← All V2 experiments
Relative return
1.286x
Excess vs bench
28.60%
Benchmark
CAPW_UNIV
Rolling windows
179 · monthly
Mean strategy gain
47.18%
Mean benchmark gain
14.08%
Mean excess gain
33.09%
Dispersion (ref)
20.33%
Win-rate vs bench (ref)
100.00%
Worst / best ratio (ref)
1.056x / 1.599x
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 | 37.40% | 13.74% | 1.208x |
| 2016-07-01 … 2021-06-30 | 85.03% | 20.63% | 1.534x |
| 2021-07-01 … 2026-06-26 | 47.19% | 15.48% | 1.275x |
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 | 19.87% | 1.79% | 1.178x |
| 2 | 2006-08-31 … 2011-08-31 | 17.36% | 0.21% | 1.171x |
| 3 | 2006-09-29 … 2011-08-31 | 14.50% | -0.14% | 1.147x |
| 4 | 2006-10-31 … 2011-10-31 | 13.16% | 0.23% | 1.129x |
| 5 | 2006-11-30 … 2011-11-30 | 12.00% | -0.05% | 1.121x |
| 6 | 2006-12-29 … 2011-11-30 | 11.99% | -0.32% | 1.124x |
| 7 | 2007-01-31 … 2012-01-31 | 11.31% | 0.93% | 1.103x |
| 8 | 2007-02-28 … 2012-01-31 | 10.27% | 1.43% | 1.087x |
| 9 | 2007-03-30 … 2012-03-30 | 12.28% | 3.09% | 1.089x |
| 10 | 2007-04-30 … 2012-04-30 | 12.53% | 2.42% | 1.099x |
| 11 | 2007-05-31 … 2012-05-31 | 9.22% | 0.60% | 1.086x |
| 12 | 2007-06-29 … 2012-06-29 | 7.72% | 1.92% | 1.057x |
| 13 | 2007-07-31 … 2012-07-31 | 8.46% | 2.69% | 1.056x |
| 14 | 2007-08-31 … 2012-08-31 | 10.00% | 2.95% | 1.069x |
| 15 | 2007-09-28 … 2012-09-28 | 9.49% | 3.20% | 1.061x |
| 16 | 2007-10-31 … 2012-10-31 | 9.81% | 2.60% | 1.070x |
| 17 | 2007-11-30 … 2012-11-30 | 10.09% | 3.45% | 1.064x |
| 18 | 2007-12-31 … 2012-12-31 | 10.09% | 3.69% | 1.062x |
| 19 | 2008-01-31 … 2013-01-31 | 13.14% | 5.85% | 1.069x |
| 20 | 2008-02-29 … 2013-02-28 | 13.04% | 6.82% | 1.058x |
| 21 | 2008-03-31 … 2013-03-28 | 14.39% | 7.73% | 1.062x |
| 22 | 2008-04-30 … 2013-04-30 | 16.01% | 7.51% | 1.079x |
| 23 | 2008-05-30 … 2013-04-30 | 14.85% | 7.81% | 1.065x |
| 24 | 2008-06-30 … 2013-06-28 | 20.56% | 9.33% | 1.103x |
| 25 | 2008-07-31 … 2013-07-31 | 25.20% | 10.48% | 1.133x |
| 26 | 2008-08-29 … 2013-07-31 | 25.51% | 10.52% | 1.136x |
| 27 | 2008-09-30 … 2013-09-30 | 31.56% | 11.48% | 1.180x |
| 28 | 2008-10-31 … 2013-10-31 | 39.29% | 15.76% | 1.203x |
| 29 | 2008-11-28 … 2013-10-31 | 41.17% | 17.46% | 1.202x |
| 30 | 2008-12-31 … 2013-12-31 | 43.84% | 18.44% | 1.214x |
| 31 | 2009-01-30 … 2013-12-31 | 45.54% | 20.64% | 1.206x |
| 32 | 2009-02-27 … 2014-01-31 | 48.22% | 21.63% | 1.219x |
| 33 | 2009-03-31 … 2014-03-31 | 49.43% | 20.60% | 1.239x |
| 34 | 2009-04-30 … 2014-04-30 | 47.50% | 19.00% | 1.239x |
| 35 | 2009-05-29 … 2014-04-30 | 49.76% | 18.32% | 1.266x |
| 36 | 2009-06-30 … 2014-06-30 | 51.06% | 19.01% | 1.269x |
| 37 | 2009-07-31 … 2014-07-31 | 47.24% | 17.39% | 1.254x |
| 38 | 2009-08-31 … 2014-08-29 | 46.96% | 17.70% | 1.249x |
| 39 | 2009-09-30 … 2014-09-30 | 42.04% | 16.64% | 1.218x |
| 40 | 2009-10-30 … 2014-09-30 | 46.02% | 17.08% | 1.247x |
| 41 | 2009-11-30 … 2014-11-28 | 41.39% | 16.82% | 1.210x |
| 42 | 2009-12-31 … 2014-12-31 | 39.86% | 16.28% | 1.203x |
| 43 | 2010-01-29 … 2014-12-31 | 41.85% | 17.23% | 1.210x |
| 44 | 2010-02-26 … 2015-01-30 | 40.56% | 15.80% | 1.214x |
| 45 | 2010-03-31 … 2015-03-31 | 39.60% | 15.40% | 1.210x |
| 46 | 2010-04-30 … 2015-04-30 | 36.98% | 15.38% | 1.187x |
| 47 | 2010-05-28 … 2015-04-30 | 39.88% | 17.09% | 1.195x |
| 48 | 2010-06-30 … 2015-06-30 | 45.27% | 17.45% | 1.237x |
| 49 | 2010-07-30 … 2015-06-30 | 44.87% | 16.43% | 1.244x |
| 50 | 2010-08-31 … 2015-08-31 | 40.40% | 15.76% | 1.213x |
| 51 | 2010-09-30 … 2015-09-30 | 37.60% | 13.61% | 1.211x |
| 52 | 2010-10-29 … 2015-09-30 | 36.93% | 13.06% | 1.211x |
| 53 | 2010-11-30 … 2015-11-30 | 37.01% | 15.09% | 1.191x |
| 54 | 2010-12-31 … 2015-12-31 | 35.93% | 13.55% | 1.197x |
| 55 | 2011-01-31 … 2016-01-29 | 34.00% | 11.90% | 1.197x |
| 56 | 2011-02-28 … 2016-01-29 | 33.65% | 11.53% | 1.198x |
| 57 | 2011-03-31 … 2016-03-31 | 34.29% | 12.90% | 1.189x |
| 58 | 2011-04-29 … 2016-04-29 | 32.91% | 12.39% | 1.183x |
| 59 | 2011-05-31 … 2016-05-31 | 35.27% | 12.94% | 1.198x |
| 60 | 2011-06-30 … 2016-06-30 | 35.57% | 13.30% | 1.197x |
| 61 | 2011-07-29 … 2016-07-29 | 40.20% | 14.52% | 1.224x |
| 62 | 2011-08-31 … 2016-08-31 | 41.89% | 15.19% | 1.232x |
| 63 | 2011-09-30 … 2016-09-30 | 42.46% | 16.32% | 1.225x |
| 64 | 2011-10-31 … 2016-10-31 | 41.04% | 14.02% | 1.237x |
| 65 | 2011-11-30 … 2016-11-30 | 44.60% | 14.66% | 1.261x |
| 66 | 2011-12-30 … 2016-12-30 | 44.51% | 14.92% | 1.257x |
| 67 | 2012-01-31 … 2017-01-31 | 45.80% | 14.63% | 1.272x |
| 68 | 2012-02-29 … 2017-02-28 | 44.96% | 14.78% | 1.263x |
| 69 | 2012-03-30 … 2017-02-28 | 44.72% | 14.43% | 1.265x |
| 70 | 2012-04-30 … 2017-04-28 | 40.97% | 14.61% | 1.230x |
| 71 | 2012-05-31 … 2017-05-31 | 44.69% | 15.98% | 1.247x |
| 72 | 2012-06-29 … 2017-05-31 | 45.39% | 15.44% | 1.259x |
| 73 | 2012-07-31 … 2017-07-31 | 45.67% | 15.43% | 1.262x |
| 74 | 2012-08-31 … 2017-08-31 | 46.27% | 15.12% | 1.271x |
| 75 | 2012-09-28 … 2017-08-31 | 45.82% | 14.77% | 1.270x |
| 76 | 2012-10-31 … 2017-10-31 | 50.74% | 16.12% | 1.298x |
| 77 | 2012-11-30 … 2017-11-30 | 50.91% | 16.79% | 1.292x |
| 78 | 2012-12-31 … 2017-12-29 | 49.57% | 16.93% | 1.279x |
| 79 | 2013-01-31 … 2018-01-31 | 50.91% | 17.57% | 1.284x |
| 80 | 2013-02-28 … 2018-02-28 | 52.36% | 16.21% | 1.311x |
| 81 | 2013-03-28 … 2018-02-28 | 51.32% | 15.81% | 1.307x |
| 82 | 2013-04-30 … 2018-04-30 | 47.05% | 14.25% | 1.287x |
| 83 | 2013-05-31 … 2018-05-31 | 38.80% | 14.57% | 1.212x |
| 84 | 2013-06-28 … 2018-05-31 | 41.95% | 14.97% | 1.235x |
| 85 | 2013-07-31 … 2018-07-31 | 40.96% | 14.83% | 1.228x |
| 86 | 2013-08-30 … 2018-07-31 | 42.17% | 15.59% | 1.230x |
| 87 | 2013-09-30 … 2018-09-28 | 41.86% | 15.84% | 1.225x |
| 88 | 2013-10-31 … 2018-10-31 | 33.04% | 12.89% | 1.179x |
| 89 | 2013-11-29 … 2018-10-31 | 32.87% | 12.60% | 1.180x |
| 90 | 2013-12-31 … 2018-12-31 | 31.33% | 9.93% | 1.195x |
| 91 | 2014-01-31 … 2019-01-31 | 32.22% | 12.37% | 1.177x |
| 92 | 2014-02-28 … 2019-02-28 | 29.75% | 12.38% | 1.155x |
| 93 | 2014-03-31 … 2019-03-29 | 31.96% | 12.76% | 1.170x |
| 94 | 2014-04-30 … 2019-04-30 | 33.85% | 13.73% | 1.177x |
| 95 | 2014-05-30 … 2019-04-30 | 33.70% | 13.54% | 1.177x |
| 96 | 2014-06-30 … 2019-06-28 | 34.89% | 12.81% | 1.196x |
| 97 | 2014-07-31 … 2019-07-31 | 36.58% | 13.30% | 1.205x |
| 98 | 2014-08-29 … 2019-07-31 | 36.46% | 12.80% | 1.210x |
| 99 | 2014-09-30 … 2019-09-30 | 38.50% | 12.70% | 1.229x |
| 100 | 2014-10-31 … 2019-10-31 | 38.92% | 12.91% | 1.230x |
| 101 | 2014-11-28 … 2019-10-31 | 38.69% | 12.60% | 1.232x |
| 102 | 2014-12-31 … 2019-12-31 | 40.88% | 14.16% | 1.234x |
| 103 | 2015-01-30 … 2019-12-31 | 40.77% | 14.85% | 1.226x |
| 104 | 2015-02-27 … 2020-01-31 | 40.35% | 14.04% | 1.231x |
| 105 | 2015-03-31 … 2020-03-31 | 38.97% | 8.56% | 1.280x |
| 106 | 2015-04-30 … 2020-04-30 | 43.56% | 11.65% | 1.286x |
| 107 | 2015-05-29 … 2020-05-29 | 41.76% | 12.61% | 1.259x |
| 108 | 2015-06-30 … 2020-06-30 | 41.56% | 13.64% | 1.246x |
| 109 | 2015-07-31 … 2020-07-31 | 43.50% | 14.60% | 1.252x |
| 110 | 2015-08-31 … 2020-08-31 | 49.02% | 18.07% | 1.262x |
| 111 | 2015-09-30 … 2020-09-30 | 48.35% | 17.05% | 1.267x |
| 112 | 2015-10-30 … 2020-10-30 | 43.65% | 14.60% | 1.254x |
| 113 | 2015-11-30 … 2020-11-30 | 54.13% | 17.43% | 1.312x |
| 114 | 2015-12-31 … 2020-12-31 | 55.51% | 18.65% | 1.311x |
| 115 | 2016-01-29 … 2021-01-29 | 90.66% | 19.26% | 1.599x |
| 116 | 2016-02-29 … 2021-02-26 | 85.78% | 19.79% | 1.551x |
| 117 | 2016-03-31 … 2021-03-31 | 87.23% | 19.42% | 1.568x |
| 118 | 2016-04-29 … 2021-03-31 | 89.03% | 19.66% | 1.580x |
| 119 | 2016-05-31 … 2021-05-28 | 87.28% | 20.42% | 1.555x |
| 120 | 2016-06-30 … 2021-06-30 | 86.93% | 21.06% | 1.544x |
| 121 | 2016-07-29 … 2021-06-30 | 85.03% | 20.63% | 1.534x |
| 122 | 2016-08-31 … 2021-08-31 | 85.97% | 21.75% | 1.527x |
| 123 | 2016-09-30 … 2021-09-30 | 81.18% | 20.22% | 1.507x |
| 124 | 2016-10-31 … 2021-10-29 | 87.19% | 22.50% | 1.528x |
| 125 | 2016-11-30 … 2021-11-30 | 85.52% | 21.87% | 1.522x |
| 126 | 2016-12-30 … 2021-11-30 | 86.17% | 21.75% | 1.529x |
| 127 | 2017-01-31 … 2022-01-31 | 75.02% | 20.17% | 1.456x |
| 128 | 2017-02-28 … 2022-02-28 | 73.73% | 18.51% | 1.466x |
| 129 | 2017-03-31 … 2022-03-31 | 77.14% | 19.46% | 1.483x |
| 130 | 2017-04-28 … 2022-03-31 | 78.83% | 19.46% | 1.497x |
| 131 | 2017-05-31 … 2022-05-31 | 74.04% | 15.59% | 1.506x |
| 132 | 2017-06-30 … 2022-06-30 | 73.26% | 13.08% | 1.532x |
| 133 | 2017-07-31 … 2022-07-29 | 72.25% | 15.16% | 1.496x |
| 134 | 2017-08-31 … 2022-08-31 | 68.64% | 13.72% | 1.483x |
| 135 | 2017-09-29 … 2022-08-31 | 68.48% | 13.56% | 1.484x |
| 136 | 2017-10-31 … 2022-10-31 | 61.21% | 11.86% | 1.441x |
| 137 | 2017-11-30 … 2022-11-30 | 61.00% | 12.52% | 1.431x |
| 138 | 2017-12-29 … 2022-11-30 | 62.13% | 12.46% | 1.442x |
| 139 | 2018-01-31 … 2023-01-31 | 55.33% | 11.01% | 1.399x |
| 140 | 2018-02-28 … 2023-02-28 | 53.02% | 11.03% | 1.378x |
| 141 | 2018-03-29 … 2023-02-28 | 54.04% | 11.72% | 1.379x |
| 142 | 2018-04-30 … 2023-04-28 | 52.93% | 13.01% | 1.353x |
| 143 | 2018-05-31 … 2023-05-31 | 55.18% | 12.95% | 1.374x |
| 144 | 2018-06-29 … 2023-05-31 | 54.10% | 13.01% | 1.364x |
| 145 | 2018-07-31 … 2023-07-31 | 59.04% | 14.67% | 1.387x |
| 146 | 2018-08-31 … 2023-08-31 | 56.56% | 13.51% | 1.379x |
| 147 | 2018-09-28 … 2023-08-31 | 56.29% | 13.56% | 1.376x |
| 148 | 2018-10-31 … 2023-10-31 | 56.66% | 12.60% | 1.391x |
| 149 | 2018-11-30 … 2023-11-30 | 58.46% | 14.58% | 1.383x |
| 150 | 2018-12-31 … 2023-12-29 | 65.23% | 17.26% | 1.409x |
| 151 | 2019-01-31 … 2024-01-31 | 65.38% | 16.27% | 1.422x |
| 152 | 2019-02-28 … 2024-01-31 | 65.32% | 15.94% | 1.426x |
| 153 | 2019-03-29 … 2024-03-28 | 77.39% | 17.50% | 1.510x |
| 154 | 2019-04-30 … 2024-04-30 | 74.56% | 15.50% | 1.511x |
| 155 | 2019-05-31 … 2024-05-31 | 76.93% | 18.12% | 1.498x |
| 156 | 2019-06-28 … 2024-06-28 | 74.72% | 17.99% | 1.481x |
| 157 | 2019-07-31 … 2024-07-31 | 70.20% | 17.70% | 1.446x |
| 158 | 2019-08-30 … 2024-08-30 | 69.13% | 18.41% | 1.428x |
| 159 | 2019-09-30 … 2024-09-30 | 72.48% | 18.65% | 1.454x |
| 160 | 2019-10-31 … 2024-10-31 | 73.00% | 17.87% | 1.468x |
| 161 | 2019-11-29 … 2024-11-29 | 77.41% | 18.64% | 1.495x |
| 162 | 2019-12-31 … 2024-12-31 | 69.27% | 17.62% | 1.439x |
| 163 | 2020-01-31 … 2025-01-31 | 74.25% | 18.07% | 1.476x |
| 164 | 2020-02-28 … 2025-02-28 | 71.12% | 19.00% | 1.438x |
| 165 | 2020-03-31 … 2025-03-31 | 68.84% | 19.24% | 1.416x |
| 166 | 2020-04-30 … 2025-04-30 | 64.55% | 16.49% | 1.413x |
| 167 | 2020-05-29 … 2025-04-30 | 64.60% | 15.80% | 1.421x |
| 168 | 2020-06-30 … 2025-06-30 | 62.32% | 18.19% | 1.373x |
| 169 | 2020-07-31 … 2025-07-31 | 61.04% | 17.87% | 1.366x |
| 170 | 2020-08-31 … 2025-08-29 | 59.86% | 16.69% | 1.370x |
| 171 | 2020-09-30 … 2025-09-30 | 64.74% | 18.57% | 1.389x |
| 172 | 2020-10-30 … 2025-09-30 | 68.40% | 19.43% | 1.410x |
| 173 | 2020-11-30 … 2025-11-28 | 57.66% | 17.77% | 1.339x |
| 174 | 2020-12-31 … 2025-12-31 | 60.13% | 16.92% | 1.370x |
| 175 | 2021-01-29 … 2025-12-31 | 37.93% | 17.20% | 1.177x |
| 176 | 2021-02-26 … 2026-01-30 | 44.74% | 17.04% | 1.237x |
| 177 | 2021-03-31 … 2026-03-31 | 42.94% | 14.07% | 1.253x |
| 178 | 2021-04-30 … 2026-04-30 | 43.24% | 16.03% | 1.235x |
| 179 | 2021-05-28 … 2026-04-30 | 43.09% | 16.22% | 1.231x |
Notes
mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1091.
Lesson notes
exploit/regime-momentum-quality-value: relative_return 1.2860x (delta -0.1397 vs exp_758); win-rate 100.0%, worst-window 1.056201, dispersion 20.3323%.
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 | JNJ | CPQ | KO | BRK-B | SLG | PEP | CPB | ES | GL | ATO | DGX | ETR | NEE |
| 2006-08-31 | MNST | MAY | ILMN | AKAM | ATI | ADM | EME | NUE | SLG | DECK | LVS | STLD | TEX | GRMN | AT |
| 2006-09-29 | MAY | ILMN | AKAM | MNST | LVS | AAL | AT | BKNG | EME | ATI | TEX | DECK | DLR | MTW | ADM |
| 2006-10-31 | MAY | AKAM | DECK | MNST | BKNG | ILMN | AT | ATI | LVS | ALGN | BMET | EME | INCLF | AAL | NVDA |
| 2006-11-30 | MAY | ILMN | ICE | ATI | AKAM | DECK | MTW | ALGN | AT | UAA | NVDA | REGN | GRMN | ALB | BMET |
| 2006-12-29 | MAY | ICE | ILMN | AKAM | ATI | ALGN | AT | MTW | NVDA | DECK | LVS | BMET | WST | ALB | EQIX |
| 2007-01-31 | MAY | ICE | AT | AKAM | ALGN | BMET | BKNG | ALXN | KMX | LVS | MGM | ATI | GT | WYNN | DECK |
| 2007-02-28 | MAY | ICE | ALGN | CF | MGM | ATI | GT | AKAM | ALB | DECK | BKNG | AT | KMX | LVS | STLD |
| 2007-03-30 | MAY | CF | GT | ICE | BKNG | MGM | ATI | DLX | MOS | ALB | TEX | CE | TPL | STLD | ANDV |
| 2007-04-30 | MAY | GT | CF | BKNG | ALGN | ANDV | MOS | OI | ICE | INCY | DLX | CLF | NRG | TEX | MGM |
| 2007-05-31 | MAY | ALGN | GT | CF | MA | CLF | FSLR | ICE | DECK | DLX | OI | ANDV | MOS | AMZN | ON |
| 2007-06-29 | MAY | CF | GT | ALGN | MA | KMG | 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 | JEC |
| 2007-08-31 | ALGN | CF | KMG | AMZN | OI | MA | AL | ISRG | DECK | MOS | CMI | AXON | MAY | GME | JEC |
| 2007-09-28 | CF | KMG | AMZN | MOS | OI | GRMN | AL | MPWR | NOV | BKNG | CMG | ISRG | GME | CMI | AXON |
| 2007-10-31 | CF | MOS | ISRG | KMG | MPWR | NOV | GRMN | OI | AL | AMZN | GME | CMG | WYNN | BKNG | DECK |
| 2007-11-30 | FSLR | CF | ISRG | MOS | BKNG | DECK | BBBY | CMG | AL | GRMN | JEC | OI | NOV | GME | MNST |
| 2007-12-31 | CVG | PENN | JNJ | CL | PG | MO | AEE | KO | PEP | CLX | ED | SO | WEC | ELV | D |
| 2008-01-31 | MAY | JNJ | CVG | CL | PG | MO | SO | ATO | CLX | KO | DGX | WEC | LH | KMB | ABT |
| 2008-02-29 | MAY | CVG | JNJ | PG | CHD | CL | MO | KO | KMB | MEE | WMT | ABT | SO | LMT | MDT |
| 2008-03-31 | MAY | CVG | PG | JNJ | MEE | CL | CHD | KO | KMB | HRL | MO | SWN | AFL | WEC | GIS |
| 2008-04-30 | MAY | CVG | MEE | JNJ | CHD | PG | KO | ESV | WMT | WEC | KMB | SWN | AWK | GD | BRK-B |
| 2008-05-30 | FSLR | MOS | CF | MEE | MA | CLF | ILMN | ESV | SWN | BKNG | PRGO | HP | RRC | FLS | ISRG |
| 2008-06-30 | SW | MAY | MEE | ESV | TTWO | SWN | JNJ | BAX | BTUUQ | MKC | FMC | CHD | SO | FE | XEL |
| 2008-07-31 | SWN | ESV | MAY | BCR | MEE | DF | BTUUQ | APOL | ATGE | EW | CELG | FDO | FI | JNJ | HRS |
| 2008-08-29 | SWN | MOS | CLF | ESV | BCR | FSLR | CF | MEE | DF | APOL | ATGE | BTUUQ | CELG | FI | FDO |
| 2008-09-30 | SWN | BCR | DF | FDO | CELG | GIS | APOL | ATGE | FI | ESV | HRS | EDS | HCBK | CEPH | BIG |
| 2008-10-31 | WWY | GIS | SWN | CHD | CPB | CLX | ABT | BCR | MKC | LDOS | CAG | BAX | ED | TECH | DF |
| 2008-11-28 | GIS | CHD | CLX | DLTR | ABT | KR | WMT | MCD | ED | CPB | CASY | SWN | LDOS | LH | TECH |
| 2008-12-31 | LDOS | CHD | GIS | DLTR | ABT | MCD | CLX | KR | WMT | ED | AON | AJG | LH | BMY | HSY |
| 2009-01-30 | MCD | LDOS | ED | ABT | EW | GIS | AMGN | CHD | HET | DLTR | WEC | GILD | MKC | HSY | AJG |
| 2009-02-27 | HET | ED | LDOS | EW | PCG | XEL | WEC | MCD | GIS | JNJ | CHD | AMGN | ABT | MKC | HSY |
| 2009-03-31 | AZO | HET | ED | EW | PCG | XEL | CHD | WEC | LDOS | MCD | DLTR | NFLX | HRL | CPB | VTRS |
| 2009-04-30 | AZO | NFLX | HET | ED | MNST | XEL | PCG | CLX | BR | CHD | WEC | MCD | DGX | SNPS | CMS |
| 2009-05-29 | ORLY | HRL | AZO | DLTR | HET | DGX | BKNG | ROST | EW | PCG | IBM | MCD | JNJ | ED | CLX |
| 2009-06-30 | CAR | AN | FHN | NFLX | ORLY | F | PALM | MBI | MKTX | TSCO | DLTR | TYL | AZO | TLAB | WBD |
| 2009-07-31 | CAR | AN | F | PALM | BLDR | ORLY | NFLX | FHN | WBD | CMG | SWKS | ULTA | MNST | FFIV | KMX |
| 2009-08-31 | CAR | F | PALM | AN | MU | BKNG | NFLX | WBD | ORLY | CMG | BLDR | VRTX | SNDK | SWKS | ASH |
| 2009-09-30 | CAR | PALM | BKNG | SW | GNW | WBD | MU | SNDK | AAPL | MTG | DISCA | WDC | ASH | MRVL | AN |
| 2009-10-30 | CAR | SW | GNW | PALM | BC | BKNG | KMG | HIG | F | SNDK | DDS | SSP | GGP | WSM | UIS |
| 2009-11-30 | CAR | GNW | KMG | UIS | SW | BC | GGP | DDS | SSP | THC | STX | SNDK | ASH | PALM | LULU |
| 2009-12-31 | CAR | GGP | SANM | DDS | UIS | SSP | LPX | SW | THC | AMD | KMG | LULU | WFM | F | GNW |
| 2010-01-29 | CAR | SANM | GNW | GGP | AMD | UIS | F | THC | SW | SSP | LULU | STX | BC | ASH | DDS |
| 2010-02-26 | CAR | SANM | GNW | UIS | ASH | GGP | UAL | LVS | F | INCY | FITB | SSP | LULU | CLF | DDS |
| 2010-03-31 | CAR | SANM | GNW | UIS | INCY | MAC | LYV | GGP | MTG | UAL | F | LVS | SSP | CLF | DDR |
| 2010-04-30 | GNW | INCY | SANM | UAL | CAR | MTG | LYV | GGP | SSP | WLL | ETFC | DDS | VIAV | SMCI | FITB |
| 2010-05-28 | UAL | SSP | BC | SANM | ETFC | INCY | VSTNQ | GGP | AAL | WLL | MTG | DDS | LULU | NFLX | LYV |
| 2010-06-30 | ETFC | UST | CVG | CPB | KMB | DLTR | CLX | PG | MCD | COR | AZO | SO | ED | HRL | MKC |
| 2010-07-30 | SW | CVG | ETFC | UST | KMB | AZO | CASY | CLX | CPB | HRL | DLTR | MO | SO | PG | MCD |
| 2010-08-31 | CPQ | CVG | AZO | ETFC | LUMN | CASY | MCD | UST | MO | KMB | CLX | CPB | ERIE | SW | CCU |
| 2010-09-30 | ETFC | NFLX | AKAM | FFIV | UAL | VSTNQ | NTAP | BKNG | CCU | LVS | AAL | VRTS | CMI | WLL | INCY |
| 2010-10-29 | ETFC | UAL | NFLX | AAL | LVS | FFIV | INCY | BKNG | NTAP | WLL | MBI | CMG | AKAM | VRTS | ACAS |
| 2010-11-30 | ETFC | UAL | LVS | NFLX | MBI | AAL | FFIV | CMG | VRTS | BKNG | WLL | BBWI | ACAS | FTNT | URI |
| 2010-12-31 | ETFC | LVS | NFLX | VRTS | MBI | CMG | FFIV | ACAS | URI | WLL | BKNG | DECK | CMI | BBWI | FTNT |
| 2011-01-31 | ETFC | MAY | ACAS | LVS | URI | NFLX | VRTS | WLL | LULU | FFIV | IPGP | DECK | CMI | DDS | SWKS |
| 2011-02-28 | MAY | ETFC | URI | NFLX | LULU | LVS | ACAS | IPGP | VRTS | DDS | FTNT | HON | WLL | SWKS | UAA |
| 2011-03-31 | MAY | ETFC | IPGP | URI | VRTS | WYNN | NFLX | FTNT | LULU | SWKS | ACAS | NOV | CMG | UAA | ANDV |
| 2011-04-29 | MAY | IPGP | ETFC | LULU | FTNT | WYNN | VRTS | ANDV | URI | NFLX | ULTA | ACAS | MU | ECHO | TMUS |
| 2011-05-31 | MAY | IPGP | ETFC | FTNT | BKNG | LULU | ACAS | LYB | EP | URI | ANDV | GMCR | WYNN | ABMD | REGN |
| 2011-06-30 | MAY | IPGP | ETFC | FTNT | BKNG | VRTS | REGN | EP | URI | ULTA | LULU | DDS | ANF | ACAS | NFLX |
| 2011-07-29 | MAY | IPGP | LULU | EP | ULTA | CTRA | VRTS | FTNT | ABMD | WCG | COG | REGN | NFLX | GMCR | ETFC |
| 2011-08-31 | MCD | SO | UST | ED | KMB | PG | D | AZO | GIS | K | ABT | CAG | AEP | MDLZ | CL |
| 2011-09-30 | UST | SO | ED | MCD | D | KMB | AZO | PG | GIS | BMY | V | AEP | K | MO | DUK |
| 2011-10-31 | MCD | D | SO | CVG | ED | UST | AZO | V | BMY | AEP | KMB | MO | PG | MSFT | ABT |
| 2011-11-30 | V | ED | D | MA | AEP | MCD | MSFT | MO | AMT | BMY | ISRG | AMGN | SO | DLTR | ABT |
| 2011-12-30 | V | MCD | MA | ED | D | MO | MSFT | BMY | AEP | ISRG | AMT | AMGN | ABT | SO | PFE |
| 2012-01-31 | GNRC | DPZ | COG | WCG | EP | ULTA | MNST | MA | DLTR | REGN | TIN | FAST | ABMD | BIIB | VZ |
| 2012-02-29 | REGN | STX | WCG | COG | URI | DPZ | ULTA | MNST | HFC | ABMD | ADS | TYL | CBS | BIIB | FAST |
| 2012-03-30 | STX | REGN | DPZ | BLDR | MNST | AAPL | WCG | URI | ULTA | HFC | V | MA | CF | COG | FAST |
| 2012-04-30 | REGN | BLDR | DPZ | AAPL | MNST | URI | STX | EQIX | ULTA | V | M | ISRG | MA | VRTS | FICO |
| 2012-05-31 | REGN | BLDR | STX | AAPL | AAL | MNST | EQIX | LULU | ORLY | ISRG | URI | V | EC | TJX | BKNG |
| 2012-06-29 | REGN | BLDR | AAL | AAPL | MNST | EQIX | STX | SHW | TJX | LEN | ROST | DHI | GPS | DLTR | V |
| 2012-07-31 | AAL | BLDR | STX | LEN | REGN | MNST | EQIX | SHW | AAPL | DG | ROST | V | PHM | ALGN | GPS |
| 2012-08-31 | STX | PHM | DHI | LEN | AAL | REGN | EQIX | BLDR | GPS | SHW | URI | ALGN | LPX | ROST | AAPL |
| 2012-09-28 | PHM | BLDR | STX | DHI | LPX | LEN | LYB | GPS | ALGN | ANDV | REGN | EQIX | KBH | URI | SHW |
| 2012-10-31 | PHM | BLDR | DHI | KBH | LEN | REGN | LPX | BBBY | EQIX | STX | LYB | WHR | ANDV | STZ | GPS |
| 2012-11-30 | BLDR | PHM | KBH | BBBY | AAL | LPX | LEN | WHR | REGN | STZ | DHI | GNRC | ANDV | GILD | MPC |
| 2012-12-31 | REGN | PHM | LPX | BBBY | WHR | BLDR | KBH | AAL | SW | EXPE | ANDV | DDS | GILD | LEN | OMX |
| 2013-01-31 | PHM | LPX | BLDR | BBBY | KBH | WHR | DDS | ANDV | OMX | AXON | THC | LEN | EXPE | SW | DXC |
| 2013-02-28 | OMX | LPX | PHM | NFLX | VRTS | AXON | BBBY | GNRC | BLDR | THC | APO | EXPE | MPC | GILD | VLO |
| 2013-03-28 | OMX | NFLX | LPX | VRTS | KKR | KBH | PHM | ANDV | THC | BBBY | CTRA | MPC | CPAY | APO | GNRC |
| 2013-04-30 | OMX | FNMA | FMCC | NFLX | KKR | THC | ANDV | VRTS | KBH | MTG | CAR | LPX | HRB | STZ | APO |
| 2013-05-31 | FNMA | FMCC | OMX | FSLR | NFLX | BBBY | KBH | MTG | KKR | VRTS | APO | STZ | THC | ANDV | GILD |
| 2013-06-28 | FNMA | FMCC | OMX | BBBY | FSLR | NFLX | TSLA | KKR | VRTS | MTG | CPAY | GILD | SW | ANDV | MU |
| 2013-07-31 | FNMA | FMCC | OMX | TSLA | BBBY | MTG | GME | NFLX | FSLR | SVU | KKR | MU | THC | GILD | GNW |
| 2013-08-30 | OMX | FNMA | FMCC | MTG | TSLA | BBBY | SVU | NFLX | GME | DAL | FSLR | GNW | TRIP | BBY | META |
| 2013-09-30 | OMX | TSLA | MTG | FNMA | FMCC | NFLX | BBBY | SVU | GME | META | MU | BBY | CPAY | AXON | DAL |
| 2013-10-31 | OMX | TSLA | FNMA | FMCC | MTG | MU | FANG | NFLX | META | BBY | INCY | DAL | TRIP | FL | KATE |
| 2013-11-29 | OMX | FNMA | FMCC | MTG | TSLA | NFLX | MU | BBY | INCY | FL | DAL | META | FANG | AXON | BX |
| 2013-12-31 | FNMA | FMCC | NFLX | INCY | TSLA | MU | BBY | FL | META | MTG | KATE | FANG | BX | DXCM | DAL |
| 2014-01-31 | FNMA | FMCC | INCY | TSLA | MU | TKO | DXCM | ILMN | MTG | BX | KATE | NFLX | META | AXON | PHM |
| 2014-02-28 | FNMA | FMCC | TSLA | TKO | ILMN | AAL | INCY | MU | DXCM | META | BX | PHM | FRX | MTG | DAL |
| 2014-03-31 | FNMA | FMCC | TSLA | TKO | ILMN | RCL | META | DXCM | FRX | INCY | FANG | DAL | AAL | FSLR | MU |
| 2014-04-30 | FMCC | FNMA | TSLA | TKO | MU | FRX | FANG | ILMN | DAL | RCL | INCY | DXCM | AAL | META | URI |
| 2014-05-30 | META | FRX | MU | FMCC | DAL | FANG | TSLA | ILMN | AAL | FNMA | NXPI | INCY | SMCI | URI | SWKS |
| 2014-06-30 | META | FMCC | FNMA | FRX | AAL | FANG | DAL | ILMN | URI | MU | SWKS | TPL | LUV | SMCI | CAR |
| 2014-07-31 | META | FMCC | MU | FNMA | FANG | FRX | SWKS | TPL | TRGP | NBR | SMCI | URI | NFX | CAR | ILMN |
| 2014-08-29 | FMCC | FNMA | LUV | MU | SWKS | CAR | URI | TPL | FANG | DAL | TRGP | AAL | SMCI | META | NFX |
| 2014-09-30 | FMCC | TPL | SWKS | FNMA | LUV | GILD | CAR | URI | ENPH | SMCI | MU | ILMN | TRGP | NXPI | RCL |
| 2014-10-31 | MMI | PANW | SWKS | SMCI | ENPH | LUV | TPL | MU | AVGO | RCL | GILD | META | URI | ILMN | GMCR |
| 2014-11-28 | MMI | SWKS | PANW | SMCI | LUV | EW | AVGO | ILMN | MNST | RCL | ENPH | META | EA | NXPI | GILD |
| 2014-12-31 | SWKS | LUV | PANW | EW | MMI | SMCI | EA | ENPH | MNST | AXON | RCL | GMCR | UAL | AMGN | AAL |
| 2015-01-30 | SWKS | PANW | LUV | AXON | MMI | EW | EA | MNST | SBUX | KR | AVGO | CNC | ENPH | BBWI | SMCI |
| 2015-02-27 | SWKS | EA | PANW | LUV | SMCI | SBUX | MMI | CNC | EW | MNST | KR | AAPL | ANDV | AVGO | ALK |
| 2015-03-31 | SWKS | SMCI | PANW | CNC | EA | MNST | SBUX | AVGO | MMI | ANDV | INCY | EPAM | HSP | MOH | LUV |
| 2015-04-30 | SWKS | PAYC | PANW | SBUX | EA | CNC | MMI | MNST | DXCM | AVGO | HSP | EPAM | INCY | KMG | ABMD |
| 2015-05-29 | AXON | SWKS | PAYC | SBUX | BLDR | PANW | DXCM | INCY | KMG | MNST | MMI | HSP | AVGO | ABMD | FTNT |
| 2015-06-30 | SWKS | PAYC | AXON | BTUUQ | PANW | CNC | AVGO | INCY | BLDR | DXCM | MMI | ABMD | SBUX | HSP | EA |
| 2015-07-31 | BLDR | PAYC | AXON | PANW | BTUUQ | CNC | DXCM | INCY | MNST | ABMD | MMI | EPAM | EA | COTY | SWKS |
| 2015-08-31 | GE | GILD | EBAY | V | MA | MCO | CVG | CCI | MO | PSA | NVR | AMT | ED | HAS | ABMD |
| 2015-09-30 | V | GE | EBAY | MA | GILD | CVG | PSA | MCO | ED | UST | MO | AMT | SPG | CCI | ACGL |
| 2015-10-30 | V | GE | MA | GILD | MO | CVG | PSA | UST | AMT | ED | CCI | SPG | BKNG | ATO | ACGL |
| 2015-11-30 | FIX | CZR | ABMD | NFLX | AMZN | BLDR | GE | TYL | GPN | AYI | ATVI | DXCM | TKO | CVC | EXPE |
| 2015-12-31 | GE | V | GILD | MA | ABMD | PSA | MO | ATVI | CCI | GOOGL | META | MCD | JKHY | CVG | AMT |
| 2016-01-29 | GE | V | MCD | GILD | PSA | KLAC | MA | ISRG | MO | ABMD | CVG | GOOGL | UST | HRL | DHR |
| 2016-02-29 | GE | SPG | GILD | V | MCD | KLAC | MO | ISRG | ED | VZ | UST | PSA | MA | T | CPB |
| 2016-03-31 | CZR | ABMD | GE | TSN | MAT | NVDA | EBAY | HRL | GDDY | MKTX | KLAC | ATVI | TTWO | ANF | META |
| 2016-04-29 | TSN | ABMD | GE | CZR | NVDA | EBAY | HRL | META | EW | MKTX | DLR | TTWO | CPB | AMD | EVRG |
| 2016-05-31 | AMD | CZR | ABMD | NVDA | WB | META | EW | TSN | EVRG | GE | MTW | DLR | ULTA | MKTX | ISRG |
| 2016-06-30 | NVDA | CLF | AMD | CZR | DXC | ABMD | EVRG | MDR | WB | AWK | DLR | OKE | GE | NEM | MKTX |
| 2016-07-29 | CLF | AMD | NVDA | WB | NEM | DXC | CZR | X | DLR | ABMD | GE | MDR | WOR | AWK | ALB |
| 2016-08-31 | AMD | WB | NVDA | CLF | SPGI | NEM | X | DHR | MDR | DXC | JOY | ALB | ABMD | WPX | MKTX |
| 2016-09-30 | WB | AMD | X | NVDA | SPGI | CLF | NEM | DHR | AMAT | WPX | LITE | JOY | MDR | CNX | NAV |
| 2016-10-31 | AMD | WB | X | NVDA | LITE | CNX | SPGI | WPX | DXC | DHR | JOY | NAV | AMAT | TPL | CLF |
| 2016-11-30 | AMD | X | CLF | WB | NVDA | CNX | SPGI | TPL | DHR | WPX | NAV | LITE | JOY | NEM | OKE |
| 2016-12-30 | CLF | X | AMD | NVDA | FMCC | FNMA | WB | TPL | CNX | OKE | WPX | SPGI | NAV | TRGP | NBR |
| 2017-01-31 | AMD | CLF | X | NVDA | FMCC | FNMA | TPL | TRGP | WB | NBR | FCX | WPX | NAV | URI | SPGI |
| 2017-02-28 | AMD | CLF | X | NVDA | WB | URI | FNMA | FMCC | TPL | NAV | SPGI | NBR | WPX | CSX | TRGP |
| 2017-03-31 | AMD | CLF | X | NVDA | WB | NAV | URI | FMCC | FNMA | SLM | RF | CSX | ANET | WPX | BAC |
| 2017-04-28 | AMD | NVDA | X | MU | KMG | NAV | ANET | STX | AMAT | DXC | SLM | WDC | IDXX | LITE | WB |
| 2017-05-31 | AMD | KMG | NVDA | X | XYZ | WB | ANET | CSX | MU | LRCX | IDXX | NAV | WDC | STX | AMAT |
| 2017-06-30 | NVDA | XYZ | WB | ANET | LITE | CSX | X | TTWO | AMAT | KMG | ADSK | LRCX | NAV | VEEV | APO |
| 2017-07-31 | NVDA | XYZ | ANET | WB | MU | LITE | ALGN | TTWO | ZBRA | KMG | LRCX | CSX | IDXX | VRTX | AMAT |
| 2017-08-31 | NVDA | XYZ | NRG | TTWO | ALGN | VRTX | WB | ANET | BA | LRCX | TPL | MU | IPGP | RCL | KMG |
| 2017-09-29 | NVDA | XYZ | TTWO | WB | IPGP | NRG | ANET | ALGN | NCC | VRTX | TTD | BA | LRCX | MU | SEDG |
| 2017-10-31 | XYZ | NVDA | BBBY | TTD | SEDG | TTWO | MU | NRG | ALGN | MTW | ANET | WB | LRCX | IPGP | CZR |
| 2017-11-30 | BBBY | XYZ | SEDG | ALGN | ENPH | ANET | NRG | IPGP | NVDA | MU | TTWO | TTD | NVR | LRCX | PENN |
| 2017-12-29 | BBBY | ENPH | SEDG | XYZ | ANET | WB | ALGN | NCC | NRG | IPGP | TTWO | TWTR | FSLR | PENN | NVR |
| 2018-01-31 | BBBY | ANET | SEDG | XYZ | ALGN | PENN | WB | CZR | NKTR | TWTR | TTWO | FSLR | MTCH | BLDR | IPGP |
| 2018-02-28 | NKTR | BBBY | XYZ | SEDG | ANET | ALGN | NVDA | WB | EC | MTCH | TWTR | ENPH | CZR | IPGP | BA |
| 2018-03-29 | NKTR | SEDG | BBBY | ENPH | NCC | XYZ | MTCH | ETSY | FSLR | CCI | ANET | WB | EC | ALGN | TWTR |
| 2018-04-30 | CCI | NKTR | V | SPG | MA | KDP | HET | BKNG | ADBE | AMGN | SPGI | PANW | YUM | INTU | EXR |
| 2018-05-31 | ENPH | NKTR | SEDG | CVNA | EC | CCI | ETSY | AXON | HET | TKO | MTCH | THC | BBBY | TPL | MU |
| 2018-06-29 | ENPH | NKTR | TKO | HET | AXON | CCI | MU | SEDG | XYZ | ETSY | NFLX | TPL | EC | THC | ALGN |
| 2018-07-31 | ENPH | TKO | HET | ETSY | AXON | NKTR | CCI | CVNA | THC | ANF | XYZ | SEDG | MU | TPL | TWTR |
| 2018-08-31 | ENPH | HET | TKO | CVNA | AXON | CCI | ETSY | XYZ | TTD | LULU | THC | EC | NKTR | ABMD | SVU |
| 2018-09-28 | HET | CVNA | TKO | XYZ | TTD | CCI | DXCM | AXON | ETSY | AMD | ENPH | LULU | ABMD | FTNT | UIS |
| 2018-10-31 | CCI | HET | EXR | SPG | DXCM | EVHC | MKC | ABMD | V | TKO | YUM | KDP | TJX | HCA | MRK |
| 2018-11-30 | CCI | HET | EXR | MKC | SPG | MRK | KMG | ESRX | KDP | YUM | HCA | SAF | O | AET | MCD |
| 2018-12-31 | CCI | HET | EXR | AET | UST | MRK | MKC | YUM | KDP | VRT | MCD | ESRX | SPG | CME | EXC |
| 2019-01-31 | CCI | HET | EXR | UST | SPG | RHT | O | YUM | MCD | ERIE | EXC | CNP | DOC | DUK | ES |
| 2019-02-28 | HET | CCI | ENPH | TTD | ETSY | DXCM | EOG | FNMA | RHT | FMCC | TKO | CIEN | AMD | CMG | KEYS |
| 2019-03-29 | HET | TTD | CCI | ETSY | ENPH | FNMA | FMCC | TKO | CMG | RHT | AMD | FTNT | SSP | CDNS | CVNA |
| 2019-04-30 | HET | TTD | CCI | ENPH | CVNA | AMD | ETSY | FMCC | FNMA | TKO | VEEV | SSP | SNPS | AVP | KEYS |
| 2019-05-31 | CCI | EXR | HET | VRT | SAF | ERIE | SBUX | V | UST | MDLZ | HSY | WRB | ECL | PEP | VRSK |
| 2019-06-28 | HET | ENPH | CCI | FNMA | FMCC | TTD | AVP | VEEV | PAYC | ERIE | MTCH | AMD | SNPS | BALL | CVNA |
| 2019-07-31 | HET | ENPH | CCI | TTD | AVP | VEEV | ERIE | PAYC | MTCH | MKTX | BALL | CDNS | CVNA | SBUX | FICO |
| 2019-08-30 | HET | ENPH | CCI | AVP | MKTX | SBUX | BALL | NCC | SEDG | ERIE | MTCH | TTD | SBAC | CMG | HSY |
| 2019-09-30 | HET | ENPH | CCI | SEDG | AVP | NCC | CSCO | MKTX | FNMA | FMCC | PODD | BALL | HSY | CMG | SBUX |
| 2019-10-31 | HET | ENPH | CCI | AVP | FNMA | SEDG | FMCC | CSCO | PODD | BLDR | GNRC | KLAC | KBH | LRCX | TER |
| 2019-11-29 | HET | ENPH | CCI | AVP | SEDG | FNMA | NCC | CSCO | CVNA | FMCC | GNRC | BLDR | PODD | KLAC | LRCX |
| 2019-12-31 | HET | ENPH | CCI | AVP | CVNA | XRX | BLDR | SEDG | PODD | FNMA | THC | FMCC | LRCX | TER | QRVO |
| 2020-01-31 | HET | CCI | ENPH | TSLA | CVNA | PODD | AVP | SEDG | XRX | BLDR | GNRC | AAPL | QRVO | TER | APO |
| 2020-02-28 | CCI | HET | EXR | TE | SAF | UST | TYL | JNJ | DGX | KMB | PEP | KO | FII | RSG | RMD |
| 2020-03-31 | CCI | EXR | DVN | TE | UST | AMT | NCC | GEN | BMY | KR | TYL | VZ | DXCM | REGN | CLX |
| 2020-04-30 | CCI | EXR | DVN | UST | TE | AMT | GEN | NCC | BMY | REGN | KR | DXCM | CLX | VZ | AMZN |
| 2020-05-29 | CCI | DVN | EXR | TE | AMT | UST | GEN | NCC | REGN | DXCM | CLX | BMY | EBAY | KR | AMZN |
| 2020-06-30 | CCI | AMT | EXR | UST | TE | EBAY | CLX | DG | GIS | K | ABBV | CNXT | REGN | AAPL | TSLA |
| 2020-07-31 | MRNA | TSLA | BBBY | DXCM | CCI | NVDA | SEDG | REGN | CVNA | ETSY | NEM | ENPH | AMD | WST | AAPL |
| 2020-08-31 | BBBY | TSLA | MRNA | ENPH | CCI | AMD | NVDA | DXCM | ETSY | SEDG | CVNA | RRC | AAPL | XYZ | REGN |
| 2020-09-30 | BBBY | TSLA | ENPH | PENN | CVNA | MRNA | CCI | AMD | NVDA | SEDG | XYZ | TTD | DDOG | ETSY | DXCM |
| 2020-10-30 | BBBY | TSLA | ENPH | PENN | MRNA | TUP | SEDG | DDOG | CVNA | XYZ | ETSY | CCI | CRWD | NVDA | TTD |
| 2020-11-30 | BBBY | TSLA | ENPH | MRNA | CCI | TUP | SEDG | ETSY | GME | TTD | XYZ | NOW | PENN | CVNA | GNRC |
| 2020-12-31 | BBBY | MRNA | TSLA | ENPH | TUP | GME | CCI | ETSY | XYZ | TTD | PENN | SEDG | CRWD | NOW | CVNA |
| 2021-01-29 | GME | ENPH | BBBY | TSLA | MRNA | CCI | ETSY | TUP | CRWD | SEDG | CVNA | PENN | TTD | XYZ | NOW |
| 2021-02-26 | GME | CCI | TUP | MRNA | BBBY | NOW | DVN | ENPH | VIAC | PENN | TSLA | CPRI | ETSY | TPR | AMT |
| 2021-03-31 | GME | TUP | BBBY | PENN | NBR | CCI | MRNA | ETSY | CZR | VIAC | TSLA | ENPH | AMT | CPRI | AM |
| 2021-04-30 | GME | TUP | NBR | VIAC | PENN | BBWI | CAR | CLF | BBBY | MRNA | QEP | CCI | CZR | TPL | TSLA |
| 2021-05-28 | GME | TUP | CAR | DDS | CCI | FCX | BBWI | CRM | BBBY | TPL | XEC | IVZ | CLF | AMT | MRNA |
| 2021-06-30 | GME | DDS | BBWI | ANF | CAR | TUP | MRNA | RRC | XEC | THC | TPL | BBBY | TDC | NAVI | FCX |
| 2021-07-30 | GME | DDS | RRD | MRNA | ANF | NUE | CAR | BBWI | CLF | BX | TPL | MBI | NAVI | MDP | STLD |
| 2021-08-31 | GME | DDS | MRNA | RRD | KKR | CLF | MDP | BX | NUE | NAVI | XEC | CPRI | BBWI | SBNY | CAR |
| 2021-09-30 | GME | MRNA | DDS | RRD | KKR | JWN | M | MRO | CAR | RRC | DVN | MDP | TRGP | BX | IT |
| 2021-10-29 | GME | MRNA | DDS | RRC | RRD | MRO | DVN | CAR | KKR | JWN | M | MUR | FANG | MDP | TRGP |
| 2021-11-30 | GME | CAR | DDS | RRD | MRO | DVN | RRC | BX | MDP | MRNA | JWN | TSLA | M | FTNT | FANG |
| 2021-12-31 | GME | CAR | RRD | DDS | MRNA | MRO | DVN | BX | JWN | NVDA | ON | M | BLDR | RRC | BBWI |
| 2022-01-31 | EXR | AMT | RRD | CCI | ABX | ABBV | EXC | HSY | MO | PEP | MCD | PPL | FE | PG | KO |
| 2022-02-28 | EXR | AMT | RRD | ABX | ABBV | CCI | MCK | EXC | MCD | COR | GD | HSY | MO | CVX | KO |
| 2022-03-31 | AMT | EXR | CCI | RRD | ABBV | ABX | MCK | TRGP | EXC | BMY | COR | SRE | NI | REGN | KO |
| 2022-04-29 | AMT | EXR | CCI | ABX | BMY | MCK | ABBV | KO | VRTX | REGN | HSY | SRE | EXC | ED | WMB |
| 2022-05-31 | AMT | CCI | EXR | ABX | FHN | BMY | AMGN | ED | MRK | ABBV | EXC | NI | JNJ | WRB | CNP |
| 2022-06-30 | AMT | CCI | EXR | ABX | BMY | FHN | AMGN | ED | JNJ | ABBV | MCK | ATO | WRB | D | MCD |
| 2022-07-29 | AMT | CCI | EXR | ABX | AMGN | BMY | FHN | JNJ | ABBV | MCK | MCD | MRK | ED | ATO | JKHY |
| 2022-08-31 | AMT | CCI | EXR | ABX | AMGN | MCK | FHN | KO | CPB | MCD | PEP | HSY | GIS | ABBV | LW |
| 2022-09-30 | AMT | CCI | EXR | ABX | FHN | HSY | VRTX | ERIE | MCK | V | GIS | SJM | KO | JNJ | AMGN |
| 2022-10-31 | AMT | CCI | EXR | ABX | FHN | TKO | HSY | CI | JNJ | SJM | MCK | V | LW | MRK | ERIE |
| 2022-11-30 | OXY | TPL | CF | FSLR | HP | T | DVN | SMCI | FTI | HES | UNM | ATI | MRO | EQT | NBR |
| 2022-12-30 | FSLR | SMCI | FTI | OXY | TPL | HES | HP | ODP | MPC | APA | MUR | COP | ATI | XOM | ENPH |
| 2023-01-31 | UCL | HES | FSLR | TPL | FTI | SMCI | ODP | STLD | T | CEG | FLR | ENPH | ATI | CCI | MPC |
| 2023-02-28 | UCL | FSLR | FTI | HES | T | ODP | SMCI | STLD | ASO | CCI | FLR | CEG | DYN | AMT | OI |
| 2023-03-31 | UCL | SMCI | FSLR | FTI | HES | VLO | OI | TEX | LW | FIX | GNW | AXON | CCI | AMT | STLD |
| 2023-04-28 | UCL | FSLR | SMCI | AXON | FICO | FTI | NVDA | HES | ASO | LVS | AMT | GE | CCI | DECK | OI |
| 2023-05-31 | EXR | AMT | CCI | V | ABX | MCD | LW | PHM | MO | HSY | KO | VRTX | PEP | GIS | GILD |
| 2023-06-30 | SMCI | NVDA | FSLR | UCL | CVNA | H | RCL | VRT | BLDR | NFLX | GE | PLTR | META | AVGO | AXON |
| 2023-07-31 | SMCI | NVDA | RCL | CVNA | H | VRT | UCL | BLDR | META | CCL | PLTR | FTI | ANF | AVGO | TTD |
| 2023-08-31 | SMCI | UCL | CVNA | NVDA | VRT | PLTR | ANF | RCL | BLDR | APP | PHM | EXR | FTI | AVGO | META |
| 2023-09-29 | EXR | CCI | AMT | V | MA | MO | MRSH | MCD | BRK-B | VRSK | L | SPG | CSCO | ROP | MEDI |
| 2023-10-31 | EXR | CCI | AMT | V | CBOE | VRTX | AFL | MRSH | CME | CSCO | ROP | L | BRK-B | CVG | VRSK |
| 2023-11-30 | CVNA | VRT | ANF | APP | SMCI | META | NVDA | EXR | COIN | PLTR | FNMA | FTI | DELL | GPS | JBL |
| 2023-12-29 | CVNA | COIN | ANF | VRT | APP | EXR | FNMA | SMCI | NVDA | PLTR | GPS | CRWD | META | FMCC | UBER |
| 2024-01-31 | CVNA | ANF | SMCI | VRT | FNMA | EXR | APP | COIN | CRWD | NVDA | FMCC | META | ANET | DELL | AVGO |
| 2024-02-29 | SMCI | CVNA | ANF | VRT | FNMA | GE | APP | EXR | NVDA | CRWD | COIN | ADCT | FMCC | META | DYN |
| 2024-03-28 | SMCI | CVNA | ANF | VRT | ADCT | COIN | APP | GE | FNMA | EXR | DYN | NVDA | FMCC | PLTR | VST |
| 2024-04-30 | CVNA | SMCI | ANF | ADCT | VRT | COIN | EXR | DYN | APP | GE | FNMA | NVDA | VST | FMCC | WSM |
| 2024-05-31 | CVNA | ANF | VRT | SMCI | VST | FNMA | ADCT | FMCC | COIN | APP | DELL | EXR | NVDA | DYN | WSM |
| 2024-06-28 | ANF | CVNA | VST | SMCI | VRT | DYN | APP | NVDA | FMCC | FNMA | GPS | COIN | DELL | EXR | CEG |
| 2024-07-31 | ANF | CVNA | VST | NVDA | DYN | VRT | APP | FNMA | EXR | FMCC | DELL | COIN | SMCI | GPS | ANET |
| 2024-08-30 | DYN | LUMN | ANF | CVNA | NVDA | VST | EXR | CCI | COIN | PBI | ADCT | THC | NRG | WSM | GDDY |
| 2024-09-30 | LUMN | DYN | CVNA | NVDA | EXR | CCI | VST | ANF | ADCT | APP | THC | PBI | COHR | NRG | GDDY |
| 2024-10-31 | LUMN | CVNA | DYN | APP | ADCT | VST | EXR | NVDA | CCI | COHR | THC | PLTR | KKR | SLG | HOOD |
| 2024-11-29 | CVNA | LUMN | APP | VST | CCI | PLTR | TPL | ADCT | HOOD | NVDA | COHR | WYNN | EXR | VRT | FMCC |
| 2024-12-31 | APP | LUMN | PLTR | CVNA | FMCC | VST | CCI | FNMA | TPL | HOOD | AXON | UAL | WYNN | NVDA | VRT |
| 2025-01-31 | APP | PLTR | FMCC | CVNA | FNMA | LUMN | HOOD | VST | CCI | UAL | AXON | WYNN | TPL | TSLA | EXR |
| 2025-02-28 | APP | FMCC | FNMA | PLTR | HOOD | CVNA | VST | CCI | UAL | LUMN | TPL | WYNN | PBI | ALK | ECHO |
| 2025-03-31 | EXR | CCI | AMT | CA | VRSN | BRO | V | EVRG | AON | RSG | MO | FOX | CME | FOXA | MRSH |
| 2025-04-30 | EXR | CCI | AMT | CA | CNP | MO | VRSN | CME | ATO | WEC | EVRG | COR | EXC | PNW | UST |
| 2025-05-30 | EXR | CCI | AMT | CA | PM | CNP | CME | MO | RSG | BUD | CAH | ATO | MNST | UST | WEC |
| 2025-06-30 | FNMA | FMCC | PLTR | HOOD | APP | CCI | LUMN | GEV | CVNA | LB | GILD | AXON | HWM | NRG | PBI |
| 2025-07-31 | FNMA | FMCC | HOOD | PLTR | APP | CCI | GEV | CVNA | AXON | NRG | GILD | TPR | VST | CAR | DASH |
| 2025-08-29 | FNMA | HOOD | FMCC | PLTR | APP | GEV | CCI | UCL | CVNA | CAR | FIX | TPR | VST | LITE | ECHO |
| 2025-09-30 | FNMA | FMCC | HOOD | APP | PLTR | ECHO | CCI | LITE | STX | GEV | WDC | FIX | UCL | CVNA | AVGO |
| 2025-10-31 | FMCC | FNMA | HOOD | APP | ECHO | PLTR | LITE | WDC | CCI | STX | MU | TE | CIEN | WBD | SEDG |
| 2025-11-28 | HOOD | ECHO | LITE | WDC | MU | CIEN | STX | FNMA | FMCC | NKTR | TE | PLTR | CCI | WBD | AVGO |
| 2025-12-31 | LITE | ECHO | WDC | TE | STX | MU | HOOD | CIEN | NKTR | CCI | FNMA | FMCC | GILD | WBD | SEDG |
| 2026-01-30 | TE | LITE | ECHO | WDC | MU | STX | CIEN | WBD | CCI | SSP | GILD | LRCX | NEM | NKTR | COHR |
| 2026-02-27 | LITE | TE | WDC | MU | STX | CIEN | ECHO | COHR | LRCX | FIX | CCI | GILD | SSP | WBD | VIAV |
| 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 | COHR | VIAV | TER | CCI | FIX | SEDG | NBR | ALB | SSP |
| 2026-05-29 | LITE | WDC | MU | CIEN | STX | ECHO | VIAV | INTC | TE | COHR | CCI | TER | AMD | NBR | FIX |
| 2026-06-26 | MU | WDC | LITE | TE | STX | CIEN | INTC | VIAV | DELL | TER | AMD | COHR | GLW | CCI | MRVL |
Scoring script (python)
# Auto-generated (mutate) variant 1091 — regime-momentum-quality-value sweep point.
FORMULA_NAME = "regime-momentum-quality-value (mutate v1091)"
LOGIC_VARIANT_COUNT = 2
NOTES = "mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1091."
BULL = {"momentum_12_1_pct": (0.407, +1), "return_6m_pct": (0.191, +1), "eps_growth_pct": (0.114, +1),
"free_cash_flow_margin_pct": (0.205, +1), "forward_pe": (0.057, -1), "peg": (0.041, -1)}
RISK_OFF = {"realized_vol_3m": (0.365, -1), "free_cash_flow_margin_pct": (0.205, +1),
"operating_margin_pct": (0.10, +1), "forward_pe": (0.057, -1), "peg": (0.041, -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