← All V2 experiments
Relative return
1.290x
Excess vs bench
28.97%
Benchmark
CAPW_UNIV
Rolling windows
179 · monthly
Mean strategy gain
47.61%
Mean benchmark gain
14.08%
Mean excess gain
33.52%
Dispersion (ref)
21.41%
Win-rate vs bench (ref)
100.00%
Worst / best ratio (ref)
1.054x / 1.613x
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 | 21.94% | 2.22% | 1.193x |
| 2011-07-01 … 2016-06-30 | 37.23% | 13.74% | 1.206x |
| 2016-07-01 … 2021-06-30 | 86.27% | 20.63% | 1.544x |
| 2021-07-01 … 2026-06-26 | 46.24% | 15.48% | 1.266x |
All rolling windows — the objective set (equal-weighted mean ratio)
Strategy
Benchmark (CAPW_UNIV)
Excess
rolling 5y windows, monthly step — 179 windows · mean ratio 1.290x · beat benchmark in 179/179
| # | Window | Strategy | Benchmark | Ratio |
|---|---|---|---|---|
| 1 | 2006-07-31 … 2011-07-29 | 20.09% | 1.79% | 1.180x |
| 2 | 2006-08-31 … 2011-08-31 | 17.27% | 0.21% | 1.170x |
| 3 | 2006-09-29 … 2011-08-31 | 14.65% | -0.14% | 1.148x |
| 4 | 2006-10-31 … 2011-10-31 | 13.44% | 0.23% | 1.132x |
| 5 | 2006-11-30 … 2011-11-30 | 11.68% | -0.05% | 1.117x |
| 6 | 2006-12-29 … 2011-11-30 | 11.61% | -0.32% | 1.120x |
| 7 | 2007-01-31 … 2012-01-31 | 11.19% | 0.93% | 1.102x |
| 8 | 2007-02-28 … 2012-01-31 | 10.10% | 1.43% | 1.086x |
| 9 | 2007-03-30 … 2012-03-30 | 12.05% | 3.09% | 1.087x |
| 10 | 2007-04-30 … 2012-04-30 | 12.03% | 2.42% | 1.094x |
| 11 | 2007-05-31 … 2012-05-31 | 8.88% | 0.60% | 1.082x |
| 12 | 2007-06-29 … 2012-06-29 | 7.47% | 1.92% | 1.054x |
| 13 | 2007-07-31 … 2012-07-31 | 8.39% | 2.69% | 1.055x |
| 14 | 2007-08-31 … 2012-08-31 | 9.69% | 2.95% | 1.066x |
| 15 | 2007-09-28 … 2012-09-28 | 9.16% | 3.20% | 1.058x |
| 16 | 2007-10-31 … 2012-10-31 | 9.86% | 2.60% | 1.071x |
| 17 | 2007-11-30 … 2012-11-30 | 10.14% | 3.45% | 1.065x |
| 18 | 2007-12-31 … 2012-12-31 | 10.34% | 3.69% | 1.064x |
| 19 | 2008-01-31 … 2013-01-31 | 13.52% | 5.85% | 1.072x |
| 20 | 2008-02-29 … 2013-02-28 | 13.08% | 6.82% | 1.059x |
| 21 | 2008-03-31 … 2013-03-28 | 14.35% | 7.73% | 1.061x |
| 22 | 2008-04-30 … 2013-04-30 | 15.73% | 7.51% | 1.077x |
| 23 | 2008-05-30 … 2013-04-30 | 13.79% | 7.81% | 1.055x |
| 24 | 2008-06-30 … 2013-06-28 | 19.09% | 9.33% | 1.089x |
| 25 | 2008-07-31 … 2013-07-31 | 23.48% | 10.48% | 1.118x |
| 26 | 2008-08-29 … 2013-07-31 | 23.70% | 10.52% | 1.119x |
| 27 | 2008-09-30 … 2013-09-30 | 29.82% | 11.48% | 1.164x |
| 28 | 2008-10-31 … 2013-10-31 | 37.56% | 15.76% | 1.188x |
| 29 | 2008-11-28 … 2013-10-31 | 39.04% | 17.46% | 1.184x |
| 30 | 2008-12-31 … 2013-12-31 | 42.08% | 18.44% | 1.200x |
| 31 | 2009-01-30 … 2013-12-31 | 43.74% | 20.64% | 1.191x |
| 32 | 2009-02-27 … 2014-01-31 | 46.76% | 21.63% | 1.207x |
| 33 | 2009-03-31 … 2014-03-31 | 47.44% | 20.60% | 1.222x |
| 34 | 2009-04-30 … 2014-04-30 | 45.51% | 19.00% | 1.223x |
| 35 | 2009-05-29 … 2014-04-30 | 48.09% | 18.32% | 1.252x |
| 36 | 2009-06-30 … 2014-06-30 | 49.75% | 19.01% | 1.258x |
| 37 | 2009-07-31 … 2014-07-31 | 45.94% | 17.39% | 1.243x |
| 38 | 2009-08-31 … 2014-08-29 | 45.59% | 17.70% | 1.237x |
| 39 | 2009-09-30 … 2014-09-30 | 40.72% | 16.64% | 1.206x |
| 40 | 2009-10-30 … 2014-09-30 | 44.08% | 17.08% | 1.231x |
| 41 | 2009-11-30 … 2014-11-28 | 40.01% | 16.82% | 1.198x |
| 42 | 2009-12-31 … 2014-12-31 | 38.48% | 16.28% | 1.191x |
| 43 | 2010-01-29 … 2014-12-31 | 40.26% | 17.23% | 1.196x |
| 44 | 2010-02-26 … 2015-01-30 | 38.85% | 15.80% | 1.199x |
| 45 | 2010-03-31 … 2015-03-31 | 38.02% | 15.40% | 1.196x |
| 46 | 2010-04-30 … 2015-04-30 | 35.36% | 15.38% | 1.173x |
| 47 | 2010-05-28 … 2015-04-30 | 38.19% | 17.09% | 1.180x |
| 48 | 2010-06-30 … 2015-06-30 | 43.85% | 17.45% | 1.225x |
| 49 | 2010-07-30 … 2015-06-30 | 43.49% | 16.43% | 1.232x |
| 50 | 2010-08-31 … 2015-08-31 | 39.33% | 15.76% | 1.204x |
| 51 | 2010-09-30 … 2015-09-30 | 36.34% | 13.61% | 1.200x |
| 52 | 2010-10-29 … 2015-09-30 | 35.56% | 13.06% | 1.199x |
| 53 | 2010-11-30 … 2015-11-30 | 35.98% | 15.09% | 1.182x |
| 54 | 2010-12-31 … 2015-12-31 | 34.69% | 13.55% | 1.186x |
| 55 | 2011-01-31 … 2016-01-29 | 32.80% | 11.90% | 1.187x |
| 56 | 2011-02-28 … 2016-01-29 | 32.94% | 11.53% | 1.192x |
| 57 | 2011-03-31 … 2016-03-31 | 33.72% | 12.90% | 1.184x |
| 58 | 2011-04-29 … 2016-04-29 | 32.32% | 12.39% | 1.177x |
| 59 | 2011-05-31 … 2016-05-31 | 34.93% | 12.94% | 1.195x |
| 60 | 2011-06-30 … 2016-06-30 | 35.57% | 13.30% | 1.197x |
| 61 | 2011-07-29 … 2016-07-29 | 39.90% | 14.52% | 1.222x |
| 62 | 2011-08-31 … 2016-08-31 | 41.63% | 15.19% | 1.229x |
| 63 | 2011-09-30 … 2016-09-30 | 42.17% | 16.32% | 1.222x |
| 64 | 2011-10-31 … 2016-10-31 | 40.54% | 14.02% | 1.233x |
| 65 | 2011-11-30 … 2016-11-30 | 44.61% | 14.66% | 1.261x |
| 66 | 2011-12-30 … 2016-12-30 | 44.73% | 14.92% | 1.259x |
| 67 | 2012-01-31 … 2017-01-31 | 45.74% | 14.63% | 1.271x |
| 68 | 2012-02-29 … 2017-02-28 | 45.16% | 14.78% | 1.265x |
| 69 | 2012-03-30 … 2017-02-28 | 44.98% | 14.43% | 1.267x |
| 70 | 2012-04-30 … 2017-04-28 | 41.43% | 14.61% | 1.234x |
| 71 | 2012-05-31 … 2017-05-31 | 45.69% | 15.98% | 1.256x |
| 72 | 2012-06-29 … 2017-05-31 | 46.49% | 15.44% | 1.269x |
| 73 | 2012-07-31 … 2017-07-31 | 46.45% | 15.43% | 1.269x |
| 74 | 2012-08-31 … 2017-08-31 | 46.86% | 15.12% | 1.276x |
| 75 | 2012-09-28 … 2017-08-31 | 46.45% | 14.77% | 1.276x |
| 76 | 2012-10-31 … 2017-10-31 | 51.53% | 16.12% | 1.305x |
| 77 | 2012-11-30 … 2017-11-30 | 51.61% | 16.79% | 1.298x |
| 78 | 2012-12-31 … 2017-12-29 | 50.45% | 16.93% | 1.287x |
| 79 | 2013-01-31 … 2018-01-31 | 51.59% | 17.57% | 1.289x |
| 80 | 2013-02-28 … 2018-02-28 | 52.25% | 16.21% | 1.310x |
| 81 | 2013-03-28 … 2018-02-28 | 51.26% | 15.81% | 1.306x |
| 82 | 2013-04-30 … 2018-04-30 | 46.10% | 14.25% | 1.279x |
| 83 | 2013-05-31 … 2018-05-31 | 38.48% | 14.57% | 1.209x |
| 84 | 2013-06-28 … 2018-05-31 | 41.66% | 14.97% | 1.232x |
| 85 | 2013-07-31 … 2018-07-31 | 39.99% | 14.83% | 1.219x |
| 86 | 2013-08-30 … 2018-07-31 | 41.18% | 15.59% | 1.221x |
| 87 | 2013-09-30 … 2018-09-28 | 41.15% | 15.84% | 1.219x |
| 88 | 2013-10-31 … 2018-10-31 | 32.63% | 12.89% | 1.175x |
| 89 | 2013-11-29 … 2018-10-31 | 32.45% | 12.60% | 1.176x |
| 90 | 2013-12-31 … 2018-12-31 | 30.91% | 9.93% | 1.191x |
| 91 | 2014-01-31 … 2019-01-31 | 31.95% | 12.37% | 1.174x |
| 92 | 2014-02-28 … 2019-02-28 | 29.51% | 12.38% | 1.152x |
| 93 | 2014-03-31 … 2019-03-29 | 31.74% | 12.76% | 1.168x |
| 94 | 2014-04-30 … 2019-04-30 | 33.60% | 13.73% | 1.175x |
| 95 | 2014-05-30 … 2019-04-30 | 33.51% | 13.54% | 1.176x |
| 96 | 2014-06-30 … 2019-06-28 | 34.59% | 12.81% | 1.193x |
| 97 | 2014-07-31 … 2019-07-31 | 36.36% | 13.30% | 1.204x |
| 98 | 2014-08-29 … 2019-07-31 | 36.37% | 12.80% | 1.209x |
| 99 | 2014-09-30 … 2019-09-30 | 38.06% | 12.70% | 1.225x |
| 100 | 2014-10-31 … 2019-10-31 | 38.50% | 12.91% | 1.227x |
| 101 | 2014-11-28 … 2019-10-31 | 37.92% | 12.60% | 1.225x |
| 102 | 2014-12-31 … 2019-12-31 | 40.19% | 14.16% | 1.228x |
| 103 | 2015-01-30 … 2019-12-31 | 40.01% | 14.85% | 1.219x |
| 104 | 2015-02-27 … 2020-01-31 | 39.50% | 14.04% | 1.223x |
| 105 | 2015-03-31 … 2020-03-31 | 38.18% | 8.56% | 1.273x |
| 106 | 2015-04-30 … 2020-04-30 | 42.75% | 11.65% | 1.279x |
| 107 | 2015-05-29 … 2020-05-29 | 41.03% | 12.61% | 1.252x |
| 108 | 2015-06-30 … 2020-06-30 | 41.10% | 13.64% | 1.242x |
| 109 | 2015-07-31 … 2020-07-31 | 43.64% | 14.60% | 1.253x |
| 110 | 2015-08-31 … 2020-08-31 | 49.11% | 18.07% | 1.263x |
| 111 | 2015-09-30 … 2020-09-30 | 48.40% | 17.05% | 1.268x |
| 112 | 2015-10-30 … 2020-10-30 | 43.78% | 14.60% | 1.255x |
| 113 | 2015-11-30 … 2020-11-30 | 54.06% | 17.43% | 1.312x |
| 114 | 2015-12-31 … 2020-12-31 | 55.21% | 18.65% | 1.308x |
| 115 | 2016-01-29 … 2021-01-29 | 92.37% | 19.26% | 1.613x |
| 116 | 2016-02-29 … 2021-02-26 | 87.44% | 19.79% | 1.565x |
| 117 | 2016-03-31 … 2021-03-31 | 88.53% | 19.42% | 1.579x |
| 118 | 2016-04-29 … 2021-03-31 | 90.19% | 19.66% | 1.589x |
| 119 | 2016-05-31 … 2021-05-28 | 88.51% | 20.42% | 1.565x |
| 120 | 2016-06-30 … 2021-06-30 | 88.03% | 21.06% | 1.553x |
| 121 | 2016-07-29 … 2021-06-30 | 86.27% | 20.63% | 1.544x |
| 122 | 2016-08-31 … 2021-08-31 | 88.04% | 21.75% | 1.545x |
| 123 | 2016-09-30 … 2021-09-30 | 83.10% | 20.22% | 1.523x |
| 124 | 2016-10-31 … 2021-10-29 | 89.60% | 22.50% | 1.548x |
| 125 | 2016-11-30 … 2021-11-30 | 87.29% | 21.87% | 1.537x |
| 126 | 2016-12-30 … 2021-11-30 | 87.92% | 21.75% | 1.543x |
| 127 | 2017-01-31 … 2022-01-31 | 78.23% | 20.17% | 1.483x |
| 128 | 2017-02-28 … 2022-02-28 | 76.91% | 18.51% | 1.493x |
| 129 | 2017-03-31 … 2022-03-31 | 80.57% | 19.46% | 1.512x |
| 130 | 2017-04-28 … 2022-03-31 | 82.39% | 19.46% | 1.527x |
| 131 | 2017-05-31 … 2022-05-31 | 77.03% | 15.59% | 1.532x |
| 132 | 2017-06-30 … 2022-06-30 | 76.38% | 13.08% | 1.560x |
| 133 | 2017-07-31 … 2022-07-29 | 75.41% | 15.16% | 1.523x |
| 134 | 2017-08-31 … 2022-08-31 | 72.21% | 13.72% | 1.514x |
| 135 | 2017-09-29 … 2022-08-31 | 71.56% | 13.56% | 1.511x |
| 136 | 2017-10-31 … 2022-10-31 | 64.42% | 11.86% | 1.470x |
| 137 | 2017-11-30 … 2022-11-30 | 64.21% | 12.52% | 1.459x |
| 138 | 2017-12-29 … 2022-11-30 | 65.14% | 12.46% | 1.468x |
| 139 | 2018-01-31 … 2023-01-31 | 58.67% | 11.01% | 1.429x |
| 140 | 2018-02-28 … 2023-02-28 | 56.87% | 11.03% | 1.413x |
| 141 | 2018-03-29 … 2023-02-28 | 58.37% | 11.72% | 1.417x |
| 142 | 2018-04-30 … 2023-04-28 | 57.16% | 13.01% | 1.391x |
| 143 | 2018-05-31 … 2023-05-31 | 58.58% | 12.95% | 1.404x |
| 144 | 2018-06-29 … 2023-05-31 | 57.94% | 13.01% | 1.398x |
| 145 | 2018-07-31 … 2023-07-31 | 61.53% | 14.67% | 1.409x |
| 146 | 2018-08-31 … 2023-08-31 | 58.90% | 13.51% | 1.400x |
| 147 | 2018-09-28 … 2023-08-31 | 58.64% | 13.56% | 1.397x |
| 148 | 2018-10-31 … 2023-10-31 | 58.85% | 12.60% | 1.411x |
| 149 | 2018-11-30 … 2023-11-30 | 60.68% | 14.58% | 1.402x |
| 150 | 2018-12-31 … 2023-12-29 | 67.31% | 17.26% | 1.427x |
| 151 | 2019-01-31 … 2024-01-31 | 67.86% | 16.27% | 1.444x |
| 152 | 2019-02-28 … 2024-01-31 | 67.81% | 15.94% | 1.447x |
| 153 | 2019-03-29 … 2024-03-28 | 80.71% | 17.50% | 1.538x |
| 154 | 2019-04-30 … 2024-04-30 | 78.05% | 15.50% | 1.542x |
| 155 | 2019-05-31 … 2024-05-31 | 80.99% | 18.12% | 1.532x |
| 156 | 2019-06-28 … 2024-06-28 | 78.20% | 17.99% | 1.510x |
| 157 | 2019-07-31 … 2024-07-31 | 73.46% | 17.70% | 1.474x |
| 158 | 2019-08-30 … 2024-08-30 | 71.90% | 18.41% | 1.452x |
| 159 | 2019-09-30 … 2024-09-30 | 75.10% | 18.65% | 1.476x |
| 160 | 2019-10-31 … 2024-10-31 | 75.68% | 17.87% | 1.490x |
| 161 | 2019-11-29 … 2024-11-29 | 79.80% | 18.64% | 1.516x |
| 162 | 2019-12-31 … 2024-12-31 | 71.60% | 17.62% | 1.459x |
| 163 | 2020-01-31 … 2025-01-31 | 76.55% | 18.07% | 1.495x |
| 164 | 2020-02-28 … 2025-02-28 | 73.17% | 19.00% | 1.455x |
| 165 | 2020-03-31 … 2025-03-31 | 70.76% | 19.24% | 1.432x |
| 166 | 2020-04-30 … 2025-04-30 | 66.15% | 16.49% | 1.426x |
| 167 | 2020-05-29 … 2025-04-30 | 66.03% | 15.80% | 1.434x |
| 168 | 2020-06-30 … 2025-06-30 | 63.73% | 18.19% | 1.385x |
| 169 | 2020-07-31 … 2025-07-31 | 61.58% | 17.87% | 1.371x |
| 170 | 2020-08-31 … 2025-08-29 | 60.58% | 16.69% | 1.376x |
| 171 | 2020-09-30 … 2025-09-30 | 65.61% | 18.57% | 1.397x |
| 172 | 2020-10-30 … 2025-09-30 | 69.21% | 19.43% | 1.417x |
| 173 | 2020-11-30 … 2025-11-28 | 58.36% | 17.77% | 1.345x |
| 174 | 2020-12-31 … 2025-12-31 | 60.67% | 16.92% | 1.374x |
| 175 | 2021-01-29 … 2025-12-31 | 36.95% | 17.20% | 1.169x |
| 176 | 2021-02-26 … 2026-01-30 | 43.47% | 17.04% | 1.226x |
| 177 | 2021-03-31 … 2026-03-31 | 41.67% | 14.07% | 1.242x |
| 178 | 2021-04-30 … 2026-04-30 | 41.97% | 16.03% | 1.224x |
| 179 | 2021-05-28 … 2026-04-30 | 41.75% | 16.22% | 1.220x |
Notes
mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1085.
Lesson notes
exploit/regime-momentum-quality-value: relative_return 1.2897x (delta -0.1361 vs exp_758); win-rate 100.0%, worst-window 1.054482, dispersion 21.4063%.
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 | ESS | GL | CPQ | ATO |
| 2006-08-31 | MNST | ILMN | AKAM | MAY | ATI | ADM | NUE | EME | STLD | DECK | SLG | LVS | TEX | GRMN | REGN |
| 2006-09-29 | MAY | ILMN | AKAM | MNST | LVS | AAL | AT | EME | BKNG | ATI | TEX | MTW | DLR | DECK | ADM |
| 2006-10-31 | MAY | AKAM | DECK | MNST | ILMN | BKNG | ATI | AT | LVS | EME | AAL | NVDA | BMET | INCLF | GRMN |
| 2006-11-30 | MAY | ILMN | ICE | ATI | AKAM | DECK | MTW | AT | ALGN | UAA | NVDA | GRMN | REGN | BMET | ALB |
| 2006-12-29 | MAY | ICE | ILMN | AKAM | ATI | MTW | AT | ALGN | NVDA | LVS | DECK | BMET | WST | ALB | EQIX |
| 2007-01-31 | MAY | ICE | AKAM | AT | BMET | ALGN | BKNG | ALXN | KMX | LVS | DECK | ATI | LVLT | OMX | MGM |
| 2007-02-28 | MAY | ICE | ALGN | CF | ATI | MGM | AKAM | GT | ALB | AT | BKNG | DECK | LVS | KMX | WYNN |
| 2007-03-30 | MAY | CF | GT | ICE | BKNG | MGM | ATI | ALB | MOS | TEX | DLX | ALGN | TPL | DECK | CE |
| 2007-04-30 | MAY | GT | CF | BKNG | ALGN | MOS | ANDV | ICE | INCY | TEX | OI | DLX | TPL | CLF | NRG |
| 2007-05-31 | MAY | ALGN | GT | CF | MA | ICE | DECK | CLF | DLX | MOS | OI | ANDV | AMZN | ON | FSLR |
| 2007-06-29 | MAY | CF | GT | MA | ALGN | KMG | DLX | MOS | FSLR | DECK | ICE | OI | CLF | BKNG | ALXN |
| 2007-07-31 | MAY | CF | KMG | ALGN | MA | GT | AMZN | MOS | AL | FSLR | BKNG | DECK | OI | ALXN | DLX |
| 2007-08-31 | ALGN | CF | KMG | AMZN | MA | OI | AL | DECK | ISRG | MOS | MAY | CMI | ICE | ALXN | AXON |
| 2007-09-28 | CF | KMG | AMZN | MOS | OI | GRMN | AL | MPWR | NOV | BKNG | GME | ISRG | CMG | DLX | CMI |
| 2007-10-31 | CF | MOS | ISRG | KMG | MPWR | OI | NOV | AMZN | GRMN | GME | WYNN | AL | BKNG | CMG | DECK |
| 2007-11-30 | FSLR | CF | ISRG | MOS | BBBY | DECK | BKNG | CMG | AL | JEC | OI | GRMN | MNST | NOV | GME |
| 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 | ESRX | BRK-B |
| 2008-02-29 | MAY | CVG | JNJ | MOS | PG | CHD | MEE | CL | PRGO | MO | KO | SWN | WMT | BRK-B | EQT |
| 2008-03-31 | MAY | MEE | CVG | PG | CL | SWN | PRGO | JNJ | CHD | ESV | KO | AFL | HRL | BTUUQ | MO |
| 2008-04-30 | MEE | MAY | CVG | ESV | SWN | JNJ | PRGO | WMT | CHD | BTUUQ | PG | KO | WEC | GD | AFL |
| 2008-05-30 | FSLR | MOS | CF | MA | ILMN | MEE | CLF | BKNG | PRGO | ISRG | ESV | SWN | FLS | RRC | CNX |
| 2008-06-30 | MEE | ESV | SW | SWN | MAY | BTUUQ | TTWO | 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 | CF | FSLR | BCR | MEE | DF | BTUUQ | APOL | ATGE | CELG | AMT | FI |
| 2008-09-30 | SWN | BCR | DF | FDO | CELG | APOL | ATGE | FI | ESV | HRS | HCBK | CEPH | GIS | BIG | COG |
| 2008-10-31 | SWN | WWY | GIS | CHD | BCR | CPB | CLX | DF | ABT | ED | DLTR | ROH | LDOS | 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 | KR | AON | 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 | ROH | ABT | SWN | HSY |
| 2009-03-31 | AZO | EW | ED | HET | NFLX | PCG | XEL | DLTR | VTRS | MCD | CHD | LDOS | WEC | MNST | BMY |
| 2009-04-30 | NFLX | AZO | MNST | AN | BR | HET | ED | ORLY | XEL | CLX | ROST | PCG | ROH | AAP | EW |
| 2009-05-29 | ORLY | AZO | DLTR | BKNG | HRL | NFLX | ROST | DGX | EW | MNST | IBM | MCD | NEE | HET | PCG |
| 2009-06-30 | CAR | AN | FHN | ORLY | NFLX | F | MBI | MKTX | PALM | TSCO | DLTR | AZO | TYL | TLAB | MNST |
| 2009-07-31 | CAR | AN | F | ORLY | PALM | NFLX | BLDR | FHN | MNST | WBD | CMG | ULTA | FFIV | SWKS | ICE |
| 2009-08-31 | CAR | F | PALM | AN | MU | BKNG | NFLX | ORLY | CMG | WBD | VRTX | BLDR | SWKS | SNDK | DLTR |
| 2009-09-30 | CAR | PALM | BKNG | SW | WBD | MU | SNDK | GNW | AAPL | AN | WDC | DISCA | MRVL | F | TLAB |
| 2009-10-30 | CAR | SW | GNW | PALM | BC | BKNG | F | KMG | HIG | SNDK | DDS | WSM | AN | SSP | GGP |
| 2009-11-30 | CAR | GNW | KMG | UIS | SW | DDS | THC | BC | GGP | ASH | STX | SSP | SNDK | DXCM | PALM |
| 2009-12-31 | CAR | GGP | DDS | SANM | UIS | SW | LPX | THC | SSP | KMG | F | AMD | LULU | GNW | WFM |
| 2010-01-29 | CAR | SANM | GNW | GGP | UIS | F | AMD | THC | ASH | STX | LULU | BC | SSP | SW | DDS |
| 2010-02-26 | CAR | GNW | SANM | UIS | ASH | LVS | GGP | F | FITB | SSP | UAL | LULU | INCY | DDS | SW |
| 2010-03-31 | CAR | SANM | GNW | UIS | MAC | INCY | MTG | LYV | GGP | LVS | SSP | F | UAL | DDR | SLG |
| 2010-04-30 | GNW | INCY | SANM | CAR | UAL | MTG | GGP | SSP | LYV | WLL | DDS | SMCI | FITB | ETFC | SLG |
| 2010-05-28 | SSP | UAL | BC | SANM | INCY | GGP | ETFC | VSTNQ | WLL | AAL | DDS | LULU | MTG | NFLX | CAR |
| 2010-06-30 | ETFC | UST | DLTR | CVG | COR | CPB | AZO | KMB | MCD | CLX | PG | SO | KDP | HRL | MO |
| 2010-07-30 | SW | ETFC | CVG | AZO | UST | DLTR | CASY | KMB | MO | CCU | HRL | SO | CPB | MCD | CLX |
| 2010-08-31 | ETFC | CPQ | AZO | CCU | CASY | MCD | CVG | LUMN | ERIE | UST | MO | EC | ED | CPB | SO |
| 2010-09-30 | ETFC | NFLX | AKAM | FFIV | UAL | NTAP | VSTNQ | BKNG | BBWI | AAL | CCU | LVS | WLL | INCY | VRTS |
| 2010-10-29 | ETFC | UAL | NFLX | AAL | INCY | LVS | NTAP | FFIV | BKNG | WLL | MBI | AKAM | CMG | BBWI | VSTNQ |
| 2010-11-30 | ETFC | UAL | LVS | MBI | NFLX | AAL | FFIV | CMG | VRTS | BBWI | WLL | NTAP | ACAS | URI | BKNG |
| 2010-12-31 | ETFC | NFLX | LVS | VRTS | CMG | MBI | FFIV | ACAS | URI | BBWI | DECK | WLL | CMI | BKNG | AAL |
| 2011-01-31 | ETFC | MAY | ACAS | LVS | URI | VRTS | WLL | NFLX | LULU | FFIV | CMI | DECK | BBWI | MBI | DDS |
| 2011-02-28 | MAY | ETFC | URI | NFLX | LULU | LVS | HON | ACAS | VRTS | IPGP | DDS | MRVL | FTNT | MRO | BBWI |
| 2011-03-31 | MAY | ETFC | IPGP | URI | WYNN | VRTS | NFLX | MRVL | FTNT | BBWI | LULU | SWKS | ACAS | MOS | CMG |
| 2011-04-29 | MAY | ETFC | IPGP | WYNN | LULU | MU | FTNT | VRTS | URI | ANDV | NFLX | ACAS | ULTA | ECHO | MOS |
| 2011-05-31 | MAY | IPGP | ETFC | FTNT | BKNG | LULU | KLAC | ACAS | LYB | MU | URI | EP | WYNN | ANDV | VRTS |
| 2011-06-30 | MAY | IPGP | ETFC | FTNT | VRTS | BKNG | URI | ANF | REGN | EP | LULU | DDS | ACAS | LYB | KLAC |
| 2011-07-29 | MAY | IPGP | LULU | EP | ULTA | FTNT | ETFC | ABMD | VRTS | WCG | CTRA | NFLX | COG | REGN | GMCR |
| 2011-08-31 | MCD | UST | SO | AZO | ED | D | KMB | PG | AEP | GIS | AAPL | CAG | ABT | HSY | CL |
| 2011-09-30 | UST | SO | MCD | D | ED | AZO | V | KMB | AAPL | BMY | DUK | AEP | PG | MO | GIS |
| 2011-10-31 | MAY | V | MCD | D | SO | AZO | CVG | UST | ED | BMY | AEP | AAPL | DLTR | MSFT | INTC |
| 2011-11-30 | V | MA | ED | D | MCD | ISRG | MSFT | AEP | AMT | MO | BMY | DLTR | MAY | AAPL | AMGN |
| 2011-12-30 | V | MA | MCD | ISRG | ED | D | MO | MSFT | BMY | AMT | AEP | MAY | AMGN | AAPL | ABT |
| 2012-01-31 | DPZ | GNRC | COG | VZ | WCG | EP | ULTA | MNST | MA | DLTR | BIIB | CTRA | REGN | ABMD | FAST |
| 2012-02-29 | REGN | STX | COG | WCG | DPZ | ULTA | MNST | URI | ABMD | HFC | BIIB | ADS | EP | TYL | DLTR |
| 2012-03-30 | REGN | STX | DPZ | MNST | CF | AAPL | WCG | ULTA | COG | V | MA | HFC | FAST | M | ISRG |
| 2012-04-30 | REGN | DPZ | BLDR | AAPL | MNST | STX | ULTA | URI | M | EQIX | CF | V | ISRG | VRTS | DLTR |
| 2012-05-31 | REGN | BLDR | STX | AAPL | MNST | ORLY | LULU | EQIX | ISRG | URI | AAL | V | BKNG | TJX | EC |
| 2012-06-29 | REGN | BLDR | AAL | AAPL | MNST | STX | EQIX | TJX | SHW | ROST | DHI | LEN | DLTR | GPS | V |
| 2012-07-31 | AAL | LEN | STX | BLDR | REGN | MNST | SHW | EQIX | DG | AAPL | ROST | DHI | V | PHM | ALGN |
| 2012-08-31 | STX | DHI | PHM | LEN | REGN | URI | AAL | EQIX | BLDR | GPS | SHW | ALGN | ROST | LPX | AAPL |
| 2012-09-28 | PHM | STX | DHI | BLDR | LEN | LPX | URI | REGN | LYB | GPS | ALGN | EQIX | ANDV | KBH | SHW |
| 2012-10-31 | PHM | BLDR | DHI | REGN | LEN | KBH | STX | LPX | EQIX | LYB | URI | WHR | BBBY | GPS | SHW |
| 2012-11-30 | BLDR | PHM | KBH | DHI | AAL | LEN | REGN | BBBY | LPX | WHR | STZ | STX | GNRC | ALL | ANDV |
| 2012-12-31 | REGN | PHM | BLDR | AAL | WHR | LPX | KBH | BBBY | EXPE | SW | LEN | ANDV | DDS | GILD | OMX |
| 2013-01-31 | PHM | LPX | BLDR | BBBY | WHR | KBH | DDS | LEN | AXON | ANDV | EXPE | OMX | THC | REGN | MPC |
| 2013-02-28 | LPX | OMX | PHM | VRTS | BBBY | AXON | NFLX | BLDR | GNRC | EXPE | THC | APO | MPC | LEN | AAL |
| 2013-03-28 | KKR | OMX | LPX | NFLX | VRTS | KBH | PHM | BBBY | ANDV | CTRA | THC | MPC | GNRC | APO | CPAY |
| 2013-04-30 | OMX | KKR | FNMA | FMCC | NFLX | ANDV | KBH | THC | VRTS | LPX | CAR | STZ | MPC | HRB | MTG |
| 2013-05-31 | FNMA | FMCC | OMX | FSLR | NFLX | KKR | BBBY | KBH | VRTS | MTG | APO | STZ | THC | ANDV | PHM |
| 2013-06-28 | FNMA | FMCC | OMX | BBBY | KKR | FSLR | NFLX | TSLA | VRTS | MTG | CPAY | SW | ANDV | GILD | THC |
| 2013-07-31 | FNMA | FMCC | OMX | TSLA | BBBY | KKR | NFLX | MTG | FSLR | GME | SVU | THC | MU | GNW | CPAY |
| 2013-08-30 | OMX | FNMA | FMCC | MTG | TSLA | BBBY | SVU | NFLX | GME | DAL | FSLR | GNW | TRIP | NXPI | SW |
| 2013-09-30 | OMX | TSLA | NFLX | MTG | FNMA | FMCC | BBBY | SVU | MU | NXPI | GME | DAL | META | BBY | CPAY |
| 2013-10-31 | OMX | TSLA | FNMA | FMCC | MTG | MU | NFLX | FANG | NXPI | META | DAL | BBY | INCY | TRIP | FL |
| 2013-11-29 | OMX | FNMA | FMCC | MTG | TSLA | NFLX | BBY | MU | PHM | FL | BX | DAL | INCY | FANG | META |
| 2013-12-31 | FNMA | FMCC | NFLX | TSLA | INCY | MU | FL | BBY | BX | PHM | MTG | FANG | META | KATE | DAL |
| 2014-01-31 | FNMA | FMCC | INCY | TSLA | MU | PHM | BX | TKO | MTG | DXCM | ILMN | NFLX | KATE | FANG | AXON |
| 2014-02-28 | FNMA | FMCC | TSLA | TKO | ILMN | PHM | INCY | AAL | MU | BX | DXCM | META | MTG | DAL | FANG |
| 2014-03-31 | FNMA | FMCC | TSLA | TKO | RCL | ILMN | META | INCY | DXCM | DAL | FRX | FANG | MU | AAL | FSLR |
| 2014-04-30 | FMCC | FNMA | TSLA | TKO | RCL | MU | FANG | FRX | DAL | ILMN | DXCM | INCY | META | AAL | URI |
| 2014-05-30 | META | DAL | MU | FRX | FANG | TSLA | FMCC | AAL | ILMN | INCY | FNMA | NXPI | SMCI | URI | SWKS |
| 2014-06-30 | META | FMCC | FNMA | DAL | AAL | FRX | FANG | URI | ILMN | MU | SWKS | LUV | INCY | TPL | SMCI |
| 2014-07-31 | META | FMCC | MU | FNMA | FANG | FRX | SWKS | SMCI | TRGP | DAL | TPL | ILMN | NBR | INCY | URI |
| 2014-08-29 | FMCC | FNMA | LUV | MU | DAL | SWKS | CAR | URI | AAL | RCL | TPL | FANG | META | NXPI | TRGP |
| 2014-09-30 | FMCC | FNMA | TPL | SWKS | LUV | CAR | URI | NXPI | RCL | ILMN | GILD | MU | SMCI | TRGP | DAL |
| 2014-10-31 | MMI | PANW | SWKS | SMCI | LUV | TPL | ENPH | MU | RCL | AVGO | META | NXPI | URI | GMCR | GILD |
| 2014-11-28 | MMI | SWKS | PANW | SMCI | LUV | RCL | EW | ILMN | NXPI | META | AVGO | ENPH | MNST | EA | LRCX |
| 2014-12-31 | SWKS | LUV | SBUX | PANW | MMI | EW | SMCI | EA | AAL | GMCR | MNST | RCL | ENPH | AVGO | DAL |
| 2015-01-30 | SWKS | SBUX | PANW | LUV | MMI | EW | AXON | EA | KR | AVGO | ENPH | CNC | MNST | RCL | BBWI |
| 2015-02-27 | SBUX | SWKS | LUV | MMI | EA | SMCI | PANW | CNC | EW | KR | MNST | AVGO | ANDV | AAPL | IRM |
| 2015-03-31 | SBUX | SWKS | SMCI | PANW | CNC | MNST | EA | MMI | AVGO | ANDV | EPAM | LUV | HSP | EW | INCY |
| 2015-04-30 | SBUX | SWKS | PANW | PAYC | MMI | CNC | EA | MNST | AVGO | DXCM | EPAM | INCY | HSP | KMG | ABMD |
| 2015-05-29 | SBUX | AXON | PAYC | SWKS | BLDR | PANW | DXCM | INCY | KMG | MNST | MMI | HSP | ABMD | AVGO | CNC |
| 2015-06-30 | SWKS | PAYC | AXON | PANW | CNC | AVGO | SBUX | INCY | BTUUQ | BLDR | MMI | DXCM | PLD | ABMD | HSP |
| 2015-07-31 | BLDR | PAYC | AXON | PANW | CNC | INCY | SBUX | DXCM | BTUUQ | MNST | SWKS | EA | MMI | ABMD | EPAM |
| 2015-08-31 | GILD | V | EBAY | MA | GE | MCO | MO | CCI | HAS | CVG | PSA | ABMD | NVR | SPG | AMT |
| 2015-09-30 | V | GILD | MA | EBAY | GE | PSA | MCO | CVG | MO | ED | SPG | UST | AMT | ACGL | CCI |
| 2015-10-30 | V | MA | GILD | GE | MO | PSA | CVG | BKNG | SPG | AMT | ABMD | CCI | UST | ED | ATO |
| 2015-11-30 | CZR | FIX | NFLX | ABMD | AMZN | BLDR | TYL | GPN | AYI | EXPE | DXCM | ATVI | TKO | SBUX | EA |
| 2015-12-31 | GE | V | GILD | ABMD | MA | PSA | ATVI | GOOGL | MO | META | MCD | CCI | HRL | JKHY | AMT |
| 2016-01-29 | GE | V | MCD | GILD | PSA | ABMD | MA | MO | KLAC | ISRG | GOOGL | HRL | MSFT | CVG | JKHY |
| 2016-02-29 | GE | SPG | V | GILD | MCD | KLAC | ISRG | MO | PSA | ED | VZ | ABMD | CPB | MA | T |
| 2016-03-31 | CZR | EBAY | ABMD | TSN | GE | MAT | NVDA | GDDY | HRL | MKTX | ATVI | TTWO | AMZN | ANF | KLAC |
| 2016-04-29 | EBAY | ABMD | TSN | CZR | NVDA | GE | HRL | META | TTWO | MKTX | DLR | PSA | EW | CPB | AVGO |
| 2016-05-31 | ABMD | AMD | CZR | NVDA | META | WB | EW | TSN | EVRG | AMZN | DLR | MTW | MKTX | ULTA | AWK |
| 2016-06-30 | NVDA | AMD | CZR | ABMD | DXC | CLF | EVRG | MDR | WB | AWK | AMZN | DLR | MKTX | EQIX | ULTA |
| 2016-07-29 | CLF | AMD | NVDA | WB | NEM | DXC | CZR | DLR | ABMD | AWK | WOR | PAYC | MDR | CCI | X |
| 2016-08-31 | AMD | WB | SPGI | NVDA | NEM | CLF | X | DHR | MDR | DXC | ABMD | ALB | JOY | WPX | MKTX |
| 2016-09-30 | WB | AMD | SPGI | X | NVDA | CLF | NEM | DHR | AMAT | LITE | WPX | MDR | JOY | CNX | DXC |
| 2016-10-31 | AMD | WB | X | SPGI | LITE | NVDA | CNX | WPX | DXC | JOY | DHR | CLF | NAV | AMAT | MDR |
| 2016-11-30 | AMD | X | CLF | WB | NVDA | SPGI | CNX | TPL | WPX | DHR | NAV | NEM | LITE | JOY | OKE |
| 2016-12-30 | CLF | X | AMD | NVDA | FMCC | FNMA | SPGI | WB | CNX | TPL | OKE | WPX | TRGP | NAV | STLD |
| 2017-01-31 | AMD | CLF | X | NVDA | FNMA | FMCC | SPGI | TRGP | TPL | WB | FCX | NBR | WPX | NAV | URI |
| 2017-02-28 | AMD | CLF | X | NVDA | WB | SPGI | URI | FNMA | FMCC | TPL | NAV | WPX | NBR | TRGP | OKE |
| 2017-03-31 | AMD | CLF | X | NVDA | WB | NAV | FMCC | URI | FNMA | MRO | ANET | WPX | RF | SLM | CSX |
| 2017-04-28 | AMD | NVDA | X | MU | KMG | NAV | STX | ANET | AMAT | DXC | LITE | WB | SLM | IDXX | WDC |
| 2017-05-31 | AMD | KMG | NVDA | X | KHC | WB | XYZ | ANET | MU | CSX | STX | IDXX | LRCX | NAV | WDC |
| 2017-06-30 | NVDA | WB | XYZ | ANET | LITE | KHC | CSX | X | KMG | AMAT | TTWO | ADSK | LRCX | NAV | ZBRA |
| 2017-07-31 | NVDA | XYZ | MU | ANET | WB | LITE | KHC | ALGN | TTWO | ZBRA | CSX | KMG | LRCX | IDXX | AMAT |
| 2017-08-31 | NVDA | XYZ | NRG | MU | BA | ANET | TTWO | ALGN | LRCX | VRTX | TPL | WB | IPGP | WDC | KMG |
| 2017-09-29 | NVDA | XYZ | TTWO | WB | NRG | IPGP | ANET | MU | NCC | BA | ALGN | VRTX | LRCX | TTD | MTW |
| 2017-10-31 | NVDA | XYZ | TTD | BBBY | TTWO | NRG | MU | SEDG | ANET | ALGN | MTW | WB | LRCX | CZR | VRTX |
| 2017-11-30 | BBBY | XYZ | ALGN | SEDG | ANET | MCHP | NVDA | NRG | IPGP | MU | TTD | TTWO | LRCX | ENPH | FTNT |
| 2017-12-29 | BBBY | ENPH | SEDG | XYZ | ANET | ALGN | WB | NCC | MCHP | NRG | IPGP | TTWO | FTNT | PENN | NVR |
| 2018-01-31 | BBBY | SEDG | ANET | XYZ | ALGN | PENN | MCHP | WB | CZR | FTNT | FSLR | TTWO | TWTR | BLDR | NKTR |
| 2018-02-28 | BBBY | NKTR | XYZ | SEDG | ANET | ALGN | NVDA | WB | MCHP | EC | MTCH | TWTR | FTNT | CZR | IPGP |
| 2018-03-29 | NKTR | SEDG | BBBY | ENPH | XYZ | NCC | MTCH | ETSY | WB | FSLR | ANET | NXPI | NVDA | ALGN | TWTR |
| 2018-04-30 | CCI | NKTR | V | MA | SPG | HET | ADBE | BKNG | KDP | AMGN | SPGI | YUM | EXR | TWTR | INTU |
| 2018-05-31 | ENPH | NKTR | SEDG | CVNA | EC | MRVL | ETSY | MU | MTCH | BBBY | HET | AXON | TKO | CCI | TWTR |
| 2018-06-29 | ENPH | NKTR | MU | TKO | AXON | HET | SEDG | XYZ | NFLX | ETSY | TPL | EC | CCI | ALGN | MTCH |
| 2018-07-31 | ENPH | TKO | HET | ETSY | AXON | NKTR | CVNA | ANF | CCI | XYZ | SEDG | MU | THC | EC | TWTR |
| 2018-08-31 | ENPH | HET | TKO | AXON | CVNA | ETSY | XYZ | CCI | NKTR | EC | THC | LULU | ABMD | GWW | TTD |
| 2018-09-28 | HET | CVNA | TKO | XYZ | DXCM | AXON | ETSY | TTD | ENPH | CCI | AMD | LULU | FTNT | ABMD | EC |
| 2018-10-31 | CCI | HET | DXCM | EXR | TKO | SPG | ABMD | MKC | V | KDP | YUM | HCA | MOH | TJX | EVHC |
| 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 | LLY | PFE |
| 2019-01-31 | CCI | HET | EXR | RHT | SPG | O | YUM | UST | DOC | ERIE | MCD | BALL | EXC | WELL | LLY |
| 2019-02-28 | HET | EOG | CCI | TTD | ENPH | DXCM | ETSY | TKO | RHT | FNMA | FMCC | AMD | CIEN | MOH | CMG |
| 2019-03-29 | HET | TTD | CCI | ETSY | ENPH | FNMA | FMCC | FTNT | TKO | JNJ | AMD | CMG | AVGO | RHT | SSP |
| 2019-04-30 | HET | TTD | CCI | ENPH | CVNA | AMD | ETSY | FMCC | FNMA | SNPS | TKO | FTNT | SSP | VEEV | ANF |
| 2019-05-31 | CCI | EXR | HET | ERIE | HSY | SBUX | BALL | PEP | VRT | V | SAF | MDLZ | WRB | AWK | ECL |
| 2019-06-28 | HET | ENPH | CCI | FNMA | TTD | FMCC | VEEV | SNPS | AVP | ERIE | PAYC | AMD | MTCH | BALL | JNJ |
| 2019-07-31 | HET | ENPH | CCI | TTD | AVP | VEEV | ERIE | PAYC | MTCH | BALL | MKTX | CDNS | SBUX | FICO | CVNA |
| 2019-08-30 | HET | ENPH | CCI | AVP | MKTX | SBUX | NCC | ERIE | BALL | TTD | MTCH | CMG | SBAC | SEDG | VEEV |
| 2019-09-30 | HET | ENPH | CSCO | CCI | SEDG | NCC | AVP | MKTX | FNMA | FMCC | BALL | PODD | CMG | SBUX | HSY |
| 2019-10-31 | HET | ENPH | CSCO | CCI | AVP | FNMA | FMCC | SEDG | PODD | BLDR | GNRC | KLAC | KBH | TER | LRCX |
| 2019-11-29 | HET | ENPH | CSCO | AVP | CCI | FNMA | SEDG | FMCC | NCC | CVNA | GNRC | BLDR | PODD | KLAC | TER |
| 2019-12-31 | HET | ENPH | XRX | AVP | CCI | CVNA | FNMA | BLDR | MCHP | PODD | SEDG | FMCC | THC | TER | LRCX |
| 2020-01-31 | HET | ENPH | CCI | XRX | CVNA | AVP | PODD | SEDG | MCHP | TSLA | LLY | BLDR | GNRC | TER | AAPL |
| 2020-02-28 | CCI | HET | EXR | TE | SAF | UST | TYL | LM | JNJ | RMD | NEE | DGX | KO | FII | PEP |
| 2020-03-31 | CCI | EXR | AMT | DVN | 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 | TSLA | REGN | NCC | CLX | WST | BIO | EBAY |
| 2020-06-30 | CCI | AMT | TSLA | EXR | UST | EBAY | CLX | TE | REGN | DG | ABBV | GIS | MSFT | AAPL | NVDA |
| 2020-07-31 | MRNA | TSLA | BBBY | DXCM | NVDA | CCI | SEDG | REGN | CVNA | NEM | ETSY | ENPH | AMD | AAPL | WST |
| 2020-08-31 | BBBY | TSLA | MRNA | ENPH | AMD | NVDA | DXCM | ETSY | CCI | SEDG | REGN | AAPL | XYZ | CVNA | RRC |
| 2020-09-30 | BBBY | TSLA | ENPH | MRNA | CVNA | PENN | AMD | NVDA | SEDG | XYZ | TTD | CCI | DXCM | DDOG | ETSY |
| 2020-10-30 | BBBY | TSLA | ENPH | PENN | MRNA | SEDG | DDOG | CVNA | XYZ | ETSY | CRWD | NVDA | TTD | TUP | AMD |
| 2020-11-30 | BBBY | TSLA | ENPH | MRNA | SEDG | NOW | ETSY | CCI | TTD | TUP | XYZ | GME | PENN | CVNA | NVDA |
| 2020-12-31 | BBBY | MRNA | TSLA | ENPH | GME | NOW | ETSY | TUP | TTD | XYZ | CCI | SEDG | PENN | CRWD | CVNA |
| 2021-01-29 | GME | ENPH | BBBY | TSLA | MRNA | ETSY | TUP | CRWD | NOW | SEDG | CCI | CVNA | PENN | TTD | XYZ |
| 2021-02-26 | GME | CCI | NOW | BBBY | TUP | MRNA | ENPH | CPB | TSLA | ETSY | PENN | DVN | VIAC | CPRI | CRWD |
| 2021-03-31 | GME | TUP | BBBY | PENN | NBR | MRNA | ETSY | CZR | TSLA | CCI | VIAC | ENPH | AM | FCX | CPRI |
| 2021-04-30 | GME | TUP | NBR | PENN | VIAC | CRM | BBWI | BBBY | CAR | CLF | CZR | TSLA | QEP | MRNA | FCX |
| 2021-05-28 | GME | TUP | CRM | CAR | DDS | FCX | BBWI | BBBY | CCI | IVZ | TSLA | GPS | CPRI | CLF | XEC |
| 2021-06-30 | GME | DDS | BBWI | ANF | TUP | CAR | MRNA | KSS | THC | BX | XEC | RRC | FCX | CLF | BBBY |
| 2021-07-30 | GME | DDS | ANF | MRNA | BX | RRD | CLF | CAR | BBWI | NUE | TPL | NAVI | KSS | XEC | MRO |
| 2021-08-31 | GME | DDS | MRNA | KKR | CLF | RRD | BX | CPRI | MDP | NUE | XEC | NAVI | BBWI | BBT | ANF |
| 2021-09-30 | GME | MRNA | KKR | DDS | RRD | JWN | M | CAR | MRO | DVN | BX | TRGP | MDP | RRC | CLF |
| 2021-10-29 | GME | MRNA | KKR | DDS | MRO | DVN | RRC | RRD | JWN | CAR | M | FANG | MUR | TRGP | NBR |
| 2021-11-30 | GME | CAR | DDS | RRD | BX | WFC | RRC | DVN | MRO | JWN | TSLA | MDP | KKR | M | MRNA |
| 2021-12-31 | GME | CAR | RRD | DDS | MRNA | BX | WFC | DVN | MRO | JWN | NVDA | RRC | M | ON | TSLA |
| 2022-01-31 | EXR | AMT | RRD | CCI | ABBV | ABX | EXC | MO | MCD | HSY | PEP | PLD | CVX | FE | MCK |
| 2022-02-28 | EXR | AMT | RRD | ABBV | ABX | CCI | MCK | TRGP | EXC | CVX | COR | MCD | GD | MRO | MO |
| 2022-03-31 | AMT | EXR | RRD | CCI | ABBV | TRGP | ABX | MCK | EXC | MRO | BMY | COR | SRE | COP | REGN |
| 2022-04-29 | AMT | EXR | CCI | ABX | BMY | MCK | TRGP | ABBV | VRTX | EXC | REGN | HSY | WMB | KO | SRE |
| 2022-05-31 | AMT | EXR | CCI | ABX | FHN | BMY | ED | AMGN | EXC | MCK | MRK | ABBV | WRB | NI | CNP |
| 2022-06-30 | AMT | EXR | CCI | ABX | BMY | FHN | AMGN | ED | MCK | ABBV | JNJ | WRB | ATO | MRK | D |
| 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 | GIS | LW | MCD | CAH | HSY | GPC |
| 2022-09-30 | AMT | EXR | CCI | ABX | FHN | VRTX | MCK | ERIE | HSY | GIS | LW | SJM | GPC | CAH | AMGN |
| 2022-10-31 | AMT | EXR | CCI | FHN | ABX | TKO | MCK | CI | HSY | LW | ERIE | GPC | SJM | GIS | ORLY |
| 2022-11-30 | T | OXY | CF | DVN | HP | TPL | ATI | EQT | UNM | APA | NBR | COP | FTI | MRO | FSLR |
| 2022-12-30 | T | OXY | SMCI | FSLR | FTI | TPL | HP | HES | APA | CF | MPC | COP | ODP | ATI | MUR |
| 2023-01-31 | UCL | T | HES | TPL | FSLR | SMCI | FTI | ODP | STLD | CEG | ENPH | MPC | HP | FLR | CF |
| 2023-02-28 | UCL | T | FSLR | HES | FTI | ODP | SMCI | ASO | STLD | CEG | FLR | DYN | VLO | MPC | DDS |
| 2023-03-31 | UCL | SMCI | VLO | FSLR | FTI | HES | OI | TEX | LW | PSX | FIX | GNW | ODP | AXON | STLD |
| 2023-04-28 | UCL | FSLR | SMCI | VLO | AXON | FTI | FICO | HES | ASO | LVS | GE | DECK | FIX | OI | NFLX |
| 2023-05-31 | EXR | AMT | CCI | V | LW | PHM | ABX | MCD | VRTX | MO | HSY | AVGO | FICO | GE | CPRT |
| 2023-06-30 | SMCI | H | NVDA | FSLR | UCL | RCL | VRT | BLDR | NFLX | GE | BKNG | AXON | PLTR | FICO | CVNA |
| 2023-07-31 | SMCI | H | RCL | NVDA | UCL | VRT | BLDR | CCL | FTI | META | ANF | CVNA | GE | BKNG | AVGO |
| 2023-08-31 | SMCI | UCL | NVDA | CVNA | PLTR | ANF | VRT | RCL | BLDR | PHM | FTI | AVGO | META | APP | GE |
| 2023-09-29 | EXR | CCI | AMT | V | MA | MO | VRSK | MRSH | NVDA | CSCO | BRK-B | MCD | FICO | FDX | AVGO |
| 2023-10-31 | EXR | CCI | AMT | V | META | CBOE | AFL | CME | VRTX | CSCO | MRSH | ROP | VRSK | L | AIZ |
| 2023-11-30 | CVNA | VRT | ANF | SMCI | APP | META | NVDA | DAL | PLTR | COIN | FNMA | FTI | EXR | DELL | JBL |
| 2023-12-29 | CVNA | COIN | ANF | APP | VRT | SMCI | NVDA | PLTR | DAL | FNMA | EXR | META | CRWD | GPS | UBER |
| 2024-01-31 | CVNA | SMCI | ANF | VRT | APP | FNMA | COIN | CRWD | NVDA | EXR | DAL | FMCC | META | ANET | DELL |
| 2024-02-29 | SMCI | CVNA | ANF | GE | VRT | APP | FNMA | NVDA | CRWD | COIN | FMCC | META | EXR | DELL | PLTR |
| 2024-03-28 | SMCI | CVNA | ANF | VRT | GE | ADCT | COIN | APP | FNMA | NVDA | DYN | FMCC | EXR | PLTR | VST |
| 2024-04-30 | CVNA | SMCI | ANF | VRT | COIN | ADCT | GE | APP | DYN | FNMA | NVDA | EXR | VST | FMCC | GPS |
| 2024-05-31 | CVNA | ANF | VRT | SMCI | VST | FNMA | COIN | FMCC | APP | ADCT | DELL | NVDA | GPS | WSM | DYN |
| 2024-06-28 | ANF | CVNA | VST | VRT | SMCI | APP | DYN | FNMA | FMCC | NVDA | GPS | COIN | DELL | CEG | WSM |
| 2024-07-31 | ANF | CVNA | NVDA | VST | VRT | DYN | FNMA | FMCC | APP | DELL | SMCI | COIN | GPS | EXR | ANET |
| 2024-08-30 | DYN | ANF | NVDA | CVNA | LUMN | VST | COIN | ADCT | PBI | EXR | SMCI | CCI | NRG | WSM | THC |
| 2024-09-30 | LUMN | DYN | CVNA | NVDA | ANF | ADCT | VST | THC | PBI | EXR | APP | CCI | COHR | KKR | NRG |
| 2024-10-31 | CVNA | LUMN | DYN | APP | ADCT | NVDA | VST | COHR | EXR | THC | CCI | ANF | PLTR | KKR | CEG |
| 2024-11-29 | CVNA | LUMN | APP | WYNN | VST | ADCT | NVDA | PLTR | HOOD | CCI | TPL | COHR | VRT | DYN | ECHO |
| 2024-12-31 | APP | LUMN | CVNA | PLTR | VST | FMCC | WYNN | FNMA | TPL | HOOD | CCI | AXON | NVDA | VRT | UAL |
| 2025-01-31 | APP | PLTR | CVNA | FMCC | LUMN | HOOD | FNMA | VST | WYNN | AXON | UAL | CCI | TPL | TSLA | IBKR |
| 2025-02-28 | APP | FMCC | FNMA | PLTR | HOOD | WYNN | CVNA | VST | LUMN | TPL | UAL | CCI | PBI | RCL | ECHO |
| 2025-03-31 | EXR | AMT | CCI | VRSN | FOX | CA | FOXA | BRO | V | 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 | GILD | GEV | LB | CVNA | AXON | CCI | HWM | NRG | UBER |
| 2025-07-31 | FNMA | FMCC | HOOD | PLTR | APP | GEV | GILD | CVNA | AXON | UBER | CCI | NRG | VST | TPR | DASH |
| 2025-08-29 | FNMA | HOOD | FMCC | PLTR | APP | GEV | CVNA | UCL | TPR | CAR | VST | CCI | FIX | LITE | COIN |
| 2025-09-30 | FNMA | FMCC | HOOD | PLTR | APP | ECHO | GEV | LITE | STX | UCL | CCI | FIX | AVGO | WDC | CVNA |
| 2025-10-31 | FMCC | FNMA | HOOD | APP | PLTR | ECHO | MU | LITE | STX | WDC | TE | CIEN | WBD | SEDG | CCI |
| 2025-11-28 | HOOD | ECHO | MU | LITE | WDC | STX | FNMA | CIEN | FMCC | PLTR | NKTR | AVGO | TE | WBD | SEDG |
| 2025-12-31 | LITE | WDC | ECHO | GILD | HOOD | STX | MU | FNMA | NKTR | TE | CIEN | FMCC | SEDG | WBD | NEM |
| 2026-01-30 | TE | LITE | ECHO | WDC | MU | GILD | STX | CIEN | WBD | SSP | NEM | LRCX | NKTR | CCI | COHR |
| 2026-02-27 | LITE | TE | WDC | MU | STX | GILD | CIEN | ECHO | LRCX | FIX | COHR | SSP | NEM | WBD | NKTR |
| 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 | ECHO | STX | GILD | COHR | VIAV | TER | SEDG | FIX | NBR | TE | ALB |
| 2026-05-29 | LITE | WDC | MU | CIEN | ECHO | STX | VIAV | INTC | GILD | TE | COHR | TER | NBR | AMD | FIX |
| 2026-06-26 | MU | WDC | LITE | TE | CIEN | STX | INTC | VIAV | TER | DELL | AMD | COHR | WHR | ECHO | GLW |
Scoring script (python)
# Auto-generated (mutate) variant 1085 — regime-momentum-quality-value sweep point.
FORMULA_NAME = "regime-momentum-quality-value (mutate v1085)"
LOGIC_VARIANT_COUNT = 2
NOTES = "mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1085."
BULL = {"momentum_12_1_pct": (0.438, +1), "return_6m_pct": (0.136, +1), "eps_growth_pct": (0.182, +1),
"free_cash_flow_margin_pct": (0.156, +1), "forward_pe": (0.041, -1), "peg": (0.06, -1)}
RISK_OFF = {"realized_vol_3m": (0.259, -1), "free_cash_flow_margin_pct": (0.156, +1),
"operating_margin_pct": (0.10, +1), "forward_pe": (0.041, -1), "peg": (0.06, -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