), "eps_growth_pct": (0.108, +1),
"free_cash_flow_margin_pct": (0.163, +1), "forward_pe": (0.062, -1), "peg": (0.059, -1)}
RISK_OFF = {"realized_vol_3m": (0.261, -1), "free_cash_flow_margin_pct": (0.163, +1),
"operating_margin_pct": (0.10, +1), "forward_pe": (0.062, -1), "peg": (0.059, -1),
"from_200d_ma_pct": (0.10, +1), "momentum_12_1_pct": (0.05, +1)}
def score_universe(stocks, regime, ctx):
book = BULL if regime.get("bull") else RISK_OFF
z = {m: ctx.z(m) for m in book}
out = {}
for r in stocks:
s = 0.0
for m, (w, sign) in book.items():
v = z[m].get(r["symbol"])
if v is not None:
s += w * sign * v
out[r["symbol"]] = s
return out