← All V2 experiments
Relative return
1.268x
Excess vs bench
26.76%
Benchmark
CAPW_UNIV
Rolling windows
179 · monthly
Mean strategy gain
45.04%
Mean benchmark gain
14.08%
Mean excess gain
30.96%
Dispersion (ref)
19.10%
Win-rate vs bench (ref)
100.00%
Worst / best ratio (ref)
1.034x / 1.522x
Logic variants
2
Updated
Jul 21, 2026
Anchored windows (reference — strategy vs benchmark)
Kept from V1 for continuity; the objective ranks on the full rolling set, not these four.
| Window | Strategy | Benchmark | Ratio |
|---|---|---|---|
| 2006-07-03 … 2011-06-30 | 22.06% | 2.22% | 1.194x |
| 2011-07-01 … 2016-06-30 | 39.52% | 13.74% | 1.227x |
| 2016-07-01 … 2021-06-30 | 75.14% | 20.63% | 1.452x |
| 2021-07-01 … 2026-06-26 | 49.29% | 15.48% | 1.293x |
All rolling windows — the objective set (equal-weighted mean ratio)
Strategy
Benchmark (CAPW_UNIV)
Excess
rolling 5y windows, monthly step — 179 windows · mean ratio 1.268x · beat benchmark in 179/179
| # | Window | Strategy | Benchmark | Ratio |
|---|---|---|---|---|
| 1 | 2006-07-31 … 2011-07-29 | 19.81% | 1.79% | 1.177x |
| 2 | 2006-08-31 … 2011-08-31 | 17.40% | 0.21% | 1.172x |
| 3 | 2006-09-29 … 2011-08-31 | 14.38% | -0.14% | 1.145x |
| 4 | 2006-10-31 … 2011-10-31 | 12.99% | 0.23% | 1.127x |
| 5 | 2006-11-30 … 2011-11-30 | 11.87% | -0.05% | 1.119x |
| 6 | 2006-12-29 … 2011-11-30 | 11.86% | -0.32% | 1.122x |
| 7 | 2007-01-31 … 2012-01-31 | 11.09% | 0.93% | 1.101x |
| 8 | 2007-02-28 … 2012-01-31 | 9.94% | 1.43% | 1.084x |
| 9 | 2007-03-30 … 2012-03-30 | 11.65% | 3.09% | 1.083x |
| 10 | 2007-04-30 … 2012-04-30 | 11.35% | 2.42% | 1.087x |
| 11 | 2007-05-31 … 2012-05-31 | 7.32% | 0.60% | 1.067x |
| 12 | 2007-06-29 … 2012-06-29 | 5.83% | 1.92% | 1.038x |
| 13 | 2007-07-31 … 2012-07-31 | 6.23% | 2.69% | 1.034x |
| 14 | 2007-08-31 … 2012-08-31 | 8.46% | 2.95% | 1.054x |
| 15 | 2007-09-28 … 2012-09-28 | 7.74% | 3.20% | 1.044x |
| 16 | 2007-10-31 … 2012-10-31 | 8.49% | 2.60% | 1.057x |
| 17 | 2007-11-30 … 2012-11-30 | 8.16% | 3.45% | 1.046x |
| 18 | 2007-12-31 … 2012-12-31 | 8.12% | 3.69% | 1.043x |
| 19 | 2008-01-31 … 2013-01-31 | 11.15% | 5.85% | 1.050x |
| 20 | 2008-02-29 … 2013-02-28 | 11.45% | 6.82% | 1.043x |
| 21 | 2008-03-31 … 2013-03-28 | 13.11% | 7.73% | 1.050x |
| 22 | 2008-04-30 … 2013-04-30 | 14.21% | 7.51% | 1.062x |
| 23 | 2008-05-30 … 2013-04-30 | 12.89% | 7.81% | 1.047x |
| 24 | 2008-06-30 … 2013-06-28 | 18.02% | 9.33% | 1.079x |
| 25 | 2008-07-31 … 2013-07-31 | 22.31% | 10.48% | 1.107x |
| 26 | 2008-08-29 … 2013-07-31 | 22.56% | 10.52% | 1.109x |
| 27 | 2008-09-30 … 2013-09-30 | 28.06% | 11.48% | 1.149x |
| 28 | 2008-10-31 … 2013-10-31 | 36.12% | 15.76% | 1.176x |
| 29 | 2008-11-28 … 2013-10-31 | 37.86% | 17.46% | 1.174x |
| 30 | 2008-12-31 … 2013-12-31 | 40.44% | 18.44% | 1.186x |
| 31 | 2009-01-30 … 2013-12-31 | 41.95% | 20.64% | 1.177x |
| 32 | 2009-02-27 … 2014-01-31 | 45.91% | 21.63% | 1.200x |
| 33 | 2009-03-31 … 2014-03-31 | 47.17% | 20.60% | 1.220x |
| 34 | 2009-04-30 … 2014-04-30 | 45.56% | 19.00% | 1.223x |
| 35 | 2009-05-29 … 2014-04-30 | 47.78% | 18.32% | 1.249x |
| 36 | 2009-06-30 … 2014-06-30 | 48.70% | 19.01% | 1.249x |
| 37 | 2009-07-31 … 2014-07-31 | 43.93% | 17.39% | 1.226x |
| 38 | 2009-08-31 … 2014-08-29 | 43.56% | 17.70% | 1.220x |
| 39 | 2009-09-30 … 2014-09-30 | 39.62% | 16.64% | 1.197x |
| 40 | 2009-10-30 … 2014-09-30 | 43.87% | 17.08% | 1.229x |
| 41 | 2009-11-30 … 2014-11-28 | 41.25% | 16.82% | 1.209x |
| 42 | 2009-12-31 … 2014-12-31 | 39.21% | 16.28% | 1.197x |
| 43 | 2010-01-29 … 2014-12-31 | 41.33% | 17.23% | 1.206x |
| 44 | 2010-02-26 … 2015-01-30 | 39.67% | 15.80% | 1.206x |
| 45 | 2010-03-31 … 2015-03-31 | 39.22% | 15.40% | 1.206x |
| 46 | 2010-04-30 … 2015-04-30 | 37.48% | 15.38% | 1.192x |
| 47 | 2010-05-28 … 2015-04-30 | 40.46% | 17.09% | 1.200x |
| 48 | 2010-06-30 … 2015-06-30 | 44.26% | 17.45% | 1.228x |
| 49 | 2010-07-30 … 2015-06-30 | 43.82% | 16.43% | 1.235x |
| 50 | 2010-08-31 … 2015-08-31 | 40.08% | 15.76% | 1.210x |
| 51 | 2010-09-30 … 2015-09-30 | 37.33% | 13.61% | 1.209x |
| 52 | 2010-10-29 … 2015-09-30 | 36.63% | 13.06% | 1.208x |
| 53 | 2010-11-30 … 2015-11-30 | 36.27% | 15.09% | 1.184x |
| 54 | 2010-12-31 … 2015-12-31 | 35.65% | 13.55% | 1.195x |
| 55 | 2011-01-31 … 2016-01-29 | 33.62% | 11.90% | 1.194x |
| 56 | 2011-02-28 … 2016-01-29 | 34.05% | 11.53% | 1.202x |
| 57 | 2011-03-31 … 2016-03-31 | 35.13% | 12.90% | 1.197x |
| 58 | 2011-04-29 … 2016-04-29 | 33.14% | 12.39% | 1.185x |
| 59 | 2011-05-31 … 2016-05-31 | 35.82% | 12.94% | 1.203x |
| 60 | 2011-06-30 … 2016-06-30 | 37.50% | 13.30% | 1.214x |
| 61 | 2011-07-29 … 2016-07-29 | 42.29% | 14.52% | 1.243x |
| 62 | 2011-08-31 … 2016-08-31 | 43.80% | 15.19% | 1.248x |
| 63 | 2011-09-30 … 2016-09-30 | 44.37% | 16.32% | 1.241x |
| 64 | 2011-10-31 … 2016-10-31 | 42.88% | 14.02% | 1.253x |
| 65 | 2011-11-30 … 2016-11-30 | 45.95% | 14.66% | 1.273x |
| 66 | 2011-12-30 … 2016-12-30 | 45.50% | 14.92% | 1.266x |
| 67 | 2012-01-31 … 2017-01-31 | 47.04% | 14.63% | 1.283x |
| 68 | 2012-02-29 … 2017-02-28 | 46.64% | 14.78% | 1.278x |
| 69 | 2012-03-30 … 2017-02-28 | 46.63% | 14.43% | 1.281x |
| 70 | 2012-04-30 … 2017-04-28 | 42.66% | 14.61% | 1.245x |
| 71 | 2012-05-31 … 2017-05-31 | 45.95% | 15.98% | 1.258x |
| 72 | 2012-06-29 … 2017-05-31 | 46.73% | 15.44% | 1.271x |
| 73 | 2012-07-31 … 2017-07-31 | 47.00% | 15.43% | 1.274x |
| 74 | 2012-08-31 … 2017-08-31 | 46.51% | 15.12% | 1.273x |
| 75 | 2012-09-28 … 2017-08-31 | 46.15% | 14.77% | 1.273x |
| 76 | 2012-10-31 … 2017-10-31 | 49.28% | 16.12% | 1.286x |
| 77 | 2012-11-30 … 2017-11-30 | 49.85% | 16.79% | 1.283x |
| 78 | 2012-12-31 … 2017-12-29 | 48.76% | 16.93% | 1.272x |
| 79 | 2013-01-31 … 2018-01-31 | 49.62% | 17.57% | 1.273x |
| 80 | 2013-02-28 … 2018-02-28 | 51.58% | 16.21% | 1.304x |
| 81 | 2013-03-28 … 2018-02-28 | 50.17% | 15.81% | 1.297x |
| 82 | 2013-04-30 … 2018-04-30 | 47.48% | 14.25% | 1.291x |
| 83 | 2013-05-31 … 2018-05-31 | 39.48% | 14.57% | 1.217x |
| 84 | 2013-06-28 … 2018-05-31 | 42.60% | 14.97% | 1.240x |
| 85 | 2013-07-31 … 2018-07-31 | 40.28% | 14.83% | 1.222x |
| 86 | 2013-08-30 … 2018-07-31 | 41.49% | 15.59% | 1.224x |
| 87 | 2013-09-30 … 2018-09-28 | 41.64% | 15.84% | 1.223x |
| 88 | 2013-10-31 … 2018-10-31 | 31.93% | 12.89% | 1.169x |
| 89 | 2013-11-29 … 2018-10-31 | 31.97% | 12.60% | 1.172x |
| 90 | 2013-12-31 … 2018-12-31 | 30.20% | 9.93% | 1.184x |
| 91 | 2014-01-31 … 2019-01-31 | 30.29% | 12.37% | 1.159x |
| 92 | 2014-02-28 … 2019-02-28 | 28.01% | 12.38% | 1.139x |
| 93 | 2014-03-31 … 2019-03-29 | 29.94% | 12.76% | 1.152x |
| 94 | 2014-04-30 … 2019-04-30 | 31.61% | 13.73% | 1.157x |
| 95 | 2014-05-30 … 2019-04-30 | 31.44% | 13.54% | 1.158x |
| 96 | 2014-06-30 … 2019-06-28 | 32.19% | 12.81% | 1.172x |
| 97 | 2014-07-31 … 2019-07-31 | 33.68% | 13.30% | 1.180x |
| 98 | 2014-08-29 … 2019-07-31 | 33.32% | 12.80% | 1.182x |
| 99 | 2014-09-30 … 2019-09-30 | 34.95% | 12.70% | 1.197x |
| 100 | 2014-10-31 … 2019-10-31 | 34.62% | 12.91% | 1.192x |
| 101 | 2014-11-28 … 2019-10-31 | 34.27% | 12.60% | 1.193x |
| 102 | 2014-12-31 … 2019-12-31 | 36.35% | 14.16% | 1.194x |
| 103 | 2015-01-30 … 2019-12-31 | 36.11% | 14.85% | 1.185x |
| 104 | 2015-02-27 … 2020-01-31 | 35.24% | 14.04% | 1.186x |
| 105 | 2015-03-31 … 2020-03-31 | 33.04% | 8.56% | 1.226x |
| 106 | 2015-04-30 … 2020-04-30 | 35.62% | 11.65% | 1.215x |
| 107 | 2015-05-29 … 2020-05-29 | 34.94% | 12.61% | 1.198x |
| 108 | 2015-06-30 … 2020-06-30 | 34.78% | 13.64% | 1.186x |
| 109 | 2015-07-31 … 2020-07-31 | 36.11% | 14.60% | 1.188x |
| 110 | 2015-08-31 … 2020-08-31 | 41.11% | 18.07% | 1.195x |
| 111 | 2015-09-30 … 2020-09-30 | 40.39% | 17.05% | 1.199x |
| 112 | 2015-10-30 … 2020-10-30 | 37.03% | 14.60% | 1.196x |
| 113 | 2015-11-30 … 2020-11-30 | 46.69% | 17.43% | 1.249x |
| 114 | 2015-12-31 … 2020-12-31 | 48.04% | 18.65% | 1.248x |
| 115 | 2016-01-29 … 2021-01-29 | 81.52% | 19.26% | 1.522x |
| 116 | 2016-02-29 … 2021-02-26 | 76.58% | 19.79% | 1.474x |
| 117 | 2016-03-31 … 2021-03-31 | 78.38% | 19.42% | 1.494x |
| 118 | 2016-04-29 … 2021-03-31 | 80.08% | 19.66% | 1.505x |
| 119 | 2016-05-31 … 2021-05-28 | 77.98% | 20.42% | 1.478x |
| 120 | 2016-06-30 … 2021-06-30 | 77.00% | 21.06% | 1.462x |
| 121 | 2016-07-29 … 2021-06-30 | 75.14% | 20.63% | 1.452x |
| 122 | 2016-08-31 … 2021-08-31 | 77.61% | 21.75% | 1.459x |
| 123 | 2016-09-30 … 2021-09-30 | 73.31% | 20.22% | 1.442x |
| 124 | 2016-10-31 … 2021-10-29 | 78.73% | 22.50% | 1.459x |
| 125 | 2016-11-30 … 2021-11-30 | 77.37% | 21.87% | 1.455x |
| 126 | 2016-12-30 … 2021-11-30 | 78.22% | 21.75% | 1.464x |
| 127 | 2017-01-31 … 2022-01-31 | 68.73% | 20.17% | 1.404x |
| 128 | 2017-02-28 … 2022-02-28 | 67.06% | 18.51% | 1.410x |
| 129 | 2017-03-31 … 2022-03-31 | 70.47% | 19.46% | 1.427x |
| 130 | 2017-04-28 … 2022-03-31 | 72.30% | 19.46% | 1.442x |
| 131 | 2017-05-31 … 2022-05-31 | 68.74% | 15.59% | 1.460x |
| 132 | 2017-06-30 … 2022-06-30 | 68.14% | 13.08% | 1.487x |
| 133 | 2017-07-31 … 2022-07-29 | 67.02% | 15.16% | 1.450x |
| 134 | 2017-08-31 … 2022-08-31 | 64.03% | 13.72% | 1.442x |
| 135 | 2017-09-29 … 2022-08-31 | 63.48% | 13.56% | 1.440x |
| 136 | 2017-10-31 … 2022-10-31 | 57.91% | 11.86% | 1.412x |
| 137 | 2017-11-30 … 2022-11-30 | 57.59% | 12.52% | 1.401x |
| 138 | 2017-12-29 … 2022-11-30 | 58.41% | 12.46% | 1.409x |
| 139 | 2018-01-31 … 2023-01-31 | 54.71% | 11.01% | 1.394x |
| 140 | 2018-02-28 … 2023-02-28 | 51.53% | 11.03% | 1.365x |
| 141 | 2018-03-29 … 2023-02-28 | 51.46% | 11.72% | 1.356x |
| 142 | 2018-04-30 … 2023-04-28 | 49.64% | 13.01% | 1.324x |
| 143 | 2018-05-31 … 2023-05-31 | 52.46% | 12.95% | 1.350x |
| 144 | 2018-06-29 … 2023-05-31 | 52.28% | 13.01% | 1.347x |
| 145 | 2018-07-31 … 2023-07-31 | 57.80% | 14.67% | 1.376x |
| 146 | 2018-08-31 … 2023-08-31 | 54.85% | 13.51% | 1.364x |
| 147 | 2018-09-28 … 2023-08-31 | 54.70% | 13.56% | 1.362x |
| 148 | 2018-10-31 … 2023-10-31 | 55.15% | 12.60% | 1.378x |
| 149 | 2018-11-30 … 2023-11-30 | 57.02% | 14.58% | 1.370x |
| 150 | 2018-12-31 … 2023-12-29 | 64.09% | 17.26% | 1.399x |
| 151 | 2019-01-31 … 2024-01-31 | 62.64% | 16.27% | 1.399x |
| 152 | 2019-02-28 … 2024-01-31 | 62.55% | 15.94% | 1.402x |
| 153 | 2019-03-29 … 2024-03-28 | 72.50% | 17.50% | 1.468x |
| 154 | 2019-04-30 … 2024-04-30 | 69.77% | 15.50% | 1.470x |
| 155 | 2019-05-31 … 2024-05-31 | 72.60% | 18.12% | 1.461x |
| 156 | 2019-06-28 … 2024-06-28 | 70.96% | 17.99% | 1.449x |
| 157 | 2019-07-31 … 2024-07-31 | 66.77% | 17.70% | 1.417x |
| 158 | 2019-08-30 … 2024-08-30 | 65.74% | 18.41% | 1.400x |
| 159 | 2019-09-30 … 2024-09-30 | 68.77% | 18.65% | 1.422x |
| 160 | 2019-10-31 … 2024-10-31 | 69.28% | 17.87% | 1.436x |
| 161 | 2019-11-29 … 2024-11-29 | 74.30% | 18.64% | 1.469x |
| 162 | 2019-12-31 … 2024-12-31 | 67.56% | 17.62% | 1.425x |
| 163 | 2020-01-31 … 2025-01-31 | 72.45% | 18.07% | 1.461x |
| 164 | 2020-02-28 … 2025-02-28 | 70.52% | 19.00% | 1.433x |
| 165 | 2020-03-31 … 2025-03-31 | 68.44% | 19.24% | 1.413x |
| 166 | 2020-04-30 … 2025-04-30 | 65.65% | 16.49% | 1.422x |
| 167 | 2020-05-29 … 2025-04-30 | 65.50% | 15.80% | 1.429x |
| 168 | 2020-06-30 … 2025-06-30 | 63.36% | 18.19% | 1.382x |
| 169 | 2020-07-31 … 2025-07-31 | 62.32% | 17.87% | 1.377x |
| 170 | 2020-08-31 … 2025-08-29 | 61.50% | 16.69% | 1.384x |
| 171 | 2020-09-30 … 2025-09-30 | 67.03% | 18.57% | 1.409x |
| 172 | 2020-10-30 … 2025-09-30 | 69.69% | 19.43% | 1.421x |
| 173 | 2020-11-30 … 2025-11-28 | 60.68% | 17.77% | 1.364x |
| 174 | 2020-12-31 … 2025-12-31 | 63.60% | 16.92% | 1.399x |
| 175 | 2021-01-29 … 2025-12-31 | 41.05% | 17.20% | 1.204x |
| 176 | 2021-02-26 … 2026-01-30 | 48.53% | 17.04% | 1.269x |
| 177 | 2021-03-31 … 2026-03-31 | 46.27% | 14.07% | 1.282x |
| 178 | 2021-04-30 … 2026-04-30 | 46.81% | 16.03% | 1.265x |
| 179 | 2021-05-28 … 2026-04-30 | 46.86% | 16.22% | 1.264x |
Notes
mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1102.
Lesson notes
exploit/regime-momentum-quality-value: relative_return 1.2676x (delta -0.1582 vs exp_758); win-rate 100.0%, worst-window 1.034436, dispersion 19.0977%.
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 | CPQ | BRK-B | PEP | CPB | ES | GL | ATO | DGX | ETR | NEE |
| 2006-08-31 | MAY | MNST | ILMN | AKAM | ATI | ADM | EME | SLG | LVS | GRMN | NUE | AT | DECK | STLD | TEX |
| 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 | ILMN | AT | MNST | ALGN | ATI | LVS | BMET | INCLF | ALB | MRK | EME |
| 2006-11-30 | MAY | ICE | ILMN | AKAM | DECK | ATI | ALGN | MTW | AT | NVDA | UAA | REGN | ALB | MA | BMET |
| 2006-12-29 | MAY | ICE | ALGN | AT | ILMN | NVDA | AKAM | ATI | BMET | MTW | DECK | MA | CF | WST | ALB |
| 2007-01-31 | MAY | ICE | ALGN | AT | MA | GT | AKAM | BMET | MGM | BKNG | WYNN | CF | KMX | LVS | ALXN |
| 2007-02-28 | MAY | ALGN | ICE | CF | MGM | ATI | GT | MA | DECK | BKNG | ALB | DLX | EOP | AKAM | AT |
| 2007-03-30 | MAY | CF | GT | DLX | ICE | MGM | ATI | CE | ANDV | STLD | MOS | BKNG | TEX | ALB | OI |
| 2007-04-30 | MAY | GT | CF | ANDV | OI | ALGN | MOS | DLX | BKNG | INCY | CLF | NRG | ON | ICE | MGM |
| 2007-05-31 | MAY | GT | ALGN | CF | FSLR | CLF | DLX | OI | ANDV | MA | DECK | AMZN | MOS | ICE | ON |
| 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 | ALGN | AMZN | MA | AL | MOS | OI | DECK | AXON | ISRG | JEC | ALXN |
| 2007-08-31 | ALGN | CF | KMG | AMZN | AL | ISRG | OI | MA | MOS | CMI | GME | DECK | AXON | GRMN | NOV |
| 2007-09-28 | CF | KMG | AMZN | MOS | GRMN | AL | MPWR | OI | NOV | CMG | ISRG | BKNG | GME | AXON | CMI |
| 2007-10-31 | CF | MOS | ISRG | AL | CMG | GRMN | NOV | MPWR | FSLR | GME | KMG | DECK | BBBY | OI | BKNG |
| 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 | ED | SO | WEC | ELV | D |
| 2008-01-31 | MAY | JNJ | CVG | CL | PG | MO | SO | ATO | CLX | KO | DGX | WEC | LH | ABT | KMB |
| 2008-02-29 | MAY | CVG | JNJ | PG | CHD | MO | CL | KO | MEE | ABT | KMB | WMT | LMT | SO | PRGO |
| 2008-03-31 | MAY | CVG | PG | MEE | JNJ | CL | CHD | KO | KMB | SWN | HRL | MO | AFL | ESV | WMT |
| 2008-04-30 | MAY | CVG | MEE | JNJ | PG | CHD | ESV | KO | WMT | SWN | WEC | KMB | AWK | GD | BRK-B |
| 2008-05-30 | MOS | MA | FSLR | CF | MEE | CLF | ESV | SWN | ILMN | BKNG | HP | BTUUQ | RRC | CNX | CTRA |
| 2008-06-30 | SW | MAY | MEE | ESV | TTWO | SWN | JNJ | BAX | BTUUQ | FMC | MKC | BCR | CHD | SO | FE |
| 2008-07-31 | SWN | ESV | MAY | BCR | MEE | DF | BTUUQ | APOL | ATGE | CELG | EW | FDO | FI | JNJ | HRS |
| 2008-08-29 | SWN | BCR | MOS | ESV | AMT | CLF | DF | CF | MEE | MS | FSLR | APOL | ATGE | CELG | FDO |
| 2008-09-30 | SWN | BCR | DF | FDO | CELG | GIS | APOL | ATGE | FI | ESV | HRS | HCBK | CEPH | EDS | BIG |
| 2008-10-31 | WWY | SWN | GIS | CHD | CPB | CLX | ABT | BCR | ED | CAG | MKC | LDOS | DF | BAX | TECH |
| 2008-11-28 | GIS | CHD | CLX | DLTR | ABT | MCD | ED | KR | WMT | CPB | SWN | CASY | LDOS | LH | TECH |
| 2008-12-31 | ABT | LDOS | CHD | DLTR | MCD | GIS | CLX | ED | KR | AON | WMT | BMY | AJG | LH | CPB |
| 2009-01-30 | MCD | ED | ABT | LDOS | EW | AMGN | GIS | DLTR | CHD | HET | BMY | WEC | GILD | MKC | HSY |
| 2009-02-27 | HET | ED | LDOS | EW | PCG | MCD | XEL | WEC | ABT | AMGN | JNJ | CHD | HSY | MKC | GIS |
| 2009-03-31 | AZO | HET | ED | EW | PCG | XEL | MCD | CHD | WEC | LDOS | NFLX | CPB | DLTR | JNJ | VTRS |
| 2009-04-30 | AZO | NFLX | HET | ED | MNST | XEL | BR | CLX | PCG | CHD | MCD | SNPS | NEE | ROST | WEC |
| 2009-05-29 | ORLY | AZO | HRL | DLTR | BKNG | HET | DGX | ROST | MCD | IBM | ED | JNJ | NEE | EW | PCG |
| 2009-06-30 | CAR | F | PALM | AN | NFLX | ORLY | FHN | BLDR | DXCM | DDS | ASH | MBI | WDC | MKTX | TSCO |
| 2009-07-31 | CAR | F | BLDR | AN | PALM | ASH | SWKS | ORLY | FITB | NFLX | CMG | ULTA | WBD | STX | DDS |
| 2009-08-31 | CAR | F | PALM | AN | GNW | ASH | MU | BLDR | BKNG | NFLX | CMG | UIS | SSP | WBD | UPS |
| 2009-09-30 | CAR | PALM | GNW | SW | BKNG | MTG | SSP | ASH | WBD | SNDK | MU | UIS | AAPL | THC | F |
| 2009-10-30 | CAR | GNW | SW | SSP | PALM | KMG | HIG | BC | BKNG | GGP | SNDK | DDS | INCY | UIS | F |
| 2009-11-30 | CAR | GNW | KMG | SSP | UIS | GGP | BC | SW | DDS | INCY | SNDK | LULU | WFM | STX | BKNG |
| 2009-12-31 | CAR | SANM | GGP | SSP | UAL | UIS | BC | DDS | AMD | LPX | LULU | SW | INCY | THC | KMG |
| 2010-01-29 | CAR | SANM | UAL | GNW | GGP | AMD | SW | UIS | INCY | RCL | SSP | LULU | F | THC | BC |
| 2010-02-26 | CAR | SANM | GNW | UAL | UIS | GGP | CLF | ACS | AAL | F | ASH | LYV | INCY | AMD | SMCI |
| 2010-03-31 | SANM | GNW | CAR | INCY | UAL | CLF | LYV | GGP | F | UIS | SMCI | MTG | MAC | BKNG | LULU |
| 2010-04-30 | UAL | GNW | SANM | INCY | MTG | CAR | LYV | ETFC | GGP | SSP | VIAV | WLL | BKNG | DDS | BC |
| 2010-05-28 | UAL | SSP | ETFC | SANM | BC | AAL | MTG | INCY | VSTNQ | NFLX | GGP | WLL | DDS | LULU | BBWI |
| 2010-06-30 | ETFC | UST | CVG | CPB | DLTR | KMB | CLX | SO | PG | MCD | AZO | COR | HRL | ED | GIS |
| 2010-07-30 | SW | CVG | ETFC | UST | AZO | KMB | HRL | SO | CASY | CPB | CLX | DLTR | MO | ED | MCD |
| 2010-08-31 | CPQ | AZO | ETFC | CVG | LUMN | CASY | MCD | UST | KMB | MO | CPB | CLX | ED | SO | CCU |
| 2010-09-30 | ETFC | NFLX | NTAP | AKAM | FFIV | BBWI | BKNG | VSTNQ | LVS | UAL | CCU | CMI | CMG | VRTS | IPGP |
| 2010-10-29 | ETFC | NFLX | NTAP | AAL | UAL | LVS | FFIV | BKNG | BBWI | CMG | INCY | WLL | VRTS | EC | AKAM |
| 2010-11-30 | ETFC | LVS | UAL | NFLX | BBWI | VRTS | FFIV | HON | CMG | MBI | NTAP | AAL | BKNG | FTNT | MRO |
| 2010-12-31 | ETFC | LVS | VRTS | NFLX | MBI | URI | ACAS | HON | BBWI | FFIV | ANF | BKNG | CMG | WLL | MRVL |
| 2011-01-31 | MAY | ETFC | MRVL | HON | ACAS | URI | LVS | BBWI | VRTS | WLL | MRO | NFLX | LULU | MOS | ANF |
| 2011-02-28 | MAY | ETFC | URI | HON | MRVL | MRO | LULU | BBWI | IPGP | ACAS | MOS | VRTS | ANF | NFLX | LVS |
| 2011-03-31 | MAY | ETFC | IPGP | WYNN | URI | MRVL | VRTS | BBWI | MOS | LULU | ANF | ON | NXPI | FTNT | ANDV |
| 2011-04-29 | MAY | IPGP | WYNN | MU | ETFC | LULU | ON | ANDV | FTNT | MOS | CAT | URI | NXPI | VRTS | ULTA |
| 2011-05-31 | MAY | IPGP | KLAC | MU | ETFC | LULU | FTNT | EP | WYNN | LRCX | NXPI | REGN | BKNG | ACAS | ABMD |
| 2011-06-30 | MAY | IPGP | KLAC | FTNT | EP | ANF | ETFC | REGN | ULTA | WYNN | MU | LULU | VRTS | BKNG | ABMD |
| 2011-07-29 | MAY | IPGP | LULU | ULTA | CTRA | EP | ANF | KLAC | VRTS | WCG | COG | REGN | ABMD | WYNN | DPZ |
| 2011-08-31 | MCD | SO | UST | AZO | KMB | PG | GIS | ED | D | CAG | AEP | K | ABT | MDLZ | CL |
| 2011-09-30 | UST | SO | KMB | MCD | AZO | D | ED | DUK | PG | GIS | MO | BMY | AEP | VZ | HSY |
| 2011-10-31 | SO | MCD | CVG | D | AZO | UST | ED | DUK | V | AEP | BMY | KMB | MO | PG | VZ |
| 2011-11-30 | V | ED | D | MCD | MA | AEP | MO | MSFT | SO | BMY | AMT | DLTR | ISRG | ABT | AMGN |
| 2011-12-30 | V | MCD | MO | ED | MA | D | BMY | AEP | MSFT | ISRG | AMT | SO | ABT | AMGN | DLTR |
| 2012-01-31 | VZ | GNRC | COG | WCG | DPZ | WYNN | REGN | URI | CF | TIN | MNST | FAST | EP | MA | DG |
| 2012-02-29 | STX | URI | REGN | EOG | VLO | WCG | COG | DPZ | ULTA | CF | HFC | MOH | FAST | MNST | AAPL |
| 2012-03-30 | STX | BLDR | EOG | REGN | CF | VLO | URI | DPZ | AAPL | HFC | MOH | WCG | MNST | LYB | EQIX |
| 2012-04-30 | REGN | BLDR | URI | EOG | STX | AAPL | CF | DPZ | MNST | EQIX | VLO | BKNG | M | V | EC |
| 2012-05-31 | BLDR | REGN | AAL | STX | AAPL | MNST | EOG | EQIX | LULU | BKNG | ORLY | EC | ISRG | V | DAL |
| 2012-06-29 | AAL | BLDR | REGN | AAPL | STX | EQIX | MNST | EOG | DHI | SHW | CF | DAL | BKNG | LEN | TJX |
| 2012-07-31 | LEN | STX | BLDR | AAL | REGN | AAPL | EQIX | SHW | EOG | MNST | PHM | GPS | V | DHI | ROST |
| 2012-08-31 | DHI | STX | PHM | LEN | URI | AAL | REGN | GPS | BLDR | EQIX | LPX | SHW | ALGN | ROST | STZ |
| 2012-09-28 | DHI | PHM | STX | BLDR | LEN | URI | LPX | ANDV | KBH | GPS | ALGN | EQIX | LYB | REGN | EXPE |
| 2012-10-31 | DHI | PHM | BLDR | BBBY | KBH | LEN | LPX | URI | STX | WHR | GNRC | REGN | ANDV | STZ | ALL |
| 2012-11-30 | BLDR | PHM | DHI | BBBY | KBH | LEN | LPX | ALL | STZ | WHR | ANDV | GNRC | STX | REGN | MPC |
| 2012-12-31 | REGN | PHM | BBBY | LPX | WHR | SW | KBH | ANDV | GNRC | BLDR | LEN | EXPE | AXON | TEX | GILD |
| 2013-01-31 | PHM | LPX | BLDR | KBH | BBBY | THC | WHR | OMX | NFLX | LEN | ANDV | SW | DHI | AXON | VRTS |
| 2013-02-28 | NFLX | OMX | LPX | VRTS | PHM | APO | THC | GNRC | DHI | AXON | MPC | KBH | BBBY | SW | MTG |
| 2013-03-28 | KKR | NFLX | OMX | VRTS | LPX | MTG | THC | FMCC | KBH | MPC | CPAY | ANDV | FNMA | CTRA | PHM |
| 2013-04-30 | KKR | OMX | FNMA | FMCC | NFLX | MTG | VRTS | THC | ANDV | KBH | CAR | APO | HRB | CPAY | STZ |
| 2013-05-31 | FNMA | FMCC | OMX | KKR | FSLR | NFLX | MTG | BBBY | KBH | VRTS | APO | STZ | THC | ANDV | SVU |
| 2013-06-28 | FNMA | FMCC | OMX | KKR | BBBY | TSLA | NFLX | FSLR | MTG | MU | VRTS | SVU | BBY | CPAY | FL |
| 2013-07-31 | FNMA | FMCC | OMX | KKR | TSLA | BBBY | MTG | GME | SVU | FSLR | NFLX | MU | GILD | EA | CPAY |
| 2013-08-30 | OMX | FNMA | FMCC | TSLA | MTG | BBBY | SVU | NXPI | BBY | GME | FL | DAL | TRIP | NFLX | FSLR |
| 2013-09-30 | OMX | TSLA | FNMA | FMCC | MTG | BBBY | NFLX | NXPI | SVU | META | MU | AXON | BBY | DAL | FL |
| 2013-10-31 | OMX | TSLA | FNMA | FMCC | NXPI | MTG | MU | FANG | META | AXON | DAL | INCY | BBY | FL | DXCM |
| 2013-11-29 | OMX | FNMA | FMCC | PHM | NFLX | BX | INCY | MTG | MU | TSLA | META | BBY | DAL | AXON | FL |
| 2013-12-31 | FNMA | FMCC | PHM | INCY | NFLX | BX | META | MU | TSLA | KATE | URI | AXON | FL | FANG | MTG |
| 2014-01-31 | FNMA | FMCC | INCY | PHM | TKO | BX | MU | TSLA | DXCM | ILMN | NFLX | URI | AXON | KATE | META |
| 2014-02-28 | FMCC | FNMA | PHM | TKO | ILMN | TSLA | BX | AAL | INCY | MU | URI | FRX | DXCM | META | DAL |
| 2014-03-31 | FMCC | FNMA | RCL | TKO | TSLA | ILMN | DAL | FRX | AAL | URI | FSLR | DXCM | FANG | INCY | PHM |
| 2014-04-30 | FMCC | FNMA | RCL | TKO | TSLA | DAL | FRX | MU | URI | FANG | ILMN | AAL | CAR | MTW | AMAT |
| 2014-05-30 | META | DAL | FMCC | FRX | TSLA | FANG | AAL | MU | FNMA | ILMN | URI | SWKS | NXPI | TPL | AVGO |
| 2014-06-30 | META | FMCC | DAL | FNMA | FRX | AAL | FANG | URI | ILMN | SWKS | MU | TPL | NBR | NFX | WLL |
| 2014-07-31 | META | FMCC | FANG | MU | SWKS | FNMA | TPL | DAL | FRX | NBR | NFX | URI | TRGP | CAR | LRCX |
| 2014-08-29 | FMCC | LUV | DAL | RCL | SWKS | FNMA | LRCX | MU | NXPI | URI | CAR | TPL | VZ | NFX | TRGP |
| 2014-09-30 | LUV | SWKS | RCL | TPL | GILD | ENPH | NXPI | SMCI | LRCX | META | MU | VZ | DAL | URI | NFLX |
| 2014-10-31 | MMI | PANW | RCL | ENPH | SMCI | SWKS | LUV | META | MU | GILD | NXPI | LRCX | TPL | VZ | PHM |
| 2014-11-28 | RCL | MMI | SWKS | PANW | LUV | SMCI | NXPI | LRCX | PAYC | EW | META | MNST | PHM | VZ | DAL |
| 2014-12-31 | SBUX | SWKS | LUV | PANW | AXON | EW | MMI | RCL | SMCI | ENPH | MNST | EA | UAL | PAYC | AMGN |
| 2015-01-30 | SBUX | SWKS | AXON | PANW | LUV | MNST | EA | MMI | EW | PAYC | CNC | KR | BBWI | RCL | ALK |
| 2015-02-27 | SBUX | SWKS | PANW | SMCI | EA | LUV | CNC | MNST | MMI | EW | LULU | KR | ANDV | BBWI | HSP |
| 2015-03-31 | SBUX | SWKS | CNC | EA | PANW | INCY | MNST | SMCI | ANDV | AVGO | MOH | MMI | EPAM | HSP | NCLH |
| 2015-04-30 | SBUX | SWKS | PAYC | PANW | KMG | EA | DXCM | HSP | BLDR | CNC | MNST | INCY | ABMD | AVGO | EPAM |
| 2015-05-29 | SBUX | BLDR | SWKS | AXON | PAYC | KMG | INCY | PANW | DXCM | BTUUQ | CNXT | NFLX | MMI | AVGO | CZR |
| 2015-06-30 | BTUUQ | SBUX | PLD | SWKS | BLDR | PAYC | CNC | AXON | PANW | INCY | AVGO | GILD | DXCM | ABMD | CZR |
| 2015-07-31 | BLDR | SBUX | PLD | BTUUQ | PAYC | PANW | AXON | CZR | ABMD | DXCM | CNC | INCY | MMI | EPAM | MNST |
| 2015-08-31 | GILD | V | GE | EBAY | MA | CVG | MCO | CCI | MO | PSA | NVR | ABMD | SPG | HAS | ED |
| 2015-09-30 | V | MA | GE | EBAY | CVG | GILD | PSA | UST | ED | MO | MCO | SPG | ACGL | CCI | AMT |
| 2015-10-30 | V | MA | MO | CVG | GE | PSA | GILD | UST | SPG | CCI | ED | AMT | BKNG | ATO | ACGL |
| 2015-11-30 | FIX | ABMD | CZR | AMZN | NFLX | CCI | TYL | GPN | ATVI | BLDR | GE | GOOGL | AYI | NVDA | CVC |
| 2015-12-31 | GE | V | GILD | ABMD | PSA | MA | MO | ATVI | CCI | GOOGL | JKHY | MCD | CVG | HRL | META |
| 2016-01-29 | GE | MCD | V | PSA | GILD | ABMD | MO | KLAC | ISRG | CVG | MA | GOOGL | UST | HRL | DHR |
| 2016-02-29 | GE | SPG | V | GILD | MCD | KLAC | MO | ISRG | ED | VZ | T | PSA | UST | CPB | ATO |
| 2016-03-31 | EBAY | ABMD | TSN | CZR | MAT | GE | NVDA | HRL | KLAC | FSLR | GDDY | DAL | NEM | MKTX | ANF |
| 2016-04-29 | EBAY | TSN | ABMD | CNX | GE | CZR | AMD | LITE | NVDA | NEM | MTW | EW | AVGO | HRL | EVRG |
| 2016-05-31 | AMD | CZR | NVDA | CLF | F | WB | ABMD | META | CCI | MTW | TSN | DXC | EVRG | EW | ULTA |
| 2016-06-30 | CLF | NVDA | AMD | DXC | CZR | OKE | X | CCI | ABMD | EVRG | F | WB | AWK | MDR | DLR |
| 2016-07-29 | CLF | AMD | NVDA | WB | X | NEM | FCX | PAYC | CNX | DXC | CCI | DHR | F | ANF | CZR |
| 2016-08-31 | AMD | SPGI | WB | CLF | NVDA | X | DHR | NEM | JOY | WPX | DXC | MDR | CNX | OKE | NAV |
| 2016-09-30 | WB | SPGI | AMD | X | NVDA | CLF | DHR | JOY | WPX | CNX | LITE | NEM | AMAT | NAV | MDR |
| 2016-10-31 | SPGI | AMD | WB | X | NVDA | LITE | CNX | DHR | JOY | WPX | DXC | TPL | NAV | AMAT | MDR |
| 2016-11-30 | SPGI | AMD | X | CLF | WB | NVDA | TPL | CNX | DHR | WPX | LITE | JOY | NAV | FMCC | WOR |
| 2016-12-30 | CLF | SPGI | X | NVDA | AMD | FMCC | FNMA | TPL | WB | WPX | UIS | NBR | NAV | CNX | TRGP |
| 2017-01-31 | AMD | SPGI | NVDA | X | CLF | FMCC | FNMA | TPL | NBR | TRGP | WB | URI | NAV | WPX | FCX |
| 2017-02-28 | AMD | CLF | SPGI | X | NVDA | TPL | FNMA | FMCC | URI | WB | CSX | NAV | NBR | SLM | DXC |
| 2017-03-31 | AMD | CLF | NVDA | X | MRO | URI | FMCC | ANET | FNMA | EBAY | SLM | NAV | CSX | BAC | RF |
| 2017-04-28 | AMD | NVDA | X | KMG | ANET | EBAY | SLM | AMAT | MRO | NAV | FMCC | CSX | MU | IDXX | FNMA |
| 2017-05-31 | KHC | KMG | NVDA | AMD | XYZ | X | ANET | BX | WB | LRCX | CSX | TTD | NAV | AMAT | IDXX |
| 2017-06-30 | KHC | NVDA | XYZ | WB | ANET | LITE | BX | CSX | VRTX | TTWO | AMAT | PAYC | LRCX | ALGN | EBAY |
| 2017-07-31 | KHC | NVDA | XYZ | MU | ANET | WB | ALGN | LITE | VRTX | BX | PAYC | TTWO | LRCX | AMAT | VEEV |
| 2017-08-31 | NVDA | MU | WB | XYZ | VRTX | TTWO | ALGN | NRG | ANET | BA | LRCX | SEDG | IPGP | BX | RCL |
| 2017-09-29 | NVDA | WB | TTWO | XYZ | MU | IPGP | ANET | ALGN | SEDG | TTD | NRG | BA | LRCX | VRTX | MTW |
| 2017-10-31 | BBBY | NVDA | XYZ | SEDG | TTD | TTWO | ALGN | MU | NRG | WB | MTW | ANET | LRCX | IPGP | MCHP |
| 2017-11-30 | BBBY | ENPH | MCHP | XYZ | SEDG | ALGN | FTNT | ANET | NRG | IPGP | NVDA | KKR | TTWO | MU | LRCX |
| 2017-12-29 | BBBY | ENPH | MCHP | SEDG | FTNT | ANET | XYZ | WB | ALGN | NCC | NRG | KKR | IPGP | TTWO | TWTR |
| 2018-01-31 | BBBY | MCHP | ANET | FTNT | SEDG | NKTR | XYZ | ALGN | PENN | CZR | WB | TWTR | KKR | MTCH | ENPH |
| 2018-02-28 | NKTR | BBBY | ENPH | MCHP | FTNT | XYZ | SEDG | ANET | EC | MTCH | NVDA | ALGN | MAY | KKR | TWTR |
| 2018-03-29 | NKTR | ENPH | SEDG | NCC | NXPI | MAY | BBBY | MTCH | XYZ | EC | ETSY | ANET | FSLR | NFLX | ON |
| 2018-04-30 | CCI | NKTR | V | MA | SPG | KDP | HET | BKNG | ADBE | SPGI | YUM | EXR | AMGN | PSA | CDAY |
| 2018-05-31 | NKTR | ENPH | MRVL | MU | AXON | SEDG | EC | CVNA | HET | THC | ETSY | TKO | CCI | TPL | NFLX |
| 2018-06-29 | ENPH | NKTR | MU | TKO | HET | AXON | ETSY | NFLX | THC | XYZ | CCI | SEDG | TTD | TPL | CVNA |
| 2018-07-31 | ENPH | TKO | HET | AXON | ETSY | CVNA | NKTR | THC | CCI | MU | SEDG | M | TTD | XYZ | ABMD |
| 2018-08-31 | ENPH | HET | CVNA | TKO | AXON | CCI | ETSY | XYZ | TTD | DXCM | SVU | LULU | THC | ABMD | MOH |
| 2018-09-28 | HET | CVNA | TKO | TTD | AMD | XYZ | DXCM | CCI | ETSY | AXON | ABMD | UIS | LULU | FTNT | MOH |
| 2018-10-31 | CCI | HET | EXR | DXCM | SPG | MKC | EVHC | ABMD | TKO | YUM | V | KDP | TJX | HCA | MRK |
| 2018-11-30 | CCI | HET | EXR | MKC | SPG | MRK | KMG | ESRX | KDP | YUM | HCA | O | PFE | SAF | MCD |
| 2018-12-31 | CCI | HET | EXR | AET | UST | MRK | YUM | MKC | KDP | MCD | VRT | ESRX | SPG | CME | EXC |
| 2019-01-31 | CCI | HET | EXR | UST | RHT | SPG | O | YUM | MCD | ERIE | EXC | DOC | DUK | CNP | ES |
| 2019-02-28 | HET | EOG | CCI | ENPH | TTD | ETSY | FNMA | RHT | FMCC | DXCM | CIEN | SSP | ERIE | XLNX | KEYS |
| 2019-03-29 | HET | TTD | CCI | JNJ | FNMA | ENPH | FMCC | FTNT | AVGO | ETSY | RHT | VRTX | CMG | CAT | CDNS |
| 2019-04-30 | HET | TTD | CCI | ENPH | SNPS | CVNA | ANF | FMCC | FNMA | AMD | ETSY | FTNT | AVP | JNJ | VEEV |
| 2019-05-31 | CCI | EXR | HET | VRT | SAF | ERIE | PEP | SBUX | UST | HSY | MDLZ | WRB | ECL | SO | YUM |
| 2019-06-28 | HET | ENPH | CCI | FNMA | SNPS | FMCC | AVP | TTD | ERIE | VEEV | JNJ | AMD | MTCH | PAYC | XRX |
| 2019-07-31 | HET | ENPH | CCI | TTD | AVP | VEEV | ERIE | MTCH | PAYC | MKTX | CVNA | CDNS | FICO | BALL | SNPS |
| 2019-08-30 | HET | ENPH | CCI | AVP | MKTX | SEDG | BALL | MTCH | SBUX | SBAC | CVNA | HSY | NCC | ERIE | PODD |
| 2019-09-30 | HET | ENPH | CSCO | CCI | SEDG | AVP | NCC | PODD | MKTX | FNMA | FMCC | TER | GNRC | BLDR | BALL |
| 2019-10-31 | HET | ENPH | CSCO | CCI | AVP | SEDG | FNMA | PODD | FMCC | GNRC | BLDR | KLAC | KBH | TER | LRCX |
| 2019-11-29 | HET | CSCO | ENPH | CCI | AVP | NCC | BLDR | GNRC | SEDG | CVNA | PODD | XRX | KLAC | LITE | DXCM |
| 2019-12-31 | HET | XRX | ENPH | CCI | MCHP | LLY | CVNA | THC | AVP | BLDR | QRVO | SEDG | PODD | TER | KLAC |
| 2020-01-31 | HET | XRX | CCI | TSLA | LLY | MCHP | ENPH | PODD | SEDG | CVNA | AVP | BLDR | GNRC | APO | AAPL |
| 2020-02-28 | CCI | HET | EXR | TE | SAF | UST | TYL | JNJ | PEP | KO | DGX | KMB | AON | FII | RMD |
| 2020-03-31 | CCI | EXR | TE | UST | AMT | NCC | GEN | BMY | KR | TYL | VZ | DXCM | DVN | REGN | CLX |
| 2020-04-30 | CCI | EXR | UST | TE | AMT | GEN | DVN | NCC | REGN | BMY | DXCM | KR | VZ | CLX | AMZN |
| 2020-05-29 | CCI | EXR | TE | UST | AMT | GEN | DVN | NCC | REGN | DXCM | CLX | BMY | EBAY | KR | WST |
| 2020-06-30 | CCI | AMT | UST | TE | EBAY | CLX | DG | GIS | ABBV | TSLA | REGN | K | MSFT | CNXT | AAPL |
| 2020-07-31 | BBBY | MRNA | TSLA | DXCM | CCI | NVDA | SEDG | REGN | NEM | ETSY | CVNA | ENPH | AMD | WST | PYPL |
| 2020-08-31 | BBBY | TSLA | ENPH | MRNA | AMD | CCI | NVDA | ETSY | CVNA | RRC | SEDG | DXCM | AAPL | XYZ | REGN |
| 2020-09-30 | BBBY | TSLA | ENPH | PENN | CVNA | TUP | MRNA | AMD | SEDG | XYZ | CCI | ETSY | NVDA | DDOG | TTD |
| 2020-10-30 | BBBY | ENPH | TSLA | TUP | PENN | SEDG | CVNA | XYZ | MRNA | DDOG | ETSY | CRWD | NVDA | TTD | CCI |
| 2020-11-30 | BBBY | TSLA | TUP | ENPH | NOW | MRNA | GME | CCI | TTD | SEDG | ETSY | XYZ | CVNA | PENN | AMD |
| 2020-12-31 | BBBY | ENPH | TSLA | TUP | MRNA | GME | NOW | CCI | PENN | SEDG | ETSY | XYZ | TTD | CRWD | CVNA |
| 2021-01-29 | GME | ENPH | BBBY | NOW | MRNA | TSLA | CCI | ETSY | TUP | CRWD | SEDG | CPB | PENN | CVNA | TTD |
| 2021-02-26 | GME | NOW | CCI | TUP | MRNA | ENPH | CPB | CPRI | VIAC | TPR | ETSY | BBBY | DDS | NBR | PENN |
| 2021-03-31 | GME | TUP | BBBY | NBR | CCI | PENN | MRNA | VIAC | ETSY | TPL | CPRI | ENPH | KSS | CZR | CLF |
| 2021-04-30 | GME | TUP | CRM | NBR | VIAC | TPL | CAR | MRNA | QEP | BBWI | PENN | CLF | COTY | CPRI | CCI |
| 2021-05-28 | GME | CRM | DDS | CAR | TUP | CCI | TPL | FCX | BBWI | XEC | MTW | THC | IVZ | CLF | TDC |
| 2021-06-30 | GME | DDS | ANF | BX | BBWI | RRC | MRNA | CAR | KSS | TPL | RRD | TDC | XEC | NAVI | BBBY |
| 2021-07-30 | GME | DDS | RRD | BX | MRNA | NUE | CAR | BBWI | MBI | MDP | ANF | STLD | NAVI | TPL | FTNT |
| 2021-08-31 | GME | KKR | DDS | MRNA | RRD | BX | MDP | CLF | NUE | NAVI | XEC | SBNY | FTNT | CAR | IT |
| 2021-09-30 | GME | MRNA | KKR | RRD | DDS | RRC | MDP | BX | JWN | MRO | DVN | CAR | M | TRGP | IT |
| 2021-10-29 | GME | KKR | MRNA | DDS | RRC | RRD | MRO | DVN | CAR | JWN | M | MDP | BX | MUR | TRGP |
| 2021-11-30 | GME | CAR | DDS | RRD | WFC | BX | TSLA | AMD | JWN | KKR | MRNA | DVN | MRO | MDP | NVDA |
| 2021-12-31 | CAR | GME | RRD | DDS | WFC | BX | TSLA | ON | BLDR | JWN | DVN | AMD | MRO | KKR | NVDA |
| 2022-01-31 | EXR | AMT | RRD | ABX | CCI | ABBV | MO | EXC | MCD | PEP | HSY | PPL | FE | PLD | SO |
| 2022-02-28 | EXR | AMT | RRD | ABX | ABBV | MCK | CCI | EXC | MCD | COR | MO | HSY | GD | CVX | TRGP |
| 2022-03-31 | AMT | EXR | RRD | ABBV | CCI | ABX | TRGP | MCK | EXC | BMY | COR | SRE | REGN | ED | NI |
| 2022-04-29 | AMT | EXR | CCI | ABX | BMY | MCK | ABBV | KO | REGN | HSY | VRTX | SRE | EXC | ED | TRGP |
| 2022-05-31 | AMT | CCI | EXR | ABX | FHN | BMY | ED | AMGN | MRK | EXC | ABBV | WRB | NI | JNJ | CNP |
| 2022-06-30 | AMT | EXR | CCI | ABX | BMY | FHN | AMGN | ED | JNJ | ABBV | MCK | D | WRB | ATO | MRK |
| 2022-07-29 | AMT | EXR | CCI | ABX | AMGN | BMY | FHN | JNJ | ABBV | MCK | MCD | ED | MRK | ATO | LW |
| 2022-08-31 | AMT | EXR | CCI | ABX | AMGN | MCK | FHN | CPB | KO | MCD | PEP | GIS | HSY | LW | GPC |
| 2022-09-30 | AMT | EXR | CCI | ABX | FHN | HSY | ERIE | GIS | MCK | VRTX | SJM | KO | AMGN | LW | PEP |
| 2022-10-31 | AMT | EXR | CCI | ABX | FHN | TKO | HSY | CI | MCK | LW | SJM | GIS | ERIE | MRK | JNJ |
| 2022-11-30 | T | UCL | CF | FSLR | TPL | DYN | SMCI | HES | DVN | OXY | FTI | APA | ODP | COP | ENPH |
| 2022-12-30 | T | FSLR | SMCI | UCL | FTI | HES | CF | APA | TPL | ODP | OXY | COP | MPC | DVN | SLB |
| 2023-01-31 | UCL | T | FSLR | HES | FTI | ODP | CF | SMCI | STLD | TPL | APA | DDS | MPC | CEG | ATI |
| 2023-02-28 | UCL | T | FTI | FSLR | HES | SMCI | STLD | ODP | ASO | CF | CCI | OI | BKNG | FLR | AXON |
| 2023-03-31 | UCL | VLO | SMCI | PSX | FSLR | FTI | OXY | OI | MTW | AXON | TEX | HES | CCI | FIX | STLD |
| 2023-04-28 | UCL | VLO | FSLR | SMCI | META | NVDA | AXON | PSX | FICO | OXY | LVS | COTY | FTI | GE | PHM |
| 2023-05-31 | EXR | AMT | CCI | ABX | V | LW | MCD | PHM | MO | HSY | KO | VRTX | PEP | GIS | GILD |
| 2023-06-30 | SMCI | H | CVNA | NVDA | RCL | BLDR | FSLR | VRT | BKNG | PLTR | META | UCL | GE | NFLX | AVGO |
| 2023-07-31 | SMCI | H | CVNA | NVDA | RCL | PLTR | VRT | META | BLDR | BKNG | CCL | AVGO | TTD | PHM | UBER |
| 2023-08-31 | SMCI | CVNA | UCL | APP | VRT | NVDA | PLTR | BLDR | ANF | RCL | NOW | AVGO | PHM | META | EXR |
| 2023-09-29 | EXR | CCI | AMT | V | MO | MA | MRSH | MCD | BRK-B | VRSK | JPM | L | EMR | CSCO | ROP |
| 2023-10-31 | EXR | CCI | AMT | V | CBOE | AFL | MRSH | CME | CSCO | VRTX | ROP | L | BRK-B | LIN | CVG |
| 2023-11-30 | CVNA | VRT | ANF | DAL | APP | COIN | EBAY | SMCI | GPS | META | EXR | NVDA | FNMA | FTI | DELL |
| 2023-12-29 | CVNA | COIN | ANF | DAL | VRT | FNMA | APP | GPS | EXR | EBAY | FMCC | CRWD | SMCI | NVDA | PLTR |
| 2024-01-31 | ANF | FNMA | VRT | CVNA | SMCI | DAL | FMCC | EXR | CRWD | APP | COIN | EBAY | NVDA | ANET | CRM |
| 2024-02-29 | SMCI | GE | ANF | CVNA | ADCT | VRT | COIN | FNMA | CRWD | EXR | NVDA | DYN | APP | FMCC | META |
| 2024-03-28 | SMCI | GE | CVNA | ADCT | COIN | ANF | VRT | DYN | FNMA | EXR | APP | NVDA | FMCC | VST | GPS |
| 2024-04-30 | CVNA | SMCI | ADCT | ANF | GE | COIN | VRT | DYN | EXR | APP | NVDA | VST | PANW | FNMA | FMCC |
| 2024-05-31 | ANF | CVNA | VRT | SMCI | ADCT | VST | FNMA | FMCC | DYN | PANW | NVDA | APP | COIN | DELL | EXR |
| 2024-06-28 | ANF | SMCI | CVNA | VST | DYN | NVDA | VRT | APP | PANW | FMCC | FNMA | DELL | GPS | COIN | EXR |
| 2024-07-31 | ANF | CVNA | NVDA | VST | DYN | APP | VRT | EXR | CRM | LU | COIN | FMCC | FNMA | DELL | HOOD |
| 2024-08-30 | LUMN | ANF | DYN | NVDA | CVNA | CRM | PANW | VST | EXR | PBI | CCI | THC | NRG | KKR | PGR |
| 2024-09-30 | LUMN | DYN | CVNA | NVDA | ANF | EXR | CCI | VST | APP | PANW | PBI | THC | PGR | CEG | KKR |
| 2024-10-31 | LUMN | CVNA | APP | NVDA | DYN | VST | EXR | CCI | COHR | ANF | PANW | KKR | PLTR | CEG | ADCT |
| 2024-11-29 | LUMN | CVNA | APP | WYNN | PLTR | VST | TPL | CCI | HOOD | AXON | COHR | FMCC | NVDA | EXR | FNMA |
| 2024-12-31 | APP | LUMN | WYNN | PLTR | FMCC | CVNA | VST | FNMA | CCI | LB | AXON | HOOD | TPL | UAL | VRT |
| 2025-01-31 | APP | FMCC | PLTR | WYNN | FNMA | CVNA | HOOD | LUMN | VST | UAL | CCI | AXON | IBKR | ALK | TSLA |
| 2025-02-28 | FNMA | FMCC | APP | WYNN | PLTR | HOOD | CVNA | VST | CCI | UAL | TPL | ALK | TPR | ECHO | PBI |
| 2025-03-31 | EXR | AMT | CCI | CA | VRSN | BRO | V | FOX | MO | EVRG | AON | RSG | FOXA | CME | CAH |
| 2025-04-30 | EXR | AMT | CCI | CA | CNP | MO | VRSN | CME | ATO | WEC | EVRG | COR | EXC | PNW | MCK |
| 2025-05-30 | CCI | AMT | EXR | CA | PM | CNP | CME | MO | RSG | BUD | CAH | MNST | ATO | WEC | VRSN |
| 2025-06-30 | FNMA | HOOD | FMCC | PLTR | GILD | APP | UBER | GEV | CVNA | CCI | NRG | HWM | CAR | AXON | LUMN |
| 2025-07-31 | HOOD | FNMA | FMCC | PLTR | GILD | GEV | UBER | APP | CVNA | CCI | CAR | NRG | UCL | TPR | SMCI |
| 2025-08-29 | HOOD | FNMA | FMCC | PLTR | UCL | APP | GEV | CAR | FIX | STX | CVNA | ECHO | LITE | CCI | VST |
| 2025-09-30 | FNMA | FMCC | HOOD | APP | ECHO | PLTR | STX | WDC | LITE | FIX | AVGO | GEV | ADCT | CIEN | UCL |
| 2025-10-31 | HOOD | FMCC | FNMA | MU | ECHO | APP | LITE | STX | WDC | TE | CIEN | PLTR | SEDG | WBD | ADCT |
| 2025-11-28 | ECHO | HOOD | LITE | MU | WDC | STX | TE | CIEN | NKTR | WBD | AVGO | FMCC | FNMA | SEDG | LRCX |
| 2025-12-31 | GILD | LITE | TE | ECHO | WDC | MU | CIEN | STX | HOOD | WBD | NKTR | CCI | KSS | NEM | FNMA |
| 2026-01-30 | TE | GILD | LITE | ECHO | WDC | MU | STX | CIEN | WBD | LRCX | SSP | CCI | ALB | NEM | NKTR |
| 2026-02-27 | LITE | WDC | TE | GILD | MU | CIEN | STX | COHR | LRCX | ECHO | FIX | VIAV | TER | WBD | CCI |
| 2026-03-31 | CCI | EXR | AMT | ABI | PCS | CAM | CA | EA | WBD | JNJ | BHF | UST | ATO | FE | L |
| 2026-04-30 | LITE | WDC | GILD | CIEN | MU | STX | VIAV | COHR | ECHO | SSP | NBR | CCI | FIX | TER | ALB |
| 2026-05-29 | LITE | MU | WDC | GILD | STX | CIEN | VIAV | INTC | ECHO | TE | AMD | COHR | DELL | CCI | TER |
| 2026-06-26 | MU | WDC | LITE | STX | INTC | WHR | CIEN | TE | VIAV | DELL | MRVL | DD | AMD | TER | GLW |
Scoring script (python)
# Auto-generated (mutate) variant 1102 — regime-momentum-quality-value sweep point.
FORMULA_NAME = "regime-momentum-quality-value (mutate v1102)"
LOGIC_VARIANT_COUNT = 2
NOTES = "mode=exploit; family=regime-momentum-quality-value. Auto (mutate); variant=1102."
BULL = {"momentum_12_1_pct": (0.258, +1), "return_6m_pct": (0.254, +1), "eps_growth_pct": (0.25, +1),
"free_cash_flow_margin_pct": (0.158, +1), "forward_pe": (0.075, -1), "peg": (0.079, -1)}
RISK_OFF = {"realized_vol_3m": (0.35, -1), "free_cash_flow_margin_pct": (0.158, +1),
"operating_margin_pct": (0.10, +1), "forward_pe": (0.075, -1), "peg": (0.079, -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