← All V2 experiments
Relative return
1.266x
Excess vs bench
26.63%
Benchmark
CAPW_UNIV
Rolling windows
179 · monthly
Mean strategy gain
44.92%
Mean benchmark gain
14.08%
Mean excess gain
30.83%
Dispersion (ref)
19.41%
Win-rate vs bench (ref)
100.00%
Worst / best ratio (ref)
1.036x / 1.548x
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 | 19.92% | 2.22% | 1.173x |
| 2011-07-01 … 2016-06-30 | 37.03% | 13.74% | 1.205x |
| 2016-07-01 … 2021-06-30 | 78.57% | 20.63% | 1.480x |
| 2021-07-01 … 2026-06-26 | 47.42% | 15.48% | 1.277x |
All rolling windows — the objective set (equal-weighted mean ratio)
Strategy
Benchmark (CAPW_UNIV)
Excess
rolling 5y windows, monthly step — 179 windows · mean ratio 1.266x · beat benchmark in 179/179
| # | Window | Strategy | Benchmark | Ratio |
|---|---|---|---|---|
| 1 | 2006-07-31 … 2011-07-29 | 18.12% | 1.79% | 1.160x |
| 2 | 2006-08-31 … 2011-08-31 | 15.65% | 0.21% | 1.154x |
| 3 | 2006-09-29 … 2011-08-31 | 12.81% | -0.14% | 1.130x |
| 4 | 2006-10-31 … 2011-10-31 | 11.46% | 0.23% | 1.112x |
| 5 | 2006-11-30 … 2011-11-30 | 10.31% | -0.05% | 1.104x |
| 6 | 2006-12-29 … 2011-11-30 | 10.28% | -0.32% | 1.106x |
| 7 | 2007-01-31 … 2012-01-31 | 9.51% | 0.93% | 1.085x |
| 8 | 2007-02-28 … 2012-01-31 | 8.46% | 1.43% | 1.069x |
| 9 | 2007-03-30 … 2012-03-30 | 10.32% | 3.09% | 1.070x |
| 10 | 2007-04-30 … 2012-04-30 | 10.49% | 2.42% | 1.079x |
| 11 | 2007-05-31 … 2012-05-31 | 7.18% | 0.60% | 1.065x |
| 12 | 2007-06-29 … 2012-06-29 | 5.62% | 1.92% | 1.036x |
| 13 | 2007-07-31 … 2012-07-31 | 6.37% | 2.69% | 1.036x |
| 14 | 2007-08-31 … 2012-08-31 | 7.99% | 2.95% | 1.049x |
| 15 | 2007-09-28 … 2012-09-28 | 7.51% | 3.20% | 1.042x |
| 16 | 2007-10-31 … 2012-10-31 | 8.23% | 2.60% | 1.055x |
| 17 | 2007-11-30 … 2012-11-30 | 8.49% | 3.45% | 1.049x |
| 18 | 2007-12-31 … 2012-12-31 | 8.62% | 3.69% | 1.048x |
| 19 | 2008-01-31 … 2013-01-31 | 11.72% | 5.85% | 1.055x |
| 20 | 2008-02-29 … 2013-02-28 | 11.47% | 6.82% | 1.044x |
| 21 | 2008-03-31 … 2013-03-28 | 12.93% | 7.73% | 1.048x |
| 22 | 2008-04-30 … 2013-04-30 | 14.60% | 7.51% | 1.066x |
| 23 | 2008-05-30 … 2013-04-30 | 13.65% | 7.81% | 1.054x |
| 24 | 2008-06-30 … 2013-06-28 | 18.97% | 9.33% | 1.088x |
| 25 | 2008-07-31 … 2013-07-31 | 23.47% | 10.48% | 1.118x |
| 26 | 2008-08-29 … 2013-07-31 | 23.76% | 10.52% | 1.120x |
| 27 | 2008-09-30 … 2013-09-30 | 29.58% | 11.48% | 1.162x |
| 28 | 2008-10-31 … 2013-10-31 | 37.33% | 15.76% | 1.186x |
| 29 | 2008-11-28 … 2013-10-31 | 39.12% | 17.46% | 1.184x |
| 30 | 2008-12-31 … 2013-12-31 | 41.69% | 18.44% | 1.196x |
| 31 | 2009-01-30 … 2013-12-31 | 43.25% | 20.64% | 1.187x |
| 32 | 2009-02-27 … 2014-01-31 | 46.32% | 21.63% | 1.203x |
| 33 | 2009-03-31 … 2014-03-31 | 47.50% | 20.60% | 1.223x |
| 34 | 2009-04-30 … 2014-04-30 | 45.74% | 19.00% | 1.225x |
| 35 | 2009-05-29 … 2014-04-30 | 47.85% | 18.32% | 1.250x |
| 36 | 2009-06-30 … 2014-06-30 | 49.18% | 19.01% | 1.253x |
| 37 | 2009-07-31 … 2014-07-31 | 45.49% | 17.39% | 1.239x |
| 38 | 2009-08-31 … 2014-08-29 | 45.18% | 17.70% | 1.233x |
| 39 | 2009-09-30 … 2014-09-30 | 40.74% | 16.64% | 1.207x |
| 40 | 2009-10-30 … 2014-09-30 | 44.62% | 17.08% | 1.235x |
| 41 | 2009-11-30 … 2014-11-28 | 40.27% | 16.82% | 1.201x |
| 42 | 2009-12-31 … 2014-12-31 | 38.48% | 16.28% | 1.191x |
| 43 | 2010-01-29 … 2014-12-31 | 40.50% | 17.23% | 1.198x |
| 44 | 2010-02-26 … 2015-01-30 | 39.39% | 15.80% | 1.204x |
| 45 | 2010-03-31 … 2015-03-31 | 38.23% | 15.40% | 1.198x |
| 46 | 2010-04-30 … 2015-04-30 | 35.82% | 15.38% | 1.177x |
| 47 | 2010-05-28 … 2015-04-30 | 38.77% | 17.09% | 1.185x |
| 48 | 2010-06-30 … 2015-06-30 | 44.00% | 17.45% | 1.226x |
| 49 | 2010-07-30 … 2015-06-30 | 43.51% | 16.43% | 1.233x |
| 50 | 2010-08-31 … 2015-08-31 | 39.15% | 15.76% | 1.202x |
| 51 | 2010-09-30 … 2015-09-30 | 36.63% | 13.61% | 1.203x |
| 52 | 2010-10-29 … 2015-09-30 | 35.76% | 13.06% | 1.201x |
| 53 | 2010-11-30 … 2015-11-30 | 35.54% | 15.09% | 1.178x |
| 54 | 2010-12-31 … 2015-12-31 | 34.49% | 13.55% | 1.184x |
| 55 | 2011-01-31 … 2016-01-29 | 32.55% | 11.90% | 1.184x |
| 56 | 2011-02-28 … 2016-01-29 | 32.67% | 11.53% | 1.190x |
| 57 | 2011-03-31 … 2016-03-31 | 33.55% | 12.90% | 1.183x |
| 58 | 2011-04-29 … 2016-04-29 | 31.86% | 12.39% | 1.173x |
| 59 | 2011-05-31 … 2016-05-31 | 34.60% | 12.94% | 1.192x |
| 60 | 2011-06-30 … 2016-06-30 | 35.37% | 13.30% | 1.195x |
| 61 | 2011-07-29 … 2016-07-29 | 39.79% | 14.52% | 1.221x |
| 62 | 2011-08-31 … 2016-08-31 | 41.62% | 15.19% | 1.229x |
| 63 | 2011-09-30 … 2016-09-30 | 42.18% | 16.32% | 1.222x |
| 64 | 2011-10-31 … 2016-10-31 | 40.82% | 14.02% | 1.235x |
| 65 | 2011-11-30 … 2016-11-30 | 44.15% | 14.66% | 1.257x |
| 66 | 2011-12-30 … 2016-12-30 | 44.07% | 14.92% | 1.254x |
| 67 | 2012-01-31 … 2017-01-31 | 45.61% | 14.63% | 1.270x |
| 68 | 2012-02-29 … 2017-02-28 | 45.02% | 14.78% | 1.263x |
| 69 | 2012-03-30 … 2017-02-28 | 44.92% | 14.43% | 1.267x |
| 70 | 2012-04-30 … 2017-04-28 | 41.15% | 14.61% | 1.232x |
| 71 | 2012-05-31 … 2017-05-31 | 44.99% | 15.98% | 1.250x |
| 72 | 2012-06-29 … 2017-05-31 | 45.81% | 15.44% | 1.263x |
| 73 | 2012-07-31 … 2017-07-31 | 45.80% | 15.43% | 1.263x |
| 74 | 2012-08-31 … 2017-08-31 | 46.03% | 15.12% | 1.268x |
| 75 | 2012-09-28 … 2017-08-31 | 45.56% | 14.77% | 1.268x |
| 76 | 2012-10-31 … 2017-10-31 | 50.25% | 16.12% | 1.294x |
| 77 | 2012-11-30 … 2017-11-30 | 50.46% | 16.79% | 1.288x |
| 78 | 2012-12-31 … 2017-12-29 | 49.23% | 16.93% | 1.276x |
| 79 | 2013-01-31 … 2018-01-31 | 50.32% | 17.57% | 1.279x |
| 80 | 2013-02-28 … 2018-02-28 | 51.75% | 16.21% | 1.306x |
| 81 | 2013-03-28 … 2018-02-28 | 50.66% | 15.81% | 1.301x |
| 82 | 2013-04-30 … 2018-04-30 | 46.33% | 14.25% | 1.281x |
| 83 | 2013-05-31 … 2018-05-31 | 38.37% | 14.57% | 1.208x |
| 84 | 2013-06-28 … 2018-05-31 | 41.49% | 14.97% | 1.231x |
| 85 | 2013-07-31 … 2018-07-31 | 39.88% | 14.83% | 1.218x |
| 86 | 2013-08-30 … 2018-07-31 | 41.19% | 15.59% | 1.222x |
| 87 | 2013-09-30 … 2018-09-28 | 40.83% | 15.84% | 1.216x |
| 88 | 2013-10-31 … 2018-10-31 | 31.62% | 12.89% | 1.166x |
| 89 | 2013-11-29 … 2018-10-31 | 31.60% | 12.60% | 1.169x |
| 90 | 2013-12-31 … 2018-12-31 | 30.01% | 9.93% | 1.183x |
| 91 | 2014-01-31 … 2019-01-31 | 30.63% | 12.37% | 1.162x |
| 92 | 2014-02-28 … 2019-02-28 | 28.28% | 12.38% | 1.141x |
| 93 | 2014-03-31 … 2019-03-29 | 30.45% | 12.76% | 1.157x |
| 94 | 2014-04-30 … 2019-04-30 | 32.25% | 13.73% | 1.163x |
| 95 | 2014-05-30 … 2019-04-30 | 32.07% | 13.54% | 1.163x |
| 96 | 2014-06-30 … 2019-06-28 | 32.76% | 12.81% | 1.177x |
| 97 | 2014-07-31 … 2019-07-31 | 34.27% | 13.30% | 1.185x |
| 98 | 2014-08-29 … 2019-07-31 | 34.14% | 12.80% | 1.189x |
| 99 | 2014-09-30 … 2019-09-30 | 35.95% | 12.70% | 1.206x |
| 100 | 2014-10-31 … 2019-10-31 | 36.43% | 12.91% | 1.208x |
| 101 | 2014-11-28 … 2019-10-31 | 36.03% | 12.60% | 1.208x |
| 102 | 2014-12-31 … 2019-12-31 | 38.34% | 14.16% | 1.212x |
| 103 | 2015-01-30 … 2019-12-31 | 38.10% | 14.85% | 1.202x |
| 104 | 2015-02-27 … 2020-01-31 | 37.65% | 14.04% | 1.207x |
| 105 | 2015-03-31 … 2020-03-31 | 35.88% | 8.56% | 1.252x |
| 106 | 2015-04-30 … 2020-04-30 | 38.11% | 11.65% | 1.237x |
| 107 | 2015-05-29 … 2020-05-29 | 36.96% | 12.61% | 1.216x |
| 108 | 2015-06-30 … 2020-06-30 | 36.59% | 13.64% | 1.202x |
| 109 | 2015-07-31 … 2020-07-31 | 37.99% | 14.60% | 1.204x |
| 110 | 2015-08-31 … 2020-08-31 | 43.45% | 18.07% | 1.215x |
| 111 | 2015-09-30 … 2020-09-30 | 42.66% | 17.05% | 1.219x |
| 112 | 2015-10-30 … 2020-10-30 | 38.48% | 14.60% | 1.208x |
| 113 | 2015-11-30 … 2020-11-30 | 48.79% | 17.43% | 1.267x |
| 114 | 2015-12-31 … 2020-12-31 | 50.34% | 18.65% | 1.267x |
| 115 | 2016-01-29 … 2021-01-29 | 84.57% | 19.26% | 1.548x |
| 116 | 2016-02-29 … 2021-02-26 | 79.64% | 19.79% | 1.500x |
| 117 | 2016-03-31 … 2021-03-31 | 81.08% | 19.42% | 1.516x |
| 118 | 2016-04-29 … 2021-03-31 | 82.76% | 19.66% | 1.527x |
| 119 | 2016-05-31 … 2021-05-28 | 80.94% | 20.42% | 1.503x |
| 120 | 2016-06-30 … 2021-06-30 | 80.45% | 21.06% | 1.491x |
| 121 | 2016-07-29 … 2021-06-30 | 78.57% | 20.63% | 1.480x |
| 122 | 2016-08-31 … 2021-08-31 | 80.05% | 21.75% | 1.479x |
| 123 | 2016-09-30 … 2021-09-30 | 75.37% | 20.22% | 1.459x |
| 124 | 2016-10-31 … 2021-10-29 | 81.17% | 22.50% | 1.479x |
| 125 | 2016-11-30 … 2021-11-30 | 79.46% | 21.87% | 1.473x |
| 126 | 2016-12-30 … 2021-11-30 | 80.02% | 21.75% | 1.479x |
| 127 | 2017-01-31 … 2022-01-31 | 70.54% | 20.17% | 1.419x |
| 128 | 2017-02-28 … 2022-02-28 | 68.98% | 18.51% | 1.426x |
| 129 | 2017-03-31 … 2022-03-31 | 72.22% | 19.46% | 1.442x |
| 130 | 2017-04-28 … 2022-03-31 | 73.90% | 19.46% | 1.456x |
| 131 | 2017-05-31 … 2022-05-31 | 69.32% | 15.59% | 1.465x |
| 132 | 2017-06-30 … 2022-06-30 | 68.63% | 13.08% | 1.491x |
| 133 | 2017-07-31 … 2022-07-29 | 67.77% | 15.16% | 1.457x |
| 134 | 2017-08-31 … 2022-08-31 | 64.60% | 13.72% | 1.447x |
| 135 | 2017-09-29 … 2022-08-31 | 63.93% | 13.56% | 1.444x |
| 136 | 2017-10-31 … 2022-10-31 | 57.31% | 11.86% | 1.406x |
| 137 | 2017-11-30 … 2022-11-30 | 57.01% | 12.52% | 1.395x |
| 138 | 2017-12-29 … 2022-11-30 | 57.90% | 12.46% | 1.404x |
| 139 | 2018-01-31 … 2023-01-31 | 51.86% | 11.01% | 1.368x |
| 140 | 2018-02-28 … 2023-02-28 | 49.48% | 11.03% | 1.346x |
| 141 | 2018-03-29 … 2023-02-28 | 50.39% | 11.72% | 1.346x |
| 142 | 2018-04-30 … 2023-04-28 | 49.22% | 13.01% | 1.320x |
| 143 | 2018-05-31 … 2023-05-31 | 51.27% | 12.95% | 1.339x |
| 144 | 2018-06-29 … 2023-05-31 | 50.64% | 13.01% | 1.333x |
| 145 | 2018-07-31 … 2023-07-31 | 55.40% | 14.67% | 1.355x |
| 146 | 2018-08-31 … 2023-08-31 | 52.91% | 13.51% | 1.347x |
| 147 | 2018-09-28 … 2023-08-31 | 52.61% | 13.56% | 1.344x |
| 148 | 2018-10-31 … 2023-10-31 | 53.10% | 12.60% | 1.360x |
| 149 | 2018-11-30 … 2023-11-30 | 54.91% | 14.58% | 1.352x |
| 150 | 2018-12-31 … 2023-12-29 | 61.32% | 17.26% | 1.376x |
| 151 | 2019-01-31 … 2024-01-31 | 61.46% | 16.27% | 1.389x |
| 152 | 2019-02-28 … 2024-01-31 | 61.34% | 15.94% | 1.392x |
| 153 | 2019-03-29 … 2024-03-28 | 73.53% | 17.50% | 1.477x |
| 154 | 2019-04-30 … 2024-04-30 | 71.03% | 15.50% | 1.481x |
| 155 | 2019-05-31 … 2024-05-31 | 73.83% | 18.12% | 1.472x |
| 156 | 2019-06-28 … 2024-06-28 | 71.87% | 17.99% | 1.457x |
| 157 | 2019-07-31 … 2024-07-31 | 67.51% | 17.70% | 1.423x |
| 158 | 2019-08-30 … 2024-08-30 | 66.19% | 18.41% | 1.404x |
| 159 | 2019-09-30 … 2024-09-30 | 68.98% | 18.65% | 1.424x |
| 160 | 2019-10-31 … 2024-10-31 | 69.93% | 17.87% | 1.442x |
| 161 | 2019-11-29 … 2024-11-29 | 74.20% | 18.64% | 1.468x |
| 162 | 2019-12-31 … 2024-12-31 | 66.63% | 17.62% | 1.417x |
| 163 | 2020-01-31 … 2025-01-31 | 71.53% | 18.07% | 1.453x |
| 164 | 2020-02-28 … 2025-02-28 | 68.88% | 19.00% | 1.419x |
| 165 | 2020-03-31 … 2025-03-31 | 66.50% | 19.24% | 1.396x |
| 166 | 2020-04-30 … 2025-04-30 | 64.31% | 16.49% | 1.410x |
| 167 | 2020-05-29 … 2025-04-30 | 63.85% | 15.80% | 1.415x |
| 168 | 2020-06-30 … 2025-06-30 | 61.84% | 18.19% | 1.369x |
| 169 | 2020-07-31 … 2025-07-31 | 60.76% | 17.87% | 1.364x |
| 170 | 2020-08-31 … 2025-08-29 | 59.78% | 16.69% | 1.369x |
| 171 | 2020-09-30 … 2025-09-30 | 65.08% | 18.57% | 1.392x |
| 172 | 2020-10-30 … 2025-09-30 | 68.62% | 19.43% | 1.412x |
| 173 | 2020-11-30 … 2025-11-28 | 57.92% | 17.77% | 1.341x |
| 174 | 2020-12-31 … 2025-12-31 | 60.32% | 16.92% | 1.371x |
| 175 | 2021-01-29 … 2025-12-31 | 38.06% | 17.20% | 1.178x |
| 176 | 2021-02-26 … 2026-01-30 | 45.18% | 17.04% | 1.240x |
| 177 | 2021-03-31 … 2026-03-31 | 43.39% | 14.07% | 1.257x |
| 178 | 2021-04-30 … 2026-04-30 | 43.74% | 16.03% | 1.239x |
| 179 | 2021-05-28 … 2026-04-30 | 43.55% | 16.22% | 1.235x |
Notes
mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1096.
Lesson notes
exploit/regime-momentum-quality-value: relative_return 1.2663x (delta -0.1594 vs exp_758); win-rate 100.0%, worst-window 1.035839, dispersion 19.4132%.
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 | NEE | ETR |
| 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 | BMET | LVS | WST | ALB | EQIX |
| 2007-01-31 | MAY | ICE | AT | AKAM | ALGN | BMET | BKNG | ALXN | KMX | MGM | LVS | GT | ATI | WYNN | MA |
| 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 | MGM | BKNG | ATI | DLX | MOS | ALB | TEX | CE | ANDV | STLD | TPL |
| 2007-04-30 | MAY | GT | CF | BKNG | ALGN | ANDV | MOS | OI | INCY | ICE | DLX | CLF | NRG | TEX | MGM |
| 2007-05-31 | MAY | GT | ALGN | 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 | AXON |
| 2007-08-31 | ALGN | CF | KMG | AMZN | OI | MA | AL | ISRG | DECK | MOS | CMI | AXON | GME | MAY | 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 | DGX | KO | LH | WEC | KMB | ABT |
| 2008-02-29 | MAY | CVG | JNJ | PG | CHD | MO | CL | KO | ABT | KMB | WMT | LMT | MEE | SO | NOC |
| 2008-03-31 | MAY | CVG | PG | JNJ | CL | MEE | CHD | KO | KMB | MO | HRL | AFL | SWN | WEC | LMT |
| 2008-04-30 | MAY | CVG | MEE | JNJ | PG | CHD | KO | WMT | WEC | KMB | ESV | AWK | SWN | GD | BRK-B |
| 2008-05-30 | MOS | FSLR | CF | MA | MEE | CLF | ILMN | BKNG | ESV | SWN | PRGO | ISRG | HP | RRC | FLS |
| 2008-06-30 | SW | MAY | MEE | ESV | TTWO | JNJ | SWN | BAX | MKC | BTUUQ | SO | CHD | FMC | FE | XEL |
| 2008-07-31 | SWN | MAY | ESV | BCR | MEE | DF | BTUUQ | APOL | ATGE | EW | CELG | JNJ | FDO | FI | BAX |
| 2008-08-29 | SWN | MOS | CLF | ESV | BCR | CF | FSLR | MEE | DF | AMT | APOL | ATGE | BTUUQ | CELG | FI |
| 2008-09-30 | SWN | BCR | DF | FDO | GIS | CELG | APOL | ATGE | FI | ESV | EDS | HRS | HCBK | CEPH | CPB |
| 2008-10-31 | WWY | GIS | CHD | SWN | CPB | CLX | ABT | BCR | CAG | MKC | LDOS | ED | BAX | TECH | DLTR |
| 2008-11-28 | GIS | CHD | CLX | DLTR | ABT | MCD | ED | KR | WMT | CPB | CASY | LDOS | SWN | LH | TECH |
| 2008-12-31 | ABT | LDOS | CHD | MCD | GIS | DLTR | CLX | ED | KR | AON | WMT | BMY | AJG | LH | CAG |
| 2009-01-30 | MCD | ED | ABT | LDOS | EW | GIS | AMGN | HET | CHD | DLTR | WEC | BMY | MKC | GILD | AJG |
| 2009-02-27 | HET | ED | LDOS | EW | PCG | MCD | XEL | WEC | ABT | JNJ | AMGN | CHD | MKC | HSY | GIS |
| 2009-03-31 | AZO | HET | ED | EW | PCG | XEL | MCD | CHD | WEC | LDOS | CPB | JNJ | NFLX | HRL | DLTR |
| 2009-04-30 | AZO | NFLX | HET | ED | MNST | XEL | PCG | CLX | CHD | MCD | BR | SNPS | NEE | WEC | ROST |
| 2009-05-29 | ORLY | HRL | AZO | DLTR | HET | BKNG | MCD | DGX | IBM | ED | JNJ | ROST | NEE | PCG | EW |
| 2009-06-30 | CAR | AN | FHN | NFLX | ORLY | F | PALM | MBI | MKTX | TSCO | DLTR | AZO | TYL | 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 | CMG | ORLY | BLDR | WBD | VRTX | SNDK | ASH | SWKS |
| 2009-09-30 | CAR | PALM | BKNG | SW | GNW | WBD | MU | SNDK | AAPL | MTG | WDC | DISCA | ASH | AN | MRVL |
| 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 | SSP | DDS | THC | STX | SNDK | ASH | PALM | LULU |
| 2009-12-31 | CAR | GGP | SANM | DDS | UIS | SSP | LPX | SW | THC | AMD | LULU | KMG | WFM | F | BC |
| 2010-01-29 | CAR | SANM | GNW | GGP | AMD | UIS | F | THC | SW | SSP | LULU | BC | STX | ASH | RCL |
| 2010-02-26 | CAR | SANM | GNW | UIS | GGP | ASH | UAL | LVS | F | INCY | LULU | FITB | CLF | SSP | DDS |
| 2010-03-31 | CAR | SANM | GNW | UIS | INCY | MAC | LYV | GGP | MTG | UAL | F | LVS | CLF | SSP | DDR |
| 2010-04-30 | GNW | INCY | SANM | UAL | CAR | MTG | LYV | GGP | SSP | WLL | ETFC | DDS | BKNG | VIAV | SMCI |
| 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 | SO | PG | MCD | AZO | HRL | ED | COR | GIS |
| 2010-07-30 | SW | CVG | UST | ETFC | KMB | AZO | SO | HRL | CPB | CLX | CASY | DLTR | MO | ED | PG |
| 2010-08-31 | CPQ | AZO | CVG | LUMN | ETFC | CASY | MCD | UST | KMB | CPB | CLX | SO | ED | MO | SW |
| 2010-09-30 | ETFC | NFLX | AKAM | FFIV | NTAP | UAL | BBWI | VSTNQ | BKNG | CCU | LVS | AAL | VRTS | CMI | WLL |
| 2010-10-29 | ETFC | UAL | NFLX | AAL | NTAP | LVS | FFIV | BKNG | INCY | WLL | BBWI | CMG | MBI | AKAM | VRTS |
| 2010-11-30 | ETFC | UAL | LVS | NFLX | MBI | AAL | FFIV | VRTS | CMG | BBWI | NTAP | HON | BKNG | WLL | ACAS |
| 2010-12-31 | ETFC | LVS | NFLX | VRTS | MBI | CMG | FFIV | ACAS | URI | BBWI | WLL | HON | BKNG | DECK | ANF |
| 2011-01-31 | ETFC | MAY | ACAS | LVS | URI | VRTS | WLL | NFLX | HON | LULU | BBWI | MRVL | FFIV | ANF | IPGP |
| 2011-02-28 | MAY | ETFC | URI | HON | LULU | NFLX | MRVL | LVS | ACAS | MRO | IPGP | VRTS | BBWI | DDS | FTNT |
| 2011-03-31 | MAY | ETFC | IPGP | URI | WYNN | VRTS | MRVL | BBWI | LULU | MOS | FTNT | NFLX | SWKS | ACAS | ANF |
| 2011-04-29 | MAY | IPGP | ETFC | WYNN | LULU | MU | FTNT | VRTS | ANDV | URI | ULTA | ACAS | ON | MOS | NFLX |
| 2011-05-31 | MAY | IPGP | ETFC | KLAC | FTNT | LULU | MU | BKNG | ACAS | LYB | EP | WYNN | URI | ANDV | LRCX |
| 2011-06-30 | MAY | IPGP | ETFC | FTNT | KLAC | VRTS | BKNG | ANF | REGN | EP | URI | ULTA | LULU | WYNN | DDS |
| 2011-07-29 | MAY | IPGP | LULU | EP | ULTA | CTRA | VRTS | FTNT | ABMD | WCG | COG | REGN | ANF | KLAC | NFLX |
| 2011-08-31 | MCD | SO | UST | AZO | KMB | PG | GIS | ED | CAG | D | K | MDLZ | CL | AEP | DUK |
| 2011-09-30 | SO | UST | KMB | MCD | AZO | D | ED | DUK | PG | GIS | MO | VZ | AEP | BMY | HSY |
| 2011-10-31 | SO | CVG | MCD | AZO | UST | D | DUK | ED | AEP | BMY | KMB | PG | MO | VZ | V |
| 2011-11-30 | V | ED | D | MCD | AEP | MO | SO | MA | MSFT | BMY | DLTR | AMT | ABT | AZO | ISRG |
| 2011-12-30 | V | MCD | MO | ED | D | BMY | MA | AEP | MSFT | SO | ISRG | AMT | ABT | AMGN | UST |
| 2012-01-31 | GNRC | VZ | DPZ | COG | WCG | EP | REGN | ULTA | MNST | MA | DLTR | WYNN | FAST | TIN | ABMD |
| 2012-02-29 | REGN | STX | WCG | COG | URI | DPZ | ULTA | EOG | MNST | HFC | ABMD | ADS | TYL | CF | FAST |
| 2012-03-30 | STX | REGN | DPZ | CF | BLDR | EOG | MNST | AAPL | WCG | URI | HFC | ULTA | COG | FAST | VLO |
| 2012-04-30 | REGN | BLDR | DPZ | AAPL | MNST | URI | STX | EQIX | CF | ULTA | EOG | M | V | ISRG | BKNG |
| 2012-05-31 | REGN | BLDR | STX | AAPL | AAL | MNST | LULU | EQIX | ORLY | ISRG | URI | EOG | BKNG | V | EC |
| 2012-06-29 | REGN | BLDR | AAL | AAPL | MNST | STX | EQIX | DHI | SHW | TJX | ROST | LEN | EOG | DAL | GPS |
| 2012-07-31 | LEN | STX | AAL | BLDR | REGN | MNST | EQIX | SHW | AAPL | DG | ROST | PHM | DHI | V | ALGN |
| 2012-08-31 | DHI | STX | PHM | LEN | URI | REGN | AAL | BLDR | EQIX | GPS | SHW | ALGN | LPX | ROST | AAPL |
| 2012-09-28 | DHI | PHM | STX | BLDR | LEN | LPX | URI | REGN | LYB | GPS | ALGN | ANDV | EQIX | KBH | SHW |
| 2012-10-31 | DHI | PHM | BLDR | LEN | KBH | REGN | LPX | STX | BBBY | EQIX | URI | WHR | LYB | ANDV | STZ |
| 2012-11-30 | BLDR | PHM | DHI | KBH | LEN | BBBY | LPX | AAL | WHR | REGN | STZ | ALL | STX | GNRC | ANDV |
| 2012-12-31 | REGN | PHM | WHR | LPX | BBBY | BLDR | KBH | AAL | SW | EXPE | ANDV | LEN | DDS | GILD | OMX |
| 2013-01-31 | PHM | LPX | BLDR | BBBY | KBH | WHR | LEN | ANDV | DDS | OMX | AXON | THC | EXPE | DHI | SW |
| 2013-02-28 | OMX | LPX | PHM | NFLX | VRTS | AXON | BBBY | GNRC | BLDR | THC | APO | MPC | DHI | EXPE | LEN |
| 2013-03-28 | KKR | OMX | NFLX | LPX | VRTS | KBH | PHM | ANDV | THC | BBBY | MPC | CTRA | CPAY | APO | GNRC |
| 2013-04-30 | OMX | KKR | FNMA | FMCC | NFLX | THC | VRTS | ANDV | KBH | MTG | CAR | LPX | HRB | STZ | APO |
| 2013-05-31 | FNMA | FMCC | OMX | FSLR | KKR | NFLX | BBBY | KBH | MTG | VRTS | APO | STZ | THC | ANDV | PHM |
| 2013-06-28 | FNMA | FMCC | OMX | KKR | BBBY | TSLA | FSLR | NFLX | VRTS | MTG | CPAY | SW | GILD | MU | ANDV |
| 2013-07-31 | FNMA | FMCC | OMX | TSLA | BBBY | KKR | MTG | FSLR | GME | NFLX | SVU | MU | THC | GNW | CPAY |
| 2013-08-30 | OMX | FNMA | FMCC | MTG | TSLA | BBBY | SVU | NFLX | GME | DAL | NXPI | FSLR | GNW | BBY | TRIP |
| 2013-09-30 | OMX | TSLA | FNMA | MTG | FMCC | NFLX | BBBY | SVU | NXPI | MU | META | DAL | BBY | GME | AXON |
| 2013-10-31 | OMX | TSLA | FNMA | FMCC | MTG | MU | NXPI | FANG | META | DAL | BBY | INCY | FL | TRIP | KATE |
| 2013-11-29 | OMX | FNMA | FMCC | MTG | NFLX | TSLA | PHM | MU | BX | BBY | INCY | FL | DAL | FANG | META |
| 2013-12-31 | FNMA | FMCC | NFLX | INCY | PHM | TSLA | BX | MU | FL | META | BBY | MTG | KATE | FANG | DAL |
| 2014-01-31 | FNMA | FMCC | INCY | PHM | TSLA | MU | BX | TKO | DXCM | ILMN | NFLX | MTG | KATE | AXON | URI |
| 2014-02-28 | FNMA | FMCC | TSLA | PHM | TKO | ILMN | AAL | BX | INCY | MU | DXCM | META | URI | FRX | DAL |
| 2014-03-31 | FNMA | FMCC | TSLA | TKO | RCL | ILMN | DAL | FRX | DXCM | INCY | META | FANG | AAL | FSLR | URI |
| 2014-04-30 | FMCC | FNMA | TSLA | TKO | RCL | DAL | MU | FRX | FANG | ILMN | URI | AAL | INCY | DXCM | NXPI |
| 2014-05-30 | META | DAL | FRX | MU | FMCC | FANG | TSLA | AAL | ILMN | FNMA | URI | NXPI | INCY | SMCI | SWKS |
| 2014-06-30 | META | FMCC | FNMA | DAL | AAL | FRX | FANG | URI | ILMN | SWKS | MU | LUV | TPL | SMCI | CAR |
| 2014-07-31 | META | FMCC | MU | FNMA | FANG | FRX | SWKS | TPL | DAL | TRGP | NBR | SMCI | URI | NFX | CAR |
| 2014-08-29 | FMCC | FNMA | LUV | MU | DAL | SWKS | RCL | CAR | URI | TPL | NXPI | FANG | LRCX | META | TRGP |
| 2014-09-30 | FMCC | TPL | LUV | SWKS | FNMA | RCL | GILD | NXPI | CAR | URI | SMCI | ENPH | MU | ILMN | TRGP |
| 2014-10-31 | MMI | PANW | SWKS | SMCI | ENPH | LUV | RCL | TPL | MU | NXPI | META | GILD | AVGO | ILMN | GMCR |
| 2014-11-28 | MMI | SWKS | PANW | LUV | RCL | SMCI | EW | NXPI | META | LRCX | ILMN | MNST | AVGO | ENPH | EA |
| 2014-12-31 | SBUX | SWKS | LUV | PANW | EW | MMI | SMCI | EA | RCL | ENPH | MNST | AXON | AAL | GMCR | UAL |
| 2015-01-30 | SBUX | SWKS | PANW | LUV | AXON | MMI | EW | EA | MNST | KR | CNC | RCL | BBWI | ENPH | AVGO |
| 2015-02-27 | SBUX | SWKS | LUV | EA | PANW | SMCI | MMI | CNC | EW | MNST | KR | ANDV | AAPL | BBWI | ALK |
| 2015-03-31 | SBUX | SWKS | CNC | SMCI | PANW | EA | MNST | MMI | AVGO | ANDV | INCY | EPAM | LUV | HSP | MOH |
| 2015-04-30 | SBUX | SWKS | PAYC | PANW | EA | CNC | MMI | MNST | DXCM | AVGO | HSP | EPAM | KMG | INCY | ABMD |
| 2015-05-29 | SBUX | AXON | SWKS | PAYC | BLDR | PANW | INCY | DXCM | KMG | MMI | MNST | HSP | AVGO | ABMD | CNC |
| 2015-06-30 | SWKS | PAYC | AXON | SBUX | BTUUQ | PANW | CNC | PLD | AVGO | INCY | BLDR | DXCM | MMI | ABMD | HSP |
| 2015-07-31 | BLDR | PAYC | AXON | SBUX | PANW | BTUUQ | PLD | CNC | DXCM | INCY | MNST | ABMD | MMI | EPAM | EA |
| 2015-08-31 | V | GILD | MA | GE | EBAY | CVG | MCO | CCI | MO | PSA | NVR | SPG | ABMD | ED | ORLY |
| 2015-09-30 | V | MA | CVG | PSA | UST | EBAY | GE | ED | GILD | MO | SPG | MCO | ACGL | CCI | AMT |
| 2015-10-30 | V | CVG | MO | MA | PSA | UST | GE | SPG | GILD | CCI | ED | ATO | ACGL | AMT | CLX |
| 2015-11-30 | FIX | CZR | ABMD | NFLX | AMZN | BLDR | TYL | GPN | CCI | AYI | ATVI | EXPE | SBUX | DXCM | TKO |
| 2015-12-31 | GE | V | ABMD | GILD | PSA | MA | MO | ATVI | CCI | GOOGL | JKHY | CVG | MCD | HRL | AMCR |
| 2016-01-29 | GE | MCD | V | PSA | GILD | CVG | KLAC | ABMD | ISRG | MO | UST | MA | HRL | GOOGL | SYY |
| 2016-02-29 | GE | SPG | MCD | KLAC | V | GILD | MO | ED | ISRG | VZ | T | UST | PSA | CPB | CVG |
| 2016-03-31 | EBAY | CZR | ABMD | TSN | MAT | GE | NVDA | HRL | GDDY | MKTX | KLAC | ATVI | TTWO | ANF | FSLR |
| 2016-04-29 | EBAY | TSN | ABMD | CZR | NVDA | GE | HRL | META | EW | AMD | MKTX | DLR | AVGO | TTWO | EVRG |
| 2016-05-31 | AMD | CZR | ABMD | NVDA | WB | META | EW | TSN | EVRG | MTW | F | CCI | DLR | ULTA | MKTX |
| 2016-06-30 | NVDA | CLF | AMD | CZR | DXC | ABMD | EVRG | MDR | WB | AWK | CCI | DLR | OKE | MKTX | ULTA |
| 2016-07-29 | CLF | AMD | NVDA | WB | NEM | DXC | CZR | X | DLR | PAYC | ABMD | CCI | MDR | WOR | AWK |
| 2016-08-31 | AMD | WB | SPGI | NVDA | CLF | X | NEM | DHR | MDR | DXC | JOY | ALB | ABMD | WPX | MKTX |
| 2016-09-30 | WB | AMD | SPGI | X | NVDA | CLF | DHR | NEM | WPX | AMAT | LITE | JOY | MDR | CNX | NAV |
| 2016-10-31 | AMD | SPGI | WB | X | NVDA | LITE | CNX | WPX | DXC | JOY | DHR | NAV | AMAT | TPL | CLF |
| 2016-11-30 | AMD | X | CLF | WB | SPGI | NVDA | CNX | TPL | WPX | DHR | NAV | LITE | JOY | OKE | NEM |
| 2016-12-30 | CLF | X | AMD | NVDA | SPGI | FMCC | FNMA | WB | TPL | CNX | OKE | WPX | NAV | TRGP | NBR |
| 2017-01-31 | AMD | CLF | X | NVDA | FMCC | FNMA | SPGI | TPL | TRGP | WB | NBR | FCX | WPX | NAV | URI |
| 2017-02-28 | AMD | CLF | X | NVDA | SPGI | WB | FNMA | URI | FMCC | TPL | NAV | NBR | WPX | CSX | TRGP |
| 2017-03-31 | AMD | CLF | X | NVDA | WB | MRO | NAV | FMCC | URI | FNMA | ANET | SLM | RF | CSX | EBAY |
| 2017-04-28 | AMD | NVDA | X | KMG | MU | ANET | NAV | AMAT | STX | SLM | DXC | EBAY | LITE | IDXX | WB |
| 2017-05-31 | AMD | KMG | KHC | NVDA | X | XYZ | WB | ANET | CSX | MU | LRCX | IDXX | NAV | STX | AMAT |
| 2017-06-30 | NVDA | XYZ | WB | KHC | ANET | LITE | CSX | AMAT | X | TTWO | BX | KMG | ADSK | LRCX | NAV |
| 2017-07-31 | NVDA | XYZ | MU | ANET | KHC | WB | LITE | ALGN | TTWO | LRCX | ZBRA | KMG | PAYC | BX | AMAT |
| 2017-08-31 | NVDA | XYZ | MU | NRG | TTWO | ANET | ALGN | WB | BA | VRTX | LRCX | TPL | IPGP | RCL | KMG |
| 2017-09-29 | NVDA | XYZ | TTWO | WB | MU | IPGP | NRG | ANET | ALGN | BA | NCC | TTD | LRCX | VRTX | SEDG |
| 2017-10-31 | NVDA | XYZ | BBBY | TTD | TTWO | SEDG | NRG | MU | ALGN | ANET | MTW | WB | LRCX | IPGP | CZR |
| 2017-11-30 | BBBY | XYZ | SEDG | ALGN | MCHP | ENPH | ANET | NRG | NVDA | IPGP | FTNT | MU | TTWO | LRCX | TTD |
| 2017-12-29 | BBBY | ENPH | SEDG | XYZ | ANET | MCHP | WB | ALGN | FTNT | NCC | NRG | IPGP | TTWO | TWTR | FSLR |
| 2018-01-31 | BBBY | ANET | SEDG | MCHP | XYZ | ALGN | FTNT | PENN | WB | CZR | NKTR | TWTR | TTWO | FSLR | MTCH |
| 2018-02-28 | NKTR | BBBY | XYZ | SEDG | ANET | MCHP | ALGN | NVDA | FTNT | WB | EC | MTCH | ENPH | TWTR | BA |
| 2018-03-29 | NKTR | SEDG | BBBY | ENPH | NCC | XYZ | MTCH | NXPI | ETSY | FSLR | ANET | WB | EC | NVDA | MAY |
| 2018-04-30 | CCI | NKTR | V | MA | SPG | KDP | HET | BKNG | ADBE | YUM | EXR | CDAY | SPGI | PSA | EL |
| 2018-05-31 | ENPH | NKTR | SEDG | MRVL | CVNA | EC | MU | ETSY | AXON | HET | TKO | MTCH | THC | TPL | BBBY |
| 2018-06-29 | ENPH | NKTR | MU | TKO | HET | AXON | SEDG | XYZ | NFLX | ETSY | TPL | EC | THC | CCI | ALGN |
| 2018-07-31 | ENPH | TKO | HET | ETSY | AXON | NKTR | CVNA | THC | MU | SEDG | CCI | ANF | XYZ | TPL | M |
| 2018-08-31 | ENPH | HET | TKO | CVNA | AXON | ETSY | XYZ | CCI | TTD | THC | EC | LULU | NKTR | SVU | ABMD |
| 2018-09-28 | HET | CVNA | TKO | XYZ | TTD | DXCM | AXON | AMD | ETSY | ENPH | CCI | LULU | ABMD | FTNT | UIS |
| 2018-10-31 | CCI | HET | EXR | SPG | DXCM | EVHC | MKC | ABMD | YUM | TKO | V | KDP | TJX | HCA | MRK |
| 2018-11-30 | CCI | HET | EXR | MKC | SPG | MRK | KMG | ESRX | KDP | YUM | SAF | O | HCA | AET | PFE |
| 2018-12-31 | CCI | HET | EXR | UST | AET | MRK | YUM | MKC | VRT | MCD | KDP | ESRX | CME | SPG | EXC |
| 2019-01-31 | CCI | HET | EXR | UST | SPG | RHT | YUM | O | MCD | ERIE | EXC | DUK | CNP | DOC | ES |
| 2019-02-28 | HET | EOG | CCI | ENPH | TTD | ETSY | DXCM | FNMA | RHT | FMCC | TKO | CIEN | AMD | CMG | KEYS |
| 2019-03-29 | HET | TTD | CCI | ENPH | FNMA | FMCC | ETSY | FTNT | JNJ | AVGO | TKO | RHT | AMD | CMG | VRTX |
| 2019-04-30 | HET | TTD | CCI | ENPH | CVNA | SNPS | AMD | FMCC | FNMA | ETSY | ANF | FTNT | TKO | VEEV | SSP |
| 2019-05-31 | CCI | EXR | HET | VRT | SAF | PEP | ERIE | UST | MDLZ | SBUX | HSY | SO | WRB | ECL | YUM |
| 2019-06-28 | HET | ENPH | CCI | FNMA | FMCC | SNPS | TTD | AVP | VEEV | ERIE | AMD | PAYC | MTCH | JNJ | BALL |
| 2019-07-31 | HET | ENPH | TTD | CCI | AVP | VEEV | ERIE | MTCH | PAYC | MKTX | BALL | CDNS | CVNA | FICO | SBUX |
| 2019-08-30 | HET | ENPH | CCI | AVP | MKTX | SBUX | BALL | NCC | SEDG | ERIE | MTCH | TTD | SBAC | CMG | HSY |
| 2019-09-30 | HET | ENPH | CSCO | CCI | SEDG | AVP | NCC | MKTX | FNMA | FMCC | PODD | BALL | TER | HSY | CMG |
| 2019-10-31 | HET | ENPH | CSCO | CCI | AVP | FNMA | SEDG | FMCC | PODD | GNRC | BLDR | KLAC | KBH | TER | LRCX |
| 2019-11-29 | HET | ENPH | CSCO | AVP | CCI | SEDG | FNMA | NCC | CVNA | GNRC | BLDR | FMCC | PODD | KLAC | TER |
| 2019-12-31 | HET | ENPH | XRX | CCI | CVNA | AVP | MCHP | BLDR | PODD | SEDG | THC | FNMA | LLY | TER | FMCC |
| 2020-01-31 | HET | ENPH | XRX | CCI | TSLA | MCHP | CVNA | LLY | PODD | AVP | SEDG | BLDR | GNRC | TER | AAPL |
| 2020-02-28 | HET | CCI | EXR | TE | SAF | UST | TYL | JNJ | PEP | KO | DGX | KMB | AON | FII | RSG |
| 2020-03-31 | CCI | EXR | TE | UST | AMT | NCC | GEN | BMY | VZ | KR | TYL | DXCM | CLX | REGN | COST |
| 2020-04-30 | CCI | EXR | UST | TE | AMT | GEN | NCC | BMY | REGN | KR | VZ | CLX | DXCM | AMZN | GIS |
| 2020-05-29 | CCI | EXR | TE | UST | AMT | GEN | NCC | REGN | CLX | DXCM | BMY | EBAY | DVN | VZ | KR |
| 2020-06-30 | CCI | AMT | UST | TE | EBAY | CLX | GIS | DG | ABBV | K | MSFT | CNXT | REGN | AAPL | HRL |
| 2020-07-31 | MRNA | TSLA | BBBY | DXCM | NVDA | SEDG | CCI | REGN | NEM | CVNA | ETSY | ENPH | AMD | WST | AAPL |
| 2020-08-31 | BBBY | TSLA | MRNA | ENPH | AMD | NVDA | ETSY | DXCM | CCI | SEDG | CVNA | REGN | AAPL | RRC | XYZ |
| 2020-09-30 | BBBY | TSLA | ENPH | PENN | CVNA | MRNA | AMD | SEDG | NVDA | XYZ | TTD | DDOG | ETSY | CCI | DXCM |
| 2020-10-30 | BBBY | TSLA | ENPH | PENN | MRNA | TUP | SEDG | DDOG | CVNA | XYZ | ETSY | CRWD | NVDA | TTD | AMD |
| 2020-11-30 | BBBY | TSLA | ENPH | MRNA | NOW | TUP | SEDG | ETSY | GME | CCI | TTD | XYZ | PENN | CVNA | AMD |
| 2020-12-31 | BBBY | MRNA | TSLA | ENPH | TUP | GME | NOW | ETSY | XYZ | PENN | TTD | SEDG | CCI | CRWD | CVNA |
| 2021-01-29 | GME | ENPH | BBBY | TSLA | MRNA | NOW | ETSY | TUP | CCI | CRWD | SEDG | CVNA | PENN | TTD | XYZ |
| 2021-02-26 | GME | NOW | CCI | TUP | MRNA | BBBY | ENPH | CPB | ETSY | VIAC | PENN | CPRI | TSLA | TPR | DDS |
| 2021-03-31 | GME | TUP | BBBY | PENN | NBR | ETSY | MRNA | CZR | VIAC | TSLA | CCI | ENPH | CPRI | FCX | AM |
| 2021-04-30 | GME | TUP | NBR | CRM | VIAC | PENN | BBWI | CAR | CLF | BBBY | QEP | MRNA | TPL | CZR | TSLA |
| 2021-05-28 | GME | CRM | TUP | CAR | DDS | FCX | BBWI | CCI | IVZ | TPL | BBBY | XEC | CLF | CPRI | GPS |
| 2021-06-30 | GME | DDS | ANF | BBWI | CAR | BX | MRNA | TUP | KSS | RRC | XEC | THC | TPL | BBBY | TDC |
| 2021-07-30 | GME | DDS | RRD | BX | MRNA | ANF | NUE | CAR | BBWI | CLF | TPL | MBI | NAVI | MDP | STLD |
| 2021-08-31 | GME | KKR | DDS | MRNA | RRD | CLF | BX | MDP | NUE | NAVI | XEC | CPRI | BBWI | SBNY | CAR |
| 2021-09-30 | GME | MRNA | KKR | DDS | RRD | JWN | M | MRO | RRC | CAR | MDP | BX | DVN | TRGP | IT |
| 2021-10-29 | GME | KKR | MRNA | DDS | RRC | RRD | MRO | DVN | CAR | JWN | M | MUR | FANG | MDP | BX |
| 2021-11-30 | GME | CAR | DDS | RRD | BX | WFC | TSLA | DVN | MRO | RRC | JWN | MDP | KKR | MRNA | M |
| 2021-12-31 | GME | CAR | RRD | DDS | BX | WFC | MRNA | JWN | DVN | MRO | ON | NVDA | TSLA | KKR | AMD |
| 2022-01-31 | EXR | AMT | RRD | ABX | CCI | ABBV | MO | EXC | PEP | MCD | HSY | PPL | FE | SO | GILD |
| 2022-02-28 | EXR | AMT | RRD | ABX | ABBV | MCK | MCD | EXC | CCI | COR | MO | HSY | GD | CVX | NI |
| 2022-03-31 | AMT | EXR | RRD | ABBV | ABX | CCI | MCK | EXC | TRGP | BMY | COR | SRE | ED | REGN | NI |
| 2022-04-29 | AMT | EXR | CCI | ABX | BMY | MCK | ABBV | KO | REGN | HSY | SRE | ED | VRTX | EXC | NI |
| 2022-05-31 | AMT | CCI | EXR | ABX | FHN | BMY | ED | AMGN | MRK | EXC | NI | JNJ | ABBV | WRB | CNP |
| 2022-06-30 | AMT | EXR | CCI | ABX | BMY | FHN | AMGN | ED | JNJ | ABBV | D | ATO | MCK | WRB | MRK |
| 2022-07-29 | AMT | EXR | CCI | ABX | AMGN | BMY | FHN | JNJ | ABBV | MCK | MCD | ED | MRK | ATO | D |
| 2022-08-31 | AMT | EXR | CCI | ABX | AMGN | MCK | FHN | CPB | KO | MCD | PEP | GIS | HSY | AZO | LW |
| 2022-09-30 | AMT | EXR | CCI | ABX | FHN | HSY | ERIE | GIS | MCK | SJM | KO | VRTX | PEP | AMGN | CPB |
| 2022-10-31 | AMT | EXR | CCI | ABX | FHN | TKO | HSY | CI | SJM | MCK | LW | GIS | JNJ | MRK | CPB |
| 2022-11-30 | T | CF | OXY | TPL | FSLR | DVN | HP | APA | SMCI | FTI | COP | HES | UNM | ATI | EQT |
| 2022-12-30 | T | FSLR | SMCI | FTI | OXY | TPL | HES | APA | CF | HP | ODP | MPC | COP | DVN | MUR |
| 2023-01-31 | UCL | T | HES | FSLR | TPL | FTI | SMCI | ODP | STLD | CEG | CF | MPC | APA | FLR | ATI |
| 2023-02-28 | UCL | T | FSLR | FTI | HES | ODP | SMCI | STLD | ASO | FLR | CEG | DYN | OI | MPC | VLO |
| 2023-03-31 | UCL | SMCI | VLO | FSLR | FTI | HES | PSX | OI | TEX | LW | FIX | GNW | AXON | STLD | OXY |
| 2023-04-28 | UCL | FSLR | SMCI | VLO | AXON | FICO | FTI | HES | ASO | NVDA | LVS | GE | PSX | WYNN | COTY |
| 2023-05-31 | EXR | AMT | CCI | ABX | V | LW | MCD | PHM | MO | HSY | KO | PEP | GIS | VRTX | MNST |
| 2023-06-30 | SMCI | H | NVDA | FSLR | UCL | CVNA | RCL | VRT | BLDR | NFLX | BKNG | GE | PLTR | META | AVGO |
| 2023-07-31 | SMCI | H | RCL | NVDA | CVNA | VRT | UCL | BLDR | META | CCL | PLTR | BKNG | FTI | ANF | AVGO |
| 2023-08-31 | SMCI | UCL | CVNA | NVDA | VRT | PLTR | ANF | BLDR | RCL | APP | PHM | AVGO | FTI | META | NOW |
| 2023-09-29 | EXR | CCI | AMT | V | MO | MA | MCD | MRSH | BRK-B | JPM | L | VRSK | EMR | ROP | NTAP |
| 2023-10-31 | EXR | CCI | V | AMT | CBOE | AFL | MRSH | CME | CSCO | VRTX | ROP | L | CVG | BRK-B | LIN |
| 2023-11-30 | CVNA | VRT | ANF | APP | SMCI | DAL | META | NVDA | COIN | PLTR | FNMA | FTI | EBAY | EXR | DELL |
| 2023-12-29 | CVNA | COIN | ANF | VRT | APP | DAL | FNMA | SMCI | NVDA | PLTR | GPS | EXR | CRWD | META | FMCC |
| 2024-01-31 | CVNA | ANF | SMCI | VRT | FNMA | APP | COIN | DAL | CRWD | NVDA | EXR | FMCC | META | ANET | DELL |
| 2024-02-29 | SMCI | GE | CVNA | ANF | VRT | FNMA | APP | NVDA | CRWD | COIN | ADCT | FMCC | META | EXR | DYN |
| 2024-03-28 | SMCI | CVNA | GE | ANF | ADCT | VRT | COIN | APP | FNMA | DYN | NVDA | FMCC | EXR | PLTR | VST |
| 2024-04-30 | CVNA | SMCI | ANF | ADCT | GE | VRT | COIN | DYN | APP | NVDA | FNMA | EXR | VST | FMCC | PANW |
| 2024-05-31 | CVNA | ANF | VRT | SMCI | VST | ADCT | FNMA | FMCC | COIN | APP | DELL | NVDA | DYN | PANW | GPS |
| 2024-06-28 | ANF | CVNA | VST | SMCI | VRT | DYN | APP | NVDA | FMCC | FNMA | GPS | COIN | DELL | PANW | CEG |
| 2024-07-31 | ANF | CVNA | NVDA | VST | DYN | VRT | APP | FNMA | FMCC | DELL | COIN | SMCI | EXR | GPS | ANET |
| 2024-08-30 | DYN | ANF | NVDA | LUMN | CVNA | VST | COIN | PBI | CRM | PANW | EXR | THC | ADCT | NRG | CCI |
| 2024-09-30 | LUMN | DYN | CVNA | NVDA | ANF | VST | APP | ADCT | THC | PBI | EXR | CCI | PANW | COHR | PGR |
| 2024-10-31 | LUMN | CVNA | DYN | APP | NVDA | ADCT | VST | COHR | EXR | THC | ANF | KKR | PLTR | CCI | CEG |
| 2024-11-29 | CVNA | LUMN | APP | WYNN | VST | PLTR | TPL | HOOD | ADCT | NVDA | CCI | COHR | FMCC | AXON | VRT |
| 2024-12-31 | APP | LUMN | PLTR | CVNA | WYNN | FMCC | VST | FNMA | TPL | HOOD | AXON | CCI | UAL | NVDA | VRT |
| 2025-01-31 | APP | PLTR | FMCC | CVNA | FNMA | WYNN | LUMN | HOOD | VST | UAL | AXON | CCI | TPL | TSLA | IBKR |
| 2025-02-28 | APP | FMCC | FNMA | WYNN | PLTR | HOOD | CVNA | VST | UAL | LUMN | TPL | CCI | PBI | ALK | ECHO |
| 2025-03-31 | EXR | AMT | CCI | CA | VRSN | BRO | V | MO | FOX | EVRG | AON | RSG | CME | MRSH | FOXA |
| 2025-04-30 | EXR | AMT | CCI | CA | CNP | MO | VRSN | CME | ATO | WEC | EVRG | COR | EXC | PNW | UST |
| 2025-05-30 | AMT | CCI | EXR | CA | PM | CNP | MO | CME | RSG | BUD | CAH | ATO | UST | MNST | WEC |
| 2025-06-30 | FNMA | FMCC | HOOD | PLTR | APP | GILD | LUMN | GEV | CVNA | LB | UBER | AXON | HWM | NRG | CCI |
| 2025-07-31 | FNMA | HOOD | FMCC | PLTR | APP | GILD | GEV | UBER | CVNA | AXON | NRG | TPR | CCI | VST | CAR |
| 2025-08-29 | FNMA | HOOD | FMCC | PLTR | APP | GEV | UCL | CVNA | CAR | FIX | TPR | VST | STX | LITE | ECHO |
| 2025-09-30 | FNMA | FMCC | HOOD | APP | PLTR | ECHO | STX | LITE | GEV | WDC | FIX | UCL | AVGO | CVNA | CAR |
| 2025-10-31 | FMCC | FNMA | HOOD | APP | MU | ECHO | PLTR | STX | LITE | WDC | TE | CIEN | WBD | SEDG | FIX |
| 2025-11-28 | HOOD | ECHO | MU | LITE | WDC | STX | CIEN | FNMA | FMCC | TE | NKTR | AVGO | PLTR | WBD | SEDG |
| 2025-12-31 | LITE | WDC | ECHO | GILD | TE | MU | STX | HOOD | CIEN | NKTR | FNMA | FMCC | WBD | SEDG | NEM |
| 2026-01-30 | TE | LITE | ECHO | WDC | GILD | MU | STX | CIEN | WBD | SSP | LRCX | NEM | NKTR | COHR | CCI |
| 2026-02-27 | LITE | TE | WDC | MU | GILD | STX | CIEN | ECHO | COHR | LRCX | FIX | SSP | WBD | VIAV | TER |
| 2026-03-31 | CCI | EXR | AMT | ABI | PCS | CAM | CA | EA | WBD | JNJ | UST | BHF | ATO | FE | L |
| 2026-04-30 | LITE | WDC | CIEN | MU | GILD | STX | ECHO | COHR | VIAV | TER | FIX | SEDG | NBR | ALB | SSP |
| 2026-05-29 | LITE | WDC | MU | CIEN | STX | ECHO | VIAV | GILD | INTC | TE | COHR | AMD | TER | NBR | FIX |
| 2026-06-26 | MU | WDC | LITE | TE | STX | CIEN | INTC | VIAV | WHR | DELL | TER | AMD | COHR | GLW | MRVL |
Scoring script (python)
# Auto-generated (mutate) variant 1096 — regime-momentum-quality-value sweep point.
FORMULA_NAME = "regime-momentum-quality-value (mutate v1096)"
LOGIC_VARIANT_COUNT = 2
NOTES = "mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1096."
BULL = {"momentum_12_1_pct": (0.393, +1), "return_6m_pct": (0.19, +1), "eps_growth_pct": (0.22, +1),
"free_cash_flow_margin_pct": (0.151, +1), "forward_pe": (0.084, -1), "peg": (0.083, -1)}
RISK_OFF = {"realized_vol_3m": (0.378, -1), "free_cash_flow_margin_pct": (0.151, +1),
"operating_margin_pct": (0.10, +1), "forward_pe": (0.084, -1), "peg": (0.083, -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