← All V2 experiments
Relative return
1.296x
Excess vs bench
29.63%
Benchmark
CAPW_UNIV
Rolling windows
179 · monthly
Mean strategy gain
48.33%
Mean benchmark gain
14.08%
Mean excess gain
34.24%
Dispersion (ref)
19.40%
Win-rate vs bench (ref)
100.00%
Worst / best ratio (ref)
1.065x / 1.597x
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 | 25.86% | 2.22% | 1.231x |
| 2011-07-01 … 2016-06-30 | 40.52% | 13.74% | 1.235x |
| 2016-07-01 … 2021-06-30 | 82.02% | 20.63% | 1.509x |
| 2021-07-01 … 2026-06-26 | 52.55% | 15.48% | 1.321x |
All rolling windows — the objective set (equal-weighted mean ratio)
Strategy
Benchmark (CAPW_UNIV)
Excess
rolling 5y windows, monthly step — 179 windows · mean ratio 1.296x · beat benchmark in 179/179
| # | Window | Strategy | Benchmark | Ratio |
|---|---|---|---|---|
| 1 | 2006-07-31 … 2011-07-29 | 23.10% | 1.79% | 1.209x |
| 2 | 2006-08-31 … 2011-08-31 | 20.78% | 0.21% | 1.205x |
| 3 | 2006-09-29 … 2011-08-31 | 17.72% | -0.14% | 1.179x |
| 4 | 2006-10-31 … 2011-10-31 | 16.25% | 0.23% | 1.160x |
| 5 | 2006-11-30 … 2011-11-30 | 15.06% | -0.05% | 1.151x |
| 6 | 2006-12-29 … 2011-11-30 | 15.09% | -0.32% | 1.155x |
| 7 | 2007-01-31 … 2012-01-31 | 13.99% | 0.93% | 1.129x |
| 8 | 2007-02-28 … 2012-01-31 | 12.89% | 1.43% | 1.113x |
| 9 | 2007-03-30 … 2012-03-30 | 14.68% | 3.09% | 1.112x |
| 10 | 2007-04-30 … 2012-04-30 | 14.34% | 2.42% | 1.116x |
| 11 | 2007-05-31 … 2012-05-31 | 10.74% | 0.60% | 1.101x |
| 12 | 2007-06-29 … 2012-06-29 | 9.10% | 1.92% | 1.070x |
| 13 | 2007-07-31 … 2012-07-31 | 9.35% | 2.69% | 1.065x |
| 14 | 2007-08-31 … 2012-08-31 | 11.51% | 2.95% | 1.083x |
| 15 | 2007-09-28 … 2012-09-28 | 10.72% | 3.20% | 1.073x |
| 16 | 2007-10-31 … 2012-10-31 | 11.39% | 2.60% | 1.086x |
| 17 | 2007-11-30 … 2012-11-30 | 11.28% | 3.45% | 1.076x |
| 18 | 2007-12-31 … 2012-12-31 | 11.08% | 3.69% | 1.071x |
| 19 | 2008-01-31 … 2013-01-31 | 14.11% | 5.85% | 1.078x |
| 20 | 2008-02-29 … 2013-02-28 | 14.73% | 6.82% | 1.074x |
| 21 | 2008-03-31 … 2013-03-28 | 17.10% | 7.73% | 1.087x |
| 22 | 2008-04-30 … 2013-04-30 | 18.50% | 7.51% | 1.102x |
| 23 | 2008-05-30 … 2013-04-30 | 16.94% | 7.81% | 1.085x |
| 24 | 2008-06-30 … 2013-06-28 | 22.50% | 9.33% | 1.120x |
| 25 | 2008-07-31 … 2013-07-31 | 27.07% | 10.48% | 1.150x |
| 26 | 2008-08-29 … 2013-07-31 | 27.38% | 10.52% | 1.153x |
| 27 | 2008-09-30 … 2013-09-30 | 32.95% | 11.48% | 1.193x |
| 28 | 2008-10-31 … 2013-10-31 | 41.21% | 15.76% | 1.220x |
| 29 | 2008-11-28 … 2013-10-31 | 43.06% | 17.46% | 1.218x |
| 30 | 2008-12-31 … 2013-12-31 | 45.46% | 18.44% | 1.228x |
| 31 | 2009-01-30 … 2013-12-31 | 47.13% | 20.64% | 1.220x |
| 32 | 2009-02-27 … 2014-01-31 | 50.85% | 21.63% | 1.240x |
| 33 | 2009-03-31 … 2014-03-31 | 52.01% | 20.60% | 1.260x |
| 34 | 2009-04-30 … 2014-04-30 | 50.27% | 19.00% | 1.263x |
| 35 | 2009-05-29 … 2014-04-30 | 52.66% | 18.32% | 1.290x |
| 36 | 2009-06-30 … 2014-06-30 | 53.25% | 19.01% | 1.288x |
| 37 | 2009-07-31 … 2014-07-31 | 47.82% | 17.39% | 1.259x |
| 38 | 2009-08-31 … 2014-08-29 | 47.32% | 17.70% | 1.252x |
| 39 | 2009-09-30 … 2014-09-30 | 42.78% | 16.64% | 1.224x |
| 40 | 2009-10-30 … 2014-09-30 | 47.24% | 17.08% | 1.258x |
| 41 | 2009-11-30 … 2014-11-28 | 44.09% | 16.82% | 1.233x |
| 42 | 2009-12-31 … 2014-12-31 | 41.72% | 16.28% | 1.219x |
| 43 | 2010-01-29 … 2014-12-31 | 43.98% | 17.23% | 1.228x |
| 44 | 2010-02-26 … 2015-01-30 | 42.21% | 15.80% | 1.228x |
| 45 | 2010-03-31 … 2015-03-31 | 41.53% | 15.40% | 1.226x |
| 46 | 2010-04-30 … 2015-04-30 | 39.90% | 15.38% | 1.213x |
| 47 | 2010-05-28 … 2015-04-30 | 42.89% | 17.09% | 1.220x |
| 48 | 2010-06-30 … 2015-06-30 | 46.50% | 17.45% | 1.247x |
| 49 | 2010-07-30 … 2015-06-30 | 46.12% | 16.43% | 1.255x |
| 50 | 2010-08-31 … 2015-08-31 | 42.42% | 15.76% | 1.230x |
| 51 | 2010-09-30 … 2015-09-30 | 39.71% | 13.61% | 1.230x |
| 52 | 2010-10-29 … 2015-09-30 | 39.18% | 13.06% | 1.231x |
| 53 | 2010-11-30 … 2015-11-30 | 38.28% | 15.09% | 1.202x |
| 54 | 2010-12-31 … 2015-12-31 | 37.50% | 13.55% | 1.211x |
| 55 | 2011-01-31 … 2016-01-29 | 35.43% | 11.90% | 1.210x |
| 56 | 2011-02-28 … 2016-01-29 | 34.98% | 11.53% | 1.210x |
| 57 | 2011-03-31 … 2016-03-31 | 35.76% | 12.90% | 1.202x |
| 58 | 2011-04-29 … 2016-04-29 | 34.10% | 12.39% | 1.193x |
| 59 | 2011-05-31 … 2016-05-31 | 36.81% | 12.94% | 1.211x |
| 60 | 2011-06-30 … 2016-06-30 | 38.16% | 13.30% | 1.219x |
| 61 | 2011-07-29 … 2016-07-29 | 43.77% | 14.52% | 1.255x |
| 62 | 2011-08-31 … 2016-08-31 | 45.22% | 15.19% | 1.261x |
| 63 | 2011-09-30 … 2016-09-30 | 45.72% | 16.32% | 1.253x |
| 64 | 2011-10-31 … 2016-10-31 | 44.28% | 14.02% | 1.265x |
| 65 | 2011-11-30 … 2016-11-30 | 47.66% | 14.66% | 1.288x |
| 66 | 2011-12-30 … 2016-12-30 | 47.22% | 14.92% | 1.281x |
| 67 | 2012-01-31 … 2017-01-31 | 48.85% | 14.63% | 1.299x |
| 68 | 2012-02-29 … 2017-02-28 | 47.78% | 14.78% | 1.288x |
| 69 | 2012-03-30 … 2017-02-28 | 47.74% | 14.43% | 1.291x |
| 70 | 2012-04-30 … 2017-04-28 | 44.00% | 14.61% | 1.256x |
| 71 | 2012-05-31 … 2017-05-31 | 46.87% | 15.98% | 1.266x |
| 72 | 2012-06-29 … 2017-05-31 | 47.73% | 15.44% | 1.280x |
| 73 | 2012-07-31 … 2017-07-31 | 48.38% | 15.43% | 1.285x |
| 74 | 2012-08-31 … 2017-08-31 | 48.32% | 15.12% | 1.288x |
| 75 | 2012-09-28 … 2017-08-31 | 47.95% | 14.77% | 1.289x |
| 76 | 2012-10-31 … 2017-10-31 | 51.09% | 16.12% | 1.301x |
| 77 | 2012-11-30 … 2017-11-30 | 51.45% | 16.79% | 1.297x |
| 78 | 2012-12-31 … 2017-12-29 | 50.15% | 16.93% | 1.284x |
| 79 | 2013-01-31 … 2018-01-31 | 51.48% | 17.57% | 1.288x |
| 80 | 2013-02-28 … 2018-02-28 | 54.93% | 16.21% | 1.333x |
| 81 | 2013-03-28 … 2018-02-28 | 52.83% | 15.81% | 1.320x |
| 82 | 2013-04-30 … 2018-04-30 | 50.07% | 14.25% | 1.314x |
| 83 | 2013-05-31 … 2018-05-31 | 41.29% | 14.57% | 1.233x |
| 84 | 2013-06-28 … 2018-05-31 | 44.34% | 14.97% | 1.255x |
| 85 | 2013-07-31 … 2018-07-31 | 42.66% | 14.83% | 1.242x |
| 86 | 2013-08-30 … 2018-07-31 | 43.88% | 15.59% | 1.245x |
| 87 | 2013-09-30 … 2018-09-28 | 44.68% | 15.84% | 1.249x |
| 88 | 2013-10-31 … 2018-10-31 | 34.74% | 12.89% | 1.194x |
| 89 | 2013-11-29 … 2018-10-31 | 34.79% | 12.60% | 1.197x |
| 90 | 2013-12-31 … 2018-12-31 | 33.13% | 9.93% | 1.211x |
| 91 | 2014-01-31 … 2019-01-31 | 33.47% | 12.37% | 1.188x |
| 92 | 2014-02-28 … 2019-02-28 | 31.10% | 12.38% | 1.167x |
| 93 | 2014-03-31 … 2019-03-29 | 33.10% | 12.76% | 1.180x |
| 94 | 2014-04-30 … 2019-04-30 | 34.76% | 13.73% | 1.185x |
| 95 | 2014-05-30 … 2019-04-30 | 34.72% | 13.54% | 1.187x |
| 96 | 2014-06-30 … 2019-06-28 | 36.60% | 12.81% | 1.211x |
| 97 | 2014-07-31 … 2019-07-31 | 38.21% | 13.30% | 1.220x |
| 98 | 2014-08-29 … 2019-07-31 | 37.80% | 12.80% | 1.222x |
| 99 | 2014-09-30 … 2019-09-30 | 39.92% | 12.70% | 1.241x |
| 100 | 2014-10-31 … 2019-10-31 | 39.66% | 12.91% | 1.237x |
| 101 | 2014-11-28 … 2019-10-31 | 39.58% | 12.60% | 1.240x |
| 102 | 2014-12-31 … 2019-12-31 | 41.92% | 14.16% | 1.243x |
| 103 | 2015-01-30 … 2019-12-31 | 41.78% | 14.85% | 1.234x |
| 104 | 2015-02-27 … 2020-01-31 | 40.48% | 14.04% | 1.232x |
| 105 | 2015-03-31 … 2020-03-31 | 39.10% | 8.56% | 1.281x |
| 106 | 2015-04-30 … 2020-04-30 | 41.17% | 11.65% | 1.264x |
| 107 | 2015-05-29 … 2020-05-29 | 40.95% | 12.61% | 1.252x |
| 108 | 2015-06-30 … 2020-06-30 | 40.80% | 13.64% | 1.239x |
| 109 | 2015-07-31 … 2020-07-31 | 42.64% | 14.60% | 1.245x |
| 110 | 2015-08-31 … 2020-08-31 | 48.03% | 18.07% | 1.254x |
| 111 | 2015-09-30 … 2020-09-30 | 46.90% | 17.05% | 1.255x |
| 112 | 2015-10-30 … 2020-10-30 | 44.10% | 14.60% | 1.257x |
| 113 | 2015-11-30 … 2020-11-30 | 53.97% | 17.43% | 1.311x |
| 114 | 2015-12-31 … 2020-12-31 | 55.69% | 18.65% | 1.312x |
| 115 | 2016-01-29 … 2021-01-29 | 90.47% | 19.26% | 1.597x |
| 116 | 2016-02-29 … 2021-02-26 | 85.42% | 19.79% | 1.548x |
| 117 | 2016-03-31 … 2021-03-31 | 87.15% | 19.42% | 1.567x |
| 118 | 2016-04-29 … 2021-03-31 | 88.81% | 19.66% | 1.578x |
| 119 | 2016-05-31 … 2021-05-28 | 85.73% | 20.42% | 1.542x |
| 120 | 2016-06-30 … 2021-06-30 | 84.35% | 21.06% | 1.523x |
| 121 | 2016-07-29 … 2021-06-30 | 82.02% | 20.63% | 1.509x |
| 122 | 2016-08-31 … 2021-08-31 | 83.89% | 21.75% | 1.510x |
| 123 | 2016-09-30 … 2021-09-30 | 79.21% | 20.22% | 1.491x |
| 124 | 2016-10-31 … 2021-10-29 | 84.82% | 22.50% | 1.509x |
| 125 | 2016-11-30 … 2021-11-30 | 83.14% | 21.87% | 1.503x |
| 126 | 2016-12-30 … 2021-11-30 | 84.05% | 21.75% | 1.512x |
| 127 | 2017-01-31 … 2022-01-31 | 72.27% | 20.17% | 1.434x |
| 128 | 2017-02-28 … 2022-02-28 | 71.31% | 18.51% | 1.445x |
| 129 | 2017-03-31 … 2022-03-31 | 74.67% | 19.46% | 1.462x |
| 130 | 2017-04-28 … 2022-03-31 | 76.35% | 19.46% | 1.476x |
| 131 | 2017-05-31 … 2022-05-31 | 72.56% | 15.59% | 1.493x |
| 132 | 2017-06-30 … 2022-06-30 | 71.77% | 13.08% | 1.519x |
| 133 | 2017-07-31 … 2022-07-29 | 70.46% | 15.16% | 1.480x |
| 134 | 2017-08-31 … 2022-08-31 | 67.13% | 13.72% | 1.470x |
| 135 | 2017-09-29 … 2022-08-31 | 66.81% | 13.56% | 1.469x |
| 136 | 2017-10-31 … 2022-10-31 | 60.99% | 11.86% | 1.439x |
| 137 | 2017-11-30 … 2022-11-30 | 60.50% | 12.52% | 1.426x |
| 138 | 2017-12-29 … 2022-11-30 | 61.60% | 12.46% | 1.437x |
| 139 | 2018-01-31 … 2023-01-31 | 57.58% | 11.01% | 1.420x |
| 140 | 2018-02-28 … 2023-02-28 | 53.14% | 11.03% | 1.379x |
| 141 | 2018-03-29 … 2023-02-28 | 53.07% | 11.72% | 1.370x |
| 142 | 2018-04-30 … 2023-04-28 | 50.93% | 13.01% | 1.336x |
| 143 | 2018-05-31 … 2023-05-31 | 54.36% | 12.95% | 1.367x |
| 144 | 2018-06-29 … 2023-05-31 | 53.53% | 13.01% | 1.359x |
| 145 | 2018-07-31 … 2023-07-31 | 59.11% | 14.67% | 1.388x |
| 146 | 2018-08-31 … 2023-08-31 | 55.68% | 13.51% | 1.372x |
| 147 | 2018-09-28 … 2023-08-31 | 55.37% | 13.56% | 1.368x |
| 148 | 2018-10-31 … 2023-10-31 | 55.61% | 12.60% | 1.382x |
| 149 | 2018-11-30 … 2023-11-30 | 57.26% | 14.58% | 1.372x |
| 150 | 2018-12-31 … 2023-12-29 | 64.18% | 17.26% | 1.400x |
| 151 | 2019-01-31 … 2024-01-31 | 64.39% | 16.27% | 1.414x |
| 152 | 2019-02-28 … 2024-01-31 | 64.32% | 15.94% | 1.417x |
| 153 | 2019-03-29 … 2024-03-28 | 75.00% | 17.50% | 1.489x |
| 154 | 2019-04-30 … 2024-04-30 | 72.02% | 15.50% | 1.489x |
| 155 | 2019-05-31 … 2024-05-31 | 74.15% | 18.12% | 1.474x |
| 156 | 2019-06-28 … 2024-06-28 | 72.39% | 17.99% | 1.461x |
| 157 | 2019-07-31 … 2024-07-31 | 68.00% | 17.70% | 1.427x |
| 158 | 2019-08-30 … 2024-08-30 | 67.77% | 18.41% | 1.417x |
| 159 | 2019-09-30 … 2024-09-30 | 70.98% | 18.65% | 1.441x |
| 160 | 2019-10-31 … 2024-10-31 | 72.47% | 17.87% | 1.463x |
| 161 | 2019-11-29 … 2024-11-29 | 77.84% | 18.64% | 1.499x |
| 162 | 2019-12-31 … 2024-12-31 | 71.42% | 17.62% | 1.457x |
| 163 | 2020-01-31 … 2025-01-31 | 77.49% | 18.07% | 1.503x |
| 164 | 2020-02-28 … 2025-02-28 | 74.29% | 19.00% | 1.465x |
| 165 | 2020-03-31 … 2025-03-31 | 71.28% | 19.24% | 1.436x |
| 166 | 2020-04-30 … 2025-04-30 | 68.69% | 16.49% | 1.448x |
| 167 | 2020-05-29 … 2025-04-30 | 68.15% | 15.80% | 1.452x |
| 168 | 2020-06-30 … 2025-06-30 | 65.96% | 18.19% | 1.404x |
| 169 | 2020-07-31 … 2025-07-31 | 64.57% | 17.87% | 1.396x |
| 170 | 2020-08-31 … 2025-08-29 | 63.21% | 16.69% | 1.399x |
| 171 | 2020-09-30 … 2025-09-30 | 68.86% | 18.57% | 1.424x |
| 172 | 2020-10-30 … 2025-09-30 | 71.50% | 19.43% | 1.436x |
| 173 | 2020-11-30 … 2025-11-28 | 62.71% | 17.77% | 1.382x |
| 174 | 2020-12-31 … 2025-12-31 | 65.31% | 16.92% | 1.414x |
| 175 | 2021-01-29 … 2025-12-31 | 42.91% | 17.20% | 1.219x |
| 176 | 2021-02-26 … 2026-01-30 | 50.54% | 17.04% | 1.286x |
| 177 | 2021-03-31 … 2026-03-31 | 48.32% | 14.07% | 1.300x |
| 178 | 2021-04-30 … 2026-04-30 | 49.19% | 16.03% | 1.286x |
| 179 | 2021-05-28 … 2026-04-30 | 49.37% | 16.22% | 1.285x |
Notes
mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1090.
Lesson notes
exploit/regime-momentum-quality-value: relative_return 1.2963x (delta -0.1294 vs exp_758); win-rate 100.0%, worst-window 1.064785, dispersion 19.3973%.
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 | MAY | MNST | ILMN | AKAM | ATI | ADM | EME | SLG | LVS | GRMN | AT | NUE | DECK | STLD | FIX |
| 2006-09-29 | MAY | ILMN | AKAM | MNST | LVS | BKNG | AT | AAL | EME | TEX | ATI | DECK | DLR | ADM | IVZ |
| 2006-10-31 | MAY | AKAM | DECK | BKNG | AT | ILMN | MNST | ALGN | ATI | BMET | LVS | INCLF | ALB | MRK | GRMN |
| 2006-11-30 | MAY | ICE | ILMN | AKAM | DECK | ATI | ALGN | AT | MTW | NVDA | REGN | UAA | MA | ALB | BMET |
| 2006-12-29 | MAY | ICE | ALGN | AT | NVDA | ILMN | AKAM | MA | BMET | ATI | DECK | MTW | CF | ALB | WST |
| 2007-01-31 | MAY | ICE | ALGN | MA | AT | GT | AKAM | MGM | BMET | WYNN | CF | BKNG | KMX | LVS | EOP |
| 2007-02-28 | MAY | ALGN | ICE | CF | MGM | ATI | GT | MA | DECK | BKNG | ALB | DLX | EOP | AKAM | TPL |
| 2007-03-30 | MAY | CF | GT | DLX | ICE | MGM | ATI | CE | ANDV | STLD | MOS | TEX | OI | CLF | BKNG |
| 2007-04-30 | MAY | GT | CF | ANDV | OI | ALGN | DLX | MOS | CLF | INCY | NRG | BKNG | ON | MLM | ICE |
| 2007-05-31 | MAY | GT | FSLR | ALGN | CF | CLF | DLX | OI | ANDV | MA | AMZN | DECK | MOS | ON | ICE |
| 2007-06-29 | MAY | CF | FSLR | KMG | ALGN | MA | GT | MOS | OI | DLX | DECK | CLF | AMZN | AL | ANDV |
| 2007-07-31 | MAY | FSLR | KMG | CF | AMZN | ALGN | AL | MA | MOS | AXON | OI | DECK | ISRG | JEC | NOV |
| 2007-08-31 | ALGN | CF | KMG | AMZN | AL | ISRG | OI | MOS | GME | CMI | MA | AXON | GRMN | DECK | NOV |
| 2007-09-28 | CF | KMG | AMZN | MOS | GRMN | AL | MPWR | OI | NOV | CMG | ISRG | AXON | GME | BKNG | CMI |
| 2007-10-31 | CF | MOS | ISRG | AL | CMG | FSLR | GRMN | NOV | MPWR | GME | BBBY | DECK | KMG | AAPL | OI |
| 2007-11-30 | FSLR | CF | ISRG | MOS | BKNG | DECK | CMG | GRMN | AL | BBBY | JEC | GME | NOV | AAPL | OI |
| 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 | KMB | WMT | ABT | LMT | PRGO | SO |
| 2008-03-31 | MAY | CVG | MEE | PG | JNJ | CL | CHD | KO | KMB | SWN | HRL | MO | AFL | ESV | WMT |
| 2008-04-30 | MAY | CVG | MEE | JNJ | ESV | CHD | PG | SWN | KO | WMT | WEC | KMB | AWK | GD | BRK-B |
| 2008-05-30 | MOS | FSLR | CF | MEE | CLF | MA | ESV | SWN | ILMN | HP | BTUUQ | CNX | RRC | BKNG | CTRA |
| 2008-06-30 | SW | MEE | MAY | ESV | TTWO | SWN | JNJ | BAX | BTUUQ | FMC | BCR | MKC | CHD | FE | SO |
| 2008-07-31 | SWN | ESV | BCR | MAY | MEE | DF | BTUUQ | APOL | ATGE | CELG | EW | FDO | FI | HRS | JNJ |
| 2008-08-29 | SWN | BCR | ESV | CLF | DF | MOS | CF | MEE | FSLR | APOL | ATGE | CELG | FDO | FI | BTUUQ |
| 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 | BCR | ABT | DF | MKC | ED | LDOS | CAG | BAX | TECH |
| 2008-11-28 | GIS | CHD | CLX | DLTR | ABT | WMT | SWN | MCD | KR | ED | CPB | CASY | LDOS | LH | SJM |
| 2008-12-31 | DLTR | LDOS | CHD | ABT | GIS | MCD | CLX | KR | ED | WMT | AON | AJG | BMY | LH | HSY |
| 2009-01-30 | MCD | ED | LDOS | ABT | EW | GIS | AMGN | DLTR | CHD | HET | GILD | WEC | SWN | HSY | AJG |
| 2009-02-27 | HET | ED | LDOS | EW | PCG | XEL | WEC | MCD | AMGN | ABT | GIS | JNJ | CHD | HSY | MKC |
| 2009-03-31 | AZO | HET | ED | EW | PCG | XEL | CHD | MCD | WEC | LDOS | NFLX | DLTR | CPB | VTRS | JNJ |
| 2009-04-30 | AZO | NFLX | HET | ED | MNST | XEL | BR | CLX | PCG | CHD | MCD | SNPS | ROST | NEE | WEC |
| 2009-05-29 | ORLY | AZO | HRL | DLTR | BKNG | HET | DGX | ROST | MCD | IBM | EW | ED | JNJ | NEE | PCG |
| 2009-06-30 | CAR | F | PALM | AN | BLDR | NFLX | ORLY | FHN | DXCM | DDS | ASH | WDC | THC | MBI | MKTX |
| 2009-07-31 | CAR | F | BLDR | AN | PALM | ASH | SWKS | FITB | ORLY | STX | CMG | THC | ULTA | DDS | NFLX |
| 2009-08-31 | CAR | F | PALM | GNW | AN | ASH | BLDR | MU | UIS | BKNG | SSP | NFLX | CMG | FITB | WBD |
| 2009-09-30 | CAR | PALM | GNW | SW | BKNG | MTG | SSP | ASH | UIS | THC | SNDK | MU | WBD | F | SANM |
| 2009-10-30 | CAR | GNW | SW | SSP | PALM | KMG | HIG | BC | BKNG | GGP | INCY | SNDK | UIS | DDS | F |
| 2009-11-30 | CAR | GNW | KMG | SSP | UIS | GGP | BC | SW | DDS | INCY | SNDK | WFM | LULU | STX | WLL |
| 2009-12-31 | CAR | SANM | GGP | SSP | UAL | UIS | BC | AMD | DDS | LULU | LPX | INCY | SW | KMG | WFM |
| 2010-01-29 | CAR | SANM | UAL | GNW | GGP | AMD | SW | UIS | INCY | RCL | SSP | LULU | F | DDS | THC |
| 2010-02-26 | CAR | SANM | GNW | UAL | CLF | GGP | UIS | ACS | AAL | F | LYV | AMD | ASH | INCY | SMCI |
| 2010-03-31 | SANM | GNW | CAR | INCY | UAL | CLF | LYV | GGP | SMCI | F | UIS | MTG | MAC | LULU | VIAV |
| 2010-04-30 | UAL | SANM | GNW | INCY | MTG | CAR | LYV | ETFC | GGP | SSP | VIAV | WLL | DDS | BC | VSTNQ |
| 2010-05-28 | UAL | ETFC | SSP | SANM | BC | AAL | MTG | INCY | VSTNQ | NFLX | WLL | GGP | DDS | LULU | LYV |
| 2010-06-30 | ETFC | UST | CVG | CPB | DLTR | KMB | SO | CLX | COR | AZO | PG | MCD | HRL | ED | GIS |
| 2010-07-30 | SW | ETFC | CVG | UST | AZO | KMB | SO | CASY | HRL | CPB | DLTR | CLX | MO | ED | LUMN |
| 2010-08-31 | CPQ | ETFC | AZO | CVG | LUMN | CASY | MCD | UST | SO | MO | CPB | CCU | KMB | CLX | ERIE |
| 2010-09-30 | ETFC | NFLX | FFIV | AKAM | NTAP | LVS | VSTNQ | CCU | BKNG | UAL | IPGP | CMI | CMG | VRTS | BBWI |
| 2010-10-29 | ETFC | NFLX | AAL | UAL | LVS | NTAP | FFIV | BKNG | CMG | INCY | WLL | VRTS | EC | AKAM | ACAS |
| 2010-11-30 | ETFC | LVS | UAL | NFLX | VRTS | FFIV | CMG | MBI | BKNG | AAL | FTNT | BBWI | ACAS | URI | WLL |
| 2010-12-31 | ETFC | VRTS | LVS | NFLX | URI | MBI | ACAS | FFIV | BKNG | WLL | CMG | RCL | ANF | IPGP | BBWI |
| 2011-01-31 | MAY | ETFC | ACAS | URI | LVS | VRTS | WLL | NFLX | IPGP | LULU | HON | BBWI | MRVL | SWKS | DDS |
| 2011-02-28 | MAY | ETFC | URI | LULU | IPGP | HON | ACAS | VRTS | NFLX | LVS | MRO | VIAV | DDS | NXPI | MRVL |
| 2011-03-31 | MAY | IPGP | ETFC | URI | WYNN | VRTS | LULU | NXPI | FTNT | ANDV | ECHO | BBWI | MRVL | NOV | ACAS |
| 2011-04-29 | MAY | IPGP | ETFC | LULU | WYNN | MU | ANDV | FTNT | NXPI | URI | ULTA | VRTS | ACAS | REGN | ECHO |
| 2011-05-31 | MAY | IPGP | ETFC | EP | LULU | FTNT | NXPI | REGN | MU | KLAC | ABMD | ACAS | BKNG | GMCR | WCG |
| 2011-06-30 | MAY | IPGP | FTNT | EP | REGN | ULTA | ETFC | LULU | VRTS | ABMD | WCG | BKNG | COG | ANF | KLAC |
| 2011-07-29 | MAY | IPGP | LULU | ULTA | CTRA | EP | VRTS | REGN | COG | WCG | ANF | ABMD | DPZ | BIIB | DDS |
| 2011-08-31 | MCD | SO | UST | AZO | KMB | PG | GIS | ED | CAG | K | D | DUK | MDLZ | CL | HSY |
| 2011-09-30 | SO | UST | KMB | MCD | AZO | DUK | ED | D | PG | GIS | MO | K | HSY | CVG | VZ |
| 2011-10-31 | SO | CVG | MCD | UST | AZO | D | DUK | ED | KMB | MO | BMY | PG | AEP | DLTR | VZ |
| 2011-11-30 | V | MCD | ED | MO | SO | D | AEP | DLTR | MA | DUK | BMY | UST | AZO | AMT | MSFT |
| 2011-12-30 | V | MCD | MO | SO | ED | BMY | D | MA | AEP | ISRG | DLTR | AMT | UST | ABT | DUK |
| 2012-01-31 | GNRC | REGN | COG | WCG | DPZ | VZ | URI | TIN | MNST | FAST | EP | DG | DLTR | TYL | STX |
| 2012-02-29 | STX | URI | REGN | WCG | COG | DPZ | MOH | HFC | ULTA | FAST | TYL | MNST | ADS | ABMD | CNC |
| 2012-03-30 | STX | BLDR | REGN | URI | DPZ | MOH | HFC | CF | EOG | PHM | LYB | AAPL | WCG | EQIX | MNST |
| 2012-04-30 | REGN | BLDR | URI | STX | AAPL | EQIX | MNST | DPZ | LEN | PHM | EC | FICO | BKNG | M | ULTA |
| 2012-05-31 | BLDR | REGN | AAL | STX | AAPL | MNST | EQIX | LULU | EC | VRTX | ORLY | TJX | ROST | BKNG | GPS |
| 2012-06-29 | AAL | BLDR | REGN | EQIX | AAPL | MNST | STX | SHW | LEN | DHI | PHM | GPS | VRTX | SWKS | TJX |
| 2012-07-31 | LEN | STX | BLDR | AAL | REGN | EQIX | SHW | PHM | GPS | MNST | AAPL | EXPE | ALGN | ROST | DHI |
| 2012-08-31 | DHI | STX | PHM | LEN | REGN | AAL | GPS | BLDR | LPX | EQIX | SHW | ALGN | URI | ROST | STZ |
| 2012-09-28 | PHM | DHI | STX | BLDR | LEN | LPX | ANDV | KBH | GPS | REGN | ALGN | BBBY | EXPE | EQIX | LYB |
| 2012-10-31 | PHM | DHI | BLDR | BBBY | KBH | LEN | LPX | GNRC | REGN | WHR | ANDV | STZ | LYB | AXON | EQIX |
| 2012-11-30 | PHM | BLDR | BBBY | KBH | LPX | STZ | LEN | WHR | DHI | ANDV | GNRC | REGN | MPC | ALL | GILD |
| 2012-12-31 | REGN | PHM | BBBY | LPX | WHR | SW | KBH | ANDV | GNRC | BLDR | AXON | TEX | DXC | EXPE | DDS |
| 2013-01-31 | PHM | LPX | KBH | BLDR | NFLX | THC | BBBY | WHR | OMX | ANDV | SW | LEN | AXON | VRTS | DXC |
| 2013-02-28 | NFLX | OMX | VRTS | LPX | APO | THC | PHM | GNRC | MTG | MPC | KBH | SW | AXON | BBBY | BLDR |
| 2013-03-28 | NFLX | OMX | KKR | VRTS | MTG | LPX | THC | FMCC | FNMA | KBH | MPC | CPAY | CAR | ANDV | CTRA |
| 2013-04-30 | OMX | FNMA | FMCC | NFLX | KKR | MTG | VRTS | THC | APO | CAR | ANDV | KBH | HRB | CPAY | MPC |
| 2013-05-31 | FNMA | FMCC | OMX | NFLX | FSLR | MTG | KKR | BBBY | VRTS | KBH | TSLA | APO | THC | STZ | SVU |
| 2013-06-28 | FNMA | FMCC | OMX | TSLA | BBBY | KKR | NFLX | FSLR | MTG | MU | SVU | BBY | VRTS | FL | CPAY |
| 2013-07-31 | FNMA | FMCC | OMX | TSLA | BBBY | MTG | KKR | GME | SVU | FSLR | NFLX | MU | EA | GILD | CPAY |
| 2013-08-30 | OMX | FNMA | TSLA | FMCC | MTG | BBBY | SVU | GME | BBY | FL | DAL | NFLX | TRIP | MU | FSLR |
| 2013-09-30 | OMX | TSLA | FNMA | FMCC | MTG | BBBY | NFLX | SVU | META | MU | AXON | GME | BBY | FL | NXPI |
| 2013-10-31 | OMX | TSLA | FNMA | FMCC | MTG | MU | FANG | NXPI | META | AXON | INCY | BBY | DAL | DXCM | FL |
| 2013-11-29 | OMX | FNMA | FMCC | INCY | NFLX | MU | MTG | TSLA | META | AXON | BBY | DAL | BX | FL | FANG |
| 2013-12-31 | FNMA | FMCC | INCY | NFLX | META | BX | MU | KATE | TSLA | AXON | FL | BBY | PHM | FANG | RRD |
| 2014-01-31 | FNMA | FMCC | INCY | TKO | MU | ILMN | DXCM | TSLA | PHM | BX | NFLX | AXON | KATE | META | AAL |
| 2014-02-28 | FMCC | FNMA | TKO | ILMN | TSLA | AAL | PHM | INCY | BX | MU | FRX | DXCM | META | WYNN | DAL |
| 2014-03-31 | FMCC | FNMA | TKO | TSLA | RCL | ILMN | AAL | FRX | DAL | FSLR | FANG | DXCM | URI | INCY | CAR |
| 2014-04-30 | FMCC | FNMA | TKO | TSLA | FRX | RCL | MU | DAL | AAL | FANG | CAR | ILMN | URI | MTW | SWKS |
| 2014-05-30 | META | FMCC | FRX | DAL | TSLA | AAL | FANG | FNMA | ILMN | MU | SWKS | URI | TPL | NXPI | AVGO |
| 2014-06-30 | META | FMCC | FNMA | AAL | FANG | FRX | DAL | ILMN | SWKS | NBR | TPL | MU | NFX | URI | WLL |
| 2014-07-31 | META | FANG | FMCC | SWKS | TPL | MU | FNMA | NBR | FRX | NFX | TRGP | CAR | DAL | URI | SMCI |
| 2014-08-29 | FMCC | LUV | SWKS | FNMA | MU | CAR | TPL | ENPH | NFX | DAL | MMI | TRGP | URI | LRCX | RCL |
| 2014-09-30 | ENPH | SWKS | TPL | LUV | SMCI | GILD | RCL | MU | TRGP | NXPI | PANW | CAR | LRCX | URI | META |
| 2014-10-31 | MMI | PANW | ENPH | SMCI | SWKS | LUV | RCL | MU | TPL | GILD | ILMN | MNST | AVGO | META | LRCX |
| 2014-11-28 | PANW | MMI | SWKS | LUV | PAYC | SMCI | EW | RCL | MNST | NXPI | LRCX | META | AVGO | ILMN | GMCR |
| 2014-12-31 | SWKS | LUV | SBUX | PANW | AXON | EW | ENPH | MMI | SMCI | UAL | RCL | MNST | EA | PAYC | CNC |
| 2015-01-30 | SWKS | AXON | SBUX | LUV | PANW | MNST | EA | PAYC | MMI | EW | CNC | KR | BBWI | ALK | SMCI |
| 2015-02-27 | SBUX | SWKS | PANW | SMCI | EA | CNC | LUV | MNST | MMI | LULU | EW | ANDV | KR | BBWI | PAYC |
| 2015-03-31 | SBUX | SWKS | CNC | EA | INCY | PANW | MNST | AVGO | ANDV | MOH | SMCI | PAYC | HSP | EPAM | MMI |
| 2015-04-30 | SBUX | PAYC | SWKS | PANW | BLDR | KMG | EA | DXCM | HSP | CNC | MNST | INCY | ABMD | AVGO | EPAM |
| 2015-05-29 | SBUX | BLDR | SWKS | AXON | KMG | BTUUQ | PAYC | INCY | CNXT | DXCM | PANW | CZR | NFLX | AVGO | MMI |
| 2015-06-30 | BTUUQ | SWKS | BLDR | PAYC | CNC | SBUX | AXON | PANW | INCY | NFLX | AVGO | CZR | DXCM | ABMD | CI |
| 2015-07-31 | BLDR | BTUUQ | PAYC | SBUX | PANW | CZR | ABMD | DXCM | AXON | CNC | INCY | MMI | EPAM | FIX | MNST |
| 2015-08-31 | V | MA | CVG | GILD | PSA | EBAY | MCO | NVR | GE | MO | CCI | ABMD | SPG | ORLY | CHD |
| 2015-09-30 | PSA | CVG | V | UST | MA | SPG | ED | ACGL | MO | NVR | MCO | CASY | CBOE | CCI | ATO |
| 2015-10-30 | V | CVG | MO | PSA | UST | MA | SPG | ATO | ACGL | ABMD | CCI | ED | CLX | PGR | WM |
| 2015-11-30 | FIX | ABMD | AMZN | CZR | NFLX | TYL | GPN | ATVI | NVDA | AYI | BLDR | GOOGL | CVC | VRSN | LDOS |
| 2015-12-31 | GE | ABMD | V | PSA | MA | GILD | ATVI | MO | JKHY | HRL | GOOGL | CVG | CCI | MCD | AMCR |
| 2016-01-29 | GE | MCD | PSA | V | ABMD | CVG | MO | HRL | KLAC | ISRG | UST | GOOGL | SYY | JKHY | SO |
| 2016-02-29 | GE | SPG | MCD | MO | PSA | KLAC | T | UST | ED | VZ | CPB | V | ISRG | SO | ATO |
| 2016-03-31 | TSN | ABMD | MAT | CZR | EBAY | NVDA | HRL | FSLR | NEM | GE | KLAC | ANF | GDDY | MKTX | GMCR |
| 2016-04-29 | TSN | CNX | ABMD | AMD | EBAY | LITE | NEM | CZR | NVDA | MTW | CLF | EW | WB | EVRG | HRL |
| 2016-05-31 | AMD | CZR | NVDA | CLF | WB | ABMD | MTW | DXC | TSN | EVRG | ULTA | EW | DLR | CNX | META |
| 2016-06-30 | CLF | NVDA | AMD | DXC | OKE | X | CZR | NEM | ABMD | WB | EVRG | AWK | MDR | DLR | CNX |
| 2016-07-29 | CLF | AMD | NVDA | WB | X | NEM | FCX | CNX | DXC | DHR | PAYC | OKE | CZR | MDR | ALB |
| 2016-08-31 | AMD | WB | SPGI | CLF | NVDA | X | DHR | NEM | JOY | WPX | CNX | DXC | MDR | OKE | NAV |
| 2016-09-30 | WB | AMD | X | SPGI | NVDA | CLF | JOY | DHR | WPX | CNX | LITE | NAV | NEM | AMAT | OKE |
| 2016-10-31 | AMD | X | WB | NVDA | SPGI | LITE | CNX | JOY | DXC | WPX | DHR | TPL | NAV | AMAT | MDR |
| 2016-11-30 | AMD | X | CLF | WB | NVDA | SPGI | TPL | CNX | DHR | LITE | WPX | FMCC | JOY | NAV | WOR |
| 2016-12-30 | CLF | X | NVDA | AMD | FMCC | FNMA | TPL | SPGI | WB | UIS | WPX | NBR | NAV | JOY | SLM |
| 2017-01-31 | AMD | NVDA | X | FMCC | CLF | FNMA | TPL | NBR | TRGP | SPGI | WB | URI | FCX | NAV | WPX |
| 2017-02-28 | AMD | CLF | X | NVDA | SPGI | TPL | FNMA | FMCC | URI | CSX | WB | SLM | NAV | NBR | WDC |
| 2017-03-31 | AMD | CLF | NVDA | X | URI | FMCC | FNMA | SLM | ANET | NAV | CSX | MU | RF | BAC | KMG |
| 2017-04-28 | AMD | NVDA | X | KMG | MU | ANET | SLM | FMCC | CSX | NAV | AMAT | FNMA | IDXX | DXC | SSP |
| 2017-05-31 | KMG | NVDA | AMD | XYZ | KHC | X | ANET | MU | TTD | WB | CSX | LRCX | NAV | IDXX | ALGN |
| 2017-06-30 | NVDA | XYZ | WB | ANET | LITE | CSX | KHC | TTWO | VRTX | ALGN | VEEV | ADSK | AMAT | TTD | LRCX |
| 2017-07-31 | XYZ | NVDA | ANET | ALGN | WB | LITE | MU | VRTX | TTWO | KHC | PAYC | TTD | VEEV | LRCX | SEDG |
| 2017-08-31 | NVDA | WB | XYZ | TTWO | ALGN | VRTX | NRG | MU | ANET | SEDG | BA | LRCX | IPGP | TPL | FMC |
| 2017-09-29 | NVDA | WB | TTWO | XYZ | IPGP | SEDG | MU | ALGN | TTD | ANET | NRG | BA | LRCX | MTW | BBBY |
| 2017-10-31 | BBBY | NVDA | XYZ | SEDG | TTD | TTWO | ALGN | MU | WB | NRG | MTW | ANET | IPGP | LRCX | NVR |
| 2017-11-30 | BBBY | ENPH | XYZ | SEDG | ALGN | NRG | ANET | IPGP | MCHP | NVDA | TTWO | MU | NVR | PODD | MTW |
| 2017-12-29 | BBBY | ENPH | SEDG | ANET | XYZ | WB | ALGN | NCC | NRG | MCHP | TWTR | IPGP | TTWO | FSLR | FTNT |
| 2018-01-31 | BBBY | ANET | NKTR | SEDG | XYZ | ENPH | ALGN | MCHP | TWTR | CZR | WB | PENN | MTCH | EC | FTNT |
| 2018-02-28 | NKTR | BBBY | ENPH | XYZ | SEDG | EC | MAY | ANET | MTCH | ALGN | NVDA | FTNT | TWTR | MCHP | WB |
| 2018-03-29 | NKTR | ENPH | NCC | SEDG | MAY | BBBY | MTCH | XYZ | EC | ETSY | FSLR | NFLX | NXPI | TWTR | ANET |
| 2018-04-30 | NKTR | CCI | V | MA | HET | KDP | SPG | YUM | EXR | PSA | BKNG | TWTR | CDAY | EL | MCO |
| 2018-05-31 | NKTR | ENPH | AXON | EC | THC | HET | CVNA | ETSY | SEDG | TKO | MU | MRVL | NFLX | TPL | MTCH |
| 2018-06-29 | ENPH | NKTR | TKO | HET | AXON | MU | NFLX | ETSY | THC | XYZ | TTD | CVNA | SEDG | TPL | EC |
| 2018-07-31 | ENPH | HET | TKO | AXON | ETSY | CVNA | THC | NKTR | SEDG | TTD | M | XYZ | MU | ABMD | SVU |
| 2018-08-31 | ENPH | HET | CVNA | TKO | AXON | TTD | ETSY | XYZ | DXCM | SVU | LULU | THC | ABMD | AMD | MOH |
| 2018-09-28 | HET | CVNA | TKO | TTD | AMD | XYZ | DXCM | ETSY | AXON | LULU | UIS | ABMD | FTNT | MOH | SVU |
| 2018-10-31 | CCI | HET | EXR | DXCM | SPG | MKC | ABMD | EVHC | TKO | YUM | KDP | TJX | HCA | V | MRK |
| 2018-11-30 | CCI | HET | EXR | MKC | MRK | SPG | KMG | ESRX | KDP | YUM | HCA | O | MCD | KO | LLY |
| 2018-12-31 | CCI | HET | EXR | AET | UST | MRK | YUM | MKC | KDP | MCD | ESRX | VRT | CME | KO | EXC |
| 2019-01-31 | CCI | HET | EXR | UST | RHT | O | YUM | SPG | MCD | ERIE | EXC | DOC | CNP | DUK | PG |
| 2019-02-28 | HET | ENPH | EOG | TTD | ETSY | FNMA | FMCC | RHT | CCI | DXCM | CIEN | SSP | ERIE | XLNX | CMG |
| 2019-03-29 | HET | TTD | FNMA | ENPH | FMCC | CCI | ETSY | RHT | CMG | JNJ | FTNT | AVGO | CDNS | ERIE | SSP |
| 2019-04-30 | HET | TTD | ENPH | CVNA | FMCC | FNMA | CCI | ETSY | AMD | AVP | SNPS | ANF | VEEV | CDNS | PAYC |
| 2019-05-31 | CCI | EXR | HET | ERIE | VRT | SAF | HSY | UST | MDLZ | PEP | SO | WRB | SBUX | ECL | YUM |
| 2019-06-28 | HET | ENPH | FNMA | FMCC | AVP | TTD | CCI | ERIE | VEEV | SNPS | PAYC | AMD | MTCH | CVNA | XRX |
| 2019-07-31 | HET | ENPH | TTD | AVP | CCI | VEEV | ERIE | PAYC | MTCH | CVNA | MKTX | CDNS | FICO | BALL | SBUX |
| 2019-08-30 | HET | ENPH | AVP | CCI | SEDG | MKTX | BALL | MTCH | SBUX | CVNA | SBAC | HSY | PODD | NCC | ERIE |
| 2019-09-30 | HET | ENPH | SEDG | CSCO | AVP | NCC | CCI | PODD | MKTX | FNMA | FMCC | GNRC | TER | BLDR | BALL |
| 2019-10-31 | HET | ENPH | AVP | SEDG | CSCO | CCI | PODD | FNMA | GNRC | FMCC | BLDR | KLAC | KBH | LRCX | TER |
| 2019-11-29 | HET | ENPH | AVP | CSCO | BLDR | NCC | GNRC | SEDG | CVNA | PODD | LITE | KLAC | CCI | DXCM | LRCX |
| 2019-12-31 | HET | ENPH | XRX | CVNA | THC | AVP | BLDR | QRVO | SEDG | MCHP | CCI | PODD | LRCX | KLAC | TER |
| 2020-01-31 | HET | TSLA | ENPH | XRX | PODD | CCI | SEDG | LLY | CVNA | MCHP | AVP | BLDR | GNRC | AAPL | APO |
| 2020-02-28 | HET | CCI | EXR | TE | SAF | UST | TYL | JNJ | DGX | PEP | KMB | KO | RMD | FII | LM |
| 2020-03-31 | EXR | CCI | TE | UST | NCC | GEN | AMT | BMY | KR | DXCM | TYL | VZ | REGN | CLX | COST |
| 2020-04-30 | EXR | CCI | UST | TE | GEN | AMT | NCC | REGN | BMY | DXCM | KR | CLX | VZ | AMZN | DG |
| 2020-05-29 | EXR | CCI | TE | UST | GEN | AMT | NCC | REGN | DXCM | CLX | BMY | EBAY | AMZN | WST | BIO |
| 2020-06-30 | CCI | AMT | UST | EXR | TE | EBAY | CLX | DG | TSLA | GIS | REGN | ABBV | K | CNXT | AAPL |
| 2020-07-31 | BBBY | MRNA | TSLA | DXCM | NVDA | SEDG | REGN | ETSY | CVNA | NEM | ENPH | CCI | AMD | WST | PYPL |
| 2020-08-31 | BBBY | TSLA | MRNA | ENPH | AMD | NVDA | ETSY | CVNA | RRC | DXCM | SEDG | AAPL | EQT | XYZ | GNRC |
| 2020-09-30 | BBBY | TSLA | ENPH | PENN | CVNA | TUP | MRNA | SEDG | XYZ | ETSY | AMD | DDOG | NVDA | TTD | CZR |
| 2020-10-30 | BBBY | TSLA | TUP | ENPH | PENN | SEDG | CVNA | XYZ | MRNA | DDOG | BBWI | ETSY | CRWD | TTD | NVDA |
| 2020-11-30 | BBBY | TSLA | TUP | ENPH | GME | MRNA | TTD | NOW | SEDG | XYZ | ETSY | CVNA | PENN | FCX | GNRC |
| 2020-12-31 | TUP | TSLA | BBBY | ENPH | MRNA | GME | PENN | NOW | SEDG | XYZ | TTD | ETSY | CRWD | BBWI | CVNA |
| 2021-01-29 | GME | ENPH | BBBY | TSLA | MRNA | NOW | TUP | ETSY | CRWD | SEDG | CCI | PENN | CVNA | TTD | XYZ |
| 2021-02-26 | GME | TUP | NOW | MRNA | CCI | ENPH | CPRI | VIAC | TPR | DDS | NBR | PENN | BBBY | QEP | WBD |
| 2021-03-31 | GME | TUP | BBBY | NBR | PENN | VIAC | TPL | MRNA | ETSY | KSS | CPRI | CLF | QEP | CAR | ENPH |
| 2021-04-30 | GME | TUP | NBR | VIAC | TPL | CAR | QEP | CRM | BBWI | MRNA | PENN | CLF | COTY | KSS | CPRI |
| 2021-05-28 | GME | DDS | CAR | CRM | TUP | TPL | XEC | MTW | FCX | BBWI | THC | TDC | IVZ | CLF | LPX |
| 2021-06-30 | GME | DDS | ANF | RRC | BBWI | MRNA | CAR | TPL | RRD | TDC | XEC | NAVI | BBBY | BX | NBR |
| 2021-07-30 | GME | DDS | RRD | NUE | MRNA | CAR | BBWI | MBI | BX | MDP | STLD | ANF | NAVI | TPL | TDC |
| 2021-08-31 | GME | DDS | MRNA | RRD | KKR | MDP | CLF | BX | NUE | NAVI | SBNY | XEC | FTNT | ASO | IT |
| 2021-09-30 | GME | MRNA | RRD | KKR | DDS | RRC | MDP | MRO | DVN | CAR | BX | JWN | M | TRGP | IT |
| 2021-10-29 | GME | MRNA | DDS | RRC | KKR | RRD | MRO | DVN | CAR | JWN | MDP | M | MUR | BX | TRGP |
| 2021-11-30 | GME | CAR | DDS | RRD | TSLA | BX | MRNA | NVDA | MDP | DVN | MRO | AMD | JWN | RRC | WFC |
| 2021-12-31 | CAR | GME | RRD | DDS | BLDR | ON | BX | DVN | MRO | TSLA | JWN | NVDA | AMD | WFC | M |
| 2022-01-31 | EXR | RRD | AMT | ABX | ABBV | EXC | HSY | PEP | CCI | MO | MCD | FE | PPL | PLD | SO |
| 2022-02-28 | EXR | RRD | ABX | AMT | ABBV | MCK | EXC | MCD | COR | GD | HSY | CVX | TRGP | MO | NI |
| 2022-03-31 | EXR | AMT | RRD | ABBV | ABX | TRGP | MCK | EXC | CCI | BMY | COR | SRE | NI | ED | FE |
| 2022-04-29 | EXR | AMT | ABX | CCI | BMY | MCK | HSY | SRE | ABBV | EXC | TRGP | KO | ED | WMB | VRTX |
| 2022-05-31 | EXR | AMT | CCI | ABX | FHN | BMY | ED | AMGN | MRK | EXC | WRB | NI | CNP | MCK | AEP |
| 2022-06-30 | EXR | AMT | CCI | ABX | BMY | FHN | AMGN | ED | JNJ | MCK | WRB | D | ATO | ABBV | MRK |
| 2022-07-29 | EXR | AMT | CCI | ABX | AMGN | FHN | BMY | JNJ | MCK | ED | ABBV | MRK | MCD | ATO | LW |
| 2022-08-31 | EXR | AMT | CCI | ABX | MCK | AMGN | FHN | CPB | PEP | GIS | KO | HSY | MCD | LW | K |
| 2022-09-30 | EXR | AMT | CCI | ABX | FHN | HSY | ERIE | MCK | GIS | SJM | K | LW | CPB | GPC | PEP |
| 2022-10-31 | EXR | AMT | CCI | ABX | FHN | TKO | HSY | CI | MCK | LW | SJM | GIS | ERIE | CPB | MRK |
| 2022-11-30 | UCL | FSLR | T | DYN | TPL | SMCI | CF | HES | ODP | FTI | OXY | ERIE | ENPH | CAH | DVN |
| 2022-12-30 | FSLR | SMCI | UCL | FTI | HES | T | TPL | ODP | APA | MPC | OXY | COP | SLB | MUR | HP |
| 2023-01-31 | UCL | T | FSLR | FTI | HES | ODP | STLD | SMCI | TPL | DDS | MPC | ATI | FLR | CEG | AXON |
| 2023-02-28 | UCL | T | FTI | FSLR | HES | SMCI | STLD | ODP | OI | ASO | AXON | FLR | URI | TEX | DYN |
| 2023-03-31 | UCL | SMCI | VLO | FSLR | FTI | OI | MTW | AXON | TEX | HES | PSX | FIX | FICO | STLD | COTY |
| 2023-04-28 | UCL | FSLR | SMCI | META | NVDA | AXON | FICO | VLO | LVS | WYNN | COTY | GE | FTI | PHM | ASO |
| 2023-05-31 | EXR | AMT | CCI | ABX | LW | PHM | MCD | V | HSY | KO | MO | PEP | GIS | WMT | MNST |
| 2023-06-30 | SMCI | CVNA | NVDA | H | RCL | BLDR | VRT | FSLR | PLTR | META | GE | UCL | NFLX | CCL | UBER |
| 2023-07-31 | SMCI | CVNA | H | NVDA | RCL | PLTR | VRT | META | BLDR | CCL | TTD | AVGO | UBER | APP | PHM |
| 2023-08-31 | CVNA | SMCI | UCL | APP | VRT | NVDA | PLTR | ANF | BLDR | RCL | PHM | META | AVGO | LLY | NOW |
| 2023-09-29 | EXR | CCI | V | MO | MA | MRSH | BRK-B | VRSK | MCD | L | JPM | EMR | ROP | NTAP | MEDI |
| 2023-10-31 | EXR | CCI | V | CBOE | AFL | CME | MRSH | CSCO | ROP | L | BRK-B | LIN | VRSK | CVG | RSG |
| 2023-11-30 | CVNA | ANF | VRT | APP | GPS | COIN | SMCI | META | DAL | FNMA | NVDA | FTI | DELL | PLTR | WSM |
| 2023-12-29 | CVNA | COIN | ANF | FNMA | VRT | GPS | APP | FMCC | CRWD | SMCI | NVDA | DAL | PLTR | META | X |
| 2024-01-31 | ANF | FNMA | VRT | CVNA | SMCI | FMCC | CRWD | APP | COIN | NVDA | ANET | DAL | GPS | DELL | ABX |
| 2024-02-29 | SMCI | ANF | ADCT | GE | CVNA | VRT | COIN | FNMA | CRWD | DYN | NVDA | APP | FMCC | META | DELL |
| 2024-03-28 | SMCI | ADCT | CVNA | COIN | GE | ANF | VRT | DYN | FNMA | APP | FMCC | NVDA | GPS | VST | CRWD |
| 2024-04-30 | CVNA | SMCI | ADCT | ANF | DYN | COIN | VRT | GE | APP | NVDA | VST | FNMA | FMCC | WSM | DELL |
| 2024-05-31 | CVNA | ANF | ADCT | SMCI | VRT | VST | FNMA | DYN | FMCC | APP | NVDA | COIN | DELL | HOOD | EME |
| 2024-06-28 | ANF | SMCI | CVNA | VST | DYN | NVDA | VRT | APP | FMCC | DELL | FNMA | GPS | CEG | COIN | HOOD |
| 2024-07-31 | CVNA | ANF | NVDA | VST | DYN | APP | VRT | LU | COIN | LUMN | HOOD | FMCC | DELL | FNMA | THC |
| 2024-08-30 | LUMN | DYN | CVNA | ANF | NVDA | VST | PBI | THC | NRG | GDDY | MMM | PANW | APP | HWM | EXR |
| 2024-09-30 | LUMN | DYN | CVNA | NVDA | APP | VST | PBI | ANF | THC | COHR | PLTR | EXR | CEG | PANW | KKR |
| 2024-10-31 | LUMN | CVNA | APP | DYN | NVDA | VST | COHR | PLTR | ADCT | THC | KKR | FICO | CEG | PBI | EXR |
| 2024-11-29 | LUMN | CVNA | APP | PLTR | WYNN | TPL | VST | HOOD | AXON | FMCC | COHR | FNMA | NVDA | UAL | FICO |
| 2024-12-31 | APP | LUMN | PLTR | FMCC | CVNA | FNMA | VST | WYNN | LB | AXON | UAL | HOOD | TPL | TSLA | VRT |
| 2025-01-31 | APP | FMCC | PLTR | FNMA | CVNA | HOOD | LUMN | VST | WYNN | UAL | AXON | IBKR | ALK | TSLA | TPL |
| 2025-02-28 | FNMA | FMCC | APP | PLTR | HOOD | WYNN | CVNA | UAL | VST | TPL | ALK | TPR | ECHO | PBI | RCL |
| 2025-03-31 | EXR | AMT | CA | VRSN | BRO | FOX | V | MO | EVRG | FOXA | AON | RSG | CME | CAH | MRSH |
| 2025-04-30 | EXR | AMT | CA | CNP | MO | VRSN | CME | ATO | WEC | EVRG | COR | EXC | PNW | DUK | MCK |
| 2025-05-30 | EXR | AMT | CA | PM | CNP | CME | MO | RSG | BUD | CAH | MNST | ATO | VRSN | WEC | MCK |
| 2025-06-30 | FNMA | FMCC | HOOD | PLTR | APP | GILD | GEV | CVNA | NRG | UBER | HWM | CAR | AXON | PBI | LB |
| 2025-07-31 | HOOD | FNMA | PLTR | FMCC | GEV | APP | GILD | CVNA | CAR | NRG | UBER | UCL | TPR | SMCI | FIX |
| 2025-08-29 | HOOD | FNMA | FMCC | PLTR | UCL | APP | GEV | CAR | FIX | ECHO | LITE | CVNA | STX | SSP | SEDG |
| 2025-09-30 | FNMA | FMCC | HOOD | APP | ECHO | PLTR | STX | WDC | LITE | FIX | ADCT | GEV | CIEN | AVGO | CAR |
| 2025-10-31 | FMCC | HOOD | FNMA | ECHO | MU | LITE | APP | WDC | STX | TE | CIEN | SEDG | WBD | ADCT | PLTR |
| 2025-11-28 | ECHO | LITE | HOOD | WDC | MU | TE | STX | CIEN | NKTR | WBD | KSS | SEDG | AVGO | FMCC | LRCX |
| 2025-12-31 | LITE | TE | ECHO | WDC | MU | GILD | CIEN | STX | WBD | NKTR | HOOD | KSS | NEM | FNMA | FIX |
| 2026-01-30 | TE | LITE | ECHO | MU | WDC | GILD | STX | CIEN | WBD | LRCX | ALB | SSP | INTC | NEM | NKTR |
| 2026-02-27 | LITE | TE | WDC | MU | CIEN | STX | GILD | COHR | LRCX | ECHO | FIX | VIAV | TER | WBD | SSP |
| 2026-03-31 | EXR | CCI | AMT | ABI | PCS | CAM | CA | EA | WBD | JNJ | BHF | UST | ATO | FE | DUK |
| 2026-04-30 | LITE | WDC | CIEN | MU | STX | VIAV | COHR | GILD | ECHO | SSP | NBR | TER | FIX | ALB | INTC |
| 2026-05-29 | LITE | MU | WDC | STX | CIEN | VIAV | INTC | ECHO | TE | GILD | DELL | COHR | AMD | TER | GLW |
| 2026-06-26 | MU | WDC | LITE | STX | INTC | CIEN | TE | VIAV | DELL | DD | MRVL | AMD | TER | GLW | COHR |
Scoring script (python)
# Auto-generated (mutate) variant 1090 — regime-momentum-quality-value sweep point.
FORMULA_NAME = "regime-momentum-quality-value (mutate v1090)"
LOGIC_VARIANT_COUNT = 2
NOTES = "mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1090."
BULL = {"momentum_12_1_pct": (0.258, +1), "return_6m_pct": (0.287, +1), "eps_growth_pct": (0.148, +1),
"free_cash_flow_margin_pct": (0.09, +1), "forward_pe": (0.078, -1), "peg": (0.053, -1)}
RISK_OFF = {"realized_vol_3m": (0.339, -1), "free_cash_flow_margin_pct": (0.09, +1),
"operating_margin_pct": (0.10, +1), "forward_pe": (0.078, -1), "peg": (0.053, -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