← All V2 experiments
Relative return
1.305x
Excess vs bench
30.46%
Benchmark
CAPW_UNIV
Rolling windows
179 · monthly
Mean strategy gain
49.28%
Mean benchmark gain
14.08%
Mean excess gain
35.20%
Dispersion (ref)
21.21%
Win-rate vs bench (ref)
100.00%
Worst / best ratio (ref)
1.070x / 1.624x
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 | 26.65% | 2.22% | 1.239x |
| 2011-07-01 … 2016-06-30 | 37.29% | 13.74% | 1.207x |
| 2016-07-01 … 2021-06-30 | 87.25% | 20.63% | 1.552x |
| 2021-07-01 … 2026-06-26 | 53.16% | 15.48% | 1.326x |
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 | 24.44% | 1.79% | 1.223x |
| 2 | 2006-08-31 … 2011-08-31 | 21.89% | 0.21% | 1.216x |
| 3 | 2006-09-29 … 2011-08-31 | 18.83% | -0.14% | 1.190x |
| 4 | 2006-10-31 … 2011-10-31 | 17.06% | 0.23% | 1.168x |
| 5 | 2006-11-30 … 2011-11-30 | 15.17% | -0.05% | 1.152x |
| 6 | 2006-12-29 … 2011-11-30 | 15.18% | -0.32% | 1.155x |
| 7 | 2007-01-31 … 2012-01-31 | 15.20% | 0.93% | 1.141x |
| 8 | 2007-02-28 … 2012-01-31 | 14.07% | 1.43% | 1.125x |
| 9 | 2007-03-30 … 2012-03-30 | 15.93% | 3.09% | 1.125x |
| 10 | 2007-04-30 … 2012-04-30 | 16.07% | 2.42% | 1.133x |
| 11 | 2007-05-31 … 2012-05-31 | 12.42% | 0.60% | 1.117x |
| 12 | 2007-06-29 … 2012-06-29 | 10.71% | 1.92% | 1.086x |
| 13 | 2007-07-31 … 2012-07-31 | 11.39% | 2.69% | 1.085x |
| 14 | 2007-08-31 … 2012-08-31 | 12.95% | 2.95% | 1.097x |
| 15 | 2007-09-28 … 2012-09-28 | 12.22% | 3.20% | 1.087x |
| 16 | 2007-10-31 … 2012-10-31 | 12.37% | 2.60% | 1.095x |
| 17 | 2007-11-30 … 2012-11-30 | 12.65% | 3.45% | 1.089x |
| 18 | 2007-12-31 … 2012-12-31 | 12.54% | 3.69% | 1.085x |
| 19 | 2008-01-31 … 2013-01-31 | 16.03% | 5.85% | 1.096x |
| 20 | 2008-02-29 … 2013-02-28 | 15.65% | 6.82% | 1.083x |
| 21 | 2008-03-31 … 2013-03-28 | 17.22% | 7.73% | 1.088x |
| 22 | 2008-04-30 … 2013-04-30 | 17.72% | 7.51% | 1.095x |
| 23 | 2008-05-30 … 2013-04-30 | 15.39% | 7.81% | 1.070x |
| 24 | 2008-06-30 … 2013-06-28 | 21.08% | 9.33% | 1.107x |
| 25 | 2008-07-31 … 2013-07-31 | 25.36% | 10.48% | 1.135x |
| 26 | 2008-08-29 … 2013-07-31 | 25.56% | 10.52% | 1.136x |
| 27 | 2008-09-30 … 2013-09-30 | 31.39% | 11.48% | 1.179x |
| 28 | 2008-10-31 … 2013-10-31 | 39.82% | 15.76% | 1.208x |
| 29 | 2008-11-28 … 2013-10-31 | 41.36% | 17.46% | 1.204x |
| 30 | 2008-12-31 … 2013-12-31 | 44.05% | 18.44% | 1.216x |
| 31 | 2009-01-30 … 2013-12-31 | 45.35% | 20.64% | 1.205x |
| 32 | 2009-02-27 … 2014-01-31 | 49.45% | 21.63% | 1.229x |
| 33 | 2009-03-31 … 2014-03-31 | 49.73% | 20.60% | 1.241x |
| 34 | 2009-04-30 … 2014-04-30 | 47.72% | 19.00% | 1.241x |
| 35 | 2009-05-29 … 2014-04-30 | 50.23% | 18.32% | 1.270x |
| 36 | 2009-06-30 … 2014-06-30 | 51.31% | 19.01% | 1.271x |
| 37 | 2009-07-31 … 2014-07-31 | 47.09% | 17.39% | 1.253x |
| 38 | 2009-08-31 … 2014-08-29 | 46.90% | 17.70% | 1.248x |
| 39 | 2009-09-30 … 2014-09-30 | 42.09% | 16.64% | 1.218x |
| 40 | 2009-10-30 … 2014-09-30 | 46.25% | 17.08% | 1.249x |
| 41 | 2009-11-30 … 2014-11-28 | 41.55% | 16.82% | 1.212x |
| 42 | 2009-12-31 … 2014-12-31 | 39.73% | 16.28% | 1.202x |
| 43 | 2010-01-29 … 2014-12-31 | 41.90% | 17.23% | 1.210x |
| 44 | 2010-02-26 … 2015-01-30 | 40.50% | 15.80% | 1.213x |
| 45 | 2010-03-31 … 2015-03-31 | 39.20% | 15.40% | 1.206x |
| 46 | 2010-04-30 … 2015-04-30 | 37.02% | 15.38% | 1.188x |
| 47 | 2010-05-28 … 2015-04-30 | 39.92% | 17.09% | 1.195x |
| 48 | 2010-06-30 … 2015-06-30 | 44.82% | 17.45% | 1.233x |
| 49 | 2010-07-30 … 2015-06-30 | 44.23% | 16.43% | 1.239x |
| 50 | 2010-08-31 … 2015-08-31 | 40.04% | 15.76% | 1.210x |
| 51 | 2010-09-30 … 2015-09-30 | 36.87% | 13.61% | 1.205x |
| 52 | 2010-10-29 … 2015-09-30 | 36.02% | 13.06% | 1.203x |
| 53 | 2010-11-30 … 2015-11-30 | 36.74% | 15.09% | 1.188x |
| 54 | 2010-12-31 … 2015-12-31 | 35.74% | 13.55% | 1.195x |
| 55 | 2011-01-31 … 2016-01-29 | 33.59% | 11.90% | 1.194x |
| 56 | 2011-02-28 … 2016-01-29 | 33.10% | 11.53% | 1.193x |
| 57 | 2011-03-31 … 2016-03-31 | 33.72% | 12.90% | 1.184x |
| 58 | 2011-04-29 … 2016-04-29 | 31.94% | 12.39% | 1.174x |
| 59 | 2011-05-31 … 2016-05-31 | 34.68% | 12.94% | 1.192x |
| 60 | 2011-06-30 … 2016-06-30 | 35.47% | 13.30% | 1.196x |
| 61 | 2011-07-29 … 2016-07-29 | 40.25% | 14.52% | 1.225x |
| 62 | 2011-08-31 … 2016-08-31 | 42.09% | 15.19% | 1.233x |
| 63 | 2011-09-30 … 2016-09-30 | 43.21% | 16.32% | 1.231x |
| 64 | 2011-10-31 … 2016-10-31 | 41.42% | 14.02% | 1.240x |
| 65 | 2011-11-30 … 2016-11-30 | 45.28% | 14.66% | 1.267x |
| 66 | 2011-12-30 … 2016-12-30 | 45.57% | 14.92% | 1.267x |
| 67 | 2012-01-31 … 2017-01-31 | 45.88% | 14.63% | 1.273x |
| 68 | 2012-02-29 … 2017-02-28 | 45.29% | 14.78% | 1.266x |
| 69 | 2012-03-30 … 2017-02-28 | 45.07% | 14.43% | 1.268x |
| 70 | 2012-04-30 … 2017-04-28 | 41.37% | 14.61% | 1.233x |
| 71 | 2012-05-31 … 2017-05-31 | 44.92% | 15.98% | 1.249x |
| 72 | 2012-06-29 … 2017-05-31 | 45.65% | 15.44% | 1.262x |
| 73 | 2012-07-31 … 2017-07-31 | 45.98% | 15.43% | 1.265x |
| 74 | 2012-08-31 … 2017-08-31 | 46.65% | 15.12% | 1.274x |
| 75 | 2012-09-28 … 2017-08-31 | 46.23% | 14.77% | 1.274x |
| 76 | 2012-10-31 … 2017-10-31 | 49.73% | 16.12% | 1.289x |
| 77 | 2012-11-30 … 2017-11-30 | 49.92% | 16.79% | 1.284x |
| 78 | 2012-12-31 … 2017-12-29 | 48.58% | 16.93% | 1.271x |
| 79 | 2013-01-31 … 2018-01-31 | 49.94% | 17.57% | 1.275x |
| 80 | 2013-02-28 … 2018-02-28 | 51.73% | 16.21% | 1.306x |
| 81 | 2013-03-28 … 2018-02-28 | 50.60% | 15.81% | 1.300x |
| 82 | 2013-04-30 … 2018-04-30 | 47.08% | 14.25% | 1.287x |
| 83 | 2013-05-31 … 2018-05-31 | 39.15% | 14.57% | 1.214x |
| 84 | 2013-06-28 … 2018-05-31 | 42.26% | 14.97% | 1.237x |
| 85 | 2013-07-31 … 2018-07-31 | 41.11% | 14.83% | 1.229x |
| 86 | 2013-08-30 … 2018-07-31 | 42.38% | 15.59% | 1.232x |
| 87 | 2013-09-30 … 2018-09-28 | 42.36% | 15.84% | 1.229x |
| 88 | 2013-10-31 … 2018-10-31 | 33.01% | 12.89% | 1.178x |
| 89 | 2013-11-29 … 2018-10-31 | 33.07% | 12.60% | 1.182x |
| 90 | 2013-12-31 … 2018-12-31 | 30.60% | 9.93% | 1.188x |
| 91 | 2014-01-31 … 2019-01-31 | 31.37% | 12.37% | 1.169x |
| 92 | 2014-02-28 … 2019-02-28 | 29.13% | 12.38% | 1.149x |
| 93 | 2014-03-31 … 2019-03-29 | 31.35% | 12.76% | 1.165x |
| 94 | 2014-04-30 … 2019-04-30 | 33.20% | 13.73% | 1.171x |
| 95 | 2014-05-30 … 2019-04-30 | 33.04% | 13.54% | 1.172x |
| 96 | 2014-06-30 … 2019-06-28 | 35.51% | 12.81% | 1.201x |
| 97 | 2014-07-31 … 2019-07-31 | 37.10% | 13.30% | 1.210x |
| 98 | 2014-08-29 … 2019-07-31 | 36.93% | 12.80% | 1.214x |
| 99 | 2014-09-30 … 2019-09-30 | 39.05% | 12.70% | 1.234x |
| 100 | 2014-10-31 … 2019-10-31 | 39.57% | 12.91% | 1.236x |
| 101 | 2014-11-28 … 2019-10-31 | 39.52% | 12.60% | 1.239x |
| 102 | 2014-12-31 … 2019-12-31 | 41.61% | 14.16% | 1.240x |
| 103 | 2015-01-30 … 2019-12-31 | 41.34% | 14.85% | 1.231x |
| 104 | 2015-02-27 … 2020-01-31 | 40.78% | 14.04% | 1.234x |
| 105 | 2015-03-31 … 2020-03-31 | 39.62% | 8.56% | 1.286x |
| 106 | 2015-04-30 … 2020-04-30 | 44.34% | 11.65% | 1.293x |
| 107 | 2015-05-29 … 2020-05-29 | 42.84% | 12.61% | 1.268x |
| 108 | 2015-06-30 … 2020-06-30 | 43.39% | 13.64% | 1.262x |
| 109 | 2015-07-31 … 2020-07-31 | 46.08% | 14.60% | 1.275x |
| 110 | 2015-08-31 … 2020-08-31 | 51.46% | 18.07% | 1.283x |
| 111 | 2015-09-30 … 2020-09-30 | 50.88% | 17.05% | 1.289x |
| 112 | 2015-10-30 … 2020-10-30 | 45.97% | 14.60% | 1.274x |
| 113 | 2015-11-30 … 2020-11-30 | 56.27% | 17.43% | 1.331x |
| 114 | 2015-12-31 … 2020-12-31 | 57.93% | 18.65% | 1.331x |
| 115 | 2016-01-29 … 2021-01-29 | 93.71% | 19.26% | 1.624x |
| 116 | 2016-02-29 … 2021-02-26 | 88.77% | 19.79% | 1.576x |
| 117 | 2016-03-31 … 2021-03-31 | 90.28% | 19.42% | 1.593x |
| 118 | 2016-04-29 … 2021-03-31 | 92.33% | 19.66% | 1.607x |
| 119 | 2016-05-31 … 2021-05-28 | 90.22% | 20.42% | 1.580x |
| 120 | 2016-06-30 … 2021-06-30 | 89.29% | 21.06% | 1.564x |
| 121 | 2016-07-29 … 2021-06-30 | 87.25% | 20.63% | 1.552x |
| 122 | 2016-08-31 … 2021-08-31 | 88.26% | 21.75% | 1.546x |
| 123 | 2016-09-30 … 2021-09-30 | 83.48% | 20.22% | 1.526x |
| 124 | 2016-10-31 … 2021-10-29 | 89.25% | 22.50% | 1.545x |
| 125 | 2016-11-30 … 2021-11-30 | 87.55% | 21.87% | 1.539x |
| 126 | 2016-12-30 … 2021-11-30 | 88.28% | 21.75% | 1.546x |
| 127 | 2017-01-31 … 2022-01-31 | 77.52% | 20.17% | 1.477x |
| 128 | 2017-02-28 … 2022-02-28 | 77.54% | 18.51% | 1.498x |
| 129 | 2017-03-31 … 2022-03-31 | 81.01% | 19.46% | 1.515x |
| 130 | 2017-04-28 … 2022-03-31 | 82.76% | 19.46% | 1.530x |
| 131 | 2017-05-31 … 2022-05-31 | 78.64% | 15.59% | 1.545x |
| 132 | 2017-06-30 … 2022-06-30 | 76.79% | 13.08% | 1.563x |
| 133 | 2017-07-31 … 2022-07-29 | 75.45% | 15.16% | 1.524x |
| 134 | 2017-08-31 … 2022-08-31 | 72.22% | 13.72% | 1.514x |
| 135 | 2017-09-29 … 2022-08-31 | 72.04% | 13.56% | 1.515x |
| 136 | 2017-10-31 … 2022-10-31 | 65.84% | 11.86% | 1.483x |
| 137 | 2017-11-30 … 2022-11-30 | 65.64% | 12.52% | 1.472x |
| 138 | 2017-12-29 … 2022-11-30 | 66.91% | 12.46% | 1.484x |
| 139 | 2018-01-31 … 2023-01-31 | 60.32% | 11.01% | 1.444x |
| 140 | 2018-02-28 … 2023-02-28 | 57.43% | 11.03% | 1.418x |
| 141 | 2018-03-29 … 2023-02-28 | 58.03% | 11.72% | 1.415x |
| 142 | 2018-04-30 … 2023-04-28 | 56.51% | 13.01% | 1.385x |
| 143 | 2018-05-31 … 2023-05-31 | 58.97% | 12.95% | 1.407x |
| 144 | 2018-06-29 … 2023-05-31 | 58.08% | 13.01% | 1.399x |
| 145 | 2018-07-31 … 2023-07-31 | 64.24% | 14.67% | 1.432x |
| 146 | 2018-08-31 … 2023-08-31 | 61.49% | 13.51% | 1.423x |
| 147 | 2018-09-28 … 2023-08-31 | 61.40% | 13.56% | 1.421x |
| 148 | 2018-10-31 … 2023-10-31 | 61.62% | 12.60% | 1.435x |
| 149 | 2018-11-30 … 2023-11-30 | 64.14% | 14.58% | 1.433x |
| 150 | 2018-12-31 … 2023-12-29 | 71.91% | 17.26% | 1.466x |
| 151 | 2019-01-31 … 2024-01-31 | 71.66% | 16.27% | 1.476x |
| 152 | 2019-02-28 … 2024-01-31 | 71.47% | 15.94% | 1.479x |
| 153 | 2019-03-29 … 2024-03-28 | 83.40% | 17.50% | 1.561x |
| 154 | 2019-04-30 … 2024-04-30 | 80.45% | 15.50% | 1.562x |
| 155 | 2019-05-31 … 2024-05-31 | 82.41% | 18.12% | 1.544x |
| 156 | 2019-06-28 … 2024-06-28 | 79.35% | 17.99% | 1.520x |
| 157 | 2019-07-31 … 2024-07-31 | 74.76% | 17.70% | 1.485x |
| 158 | 2019-08-30 … 2024-08-30 | 73.59% | 18.41% | 1.466x |
| 159 | 2019-09-30 … 2024-09-30 | 76.80% | 18.65% | 1.490x |
| 160 | 2019-10-31 … 2024-10-31 | 77.32% | 17.87% | 1.504x |
| 161 | 2019-11-29 … 2024-11-29 | 81.72% | 18.64% | 1.532x |
| 162 | 2019-12-31 … 2024-12-31 | 74.01% | 17.62% | 1.479x |
| 163 | 2020-01-31 … 2025-01-31 | 79.48% | 18.07% | 1.520x |
| 164 | 2020-02-28 … 2025-02-28 | 76.45% | 19.00% | 1.483x |
| 165 | 2020-03-31 … 2025-03-31 | 73.85% | 19.24% | 1.458x |
| 166 | 2020-04-30 … 2025-04-30 | 68.83% | 16.49% | 1.449x |
| 167 | 2020-05-29 … 2025-04-30 | 68.87% | 15.80% | 1.458x |
| 168 | 2020-06-30 … 2025-06-30 | 67.91% | 18.19% | 1.421x |
| 169 | 2020-07-31 … 2025-07-31 | 65.95% | 17.87% | 1.408x |
| 170 | 2020-08-31 … 2025-08-29 | 64.81% | 16.69% | 1.412x |
| 171 | 2020-09-30 … 2025-09-30 | 69.92% | 18.57% | 1.433x |
| 172 | 2020-10-30 … 2025-09-30 | 73.56% | 19.43% | 1.453x |
| 173 | 2020-11-30 … 2025-11-28 | 63.37% | 17.77% | 1.387x |
| 174 | 2020-12-31 … 2025-12-31 | 65.95% | 16.92% | 1.419x |
| 175 | 2021-01-29 … 2025-12-31 | 42.94% | 17.20% | 1.220x |
| 176 | 2021-02-26 … 2026-01-30 | 50.38% | 17.04% | 1.285x |
| 177 | 2021-03-31 … 2026-03-31 | 48.37% | 14.07% | 1.301x |
| 178 | 2021-04-30 … 2026-04-30 | 49.70% | 16.03% | 1.290x |
| 179 | 2021-05-28 … 2026-04-30 | 49.67% | 16.22% | 1.288x |
Notes
mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1078.
Lesson notes
exploit/regime-momentum-quality-value: relative_return 1.3046x (delta -0.1212 vs exp_758); win-rate 100.0%, worst-window 1.070253, dispersion 21.2095%.
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 | LNT | ESS | BXP | DGX | CPT | ES | PEP | T | VNO | KO | BRK-B |
| 2006-08-31 | MAY | MNST | ILMN | AKAM | ATI | ADM | EME | NUE | SLG | LVS | DECK | STLD | GRMN | TEX | AT |
| 2006-09-29 | MAY | ILMN | AKAM | MNST | LVS | AAL | AT | BKNG | EME | ATI | TEX | DECK | DLR | ADM | MTW |
| 2006-10-31 | MAY | AKAM | DECK | MNST | BKNG | ILMN | AT | ATI | LVS | ALGN | BMET | INCLF | EME | NVDA | AAL |
| 2006-11-30 | MAY | ILMN | ICE | AKAM | ATI | DECK | ALGN | MTW | AT | NVDA | UAA | REGN | ALB | BMET | GRMN |
| 2006-12-29 | MAY | ICE | ILMN | AKAM | ALGN | AT | ATI | NVDA | MTW | BMET | DECK | LVS | WST | ALB | CF |
| 2007-01-31 | MAY | ICE | ALGN | AT | AKAM | BMET | BKNG | GT | MA | MGM | KMX | ALXN | LVS | ATI | WYNN |
| 2007-02-28 | MAY | ICE | ALGN | CF | MGM | ATI | GT | AKAM | ALB | DECK | BKNG | AT | KMX | EOP | STLD |
| 2007-03-30 | MAY | CF | GT | ICE | DLX | MGM | ATI | BKNG | MOS | ALB | TEX | CE | ANDV | STLD | TPL |
| 2007-04-30 | MAY | GT | CF | ANDV | BKNG | ALGN | MOS | OI | DLX | INCY | CLF | ICE | NRG | TEX | MGM |
| 2007-05-31 | MAY | GT | ALGN | CF | FSLR | MA | CLF | DLX | DECK | ICE | OI | ANDV | MOS | AMZN | ON |
| 2007-06-29 | MAY | CF | KMG | FSLR | GT | ALGN | MA | DLX | MOS | OI | DECK | CLF | ICE | BKNG | AMZN |
| 2007-07-31 | MAY | KMG | CF | FSLR | ALGN | MA | AMZN | AL | MOS | GT | DECK | OI | BKNG | ALXN | AXON |
| 2007-08-31 | ALGN | CF | KMG | AMZN | OI | AL | ISRG | MA | DECK | MOS | CMI | AXON | GME | JEC | GRMN |
| 2007-09-28 | CF | KMG | AMZN | MOS | GRMN | OI | AL | MPWR | NOV | CMG | ISRG | BKNG | GME | AXON | CMI |
| 2007-10-31 | CF | MOS | ISRG | KMG | MPWR | NOV | GRMN | AL | CMG | OI | GME | AMZN | WYNN | DECK | BKNG |
| 2007-11-30 | FSLR | CF | ISRG | MOS | BKNG | DECK | BBBY | CMG | AL | GRMN | JEC | OI | GME | NOV | AAPL |
| 2007-12-31 | CVG | PENN | FSLR | JNJ | CL | PG | KO | JEC | MO | PEP | OI | AEE | BRK-B | MCD | MOS |
| 2008-01-31 | MOS | CVG | CL | MO | MAY | JEC | JNJ | ESRX | KO | PG | WMT | BRK-B | SO | CPRT | MHS |
| 2008-02-29 | MOS | MAY | PRGO | CF | MEE | CVG | PG | SWN | CHD | MO | JNJ | KO | CL | JEC | ATGE |
| 2008-03-31 | MOS | MEE | MAY | PRGO | SWN | CVG | ESV | PG | CL | KO | BTUUQ | JNJ | AFL | CHD | WMT |
| 2008-04-30 | MEE | ESV | SWN | PRGO | MAY | MOS | MA | CVG | BTUUQ | WMT | JNJ | CHD | APA | KO | PG |
| 2008-05-30 | MOS | FSLR | CF | MA | MEE | CLF | ILMN | ESV | SWN | BKNG | HP | PRGO | RRC | BTUUQ | CNX |
| 2008-06-30 | MEE | ESV | SWN | BTUUQ | SW | BCR | TTWO | MAY | FMC | APOL | ATGE | DF | X | CLF | CELG |
| 2008-07-31 | SWN | ESV | BCR | MEE | DF | BTUUQ | APOL | ATGE | CELG | FDO | FI | HRS | CERN | COG | HCBK |
| 2008-08-29 | SWN | ESV | MOS | CLF | BCR | CF | FSLR | MEE | DF | APOL | ATGE | BTUUQ | CELG | FI | FDO |
| 2008-09-30 | SWN | BCR | DF | FDO | CELG | APOL | ATGE | FI | ESV | HRS | HCBK | CEPH | BIG | COG | CERN |
| 2008-10-31 | SWN | BCR | WWY | DF | GIS | CHD | CPB | CLX | ROH | ABT | ED | DLTR | CASY | WMT | STE |
| 2008-11-28 | SWN | DLTR | GIS | CHD | CLX | BCR | CASY | MCD | WMT | DF | ABT | ED | KR | CPB | SJM |
| 2008-12-31 | DLTR | MCD | ABT | SWN | CHD | AON | BMY | AMGN | LDOS | GIS | AJG | ED | KR | WMT | CLX |
| 2009-01-30 | SWN | MCD | DLTR | ABT | ED | AMGN | EW | LDOS | BMY | ROH | GILD | HSY | BCR | AJG | WEC |
| 2009-02-27 | HET | ED | NFLX | EW | LDOS | PCG | MCD | AZO | ROH | SWN | DLTR | AMGN | ABT | VRTX | XEL |
| 2009-03-31 | AZO | NFLX | ED | EW | DLTR | PCG | MCD | BMY | VTRS | HET | MNST | XEL | SNPS | ROH | AAP |
| 2009-04-30 | NFLX | AZO | AN | MNST | ED | ROH | BR | ROST | ORLY | DRI | SNPS | AAP | TSCO | NEE | MCD |
| 2009-05-29 | BKNG | ORLY | AZO | NFLX | ROST | DLTR | HRL | MCD | IBM | NEE | PALM | MNST | AN | WBD | EW |
| 2009-06-30 | CAR | AN | F | NFLX | FHN | ORLY | PALM | MBI | MKTX | TSCO | DLTR | BLDR | DXCM | TYL | AZO |
| 2009-07-31 | CAR | F | AN | BLDR | PALM | ORLY | NFLX | SWKS | WBD | CMG | FHN | ULTA | ASH | FFIV | MNST |
| 2009-08-31 | CAR | F | PALM | AN | MU | BKNG | NFLX | BLDR | CMG | WBD | ORLY | ASH | VRTX | SNDK | GNW |
| 2009-09-30 | CAR | PALM | BKNG | SW | GNW | WBD | MU | SNDK | MTG | AAPL | ASH | SSP | WDC | DISCA | F |
| 2009-10-30 | CAR | GNW | SW | PALM | BC | BKNG | KMG | HIG | SSP | SNDK | F | DDS | GGP | UIS | INCY |
| 2009-11-30 | CAR | GNW | KMG | UIS | SSP | GGP | BC | SW | DDS | THC | SNDK | STX | ASH | LULU | PALM |
| 2009-12-31 | CAR | GGP | SANM | SSP | UIS | DDS | LPX | SW | AMD | THC | LULU | KMG | BC | WFM | UAL |
| 2010-01-29 | CAR | SANM | GNW | GGP | AMD | UIS | F | SW | UAL | THC | SSP | LULU | BC | RCL | STX |
| 2010-02-26 | CAR | SANM | GNW | UIS | UAL | GGP | ASH | F | LVS | CLF | INCY | ACS | LULU | DDS | AMD |
| 2010-03-31 | SANM | CAR | GNW | INCY | UIS | LYV | MAC | UAL | GGP | MTG | F | CLF | LVS | SMCI | SSP |
| 2010-04-30 | GNW | INCY | SANM | UAL | CAR | MTG | LYV | GGP | SSP | ETFC | WLL | DDS | VIAV | SMCI | BC |
| 2010-05-28 | UAL | SSP | BC | SANM | ETFC | INCY | AAL | VSTNQ | GGP | WLL | MTG | DDS | NFLX | LULU | LYV |
| 2010-06-30 | ETFC | UAL | UST | DLTR | AZO | COR | VSTNQ | CPB | HAS | KDP | MCD | NEM | PEG | PG | CVG |
| 2010-07-30 | ETFC | SW | UAL | AZO | CCU | DLTR | UST | MO | CASY | HRL | CVG | MCD | PEG | SO | CPB |
| 2010-08-31 | ETFC | CCU | AZO | MRO | CPQ | MCD | EC | ERIE | CASY | ED | MO | UST | SO | LUMN | BMY |
| 2010-09-30 | ETFC | NFLX | AKAM | FFIV | NTAP | UAL | VSTNQ | BKNG | LVS | CCU | AAL | BBWI | VRTS | CMI | WLL |
| 2010-10-29 | ETFC | UAL | NFLX | AAL | LVS | FFIV | NTAP | BKNG | INCY | WLL | CMG | MBI | AKAM | VRTS | ACAS |
| 2010-11-30 | ETFC | LVS | UAL | NFLX | MBI | AAL | FFIV | VRTS | CMG | BKNG | BBWI | FTNT | WLL | ACAS | NTAP |
| 2010-12-31 | ETFC | LVS | VRTS | NFLX | MBI | CMG | ACAS | URI | FFIV | BKNG | WLL | BBWI | DECK | CMI | RCL |
| 2011-01-31 | ETFC | MAY | ACAS | URI | LVS | VRTS | WLL | NFLX | LULU | FFIV | IPGP | DECK | DDS | BBWI | SWKS |
| 2011-02-28 | MAY | ETFC | URI | LULU | NFLX | ACAS | LVS | IPGP | VRTS | HON | DDS | FTNT | SWKS | BBWI | WLL |
| 2011-03-31 | MAY | ETFC | IPGP | URI | VRTS | WYNN | LULU | FTNT | NFLX | ACAS | SWKS | BBWI | NOV | ANDV | ECHO |
| 2011-04-29 | MAY | IPGP | ETFC | LULU | WYNN | FTNT | MU | ANDV | VRTS | URI | ULTA | ACAS | ECHO | NFLX | REGN |
| 2011-05-31 | MAY | IPGP | ETFC | FTNT | LULU | BKNG | EP | ACAS | LYB | KLAC | WYNN | MU | ANDV | URI | REGN |
| 2011-06-30 | MAY | IPGP | ETFC | FTNT | BKNG | EP | VRTS | REGN | ULTA | LULU | URI | ANF | DDS | NFLX | ABMD |
| 2011-07-29 | MAY | IPGP | LULU | ULTA | EP | CTRA | VRTS | WCG | ABMD | COG | REGN | FTNT | ANF | GMCR | NFLX |
| 2011-08-31 | MCD | MAY | AAPL | MSFT | AZO | UST | AEP | D | ED | SO | DPZ | CAG | CF | ABT | KO |
| 2011-09-30 | V | AAPL | UST | D | MCD | AZO | SO | ED | AEP | KMB | MSFT | DUK | BMY | VZ | MO |
| 2011-10-31 | MAY | V | AAPL | MCD | D | MSFT | AZO | INTC | DPZ | AEP | DLTR | SO | UST | BMY | CVG |
| 2011-11-30 | V | MA | MAY | ISRG | MSFT | ED | D | MCD | AEP | AAPL | MO | AMGN | AMT | DPZ | BMY |
| 2011-12-30 | V | MA | MAY | ISRG | MCD | MSFT | ED | D | AMT | AMGN | AEP | BMY | MO | AAPL | GILD |
| 2012-01-31 | GNRC | DPZ | COG | WCG | EP | VZ | MNST | REGN | ULTA | MA | TIN | DLTR | FAST | ABMD | DG |
| 2012-02-29 | REGN | STX | URI | WCG | COG | DPZ | ULTA | MNST | HFC | ABMD | ADS | TYL | FAST | CBS | MOH |
| 2012-03-30 | STX | REGN | BLDR | DPZ | URI | MNST | AAPL | CF | WCG | HFC | ULTA | V | COG | FAST | EQIX |
| 2012-04-30 | REGN | BLDR | DPZ | AAPL | URI | STX | MNST | EQIX | ULTA | M | V | ISRG | BKNG | FICO | LEN |
| 2012-05-31 | REGN | BLDR | AAL | STX | AAPL | MNST | EQIX | LULU | ORLY | ISRG | URI | EC | V | BKNG | TJX |
| 2012-06-29 | REGN | BLDR | AAL | AAPL | MNST | EQIX | STX | SHW | LEN | TJX | DHI | ROST | GPS | V | DAL |
| 2012-07-31 | AAL | STX | LEN | BLDR | REGN | MNST | EQIX | SHW | AAPL | ROST | PHM | DG | V | ALGN | GPS |
| 2012-08-31 | STX | DHI | PHM | LEN | AAL | REGN | BLDR | GPS | EQIX | URI | SHW | LPX | ALGN | ROST | AAPL |
| 2012-09-28 | PHM | STX | BLDR | DHI | LPX | LEN | ANDV | GPS | ALGN | LYB | REGN | KBH | EQIX | URI | SHW |
| 2012-10-31 | PHM | BLDR | DHI | KBH | LEN | BBBY | REGN | LPX | STX | EQIX | WHR | ANDV | STZ | LYB | GNRC |
| 2012-11-30 | BLDR | PHM | KBH | BBBY | LEN | LPX | WHR | DHI | STZ | AAL | REGN | GNRC | ANDV | GILD | MPC |
| 2012-12-31 | REGN | PHM | BBBY | LPX | WHR | KBH | BLDR | SW | AAL | ANDV | EXPE | GNRC | LEN | GILD | DDS |
| 2013-01-31 | PHM | LPX | BLDR | BBBY | KBH | WHR | THC | OMX | ANDV | LEN | DDS | AXON | SW | DXC | EXPE |
| 2013-02-28 | OMX | LPX | NFLX | PHM | VRTS | GNRC | THC | APO | AXON | BBBY | BLDR | MPC | EXPE | KBH | GILD |
| 2013-03-28 | OMX | NFLX | KKR | VRTS | LPX | KBH | THC | PHM | ANDV | BBBY | MPC | CTRA | CPAY | APO | GNRC |
| 2013-04-30 | OMX | FNMA | FMCC | NFLX | KKR | MTG | THC | VRTS | ANDV | KBH | CAR | APO | HRB | STZ | LPX |
| 2013-05-31 | FNMA | FMCC | OMX | FSLR | NFLX | KKR | BBBY | MTG | KBH | VRTS | APO | STZ | THC | ANDV | GILD |
| 2013-06-28 | FNMA | FMCC | OMX | BBBY | TSLA | NFLX | FSLR | KKR | MTG | VRTS | CPAY | GILD | MU | SW | WDC |
| 2013-07-31 | FNMA | FMCC | OMX | TSLA | BBBY | MTG | GME | KKR | FSLR | SVU | NFLX | MU | GILD | EA | THC |
| 2013-08-30 | OMX | FNMA | FMCC | TSLA | MTG | BBBY | SVU | GME | DAL | BBY | NFLX | FSLR | FL | TRIP | GNW |
| 2013-09-30 | OMX | TSLA | FNMA | MTG | FMCC | NFLX | BBBY | SVU | META | GME | MU | BBY | AXON | DAL | FL |
| 2013-10-31 | OMX | TSLA | FNMA | FMCC | MTG | MU | FANG | META | DAL | BBY | NXPI | INCY | FL | AXON | TRIP |
| 2013-11-29 | OMX | FNMA | FMCC | NFLX | MTG | TSLA | MU | INCY | BBY | FL | META | DAL | AXON | FANG | BX |
| 2013-12-31 | FNMA | FMCC | NFLX | INCY | TSLA | MU | META | BBY | FL | BX | KATE | MTG | FANG | DXCM | AXON |
| 2014-01-31 | FNMA | FMCC | INCY | TSLA | TKO | MU | DXCM | ILMN | BX | PHM | NFLX | KATE | AXON | META | MTG |
| 2014-02-28 | FNMA | FMCC | TSLA | TKO | ILMN | AAL | INCY | MU | PHM | BX | DXCM | META | FRX | DAL | WYNN |
| 2014-03-31 | FNMA | FMCC | TSLA | TKO | ILMN | RCL | FRX | DXCM | DAL | INCY | META | AAL | FANG | FSLR | URI |
| 2014-04-30 | FMCC | FNMA | TSLA | TKO | FRX | MU | RCL | FANG | DAL | ILMN | URI | AAL | INCY | NXPI | DXCM |
| 2014-05-30 | META | FRX | FMCC | DAL | MU | FANG | TSLA | AAL | ILMN | FNMA | URI | NXPI | SWKS | SMCI | INCY |
| 2014-06-30 | META | FMCC | FNMA | FRX | AAL | FANG | DAL | ILMN | URI | SWKS | MU | TPL | LUV | SMCI | WLL |
| 2014-07-31 | META | FMCC | MU | FANG | FNMA | FRX | SWKS | TPL | NBR | TRGP | URI | NFX | SMCI | CAR | DAL |
| 2014-08-29 | FMCC | FNMA | LUV | MU | SWKS | CAR | URI | DAL | TPL | TRGP | FANG | RCL | NFX | META | NXPI |
| 2014-09-30 | TPL | SWKS | LUV | FMCC | FNMA | GILD | ENPH | SMCI | CAR | URI | MU | RCL | NXPI | TRGP | ILMN |
| 2014-10-31 | MMI | PANW | ENPH | SWKS | SMCI | LUV | TPL | MU | RCL | GILD | META | AVGO | ILMN | GMCR | URI |
| 2014-11-28 | MMI | SWKS | PANW | LUV | SMCI | EW | RCL | MNST | META | NXPI | ILMN | AVGO | ENPH | LRCX | EA |
| 2014-12-31 | SWKS | LUV | PANW | EW | MMI | SBUX | SMCI | EA | AXON | ENPH | RCL | MNST | UAL | GMCR | DAL |
| 2015-01-30 | SWKS | AXON | PANW | LUV | SBUX | MMI | EW | EA | MNST | KR | CNC | BBWI | RCL | ENPH | SMCI |
| 2015-02-27 | SWKS | SBUX | PANW | EA | SMCI | LUV | MMI | CNC | EW | MNST | KR | ANDV | AAPL | BBWI | HSP |
| 2015-03-31 | SWKS | SBUX | CNC | PANW | EA | MNST | SMCI | AVGO | INCY | MMI | ANDV | EPAM | MOH | HSP | LUV |
| 2015-04-30 | SWKS | SBUX | PAYC | PANW | EA | CNC | MNST | DXCM | MMI | KMG | HSP | AVGO | INCY | EPAM | ABMD |
| 2015-05-29 | SBUX | AXON | SWKS | BLDR | PAYC | PANW | INCY | DXCM | KMG | MMI | AVGO | HSP | ABMD | MNST | CNC |
| 2015-06-30 | BTUUQ | SWKS | PAYC | AXON | PANW | CNC | BLDR | AVGO | SBUX | INCY | DXCM | MMI | ABMD | HSP | GILD |
| 2015-07-31 | BLDR | PAYC | AXON | BTUUQ | PANW | DXCM | CNC | INCY | SBUX | ABMD | MNST | MMI | EPAM | COTY | EA |
| 2015-08-31 | GILD | V | EBAY | MA | GE | MCO | HAS | MO | CCI | ABMD | BKNG | PSA | AMGN | AMT | ORLY |
| 2015-09-30 | GILD | V | MA | GE | EBAY | PSA | MCO | MO | BKNG | ED | SPG | CCI | AMT | CVG | HAS |
| 2015-10-30 | V | GILD | GE | MA | MO | BKNG | PSA | EBAY | ABMD | SPG | AMT | CCI | CVG | ED | MCO |
| 2015-11-30 | FIX | CZR | ABMD | NFLX | AMZN | BLDR | TYL | GE | GPN | ATVI | AYI | CVC | EXPE | GOOGL | SBUX |
| 2015-12-31 | GE | V | GILD | ABMD | MA | PSA | ATVI | GOOGL | MO | META | MCD | CCI | AMGN | EBAY | HRL |
| 2016-01-29 | GE | V | GILD | MCD | ABMD | PSA | MA | MO | GOOGL | KLAC | ISRG | AMGN | HRL | MSFT | ADBE |
| 2016-02-29 | GE | GILD | V | SPG | KLAC | ISRG | MCD | PSA | MO | ED | MA | ABMD | VZ | CCI | T |
| 2016-03-31 | CZR | ABMD | TSN | GE | MAT | EBAY | NVDA | HRL | GDDY | KLAC | MKTX | ANF | FSLR | ATVI | TTWO |
| 2016-04-29 | TSN | ABMD | GE | EBAY | CZR | NVDA | HRL | AMD | EW | META | MKTX | DLR | EVRG | LITE | CPB |
| 2016-05-31 | AMD | CZR | NVDA | ABMD | WB | META | EW | TSN | EVRG | MTW | CLF | DLR | ULTA | GE | ISRG |
| 2016-06-30 | CLF | NVDA | AMD | CZR | DXC | ABMD | EVRG | MDR | OKE | WB | AWK | X | DLR | ALB | MKTX |
| 2016-07-29 | CLF | AMD | NVDA | WB | NEM | DXC | X | CZR | DLR | ABMD | PAYC | MDR | WOR | ALB | GE |
| 2016-08-31 | AMD | WB | SPGI | NVDA | CLF | X | NEM | DHR | JOY | MDR | DXC | WPX | ALB | ABMD | MKTX |
| 2016-09-30 | WB | AMD | X | SPGI | NVDA | CLF | DHR | JOY | WPX | NEM | AMAT | LITE | CNX | MDR | NAV |
| 2016-10-31 | AMD | WB | X | NVDA | SPGI | LITE | CNX | WPX | DHR | DXC | JOY | NAV | AMAT | TPL | MDR |
| 2016-11-30 | AMD | X | CLF | WB | NVDA | SPGI | CNX | TPL | DHR | WPX | LITE | NAV | JOY | OKE | STLD |
| 2016-12-30 | CLF | X | NVDA | AMD | FMCC | FNMA | WB | TPL | SPGI | CNX | WPX | OKE | NAV | TRGP | NBR |
| 2017-01-31 | AMD | CLF | X | NVDA | FMCC | FNMA | TPL | TRGP | SPGI | WB | NBR | FCX | URI | WPX | NAV |
| 2017-02-28 | AMD | CLF | X | NVDA | WB | SPGI | FNMA | URI | TPL | FMCC | NAV | NBR | CSX | WPX | SLM |
| 2017-03-31 | AMD | CLF | X | NVDA | WB | URI | FMCC | NAV | FNMA | ANET | SLM | CSX | RF | BAC | MU |
| 2017-04-28 | AMD | NVDA | X | KMG | MU | ANET | NAV | AMAT | SLM | STX | DXC | WDC | CSX | IDXX | FMCC |
| 2017-05-31 | KMG | AMD | NVDA | X | XYZ | WB | ANET | CSX | LRCX | MU | KHC | IDXX | NAV | WDC | AMAT |
| 2017-06-30 | NVDA | XYZ | WB | ANET | LITE | CSX | TTWO | AMAT | X | LRCX | ADSK | KMG | VEEV | ALGN | NAV |
| 2017-07-31 | NVDA | XYZ | ANET | MU | WB | LITE | ALGN | TTWO | LRCX | VRTX | PAYC | KMG | KHC | AMAT | ZBRA |
| 2017-08-31 | NVDA | XYZ | NRG | WB | TTWO | VRTX | ALGN | ANET | MU | BA | LRCX | TPL | IPGP | RCL | KMG |
| 2017-09-29 | NVDA | XYZ | WB | TTWO | IPGP | NRG | ANET | ALGN | MU | TTD | BA | LRCX | VRTX | SEDG | NCC |
| 2017-10-31 | NVDA | XYZ | BBBY | TTD | SEDG | TTWO | MU | ALGN | NRG | MTW | ANET | WB | LRCX | IPGP | CZR |
| 2017-11-30 | BBBY | XYZ | ENPH | SEDG | ALGN | ANET | NRG | IPGP | NVDA | MU | TTWO | MCHP | LRCX | NVR | TTD |
| 2017-12-29 | BBBY | ENPH | SEDG | XYZ | ANET | WB | ALGN | NCC | NRG | IPGP | TTWO | MCHP | FTNT | TWTR | FSLR |
| 2018-01-31 | BBBY | ANET | SEDG | XYZ | ALGN | PENN | NKTR | CZR | WB | TWTR | MCHP | TTWO | MTCH | FTNT | FSLR |
| 2018-02-28 | NKTR | BBBY | XYZ | SEDG | ANET | ALGN | ENPH | NVDA | EC | MTCH | WB | TWTR | FTNT | BA | CZR |
| 2018-03-29 | NKTR | SEDG | ENPH | BBBY | NCC | XYZ | MTCH | ETSY | MAY | FSLR | EC | ANET | WB | CCI | TWTR |
| 2018-04-30 | CCI | NKTR | V | MA | SPG | HET | ADBE | BKNG | SPGI | AMGN | META | INTU | KDP | EXR | TWTR |
| 2018-05-31 | NKTR | ENPH | SEDG | EC | CVNA | AXON | ETSY | HET | TKO | CCI | THC | MU | MTCH | MRVL | TPL |
| 2018-06-29 | ENPH | NKTR | TKO | HET | AXON | MU | SEDG | XYZ | ETSY | CCI | NFLX | THC | TPL | EC | TTD |
| 2018-07-31 | ENPH | TKO | HET | AXON | ETSY | NKTR | CVNA | CCI | THC | SEDG | XYZ | ANF | MU | TTD | TPL |
| 2018-08-31 | ENPH | HET | TKO | CVNA | AXON | CCI | ETSY | XYZ | TTD | SVU | THC | LULU | DXCM | EC | ABMD |
| 2018-09-28 | HET | CVNA | TKO | TTD | XYZ | AMD | DXCM | CCI | AXON | ETSY | ENPH | ABMD | LULU | UIS | FTNT |
| 2018-10-31 | CCI | HET | DXCM | EXR | TKO | SPG | ABMD | V | UIS | MKC | KDP | MOH | YUM | FTNT | HCA |
| 2018-11-30 | CCI | HET | EXR | MKC | SPG | TTD | KDP | MRK | ESRX | HCA | LLY | V | YUM | PFE | MCD |
| 2018-12-31 | CCI | HET | EXR | YUM | MRK | KDP | MKC | AET | SPG | MCD | PFE | CME | ESRX | UST | V |
| 2019-01-31 | CCI | HET | EXR | RHT | SPG | YUM | O | CIEN | DOC | XLNX | BALL | ERIE | WELL | MCD | KDP |
| 2019-02-28 | HET | CCI | ENPH | TTD | EOG | ETSY | DXCM | FNMA | RHT | FMCC | TKO | CIEN | CMG | KEYS | AES |
| 2019-03-29 | HET | TTD | CCI | ENPH | FNMA | FMCC | ETSY | FTNT | RHT | TKO | JNJ | CMG | SSP | AVGO | AMD |
| 2019-04-30 | HET | TTD | CCI | ENPH | CVNA | FMCC | FNMA | AMD | ETSY | SNPS | VEEV | AVP | ANF | TKO | SSP |
| 2019-05-31 | CCI | HET | EXR | ERIE | PEP | HSY | BALL | MKTX | SBUX | AVP | CDNS | SO | V | AWK | CHD |
| 2019-06-28 | HET | ENPH | CCI | FNMA | FMCC | AVP | TTD | VEEV | ERIE | SNPS | MTCH | AMD | PAYC | BALL | CVNA |
| 2019-07-31 | HET | ENPH | CCI | TTD | AVP | VEEV | ERIE | MTCH | PAYC | MKTX | CDNS | BALL | CVNA | FICO | SBUX |
| 2019-08-30 | HET | ENPH | CCI | AVP | MKTX | SEDG | SBUX | BALL | MTCH | NCC | ERIE | SBAC | TTD | HSY | VEEV |
| 2019-09-30 | HET | ENPH | CCI | SEDG | CSCO | AVP | NCC | MKTX | FNMA | PODD | FMCC | BALL | TER | HSY | GNRC |
| 2019-10-31 | HET | ENPH | CCI | AVP | SEDG | CSCO | FNMA | FMCC | PODD | GNRC | BLDR | KLAC | KBH | TER | LRCX |
| 2019-11-29 | HET | ENPH | CCI | AVP | CSCO | SEDG | NCC | CVNA | GNRC | BLDR | FNMA | KLAC | PODD | TER | FMCC |
| 2019-12-31 | HET | ENPH | CCI | XRX | CVNA | AVP | THC | BLDR | SEDG | PODD | FNMA | MCHP | TER | QRVO | KLAC |
| 2020-01-31 | HET | CCI | ENPH | TSLA | XRX | CVNA | PODD | SEDG | AVP | BLDR | MCHP | LLY | GNRC | AAPL | QRVO |
| 2020-02-28 | CCI | HET | EXR | TE | TYL | UST | LM | SAF | JNJ | KO | VRTX | RMD | PEP | AON | BMY |
| 2020-03-31 | CCI | EXR | DVN | AMT | UST | TE | DXCM | GEN | NCC | REGN | TYL | KR | BMY | DVA | LM |
| 2020-04-30 | CCI | DVN | EXR | AMT | UST | DXCM | GEN | TE | REGN | NEM | PODD | BMY | KR | LLY | CLX |
| 2020-05-29 | CCI | DVN | EXR | AMT | TSLA | DXCM | GEN | REGN | UST | TE | NCC | WST | BIO | CLX | NVDA |
| 2020-06-30 | CCI | AMT | TSLA | EBAY | REGN | DXCM | CLX | UST | NVDA | ABBV | MSFT | DG | AAPL | GIS | EXR |
| 2020-07-31 | MRNA | BBBY | TSLA | DXCM | CCI | NVDA | SEDG | REGN | CVNA | NEM | ETSY | ENPH | AMD | WST | AAPL |
| 2020-08-31 | BBBY | TSLA | MRNA | ENPH | AMD | CCI | NVDA | ETSY | DXCM | CVNA | SEDG | RRC | AAPL | REGN | XYZ |
| 2020-09-30 | BBBY | TSLA | ENPH | PENN | CVNA | MRNA | AMD | SEDG | CCI | NVDA | XYZ | DDOG | ETSY | TUP | TTD |
| 2020-10-30 | BBBY | TSLA | ENPH | TUP | PENN | MRNA | SEDG | DDOG | CVNA | XYZ | ETSY | CRWD | NVDA | CCI | TTD |
| 2020-11-30 | BBBY | TSLA | ENPH | TUP | MRNA | CCI | GME | SEDG | ETSY | NOW | TTD | XYZ | CVNA | PENN | GNRC |
| 2020-12-31 | BBBY | TSLA | MRNA | ENPH | TUP | GME | CCI | PENN | ETSY | XYZ | SEDG | TTD | NOW | CRWD | CVNA |
| 2021-01-29 | GME | ENPH | BBBY | TSLA | MRNA | CCI | ETSY | TUP | CRWD | SEDG | NOW | PENN | CVNA | XYZ | TTD |
| 2021-02-26 | GME | CCI | TUP | NOW | MRNA | BBBY | ENPH | DVN | VIAC | CPRI | PENN | ETSY | TPR | DDS | CPB |
| 2021-03-31 | GME | TUP | BBBY | PENN | NBR | CCI | MRNA | ETSY | VIAC | CZR | TSLA | ENPH | CPRI | AMT | FCX |
| 2021-04-30 | GME | TUP | NBR | VIAC | PENN | BBWI | CAR | MRNA | CLF | QEP | CRM | TPL | BBBY | CZR | CCI |
| 2021-05-28 | GME | TUP | CAR | DDS | CRM | CCI | FCX | BBWI | TPL | XEC | IVZ | CLF | MTW | BBBY | THC |
| 2021-06-30 | GME | DDS | ANF | BBWI | CAR | MRNA | RRC | XEC | TUP | TPL | TDC | THC | BBBY | NAVI | RRD |
| 2021-07-30 | GME | DDS | RRD | MRNA | NUE | CAR | BBWI | ANF | BX | MBI | CLF | TPL | MDP | NAVI | STLD |
| 2021-08-31 | GME | DDS | MRNA | KKR | RRD | CLF | MDP | BX | NUE | NAVI | XEC | SBNY | BBWI | CPRI | CAR |
| 2021-09-30 | GME | MRNA | DDS | RRD | KKR | RRC | JWN | MDP | MRO | CAR | M | DVN | BX | TRGP | IT |
| 2021-10-29 | GME | MRNA | DDS | RRC | RRD | KKR | MRO | DVN | CAR | JWN | M | MUR | MDP | FANG | TRGP |
| 2021-11-30 | GME | CAR | DDS | RRD | BX | MRO | DVN | RRC | TSLA | MDP | MRNA | JWN | WFC | M | NVDA |
| 2021-12-31 | CAR | GME | RRD | DDS | MRO | DVN | BX | MRNA | JWN | ON | NVDA | BLDR | WFC | M | TSLA |
| 2022-01-31 | EXR | AMT | RRD | CCI | MRO | ABBV | DVN | COP | MO | EXC | MCD | PLD | CVX | EOG | PEP |
| 2022-02-28 | EXR | AMT | RRD | CCI | MRO | ABBV | DVN | TRGP | MCK | COP | ABX | CVX | EXC | EOG | MO |
| 2022-03-31 | AMT | EXR | RRD | CCI | ABBV | MRO | TRGP | CF | DVN | MCK | COP | REGN | EXC | ABX | BMY |
| 2022-04-29 | AMT | EXR | CCI | TRGP | MCK | ABBV | ABX | BMY | REGN | MRO | CF | VRTX | COP | EXC | WMB |
| 2022-05-31 | AMT | EXR | CCI | MRO | FHN | BMY | ABX | ABBV | ED | MCK | REGN | AMGN | EXC | EQT | DVN |
| 2022-06-30 | AMT | EXR | CCI | ABX | BMY | ABBV | MCK | FHN | ED | AMGN | JNJ | WRB | PFE | KO | D |
| 2022-07-29 | AMT | EXR | CCI | ABX | MCK | AMGN | ABBV | FHN | BMY | OXY | ED | JNJ | MCD | LW | PFE |
| 2022-08-31 | AMT | EXR | CCI | MCK | ABX | AMGN | VRTX | HRB | OXY | FHN | CAH | CPB | LW | GIS | CF |
| 2022-09-30 | AMT | EXR | CCI | VRTX | ABX | FHN | MCK | ERIE | GIS | HSY | HRB | CAH | LW | V | AMGN |
| 2022-10-31 | AMT | EXR | CCI | FHN | ABX | MCK | TKO | CI | LW | ERIE | V | HSY | GPC | ORLY | GIS |
| 2022-11-30 | T | FSLR | OXY | CF | TPL | SMCI | HES | DVN | FTI | UCL | HP | UNM | ATI | ODP | COP |
| 2022-12-30 | FSLR | SMCI | FTI | TPL | OXY | HES | T | ODP | HP | APA | MPC | COP | MUR | UCL | CF |
| 2023-01-31 | UCL | HES | FSLR | FTI | T | TPL | ODP | SMCI | STLD | CEG | MPC | FLR | ATI | UNM | DDS |
| 2023-02-28 | UCL | FSLR | FTI | T | HES | ODP | SMCI | STLD | ASO | CCI | FLR | OI | DYN | CEG | MPC |
| 2023-03-31 | UCL | SMCI | FSLR | FTI | VLO | HES | OI | TEX | AXON | FIX | LW | GNW | PSX | MTW | STLD |
| 2023-04-28 | UCL | FSLR | SMCI | AXON | FICO | FTI | NVDA | VLO | LVS | META | ASO | GE | HES | COTY | AMT |
| 2023-05-31 | EXR | AMT | CCI | V | PHM | AVGO | LW | VRTX | MCD | BKNG | FICO | GE | MO | CPRT | ABX |
| 2023-06-30 | SMCI | NVDA | CVNA | H | FSLR | RCL | UCL | VRT | BLDR | PLTR | NFLX | META | GE | AVGO | BKNG |
| 2023-07-31 | SMCI | CVNA | NVDA | RCL | H | VRT | BLDR | META | PLTR | CCL | UCL | FTI | AVGO | ANF | TTD |
| 2023-08-31 | SMCI | UCL | CVNA | NVDA | VRT | PLTR | BLDR | APP | ANF | RCL | PHM | AVGO | META | FTI | EXR |
| 2023-09-29 | EXR | CCI | AMT | V | MO | AVGO | MA | BKNG | PSX | NVDA | ANF | CSCO | EMR | JPM | FICO |
| 2023-10-31 | EXR | CCI | AMT | V | VRT | META | CBOE | CSCO | AVGO | VRTX | CME | AFL | ANF | FTI | LIN |
| 2023-11-30 | CVNA | VRT | ANF | APP | SMCI | META | NVDA | COIN | EXR | FNMA | PLTR | FTI | DAL | GPS | DELL |
| 2023-12-29 | CVNA | COIN | ANF | VRT | APP | FNMA | EXR | GPS | SMCI | NVDA | PLTR | CRWD | FMCC | META | DAL |
| 2024-01-31 | CVNA | ANF | VRT | SMCI | FNMA | EXR | APP | COIN | CRWD | FMCC | NVDA | META | ANET | DELL | DAL |
| 2024-02-29 | SMCI | CVNA | ANF | GE | VRT | FNMA | ADCT | APP | COIN | CRWD | NVDA | EXR | FMCC | META | DYN |
| 2024-03-28 | SMCI | CVNA | ADCT | ANF | VRT | COIN | GE | FNMA | DYN | APP | EXR | NVDA | FMCC | VST | PLTR |
| 2024-04-30 | CVNA | SMCI | ADCT | ANF | VRT | COIN | DYN | GE | EXR | APP | NVDA | FNMA | VST | FMCC | WSM |
| 2024-05-31 | CVNA | ANF | VRT | SMCI | VST | ADCT | FNMA | FMCC | COIN | APP | NVDA | DYN | DELL | EXR | GPS |
| 2024-06-28 | ANF | CVNA | VST | SMCI | VRT | DYN | NVDA | APP | FMCC | FNMA | GPS | DELL | COIN | EXR | CEG |
| 2024-07-31 | ANF | CVNA | NVDA | VST | DYN | VRT | APP | FNMA | FMCC | EXR | DELL | COIN | SMCI | GPS | HOOD |
| 2024-08-30 | DYN | LUMN | ANF | CVNA | NVDA | VST | EXR | CCI | PBI | COIN | THC | NRG | GDDY | ADCT | KKR |
| 2024-09-30 | LUMN | DYN | CVNA | NVDA | EXR | CCI | ANF | VST | APP | PBI | THC | ADCT | COHR | KKR | NRG |
| 2024-10-31 | LUMN | CVNA | DYN | APP | NVDA | VST | ADCT | EXR | CCI | COHR | THC | PLTR | KKR | CEG | ANF |
| 2024-11-29 | CVNA | LUMN | APP | VST | PLTR | CCI | WYNN | TPL | HOOD | NVDA | COHR | ADCT | AXON | EXR | FMCC |
| 2024-12-31 | APP | LUMN | PLTR | CVNA | FMCC | VST | FNMA | CCI | WYNN | TPL | HOOD | AXON | UAL | LB | NVDA |
| 2025-01-31 | APP | PLTR | FMCC | CVNA | FNMA | LUMN | HOOD | VST | CCI | WYNN | UAL | AXON | TPL | TSLA | IBKR |
| 2025-02-28 | APP | FMCC | FNMA | PLTR | HOOD | CVNA | VST | CCI | WYNN | UAL | TPL | LUMN | ALK | PBI | ECHO |
| 2025-03-31 | EXR | CCI | AMT | FOX | VRSN | FOXA | MO | V | T | BRO | PGR | CME | EVRG | AJG | TMUS |
| 2025-04-30 | EXR | CCI | AMT | VRSN | MO | CNP | FNMA | PM | CME | T | COR | ATO | WEC | EXC | EVRG |
| 2025-05-30 | CCI | AMT | EXR | PLTR | PM | FNMA | MO | CME | VRSN | CAH | CNP | RSG | CA | BUD | MCK |
| 2025-06-30 | FNMA | FMCC | PLTR | HOOD | APP | CCI | GEV | GILD | CVNA | LUMN | LB | HWM | AXON | NRG | UBER |
| 2025-07-31 | FNMA | HOOD | FMCC | PLTR | APP | GEV | CCI | CVNA | GILD | NRG | AXON | CAR | TPR | UBER | VST |
| 2025-08-29 | FNMA | HOOD | FMCC | PLTR | APP | GEV | UCL | CCI | CAR | CVNA | FIX | LITE | ECHO | VST | TPR |
| 2025-09-30 | FNMA | FMCC | HOOD | APP | PLTR | ECHO | STX | LITE | CCI | WDC | GEV | FIX | UCL | AVGO | CIEN |
| 2025-10-31 | FMCC | FNMA | HOOD | APP | ECHO | LITE | WDC | MU | STX | PLTR | TE | CIEN | CCI | WBD | SEDG |
| 2025-11-28 | HOOD | ECHO | LITE | WDC | MU | STX | CIEN | TE | NKTR | FNMA | FMCC | WBD | AVGO | SEDG | CCI |
| 2025-12-31 | LITE | ECHO | WDC | TE | MU | STX | HOOD | GILD | CIEN | NKTR | WBD | FNMA | CCI | FMCC | NEM |
| 2026-01-30 | TE | LITE | ECHO | WDC | MU | STX | CIEN | GILD | WBD | SSP | CCI | LRCX | NEM | NKTR | INTC |
| 2026-02-27 | LITE | TE | WDC | MU | CIEN | STX | GILD | ECHO | COHR | LRCX | FIX | CCI | WBD | VIAV | SSP |
| 2026-03-31 | CCI | EXR | AMT | LITE | WBD | JNJ | ABI | PCS | FTI | CAM | EA | CA | APA | NKTR | CIEN |
| 2026-04-30 | LITE | WDC | CIEN | MU | STX | ECHO | VIAV | COHR | GILD | TER | FIX | NBR | CCI | SSP | ALB |
| 2026-05-29 | LITE | WDC | MU | CIEN | STX | VIAV | ECHO | INTC | TE | COHR | GILD | AMD | TER | CCI | NBR |
| 2026-06-26 | MU | WDC | LITE | STX | TE | CIEN | INTC | VIAV | DELL | TER | AMD | GLW | COHR | MRVL | DD |
Scoring script (python)
# Auto-generated (mutate) variant 1078 — regime-momentum-quality-value sweep point.
FORMULA_NAME = "regime-momentum-quality-value (mutate v1078)"
LOGIC_VARIANT_COUNT = 2
NOTES = "mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1078."
BULL = {"momentum_12_1_pct": (0.326, +1), "return_6m_pct": (0.196, +1), "eps_growth_pct": (0.124, +1),
"free_cash_flow_margin_pct": (0.164, +1), "forward_pe": (0.1, -1), "peg": (0.088, -1)}
RISK_OFF = {"realized_vol_3m": (0.191, -1), "free_cash_flow_margin_pct": (0.164, +1),
"operating_margin_pct": (0.10, +1), "forward_pe": (0.1, -1), "peg": (0.088, -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