← All V2 experiments
Relative return
1.286x
Excess vs bench
28.60%
Benchmark
CAPW_UNIV
Rolling windows
179 · monthly
Mean strategy gain
47.16%
Mean benchmark gain
14.08%
Mean excess gain
33.08%
Dispersion (ref)
20.06%
Win-rate vs bench (ref)
100.00%
Worst / best ratio (ref)
1.062x / 1.596x
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 | 22.64% | 2.22% | 1.200x |
| 2011-07-01 … 2016-06-30 | 37.43% | 13.74% | 1.208x |
| 2016-07-01 … 2021-06-30 | 83.69% | 20.63% | 1.523x |
| 2021-07-01 … 2026-06-26 | 49.15% | 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 1.286x · beat benchmark in 179/179
| # | Window | Strategy | Benchmark | Ratio |
|---|---|---|---|---|
| 1 | 2006-07-31 … 2011-07-29 | 20.66% | 1.79% | 1.185x |
| 2 | 2006-08-31 … 2011-08-31 | 18.22% | 0.21% | 1.180x |
| 3 | 2006-09-29 … 2011-08-31 | 15.36% | -0.14% | 1.155x |
| 4 | 2006-10-31 … 2011-10-31 | 14.07% | 0.23% | 1.138x |
| 5 | 2006-11-30 … 2011-11-30 | 12.87% | -0.05% | 1.129x |
| 6 | 2006-12-29 … 2011-11-30 | 12.85% | -0.32% | 1.132x |
| 7 | 2007-01-31 … 2012-01-31 | 12.19% | 0.93% | 1.112x |
| 8 | 2007-02-28 … 2012-01-31 | 11.10% | 1.43% | 1.095x |
| 9 | 2007-03-30 … 2012-03-30 | 13.10% | 3.09% | 1.097x |
| 10 | 2007-04-30 … 2012-04-30 | 13.27% | 2.42% | 1.106x |
| 11 | 2007-05-31 … 2012-05-31 | 9.91% | 0.60% | 1.093x |
| 12 | 2007-06-29 … 2012-06-29 | 8.30% | 1.92% | 1.063x |
| 13 | 2007-07-31 … 2012-07-31 | 9.07% | 2.69% | 1.062x |
| 14 | 2007-08-31 … 2012-08-31 | 10.65% | 2.95% | 1.075x |
| 15 | 2007-09-28 … 2012-09-28 | 10.01% | 3.20% | 1.066x |
| 16 | 2007-10-31 … 2012-10-31 | 10.26% | 2.60% | 1.075x |
| 17 | 2007-11-30 … 2012-11-30 | 10.58% | 3.45% | 1.069x |
| 18 | 2007-12-31 … 2012-12-31 | 10.60% | 3.69% | 1.067x |
| 19 | 2008-01-31 … 2013-01-31 | 13.61% | 5.85% | 1.073x |
| 20 | 2008-02-29 … 2013-02-28 | 13.69% | 6.82% | 1.064x |
| 21 | 2008-03-31 … 2013-03-28 | 15.07% | 7.73% | 1.068x |
| 22 | 2008-04-30 … 2013-04-30 | 16.59% | 7.51% | 1.085x |
| 23 | 2008-05-30 … 2013-04-30 | 15.23% | 7.81% | 1.069x |
| 24 | 2008-06-30 … 2013-06-28 | 20.89% | 9.33% | 1.106x |
| 25 | 2008-07-31 … 2013-07-31 | 25.43% | 10.48% | 1.135x |
| 26 | 2008-08-29 … 2013-07-31 | 25.72% | 10.52% | 1.138x |
| 27 | 2008-09-30 … 2013-09-30 | 31.52% | 11.48% | 1.180x |
| 28 | 2008-10-31 … 2013-10-31 | 39.55% | 15.76% | 1.205x |
| 29 | 2008-11-28 … 2013-10-31 | 41.40% | 17.46% | 1.204x |
| 30 | 2008-12-31 … 2013-12-31 | 43.68% | 18.44% | 1.213x |
| 31 | 2009-01-30 … 2013-12-31 | 45.26% | 20.64% | 1.204x |
| 32 | 2009-02-27 … 2014-01-31 | 48.42% | 21.63% | 1.220x |
| 33 | 2009-03-31 … 2014-03-31 | 49.51% | 20.60% | 1.240x |
| 34 | 2009-04-30 … 2014-04-30 | 47.69% | 19.00% | 1.241x |
| 35 | 2009-05-29 … 2014-04-30 | 49.89% | 18.32% | 1.267x |
| 36 | 2009-06-30 … 2014-06-30 | 51.19% | 19.01% | 1.270x |
| 37 | 2009-07-31 … 2014-07-31 | 47.29% | 17.39% | 1.255x |
| 38 | 2009-08-31 … 2014-08-29 | 46.93% | 17.70% | 1.248x |
| 39 | 2009-09-30 … 2014-09-30 | 42.10% | 16.64% | 1.218x |
| 40 | 2009-10-30 … 2014-09-30 | 46.20% | 17.08% | 1.249x |
| 41 | 2009-11-30 … 2014-11-28 | 41.66% | 16.82% | 1.213x |
| 42 | 2009-12-31 … 2014-12-31 | 39.82% | 16.28% | 1.202x |
| 43 | 2010-01-29 … 2014-12-31 | 41.96% | 17.23% | 1.211x |
| 44 | 2010-02-26 … 2015-01-30 | 40.83% | 15.80% | 1.216x |
| 45 | 2010-03-31 … 2015-03-31 | 39.59% | 15.40% | 1.210x |
| 46 | 2010-04-30 … 2015-04-30 | 37.25% | 15.38% | 1.190x |
| 47 | 2010-05-28 … 2015-04-30 | 40.16% | 17.09% | 1.197x |
| 48 | 2010-06-30 … 2015-06-30 | 45.30% | 17.45% | 1.237x |
| 49 | 2010-07-30 … 2015-06-30 | 44.86% | 16.43% | 1.244x |
| 50 | 2010-08-31 … 2015-08-31 | 40.27% | 15.76% | 1.212x |
| 51 | 2010-09-30 … 2015-09-30 | 37.33% | 13.61% | 1.209x |
| 52 | 2010-10-29 … 2015-09-30 | 36.56% | 13.06% | 1.208x |
| 53 | 2010-11-30 … 2015-11-30 | 36.56% | 15.09% | 1.187x |
| 54 | 2010-12-31 … 2015-12-31 | 35.43% | 13.55% | 1.193x |
| 55 | 2011-01-31 … 2016-01-29 | 33.56% | 11.90% | 1.194x |
| 56 | 2011-02-28 … 2016-01-29 | 33.14% | 11.53% | 1.194x |
| 57 | 2011-03-31 … 2016-03-31 | 33.87% | 12.90% | 1.186x |
| 58 | 2011-04-29 … 2016-04-29 | 32.21% | 12.39% | 1.176x |
| 59 | 2011-05-31 … 2016-05-31 | 35.00% | 12.94% | 1.195x |
| 60 | 2011-06-30 … 2016-06-30 | 35.68% | 13.30% | 1.198x |
| 61 | 2011-07-29 … 2016-07-29 | 40.35% | 14.52% | 1.226x |
| 62 | 2011-08-31 … 2016-08-31 | 42.16% | 15.19% | 1.234x |
| 63 | 2011-09-30 … 2016-09-30 | 42.75% | 16.32% | 1.227x |
| 64 | 2011-10-31 … 2016-10-31 | 41.20% | 14.02% | 1.238x |
| 65 | 2011-11-30 … 2016-11-30 | 44.55% | 14.66% | 1.261x |
| 66 | 2011-12-30 … 2016-12-30 | 44.43% | 14.92% | 1.257x |
| 67 | 2012-01-31 … 2017-01-31 | 45.80% | 14.63% | 1.272x |
| 68 | 2012-02-29 … 2017-02-28 | 45.13% | 14.78% | 1.264x |
| 69 | 2012-03-30 … 2017-02-28 | 44.89% | 14.43% | 1.266x |
| 70 | 2012-04-30 … 2017-04-28 | 41.24% | 14.61% | 1.232x |
| 71 | 2012-05-31 … 2017-05-31 | 44.81% | 15.98% | 1.249x |
| 72 | 2012-06-29 … 2017-05-31 | 45.53% | 15.44% | 1.261x |
| 73 | 2012-07-31 … 2017-07-31 | 45.76% | 15.43% | 1.263x |
| 74 | 2012-08-31 … 2017-08-31 | 46.20% | 15.12% | 1.270x |
| 75 | 2012-09-28 … 2017-08-31 | 45.80% | 14.77% | 1.270x |
| 76 | 2012-10-31 … 2017-10-31 | 49.58% | 16.12% | 1.288x |
| 77 | 2012-11-30 … 2017-11-30 | 49.71% | 16.79% | 1.282x |
| 78 | 2012-12-31 … 2017-12-29 | 48.40% | 16.93% | 1.269x |
| 79 | 2013-01-31 … 2018-01-31 | 49.79% | 17.57% | 1.274x |
| 80 | 2013-02-28 … 2018-02-28 | 51.10% | 16.21% | 1.300x |
| 81 | 2013-03-28 … 2018-02-28 | 49.97% | 15.81% | 1.295x |
| 82 | 2013-04-30 … 2018-04-30 | 46.42% | 14.25% | 1.282x |
| 83 | 2013-05-31 … 2018-05-31 | 38.29% | 14.57% | 1.207x |
| 84 | 2013-06-28 … 2018-05-31 | 41.39% | 14.97% | 1.230x |
| 85 | 2013-07-31 … 2018-07-31 | 40.42% | 14.83% | 1.223x |
| 86 | 2013-08-30 … 2018-07-31 | 41.74% | 15.59% | 1.226x |
| 87 | 2013-09-30 … 2018-09-28 | 41.90% | 15.84% | 1.225x |
| 88 | 2013-10-31 … 2018-10-31 | 32.64% | 12.89% | 1.175x |
| 89 | 2013-11-29 … 2018-10-31 | 32.71% | 12.60% | 1.179x |
| 90 | 2013-12-31 … 2018-12-31 | 31.14% | 9.93% | 1.193x |
| 91 | 2014-01-31 … 2019-01-31 | 31.93% | 12.37% | 1.174x |
| 92 | 2014-02-28 … 2019-02-28 | 29.55% | 12.38% | 1.153x |
| 93 | 2014-03-31 … 2019-03-29 | 31.80% | 12.76% | 1.169x |
| 94 | 2014-04-30 … 2019-04-30 | 33.60% | 13.73% | 1.175x |
| 95 | 2014-05-30 … 2019-04-30 | 33.45% | 13.54% | 1.175x |
| 96 | 2014-06-30 … 2019-06-28 | 34.76% | 12.81% | 1.195x |
| 97 | 2014-07-31 … 2019-07-31 | 36.30% | 13.30% | 1.203x |
| 98 | 2014-08-29 … 2019-07-31 | 36.21% | 12.80% | 1.208x |
| 99 | 2014-09-30 … 2019-09-30 | 38.37% | 12.70% | 1.228x |
| 100 | 2014-10-31 … 2019-10-31 | 38.87% | 12.91% | 1.230x |
| 101 | 2014-11-28 … 2019-10-31 | 38.64% | 12.60% | 1.231x |
| 102 | 2014-12-31 … 2019-12-31 | 40.79% | 14.16% | 1.233x |
| 103 | 2015-01-30 … 2019-12-31 | 40.50% | 14.85% | 1.223x |
| 104 | 2015-02-27 … 2020-01-31 | 39.82% | 14.04% | 1.226x |
| 105 | 2015-03-31 … 2020-03-31 | 38.37% | 8.56% | 1.275x |
| 106 | 2015-04-30 … 2020-04-30 | 42.71% | 11.65% | 1.278x |
| 107 | 2015-05-29 … 2020-05-29 | 41.04% | 12.61% | 1.252x |
| 108 | 2015-06-30 … 2020-06-30 | 40.90% | 13.64% | 1.240x |
| 109 | 2015-07-31 … 2020-07-31 | 42.70% | 14.60% | 1.245x |
| 110 | 2015-08-31 … 2020-08-31 | 48.21% | 18.07% | 1.255x |
| 111 | 2015-09-30 … 2020-09-30 | 47.51% | 17.05% | 1.260x |
| 112 | 2015-10-30 … 2020-10-30 | 43.03% | 14.60% | 1.248x |
| 113 | 2015-11-30 … 2020-11-30 | 53.53% | 17.43% | 1.307x |
| 114 | 2015-12-31 … 2020-12-31 | 55.22% | 18.65% | 1.308x |
| 115 | 2016-01-29 … 2021-01-29 | 90.30% | 19.26% | 1.596x |
| 116 | 2016-02-29 … 2021-02-26 | 85.32% | 19.79% | 1.547x |
| 117 | 2016-03-31 … 2021-03-31 | 86.83% | 19.42% | 1.565x |
| 118 | 2016-04-29 … 2021-03-31 | 88.69% | 19.66% | 1.577x |
| 119 | 2016-05-31 … 2021-05-28 | 86.57% | 20.42% | 1.549x |
| 120 | 2016-06-30 … 2021-06-30 | 85.71% | 21.06% | 1.534x |
| 121 | 2016-07-29 … 2021-06-30 | 83.69% | 20.63% | 1.523x |
| 122 | 2016-08-31 … 2021-08-31 | 84.67% | 21.75% | 1.517x |
| 123 | 2016-09-30 … 2021-09-30 | 79.91% | 20.22% | 1.497x |
| 124 | 2016-10-31 … 2021-10-29 | 85.67% | 22.50% | 1.516x |
| 125 | 2016-11-30 … 2021-11-30 | 83.97% | 21.87% | 1.510x |
| 126 | 2016-12-30 … 2021-11-30 | 84.62% | 21.75% | 1.516x |
| 127 | 2017-01-31 … 2022-01-31 | 74.32% | 20.17% | 1.451x |
| 128 | 2017-02-28 … 2022-02-28 | 72.75% | 18.51% | 1.458x |
| 129 | 2017-03-31 … 2022-03-31 | 76.07% | 19.46% | 1.474x |
| 130 | 2017-04-28 … 2022-03-31 | 77.69% | 19.46% | 1.487x |
| 131 | 2017-05-31 … 2022-05-31 | 73.11% | 15.59% | 1.498x |
| 132 | 2017-06-30 … 2022-06-30 | 72.43% | 13.08% | 1.525x |
| 133 | 2017-07-31 … 2022-07-29 | 71.39% | 15.16% | 1.488x |
| 134 | 2017-08-31 … 2022-08-31 | 68.01% | 13.72% | 1.477x |
| 135 | 2017-09-29 … 2022-08-31 | 67.70% | 13.56% | 1.477x |
| 136 | 2017-10-31 … 2022-10-31 | 61.60% | 11.86% | 1.445x |
| 137 | 2017-11-30 … 2022-11-30 | 61.34% | 12.52% | 1.434x |
| 138 | 2017-12-29 … 2022-11-30 | 62.44% | 12.46% | 1.444x |
| 139 | 2018-01-31 … 2023-01-31 | 55.98% | 11.01% | 1.405x |
| 140 | 2018-02-28 … 2023-02-28 | 53.60% | 11.03% | 1.383x |
| 141 | 2018-03-29 … 2023-02-28 | 54.25% | 11.72% | 1.381x |
| 142 | 2018-04-30 … 2023-04-28 | 52.53% | 13.01% | 1.350x |
| 143 | 2018-05-31 … 2023-05-31 | 54.83% | 12.95% | 1.371x |
| 144 | 2018-06-29 … 2023-05-31 | 53.81% | 13.01% | 1.361x |
| 145 | 2018-07-31 … 2023-07-31 | 59.03% | 14.67% | 1.387x |
| 146 | 2018-08-31 … 2023-08-31 | 56.24% | 13.51% | 1.376x |
| 147 | 2018-09-28 … 2023-08-31 | 55.94% | 13.56% | 1.373x |
| 148 | 2018-10-31 … 2023-10-31 | 56.38% | 12.60% | 1.389x |
| 149 | 2018-11-30 … 2023-11-30 | 58.09% | 14.58% | 1.380x |
| 150 | 2018-12-31 … 2023-12-29 | 64.99% | 17.26% | 1.407x |
| 151 | 2019-01-31 … 2024-01-31 | 65.42% | 16.27% | 1.423x |
| 152 | 2019-02-28 … 2024-01-31 | 65.35% | 15.94% | 1.426x |
| 153 | 2019-03-29 … 2024-03-28 | 77.47% | 17.50% | 1.510x |
| 154 | 2019-04-30 … 2024-04-30 | 74.79% | 15.50% | 1.513x |
| 155 | 2019-05-31 … 2024-05-31 | 77.08% | 18.12% | 1.499x |
| 156 | 2019-06-28 … 2024-06-28 | 74.82% | 17.99% | 1.482x |
| 157 | 2019-07-31 … 2024-07-31 | 70.36% | 17.70% | 1.447x |
| 158 | 2019-08-30 … 2024-08-30 | 69.08% | 18.41% | 1.428x |
| 159 | 2019-09-30 … 2024-09-30 | 72.14% | 18.65% | 1.451x |
| 160 | 2019-10-31 … 2024-10-31 | 73.05% | 17.87% | 1.468x |
| 161 | 2019-11-29 … 2024-11-29 | 77.39% | 18.64% | 1.495x |
| 162 | 2019-12-31 … 2024-12-31 | 69.67% | 17.62% | 1.443x |
| 163 | 2020-01-31 … 2025-01-31 | 75.16% | 18.07% | 1.484x |
| 164 | 2020-02-28 … 2025-02-28 | 71.94% | 19.00% | 1.445x |
| 165 | 2020-03-31 … 2025-03-31 | 69.49% | 19.24% | 1.421x |
| 166 | 2020-04-30 … 2025-04-30 | 65.14% | 16.49% | 1.418x |
| 167 | 2020-05-29 … 2025-04-30 | 65.15% | 15.80% | 1.426x |
| 168 | 2020-06-30 … 2025-06-30 | 62.92% | 18.19% | 1.378x |
| 169 | 2020-07-31 … 2025-07-31 | 61.81% | 17.87% | 1.373x |
| 170 | 2020-08-31 … 2025-08-29 | 60.75% | 16.69% | 1.378x |
| 171 | 2020-09-30 … 2025-09-30 | 65.75% | 18.57% | 1.398x |
| 172 | 2020-10-30 … 2025-09-30 | 69.24% | 19.43% | 1.417x |
| 173 | 2020-11-30 … 2025-11-28 | 59.23% | 17.77% | 1.352x |
| 174 | 2020-12-31 … 2025-12-31 | 61.96% | 16.92% | 1.385x |
| 175 | 2021-01-29 … 2025-12-31 | 39.55% | 17.20% | 1.191x |
| 176 | 2021-02-26 … 2026-01-30 | 46.74% | 17.04% | 1.254x |
| 177 | 2021-03-31 … 2026-03-31 | 44.82% | 14.07% | 1.270x |
| 178 | 2021-04-30 … 2026-04-30 | 45.17% | 16.03% | 1.251x |
| 179 | 2021-05-28 … 2026-04-30 | 45.07% | 16.22% | 1.248x |
Notes
mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1083.
Lesson notes
exploit/regime-momentum-quality-value: relative_return 1.2860x (delta -0.1397 vs exp_758); win-rate 100.0%, worst-window 1.062056, dispersion 20.0649%.
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 | USB | LH | SLG | JNJ | KO | BRK-B | CPQ | PEP | CPB | ES | GL | ATO | DGX | ETR | NEE |
| 2006-08-31 | MNST | MAY | 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 | UAA | NVDA | REGN | ALB | GRMN | BMET |
| 2006-12-29 | MAY | ICE | ILMN | AKAM | ALGN | ATI | AT | MTW | NVDA | DECK | BMET | LVS | WST | ALB | CF |
| 2007-01-31 | MAY | ICE | ALGN | AT | AKAM | BMET | BKNG | GT | MGM | KMX | ALXN | LVS | MA | 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 | MGM | DLX | ATI | BKNG | MOS | ALB | TEX | CE | ANDV | STLD | TPL |
| 2007-04-30 | MAY | GT | CF | BKNG | ALGN | ANDV | MOS | OI | DLX | INCY | ICE | CLF | NRG | TEX | MGM |
| 2007-05-31 | MAY | GT | ALGN | CF | FSLR | MA | CLF | ICE | DECK | DLX | OI | ANDV | MOS | AMZN | ON |
| 2007-06-29 | MAY | CF | KMG | GT | ALGN | MA | FSLR | DLX | MOS | OI | DECK | CLF | ICE | BKNG | ALXN |
| 2007-07-31 | MAY | CF | KMG | ALGN | MA | FSLR | AMZN | AL | MOS | GT | DECK | OI | BKNG | ALXN | AXON |
| 2007-08-31 | ALGN | CF | KMG | AMZN | OI | AL | MA | ISRG | DECK | MOS | CMI | AXON | GME | JEC | ALXN |
| 2007-09-28 | CF | KMG | AMZN | MOS | OI | GRMN | AL | MPWR | NOV | CMG | ISRG | BKNG | GME | CMI | AXON |
| 2007-10-31 | CF | MOS | ISRG | KMG | MPWR | NOV | GRMN | AL | OI | CMG | GME | AMZN | WYNN | BKNG | DECK |
| 2007-11-30 | FSLR | CF | ISRG | MOS | BKNG | DECK | BBBY | CMG | AL | GRMN | JEC | OI | GME | NOV | AAPL |
| 2007-12-31 | CVG | PENN | JNJ | CL | PG | MO | KO | AEE | PEP | CLX | SO | ED | WEC | ELV | D |
| 2008-01-31 | MAY | JNJ | CVG | CL | PG | MO | SO | ATO | CLX | KO | DGX | WEC | LH | ABT | KMB |
| 2008-02-29 | MAY | CVG | JNJ | PG | CHD | MO | CL | KO | MEE | ABT | WMT | KMB | LMT | PRGO | SO |
| 2008-03-31 | MAY | CVG | PG | MEE | JNJ | CL | CHD | KO | KMB | SWN | HRL | MO | AFL | ESV | WMT |
| 2008-04-30 | MAY | CVG | MEE | JNJ | PG | ESV | CHD | KO | WMT | SWN | WEC | KMB | AWK | GD | BRK-B |
| 2008-05-30 | MOS | FSLR | CF | MA | MEE | CLF | ILMN | ESV | SWN | BKNG | PRGO | HP | RRC | CNX | FLS |
| 2008-06-30 | SW | MEE | MAY | ESV | TTWO | SWN | JNJ | BAX | BTUUQ | FMC | BCR | MKC | SO | CHD | FE |
| 2008-07-31 | SWN | ESV | BCR | MAY | MEE | DF | BTUUQ | APOL | ATGE | CELG | EW | FDO | FI | JNJ | HRS |
| 2008-08-29 | SWN | MOS | ESV | CLF | BCR | CF | FSLR | MEE | DF | APOL | ATGE | BTUUQ | CELG | FI | FDO |
| 2008-09-30 | SWN | BCR | DF | FDO | CELG | APOL | GIS | ATGE | FI | ESV | HRS | HCBK | CEPH | BIG | EDS |
| 2008-10-31 | WWY | SWN | GIS | CHD | CPB | CLX | ABT | BCR | ED | CAG | MKC | DF | LDOS | BAX | TECH |
| 2008-11-28 | GIS | CHD | CLX | DLTR | ABT | MCD | ED | WMT | KR | SWN | CPB | CASY | LDOS | LH | SJM |
| 2008-12-31 | ABT | DLTR | LDOS | CHD | MCD | GIS | CLX | ED | KR | AON | WMT | BMY | AJG | LH | CPB |
| 2009-01-30 | MCD | ED | ABT | LDOS | EW | AMGN | GIS | DLTR | CHD | HET | BMY | WEC | GILD | AJG | SWN |
| 2009-02-27 | HET | ED | LDOS | EW | PCG | MCD | XEL | WEC | ABT | AMGN | JNJ | CHD | HSY | MKC | GIS |
| 2009-03-31 | AZO | ED | HET | EW | PCG | XEL | MCD | CHD | NFLX | WEC | LDOS | CPB | DLTR | JNJ | BMY |
| 2009-04-30 | AZO | NFLX | ED | HET | MNST | XEL | BR | MCD | CLX | PCG | CHD | SNPS | NEE | ROST | WEC |
| 2009-05-29 | ORLY | AZO | HRL | BKNG | DLTR | MCD | ROST | IBM | HET | DGX | ED | JNJ | NEE | CAG | EW |
| 2009-06-30 | CAR | AN | FHN | NFLX | F | ORLY | PALM | MBI | MKTX | TSCO | DLTR | TYL | AZO | TLAB | BLDR |
| 2009-07-31 | CAR | AN | F | BLDR | PALM | ORLY | NFLX | SWKS | WBD | FHN | CMG | ULTA | MNST | ASH | FFIV |
| 2009-08-31 | CAR | F | PALM | AN | MU | BKNG | NFLX | BLDR | CMG | ORLY | WBD | ASH | VRTX | SNDK | SWKS |
| 2009-09-30 | CAR | PALM | BKNG | SW | GNW | WBD | MU | SNDK | MTG | AAPL | ASH | WDC | DISCA | F | SSP |
| 2009-10-30 | CAR | GNW | SW | PALM | BC | BKNG | KMG | HIG | SNDK | F | SSP | 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 | WFM | BC | F |
| 2010-01-29 | CAR | SANM | GNW | GGP | AMD | UIS | F | SW | THC | SSP | LULU | BC | STX | UAL | RCL |
| 2010-02-26 | CAR | SANM | GNW | UIS | UAL | GGP | ASH | LVS | F | CLF | INCY | LULU | DDS | ACS | FITB |
| 2010-03-31 | SANM | CAR | GNW | UIS | INCY | MAC | LYV | UAL | GGP | MTG | F | CLF | LVS | SSP | SMCI |
| 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 | VSTNQ | AAL | GGP | WLL | MTG | DDS | NFLX | LULU | LYV |
| 2010-06-30 | ETFC | UST | CVG | CPB | DLTR | KMB | CLX | PG | MCD | AZO | SO | COR | HRL | ED | GIS |
| 2010-07-30 | SW | ETFC | CVG | UST | AZO | KMB | HRL | CPB | CASY | MO | SO | CLX | DLTR | MCD | PG |
| 2010-08-31 | CPQ | ETFC | AZO | CVG | LUMN | MCD | CASY | UST | MO | ED | CPB | CCU | MRO | KMB | CLX |
| 2010-09-30 | ETFC | NFLX | AKAM | FFIV | NTAP | UAL | VSTNQ | BKNG | CCU | LVS | BBWI | AAL | VRTS | CMI | WLL |
| 2010-10-29 | ETFC | UAL | NFLX | AAL | LVS | NTAP | FFIV | INCY | BKNG | WLL | CMG | MBI | AKAM | VRTS | ACAS |
| 2010-11-30 | ETFC | UAL | LVS | NFLX | MBI | AAL | FFIV | VRTS | CMG | BBWI | BKNG | WLL | ACAS | FTNT | NTAP |
| 2010-12-31 | ETFC | LVS | NFLX | VRTS | MBI | CMG | ACAS | FFIV | URI | WLL | BKNG | BBWI | DECK | CMI | RCL |
| 2011-01-31 | ETFC | MAY | ACAS | LVS | URI | VRTS | WLL | NFLX | LULU | FFIV | IPGP | DECK | BBWI | CMI | DDS |
| 2011-02-28 | MAY | ETFC | URI | LULU | NFLX | LVS | ACAS | IPGP | HON | VRTS | DDS | FTNT | MRVL | BBWI | SWKS |
| 2011-03-31 | MAY | ETFC | IPGP | URI | VRTS | WYNN | LULU | FTNT | NFLX | SWKS | ACAS | BBWI | MRVL | NOV | MOS |
| 2011-04-29 | MAY | IPGP | ETFC | LULU | WYNN | FTNT | MU | ANDV | VRTS | URI | ULTA | ACAS | NFLX | ECHO | TMUS |
| 2011-05-31 | MAY | IPGP | ETFC | FTNT | LULU | BKNG | EP | ACAS | KLAC | LYB | MU | WYNN | URI | ANDV | GMCR |
| 2011-06-30 | MAY | IPGP | ETFC | FTNT | BKNG | VRTS | REGN | EP | ULTA | ANF | URI | LULU | DDS | NFLX | ACAS |
| 2011-07-29 | MAY | IPGP | LULU | ULTA | EP | CTRA | VRTS | WCG | ABMD | COG | REGN | FTNT | ANF | GMCR | NFLX |
| 2011-08-31 | MCD | SO | UST | AZO | ED | KMB | PG | D | GIS | CAG | AEP | ABT | K | MDLZ | CL |
| 2011-09-30 | UST | SO | MCD | D | ED | KMB | AZO | PG | GIS | V | DUK | AEP | AAPL | BMY | MO |
| 2011-10-31 | MCD | D | SO | V | AZO | CVG | UST | ED | AEP | BMY | MSFT | DUK | MO | AAPL | KMB |
| 2011-11-30 | V | ED | MA | D | AEP | MCD | MSFT | MO | ISRG | BMY | AMT | AMGN | SO | DLTR | ABT |
| 2011-12-30 | V | MCD | MA | ED | D | MO | MSFT | ISRG | AEP | BMY | AMT | AMGN | ABT | SO | PFE |
| 2012-01-31 | GNRC | DPZ | COG | WCG | VZ | EP | REGN | MNST | ULTA | MA | DLTR | FAST | TIN | ABMD | DG |
| 2012-02-29 | REGN | STX | URI | WCG | COG | DPZ | ULTA | MNST | HFC | ABMD | ADS | TYL | FAST | CBS | BIIB |
| 2012-03-30 | STX | REGN | DPZ | BLDR | MNST | URI | CF | AAPL | WCG | HFC | ULTA | COG | FAST | V | EQIX |
| 2012-04-30 | REGN | BLDR | DPZ | AAPL | MNST | URI | STX | EQIX | ULTA | M | V | ISRG | CF | VRTS | FICO |
| 2012-05-31 | REGN | BLDR | STX | AAL | AAPL | MNST | EQIX | LULU | ORLY | ISRG | URI | EC | BKNG | V | TJX |
| 2012-06-29 | REGN | BLDR | AAL | AAPL | MNST | EQIX | STX | SHW | TJX | LEN | DHI | ROST | GPS | DLTR | DAL |
| 2012-07-31 | LEN | AAL | STX | BLDR | REGN | MNST | EQIX | SHW | AAPL | ROST | DG | PHM | V | ALGN | GPS |
| 2012-08-31 | STX | DHI | PHM | LEN | REGN | AAL | GPS | BLDR | EQIX | URI | SHW | LPX | ALGN | ROST | AAPL |
| 2012-09-28 | PHM | STX | DHI | BLDR | LPX | LEN | REGN | ANDV | GPS | LYB | ALGN | KBH | EQIX | URI | SHW |
| 2012-10-31 | PHM | BLDR | DHI | KBH | LEN | REGN | LPX | BBBY | STX | EQIX | WHR | ANDV | LYB | STZ | GNRC |
| 2012-11-30 | BLDR | PHM | KBH | BBBY | LEN | LPX | DHI | WHR | AAL | REGN | STZ | GNRC | ANDV | ALL | STX |
| 2012-12-31 | REGN | PHM | BBBY | LPX | WHR | BLDR | KBH | SW | AAL | ANDV | EXPE | LEN | DDS | GNRC | GILD |
| 2013-01-31 | PHM | LPX | BLDR | BBBY | KBH | WHR | ANDV | OMX | THC | LEN | DDS | AXON | SW | EXPE | DXC |
| 2013-02-28 | OMX | LPX | NFLX | PHM | VRTS | GNRC | AXON | BBBY | THC | APO | BLDR | MPC | EXPE | KBH | GILD |
| 2013-03-28 | OMX | NFLX | KKR | LPX | VRTS | KBH | THC | PHM | ANDV | BBBY | MPC | CTRA | CPAY | APO | GNRC |
| 2013-04-30 | OMX | FNMA | FMCC | KKR | NFLX | THC | MTG | VRTS | ANDV | KBH | CAR | APO | HRB | LPX | STZ |
| 2013-05-31 | FNMA | FMCC | OMX | FSLR | NFLX | KKR | BBBY | KBH | MTG | VRTS | APO | STZ | THC | ANDV | GILD |
| 2013-06-28 | FNMA | FMCC | OMX | BBBY | TSLA | KKR | NFLX | FSLR | VRTS | MTG | CPAY | SW | MU | GILD | ANDV |
| 2013-07-31 | FNMA | FMCC | OMX | TSLA | BBBY | MTG | KKR | GME | FSLR | SVU | NFLX | MU | THC | EA | GNW |
| 2013-08-30 | OMX | FNMA | FMCC | TSLA | MTG | BBBY | SVU | NFLX | GME | DAL | BBY | FSLR | TRIP | GNW | FL |
| 2013-09-30 | OMX | TSLA | FNMA | MTG | FMCC | NFLX | BBBY | SVU | META | MU | GME | BBY | DAL | AXON | NXPI |
| 2013-10-31 | OMX | TSLA | FNMA | FMCC | MTG | MU | FANG | META | NXPI | BBY | DAL | INCY | FL | TRIP | AXON |
| 2013-11-29 | OMX | FNMA | FMCC | MTG | NFLX | TSLA | MU | INCY | BBY | FL | DAL | META | BX | FANG | AXON |
| 2013-12-31 | FNMA | FMCC | NFLX | INCY | TSLA | MU | META | BBY | FL | BX | MTG | KATE | FANG | PHM | DXCM |
| 2014-01-31 | FNMA | FMCC | INCY | TSLA | TKO | MU | PHM | DXCM | BX | ILMN | NFLX | KATE | MTG | AXON | META |
| 2014-02-28 | FNMA | FMCC | TSLA | TKO | ILMN | AAL | INCY | PHM | MU | BX | DXCM | META | FRX | DAL | MTG |
| 2014-03-31 | FNMA | FMCC | TSLA | TKO | ILMN | RCL | FRX | DAL | DXCM | INCY | META | AAL | FANG | FSLR | MU |
| 2014-04-30 | FMCC | FNMA | TSLA | TKO | RCL | FRX | MU | FANG | DAL | ILMN | AAL | URI | INCY | DXCM | NXPI |
| 2014-05-30 | META | FRX | DAL | FMCC | MU | FANG | TSLA | AAL | ILMN | FNMA | NXPI | URI | SMCI | SWKS | INCY |
| 2014-06-30 | META | FMCC | FNMA | AAL | FRX | FANG | DAL | ILMN | URI | SWKS | MU | TPL | LUV | SMCI | CAR |
| 2014-07-31 | META | FMCC | MU | FANG | FNMA | FRX | SWKS | TPL | NBR | TRGP | SMCI | URI | NFX | DAL | CAR |
| 2014-08-29 | FMCC | FNMA | LUV | MU | SWKS | CAR | DAL | URI | TPL | FANG | TRGP | RCL | AAL | NXPI | NFX |
| 2014-09-30 | TPL | SWKS | LUV | FMCC | FNMA | GILD | ENPH | CAR | SMCI | RCL | URI | MU | NXPI | TRGP | ILMN |
| 2014-10-31 | MMI | PANW | SWKS | ENPH | SMCI | LUV | TPL | MU | RCL | AVGO | META | GILD | ILMN | NXPI | GMCR |
| 2014-11-28 | MMI | SWKS | PANW | LUV | SMCI | EW | RCL | MNST | NXPI | ILMN | META | AVGO | ENPH | LRCX | EA |
| 2014-12-31 | SWKS | LUV | PANW | SBUX | EW | MMI | SMCI | EA | AXON | ENPH | RCL | MNST | UAL | GMCR | AAL |
| 2015-01-30 | SWKS | SBUX | PANW | AXON | LUV | MMI | EW | EA | MNST | KR | CNC | BBWI | ENPH | RCL | AVGO |
| 2015-02-27 | SWKS | SBUX | EA | PANW | LUV | SMCI | MMI | CNC | EW | MNST | KR | ANDV | AAPL | BBWI | ALK |
| 2015-03-31 | SWKS | SBUX | CNC | PANW | EA | SMCI | MNST | AVGO | MMI | ANDV | INCY | EPAM | MOH | HSP | LUV |
| 2015-04-30 | SBUX | SWKS | PAYC | PANW | EA | CNC | MMI | MNST | DXCM | AVGO | HSP | KMG | INCY | EPAM | ABMD |
| 2015-05-29 | SBUX | AXON | SWKS | PAYC | BLDR | INCY | PANW | DXCM | KMG | MMI | HSP | AVGO | MNST | ABMD | CNC |
| 2015-06-30 | SWKS | BTUUQ | PAYC | AXON | PANW | CNC | SBUX | AVGO | BLDR | INCY | DXCM | MMI | ABMD | HSP | EA |
| 2015-07-31 | BLDR | PAYC | AXON | BTUUQ | PANW | SBUX | CNC | DXCM | INCY | MNST | ABMD | MMI | EPAM | EA | COTY |
| 2015-08-31 | GILD | GE | V | EBAY | MA | MCO | CCI | CVG | MO | PSA | HAS | NVR | AMT | ED | ABMD |
| 2015-09-30 | V | GE | EBAY | MA | GILD | PSA | CVG | MCO | ED | UST | MO | CCI | AMT | SPG | ACGL |
| 2015-10-30 | V | GE | MA | GILD | MO | CVG | PSA | UST | CCI | BKNG | SPG | AMT | ED | ATO | ACGL |
| 2015-11-30 | FIX | CZR | ABMD | NFLX | AMZN | BLDR | TYL | GPN | AYI | ATVI | GE | EXPE | DXCM | CVC | TKO |
| 2015-12-31 | GE | V | GILD | MA | ABMD | PSA | MO | CCI | ATVI | GOOGL | META | MCD | JKHY | HRL | CVG |
| 2016-01-29 | GE | V | MCD | GILD | PSA | KLAC | MO | MA | ISRG | ABMD | CVG | GOOGL | HRL | UST | DHR |
| 2016-02-29 | GE | SPG | GILD | V | KLAC | MCD | ISRG | MO | ED | VZ | T | PSA | UST | MA | CCI |
| 2016-03-31 | CZR | ABMD | TSN | EBAY | MAT | GE | NVDA | HRL | GDDY | MKTX | KLAC | ANF | ATVI | TTWO | FSLR |
| 2016-04-29 | TSN | ABMD | EBAY | CZR | GE | NVDA | HRL | AMD | EW | META | MKTX | DLR | EVRG | CPB | TTWO |
| 2016-05-31 | AMD | CZR | NVDA | ABMD | WB | META | EW | TSN | EVRG | MTW | DLR | ULTA | CLF | MKTX | MDR |
| 2016-06-30 | NVDA | CLF | AMD | CZR | DXC | ABMD | EVRG | MDR | WB | AWK | OKE | DLR | X | MKTX | ALB |
| 2016-07-29 | CLF | AMD | NVDA | WB | NEM | DXC | X | CZR | DLR | ABMD | PAYC | MDR | WOR | ALB | AWK |
| 2016-08-31 | AMD | WB | SPGI | NVDA | CLF | X | NEM | DHR | MDR | DXC | JOY | WPX | ALB | ABMD | MKTX |
| 2016-09-30 | WB | AMD | SPGI | X | NVDA | CLF | DHR | NEM | JOY | WPX | LITE | AMAT | CNX | MDR | NAV |
| 2016-10-31 | AMD | WB | X | NVDA | SPGI | LITE | CNX | WPX | DXC | DHR | JOY | NAV | AMAT | TPL | MDR |
| 2016-11-30 | AMD | X | CLF | WB | NVDA | SPGI | CNX | TPL | DHR | WPX | LITE | NAV | JOY | OKE | NEM |
| 2016-12-30 | CLF | X | AMD | NVDA | FMCC | FNMA | SPGI | WB | TPL | CNX | WPX | OKE | NAV | TRGP | NBR |
| 2017-01-31 | AMD | CLF | X | NVDA | FMCC | FNMA | TPL | TRGP | SPGI | WB | NBR | FCX | WPX | URI | NAV |
| 2017-02-28 | AMD | CLF | X | NVDA | WB | SPGI | FNMA | URI | TPL | FMCC | NAV | NBR | WPX | CSX | 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 | STX | SLM | DXC | IDXX | CSX | WDC | LITE |
| 2017-05-31 | AMD | KMG | NVDA | X | XYZ | WB | KHC | ANET | CSX | MU | LRCX | IDXX | NAV | WDC | STX |
| 2017-06-30 | NVDA | XYZ | WB | ANET | LITE | CSX | TTWO | X | KHC | AMAT | ADSK | KMG | LRCX | VEEV | NAV |
| 2017-07-31 | NVDA | XYZ | ANET | MU | WB | LITE | ALGN | TTWO | KHC | KMG | LRCX | ZBRA | VRTX | PAYC | IDXX |
| 2017-08-31 | NVDA | XYZ | NRG | TTWO | WB | ALGN | VRTX | MU | ANET | BA | LRCX | TPL | IPGP | RCL | KMG |
| 2017-09-29 | NVDA | XYZ | TTWO | WB | IPGP | NRG | ANET | MU | ALGN | TTD | BA | LRCX | VRTX | NCC | SEDG |
| 2017-10-31 | NVDA | XYZ | BBBY | TTD | SEDG | TTWO | MU | NRG | ALGN | MTW | ANET | WB | LRCX | IPGP | CZR |
| 2017-11-30 | BBBY | XYZ | SEDG | ENPH | ALGN | ANET | NRG | IPGP | NVDA | MCHP | MU | TTWO | NVR | LRCX | TTD |
| 2017-12-29 | BBBY | ENPH | SEDG | XYZ | ANET | WB | ALGN | NCC | NRG | IPGP | MCHP | TTWO | FTNT | TWTR | FSLR |
| 2018-01-31 | BBBY | ANET | SEDG | XYZ | ALGN | PENN | WB | CZR | NKTR | MCHP | TWTR | TTWO | FTNT | FSLR | MTCH |
| 2018-02-28 | NKTR | BBBY | XYZ | SEDG | ANET | ALGN | NVDA | ENPH | WB | EC | MTCH | TWTR | MCHP | FTNT | CZR |
| 2018-03-29 | NKTR | SEDG | BBBY | ENPH | NCC | XYZ | MTCH | ETSY | MAY | FSLR | EC | ANET | WB | NVDA | TWTR |
| 2018-04-30 | CCI | NKTR | V | SPG | MA | HET | KDP | BKNG | ADBE | AMGN | SPGI | PANW | YUM | EXR | INTU |
| 2018-05-31 | NKTR | ENPH | SEDG | CVNA | EC | ETSY | AXON | HET | TKO | MU | MRVL | MTCH | THC | CCI | TPL |
| 2018-06-29 | ENPH | NKTR | TKO | HET | AXON | MU | SEDG | XYZ | ETSY | NFLX | TPL | THC | CCI | EC | ALGN |
| 2018-07-31 | ENPH | TKO | HET | ETSY | AXON | NKTR | CVNA | THC | CCI | SEDG | XYZ | ANF | MU | TTD | TPL |
| 2018-08-31 | ENPH | HET | TKO | CVNA | AXON | ETSY | XYZ | CCI | TTD | LULU | THC | SVU | EC | ABMD | DXCM |
| 2018-09-28 | HET | CVNA | TKO | TTD | XYZ | DXCM | AMD | AXON | ETSY | CCI | ENPH | LULU | ABMD | FTNT | UIS |
| 2018-10-31 | CCI | HET | EXR | DXCM | SPG | MKC | EVHC | ABMD | TKO | V | YUM | KDP | TJX | HCA | MRK |
| 2018-11-30 | CCI | HET | EXR | MKC | SPG | MRK | KMG | ESRX | KDP | YUM | HCA | O | PFE | MCD | SAF |
| 2018-12-31 | CCI | HET | EXR | AET | UST | MRK | YUM | MKC | KDP | MCD | SPG | ESRX | VRT | CME | DUK |
| 2019-01-31 | CCI | HET | EXR | UST | SPG | RHT | O | YUM | MCD | ERIE | EXC | DOC | DUK | CNP | ES |
| 2019-02-28 | HET | CCI | ENPH | EOG | TTD | ETSY | DXCM | FNMA | RHT | FMCC | TKO | CIEN | CMG | AMD | KEYS |
| 2019-03-29 | HET | TTD | CCI | ENPH | FNMA | FMCC | ETSY | FTNT | JNJ | RHT | TKO | CMG | AMD | AVGO | SSP |
| 2019-04-30 | HET | TTD | CCI | ENPH | CVNA | FMCC | AMD | FNMA | ETSY | SNPS | ANF | VEEV | TKO | AVP | FTNT |
| 2019-05-31 | CCI | EXR | HET | VRT | ERIE | SAF | PEP | SBUX | HSY | UST | MDLZ | V | WRB | ECL | YUM |
| 2019-06-28 | HET | ENPH | CCI | FNMA | FMCC | AVP | TTD | VEEV | ERIE | SNPS | PAYC | AMD | MTCH | BALL | CVNA |
| 2019-07-31 | HET | ENPH | CCI | TTD | AVP | VEEV | ERIE | PAYC | MTCH | MKTX | BALL | CDNS | CVNA | FICO | SBUX |
| 2019-08-30 | HET | ENPH | CCI | AVP | MKTX | SBUX | SEDG | BALL | NCC | MTCH | ERIE | TTD | SBAC | HSY | CMG |
| 2019-09-30 | HET | ENPH | CCI | SEDG | CSCO | AVP | NCC | MKTX | FNMA | FMCC | PODD | BALL | TER | HSY | GNRC |
| 2019-10-31 | HET | ENPH | CCI | AVP | CSCO | SEDG | FNMA | FMCC | PODD | GNRC | BLDR | KLAC | KBH | TER | LRCX |
| 2019-11-29 | HET | ENPH | AVP | CCI | CSCO | SEDG | NCC | FNMA | CVNA | GNRC | BLDR | PODD | KLAC | FMCC | TER |
| 2019-12-31 | HET | ENPH | XRX | CCI | CVNA | AVP | BLDR | THC | SEDG | PODD | MCHP | FNMA | TER | QRVO | LRCX |
| 2020-01-31 | HET | ENPH | CCI | TSLA | XRX | CVNA | PODD | SEDG | AVP | MCHP | LLY | BLDR | GNRC | AAPL | QRVO |
| 2020-02-28 | CCI | HET | EXR | TE | SAF | UST | TYL | JNJ | PEP | KO | DGX | KMB | AON | RMD | FII |
| 2020-03-31 | CCI | EXR | TE | DVN | UST | AMT | NCC | GEN | BMY | KR | TYL | DXCM | VZ | REGN | CLX |
| 2020-04-30 | CCI | EXR | DVN | UST | TE | AMT | GEN | NCC | REGN | BMY | DXCM | KR | VZ | CLX | AMZN |
| 2020-05-29 | CCI | DVN | EXR | AMT | TE | UST | GEN | NCC | REGN | DXCM | CLX | EBAY | BMY | WST | BIO |
| 2020-06-30 | CCI | AMT | UST | TE | EBAY | CLX | DG | GIS | ABBV | TSLA | REGN | MSFT | K | EXR | AAPL |
| 2020-07-31 | MRNA | BBBY | TSLA | DXCM | NVDA | CCI | SEDG | REGN | CVNA | NEM | ETSY | ENPH | AMD | WST | AAPL |
| 2020-08-31 | BBBY | TSLA | MRNA | ENPH | AMD | NVDA | ETSY | CCI | DXCM | CVNA | SEDG | RRC | AAPL | REGN | XYZ |
| 2020-09-30 | BBBY | TSLA | ENPH | PENN | CVNA | MRNA | AMD | SEDG | NVDA | XYZ | DDOG | TTD | CCI | ETSY | TUP |
| 2020-10-30 | BBBY | TSLA | ENPH | PENN | TUP | MRNA | SEDG | DDOG | CVNA | XYZ | ETSY | CRWD | NVDA | TTD | AMD |
| 2020-11-30 | BBBY | TSLA | ENPH | MRNA | TUP | SEDG | GME | NOW | CCI | ETSY | TTD | XYZ | PENN | CVNA | GNRC |
| 2020-12-31 | BBBY | TSLA | MRNA | ENPH | TUP | GME | ETSY | PENN | NOW | XYZ | CCI | TTD | SEDG | CRWD | CVNA |
| 2021-01-29 | GME | ENPH | BBBY | TSLA | MRNA | ETSY | CCI | TUP | CRWD | NOW | SEDG | PENN | CVNA | TTD | XYZ |
| 2021-02-26 | GME | CCI | NOW | TUP | MRNA | BBBY | ENPH | DVN | VIAC | CPRI | PENN | ETSY | CPB | TPR | TSLA |
| 2021-03-31 | GME | TUP | BBBY | PENN | NBR | MRNA | ETSY | VIAC | CCI | CZR | TSLA | ENPH | CPRI | FCX | AM |
| 2021-04-30 | GME | TUP | NBR | VIAC | PENN | BBWI | CAR | CRM | CLF | BBBY | QEP | MRNA | TPL | CZR | TSLA |
| 2021-05-28 | GME | TUP | CRM | CAR | DDS | FCX | BBWI | CCI | TPL | XEC | IVZ | BBBY | CLF | MTW | GPS |
| 2021-06-30 | GME | DDS | ANF | BBWI | CAR | MRNA | RRC | TUP | XEC | TPL | THC | TDC | BBBY | KSS | BX |
| 2021-07-30 | GME | DDS | RRD | MRNA | NUE | ANF | CAR | BX | BBWI | CLF | MBI | TPL | MDP | NAVI | STLD |
| 2021-08-31 | GME | DDS | MRNA | KKR | RRD | CLF | MDP | BX | NUE | NAVI | XEC | SBNY | CPRI | BBWI | CAR |
| 2021-09-30 | GME | MRNA | DDS | KKR | RRD | JWN | RRC | MRO | MDP | M | CAR | DVN | BX | TRGP | IT |
| 2021-10-29 | GME | MRNA | DDS | KKR | RRC | RRD | MRO | DVN | CAR | JWN | M | MUR | FANG | MDP | TRGP |
| 2021-11-30 | GME | CAR | DDS | RRD | BX | MRO | DVN | RRC | TSLA | MDP | WFC | JWN | MRNA | M | NVDA |
| 2021-12-31 | GME | CAR | RRD | DDS | BX | MRO | DVN | MRNA | JWN | ON | NVDA | WFC | BLDR | M | TSLA |
| 2022-01-31 | EXR | AMT | RRD | CCI | ABX | ABBV | MO | MCD | EXC | PEP | HSY | FE | PPL | GILD | PLD |
| 2022-02-28 | EXR | AMT | RRD | ABX | ABBV | CCI | MCK | MCD | EXC | MO | COR | GD | HSY | CVX | TRGP |
| 2022-03-31 | AMT | EXR | CCI | RRD | ABBV | ABX | TRGP | MCK | EXC | BMY | REGN | COR | SRE | ED | KO |
| 2022-04-29 | AMT | EXR | CCI | ABX | BMY | MCK | ABBV | REGN | KO | VRTX | HSY | SRE | EXC | ED | TRGP |
| 2022-05-31 | AMT | CCI | EXR | ABX | FHN | BMY | ED | AMGN | ABBV | MRK | EXC | JNJ | WRB | NI | REGN |
| 2022-06-30 | AMT | CCI | EXR | ABX | BMY | FHN | AMGN | ED | ABBV | JNJ | MCK | D | WRB | ATO | GILD |
| 2022-07-29 | AMT | CCI | EXR | ABX | AMGN | BMY | FHN | JNJ | ABBV | MCK | MCD | ED | MRK | GILD | ATO |
| 2022-08-31 | AMT | CCI | EXR | ABX | AMGN | MCK | FHN | CPB | KO | MCD | PEP | GIS | ABBV | HSY | LW |
| 2022-09-30 | AMT | CCI | EXR | ABX | FHN | VRTX | HSY | ERIE | GIS | MCK | V | KO | AMGN | SJM | MCD |
| 2022-10-31 | AMT | CCI | EXR | ABX | FHN | TKO | HSY | CI | MCK | V | LW | SJM | JNJ | GIS | ERIE |
| 2022-11-30 | T | CF | OXY | FSLR | TPL | SMCI | DVN | HP | FTI | HES | UNM | ATI | COP | APA | ODP |
| 2022-12-30 | FSLR | SMCI | FTI | OXY | T | TPL | HES | HP | APA | ODP | MPC | COP | CF | MUR | ATI |
| 2023-01-31 | UCL | T | HES | FSLR | FTI | TPL | SMCI | ODP | STLD | CEG | MPC | FLR | ATI | UNM | ENPH |
| 2023-02-28 | UCL | T | FSLR | FTI | HES | ODP | SMCI | STLD | ASO | FLR | DYN | OI | CEG | MPC | VLO |
| 2023-03-31 | UCL | SMCI | FSLR | VLO | FTI | HES | OI | TEX | AXON | FIX | LW | PSX | GNW | STLD | MTW |
| 2023-04-28 | UCL | FSLR | SMCI | AXON | FICO | VLO | FTI | NVDA | ASO | LVS | HES | GE | META | COTY | WYNN |
| 2023-05-31 | EXR | AMT | CCI | V | ABX | LW | MCD | PHM | MO | VRTX | HSY | KO | PEP | GIS | BKNG |
| 2023-06-30 | SMCI | NVDA | H | CVNA | FSLR | UCL | RCL | VRT | BLDR | NFLX | PLTR | META | GE | BKNG | AVGO |
| 2023-07-31 | SMCI | H | NVDA | RCL | CVNA | VRT | BLDR | META | PLTR | UCL | CCL | FTI | ANF | AVGO | TTD |
| 2023-08-31 | SMCI | UCL | CVNA | NVDA | VRT | PLTR | ANF | BLDR | RCL | APP | PHM | AVGO | META | FTI | KBH |
| 2023-09-29 | EXR | CCI | AMT | V | MO | MA | MCD | MRSH | JPM | CSCO | EMR | BRK-B | VRSK | SPG | L |
| 2023-10-31 | EXR | CCI | AMT | V | CSCO | CBOE | AFL | VRTX | CME | MRSH | ROP | L | LIN | BRK-B | JPM |
| 2023-11-30 | CVNA | VRT | ANF | APP | SMCI | META | NVDA | COIN | DAL | FNMA | PLTR | EXR | FTI | DELL | GPS |
| 2023-12-29 | CVNA | COIN | ANF | VRT | APP | FNMA | SMCI | GPS | NVDA | EXR | PLTR | CRWD | FMCC | META | DAL |
| 2024-01-31 | CVNA | ANF | SMCI | VRT | FNMA | APP | COIN | CRWD | EXR | FMCC | NVDA | DAL | META | ANET | DELL |
| 2024-02-29 | SMCI | CVNA | ANF | GE | VRT | FNMA | APP | ADCT | COIN | CRWD | NVDA | FMCC | EXR | META | DYN |
| 2024-03-28 | SMCI | CVNA | ADCT | ANF | VRT | GE | COIN | FNMA | APP | DYN | NVDA | FMCC | EXR | PLTR | VST |
| 2024-04-30 | CVNA | SMCI | ANF | ADCT | VRT | COIN | GE | DYN | APP | EXR | FNMA | NVDA | VST | FMCC | WSM |
| 2024-05-31 | CVNA | ANF | VRT | SMCI | VST | ADCT | FNMA | FMCC | COIN | APP | NVDA | DELL | DYN | GPS | WSM |
| 2024-06-28 | ANF | CVNA | VST | SMCI | VRT | DYN | APP | NVDA | FMCC | FNMA | GPS | COIN | DELL | CEG | HOOD |
| 2024-07-31 | ANF | CVNA | NVDA | VST | DYN | VRT | APP | FNMA | FMCC | DELL | COIN | EXR | SMCI | GPS | WSM |
| 2024-08-30 | DYN | LUMN | ANF | NVDA | CVNA | VST | COIN | PBI | EXR | THC | CCI | NRG | ADCT | GDDY | KKR |
| 2024-09-30 | LUMN | DYN | CVNA | NVDA | ANF | VST | APP | EXR | PBI | THC | ADCT | CCI | COHR | KKR | NRG |
| 2024-10-31 | LUMN | CVNA | DYN | APP | NVDA | VST | ADCT | EXR | COHR | THC | CCI | PLTR | KKR | CEG | ANF |
| 2024-11-29 | CVNA | LUMN | APP | VST | WYNN | PLTR | TPL | CCI | HOOD | ADCT | NVDA | COHR | AXON | FMCC | VRT |
| 2024-12-31 | APP | LUMN | PLTR | CVNA | FMCC | VST | FNMA | WYNN | TPL | HOOD | CCI | AXON | UAL | NVDA | VRT |
| 2025-01-31 | APP | PLTR | FMCC | CVNA | FNMA | LUMN | HOOD | VST | WYNN | UAL | AXON | CCI | TPL | TSLA | IBKR |
| 2025-02-28 | APP | FMCC | FNMA | PLTR | HOOD | CVNA | WYNN | VST | UAL | TPL | LUMN | CCI | ALK | PBI | ECHO |
| 2025-03-31 | EXR | CCI | AMT | CA | VRSN | BRO | V | FOX | MO | EVRG | AON | FOXA | RSG | CME | CAH |
| 2025-04-30 | EXR | CCI | AMT | CA | CNP | MO | VRSN | CME | ATO | WEC | EVRG | COR | EXC | PNW | MCK |
| 2025-05-30 | CCI | EXR | AMT | CA | PM | CNP | MO | CME | RSG | BUD | CAH | MNST | ATO | VRSN | WEC |
| 2025-06-30 | FNMA | FMCC | PLTR | HOOD | APP | GILD | GEV | LUMN | CVNA | CCI | LB | HWM | AXON | NRG | UBER |
| 2025-07-31 | FNMA | HOOD | FMCC | PLTR | APP | GEV | GILD | CCI | CVNA | NRG | AXON | UBER | TPR | CAR | VST |
| 2025-08-29 | FNMA | HOOD | FMCC | PLTR | APP | GEV | UCL | CVNA | CAR | FIX | CCI | LITE | VST | TPR | ECHO |
| 2025-09-30 | FNMA | FMCC | HOOD | APP | PLTR | ECHO | STX | LITE | WDC | GEV | FIX | UCL | CCI | AVGO | CVNA |
| 2025-10-31 | FMCC | FNMA | HOOD | APP | ECHO | LITE | MU | PLTR | WDC | STX | TE | CIEN | WBD | SEDG | FIX |
| 2025-11-28 | HOOD | ECHO | LITE | MU | WDC | STX | CIEN | TE | FNMA | NKTR | FMCC | WBD | PLTR | AVGO | SEDG |
| 2025-12-31 | LITE | ECHO | WDC | TE | MU | GILD | STX | HOOD | CIEN | NKTR | FNMA | WBD | FMCC | NEM | SEDG |
| 2026-01-30 | TE | LITE | ECHO | WDC | MU | GILD | STX | CIEN | WBD | SSP | LRCX | NEM | NKTR | CCI | INTC |
| 2026-02-27 | LITE | TE | WDC | MU | STX | CIEN | GILD | ECHO | COHR | LRCX | FIX | WBD | SSP | VIAV | TER |
| 2026-03-31 | CCI | EXR | AMT | ABI | PCS | CAM | CA | EA | WBD | JNJ | BHF | UST | ATO | FE | L |
| 2026-04-30 | LITE | WDC | CIEN | MU | STX | ECHO | VIAV | COHR | GILD | TER | FIX | NBR | SEDG | SSP | ALB |
| 2026-05-29 | LITE | WDC | MU | CIEN | STX | VIAV | ECHO | INTC | TE | GILD | COHR | TER | AMD | NBR | FIX |
| 2026-06-26 | MU | WDC | LITE | STX | TE | CIEN | INTC | VIAV | DELL | TER | AMD | COHR | GLW | MRVL | LRCX |
Scoring script (python)
# Auto-generated (mutate) variant 1083 — regime-momentum-quality-value sweep point.
FORMULA_NAME = "regime-momentum-quality-value (mutate v1083)"
LOGIC_VARIANT_COUNT = 2
NOTES = "mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1083."
BULL = {"momentum_12_1_pct": (0.457, +1), "return_6m_pct": (0.251, +1), "eps_growth_pct": (0.19, +1),
"free_cash_flow_margin_pct": (0.192, +1), "forward_pe": (0.101, -1), "peg": (0.076, -1)}
RISK_OFF = {"realized_vol_3m": (0.341, -1), "free_cash_flow_margin_pct": (0.192, +1),
"operating_margin_pct": (0.10, +1), "forward_pe": (0.101, -1), "peg": (0.076, -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