All Reports / Report #229

Simulation Report

Large Cap FCF Yield Top 10

The simulation finished up 61.01% versus contributed principal.
Created at 2026-07-16 06:29:24 / v2 / Updated by Colin ZHao

Simulation Report

Large Cap FCF Yield Top 10

The simulation finished up 61.01% versus contributed principal.

Created at 2026-07-16 06:29:24 / Updated by Colin ZHao

Thesis

No forward-looking thesis was provided.

Goal

Test new TTM revenue, operating-income, and free-cash-flow factors over rolling 5-year windows

Primary metric: Annualized edge over equal-weight S&P 500 with drawdown context

Period

Simulation range
2011-07-05 -> 2016-07-06
Starting value
202,526.57
Principal contributed
345,000.00
Ending cash
4,891.45

Strategy Rules

Large Cap FCF Yield Top 10 qf-2011-fcf-yield-top10-rb3

  • Large-cap, liquid, profitable universe only
  • TTM fundamentals must already exist on the sim date; no look-ahead
  • Pure TTM-column runs first, then feed-informed hybrid runs

Result

Ending value
555,496.67Portfolio value at the final available date
Total gain/loss
+210,496.67+61.01%
Avg yearly gain
+12.32%Money-weighted annualized return using the recorded deposit schedule
S&P 500 (EW) yearly gain
+12.55%S&P 500 (EW) ending value: 560,332.24
Max drawdown
-15.66%10 open positions at the end of the run

Run Facts

Largest position
11.01%
Cash position
4,891.45 (0.88%)
Unique stocks traded
32

Tax Profile

Unrealized gain exposure
-16,326.67
Long-term tax
15,354.89
Short-term tax
19,904.71
Dividend tax
7,596.96
Total estimated tax
42,856.89

Strategy Check

  • The strategy followed the trading-universe rule: 32 user-selected stocks were traded, with 140 buys and 105 sells.
  • The strategy met the capital-growth goal in absolute terms, finishing with a 61.01% return on contributed principal.
  • The path was volatile: maximum drawdown reached -15.66%.

Note

Free-cash-flow yield: hold liquid large-cap profitable companies with the highest trailing free-cash-flow yield.

Positions At Report Date

Symbol Quantity Last Price Market Value Unit Cost Total Cost $ Gain/Loss % Gain/Loss % of Group
AAPL 2,382 23.88 56,888.12 13.11 31,238.67 +25,649.44 +82.11% 10.33%
CAT 794 74.83 59,415.02 82.08 65,175.34 -5,760.32 -8.84% 10.79%
DAL 1,355 35.58 48,210.90 41.61 56,375.28 -8,164.38 -14.48% 8.76%
DE 763 79.47 60,635.61 86.06 65,664.24 -5,028.63 -7.66% 11.01%
F 4,525 12.57 56,879.25 14.52 65,711.85 -8,832.60 -13.44% 10.33%
GILD 600 85.73 51,438.00 96.97 58,183.35 -6,745.35 -11.59% 9.34%
GM 1,920 28.40 54,528.00 31.38 60,259.19 -5,731.19 -9.51% 9.90%
IBM 404 145.67 58,850.36 141.40 57,126.77 +1,723.58 +3.02% 10.69%
QCOM 1,059 52.37 55,459.83 50.62 53,606.58 +1,853.25 +3.46% 10.07%
WBA 1,044 46.26 48,300.14 51.33 53,590.61 -5,290.47 -9.87% 8.77%

As of 2016-07-06

Show types
Date Action Symbol Qty Price Acquired Term Cash Note
2016-07-01 INTEREST — — — — — +0.17 —
2016-06-28 DIVIDEND DE 763 0.6 — — +457.80 —
2016-06-14 DIVIDEND GILD 600 0.47 — — +282.00 —
2016-06-08 DIVIDEND GM 1,920 0.38 — — +729.60 —
2016-06-01 INTEREST — — — — — +0.12 —
2016-05-27 DIVIDEND QCOM 1,059 0.53 — — +561.27 —
2016-05-09 DIVIDEND DAL 1,355 0.14 — — +182.93 —
2016-05-06 DIVIDEND IBM 404 1.34 — — +540.73 —
2016-05-05 DIVIDEND AAPL 2,382 0.14 — — +339.43 —
2016-05-02 INTEREST — — — — — +0.06 —
2016-04-27 DIVIDEND F 4,525 0.15 — — +678.75 —
2016-04-21 DIVIDEND CAT 794 0.77 — — +611.38 —
2016-04-20 DIVIDEND WBA 1,044 0.19 — — +199.72 —
2016-04-06 BUY IBM 58 143.42 — — -8318.51 fcf-yield buy: IBM, revenue 80.8B, op margin n/a, FCF yield 11.50%, momentum -7.4%, target weight 10.0%.
2016-04-06 BUY QCOM 1,059 50.62 — — -53606.58 fcf-yield buy: QCOM, revenue 22.6B, op margin 24.2%, FCF yield 11.53%, momentum -24.8%, target weight 10.0%.
2016-04-06 BUY WBA 1,044 51.33 — — -53590.61 fcf-yield buy: WBA, revenue 116.5B, op margin 4.8%, FCF yield 11.66%, momentum -11.2%, target weight 10.0%.
2016-04-06 BUY DE 67 76.34 — — -5114.78 fcf-yield buy: DE, revenue 28.0B, op margin 10.4%, FCF yield 12.12%, momentum -13.7%, target weight 10.0%.
2016-04-06 BUY GM 435 29.94 — — -13023.90 fcf-yield buy: GM, revenue 149.7B, op margin 4.1%, FCF yield 12.55%, momentum -16.2%, target weight 10.0%.
2016-04-06 BUY GILD 25 97.44 — — -2436.00 fcf-yield buy: GILD, revenue 32.8B, op margin 65.4%, FCF yield 14.80%, momentum -1.3%, target weight 10.0%.
2016-04-06 BUY F 594 12.82 — — -7615.08 fcf-yield buy: F, revenue 153.4B, op margin n/a, FCF yield 21.34%, momentum -19.4%, target weight 10.0%.
2016-04-06 SELL ED 8 75.41 2015-07-07 SHORT +603.28 Exit ED: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ED 155 75.41 2015-04-07 SHORT +11688.55 Exit ED: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ED 775 75.41 2015-01-05 LONG +58442.75 Exit ED: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 29 40.75 2016-01-05 SHORT +1181.75 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 58 40.75 2015-10-05 SHORT +2363.50 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 75 40.75 2015-07-07 SHORT +3056.25 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 61 40.75 2015-04-07 SHORT +2485.75 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 63 40.75 2014-10-03 LONG +2567.25 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 56 40.75 2014-07-07 LONG +2282.00 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 9 40.75 2013-10-03 LONG +366.75 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 127 40.75 2013-07-05 LONG +5175.25 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 100 40.75 2013-04-05 LONG +4075.00 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 32 40.75 2012-10-01 LONG +1304.00 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 7 40.75 2012-07-02 LONG +285.25 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 66 40.75 2012-04-02 LONG +2689.50 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 254 40.75 2011-12-30 LONG +10350.50 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 SELL ORCL 552 40.75 2011-09-30 LONG +22494.00 Exit ORCL: no longer in the top 10 fcf-yield factor set as of 2016-04-06.
2016-04-06 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2016-04-01 INTEREST — — — — — +0.19 —
2016-03-29 DIVIDEND DE 696 0.6 — — +417.60 —
2016-03-14 DIVIDEND GILD 575 0.43 — — +247.25 —
2016-03-09 DIVIDEND GM 1,485 0.38 — — +564.30 —
2016-03-01 INTEREST — — — — — +0.14 —
2016-02-12 DIVIDEND DAL 1,355 0.14 — — +182.93 —
2016-02-12 DIVIDEND ED 938 0.67 — — +628.46 —
2016-02-08 DIVIDEND IBM 346 1.24 — — +430.02 —
2016-02-04 DIVIDEND AAPL 2,382 0.13 — — +309.66 —
2016-02-01 INTEREST — — — — — +0.04 —
2016-01-27 DIVIDEND F 3,931 0.4 — — +1572.40 —
2016-01-15 DIVIDEND CAT 794 0.77 — — +611.38 —
2016-01-05 BUY IBM 39 129.88 — — -5065.15 fcf-yield buy: IBM, revenue 81.7B, op margin n/a, FCF yield 11.18%, momentum -14.8%, target weight 10.0%.
2016-01-05 BUY ORCL 29 35.64 — — -1033.56 fcf-yield buy: ORCL, revenue 37.5B, op margin 34.6%, FCF yield 11.42%, momentum -18.2%, target weight 10.0%.
2016-01-05 BUY DE 11 76.52 — — -841.72 fcf-yield buy: DE, revenue 28.9B, op margin 10.9%, FCF yield 13.05%, momentum -11.5%, target weight 10.0%.
2016-01-05 BUY GM 107 32.43 — — -3470.01 fcf-yield buy: GM, revenue 152.4B, op margin 3.2%, FCF yield 15.12%, momentum -5.5%, target weight 10.0%.
2016-01-05 BUY F 45 13.72 — — -617.40 fcf-yield buy: F, revenue 149.6B, op margin n/a, FCF yield 16.35%, momentum -7.0%, target weight 10.0%.
2016-01-05 BUY CAT 13 67.28 — — -874.64 fcf-yield buy: CAT, revenue 47.0B, op margin 5.7%, FCF yield 16.37%, momentum -22.7%, target weight 10.0%.
2016-01-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2016-01-04 INTEREST — — — — — +0.05 —
2016-01-04 DIVIDEND ORCL 1,460 0.15 — — +219.00 —
2015-12-29 DIVIDEND DE 685 0.6 — — +411.00 —
2015-12-16 DIVIDEND GM 1,378 0.36 — — +496.08 —
2015-12-14 DIVIDEND GILD 575 0.43 — — +247.25 —
2015-12-01 INTEREST — — — — — +0.02 —
2015-11-16 DIVIDEND ED 938 0.65 — — +609.70 —
2015-11-06 DIVIDEND IBM 307 1.24 — — +381.55 —
2015-11-05 DIVIDEND AAPL 2,382 0.13 — — +309.66 —
2015-11-04 DIVIDEND DAL 1,355 0.14 — — +182.93 —
2015-11-02 INTEREST — — — — — +0.01 —
2015-10-28 DIVIDEND F 3,886 0.15 — — +582.90 —
2015-10-22 DIVIDEND CAT 781 0.77 — — +601.37 —
2015-10-09 DIVIDEND ORCL 1,460 0.15 — — +219.00 —
2015-10-05 BUY IBM 307 142.49 — — -43743.11 fcf-yield buy: IBM, revenue 83.8B, op margin n/a, FCF yield 10.75%, momentum -21.0%, target weight 10.0%.
2015-10-05 BUY ORCL 58 37.59 — — -2180.22 fcf-yield buy: ORCL, revenue 38.1B, op margin 35.6%, FCF yield 11.36%, momentum -3.3%, target weight 10.0%.
2015-10-05 BUY DE 90 78.21 — — -7038.90 fcf-yield buy: DE, revenue 31.1B, op margin 12.1%, FCF yield 13.28%, momentum -4.8%, target weight 10.0%.
2015-10-05 BUY F 94 14.19 — — -1333.86 fcf-yield buy: F, revenue 145.2B, op margin n/a, FCF yield 15.39%, momentum -2.7%, target weight 10.0%.
2015-10-05 BUY CAT 78 69.18 — — -5396.04 fcf-yield buy: CAT, revenue 50.2B, op margin 4.8%, FCF yield 16.03%, momentum -29.0%, target weight 10.0%.
2015-10-05 BUY GM 1,378 31.76 — — -43765.28 fcf-yield buy: GM, revenue 152.4B, op margin 2.9%, FCF yield 16.79%, momentum -5.9%, target weight 10.0%.
2015-10-05 SELL LOW 608 71.77 2015-07-07 SHORT +43636.16 Exit LOW: no longer in the top 10 fcf-yield factor set as of 2015-10-05.
2015-10-05 SELL MU 869 17.57 2015-07-07 SHORT +15268.33 Exit MU: no longer in the top 10 fcf-yield factor set as of 2015-10-05.
2015-10-05 SELL MU 1,941 17.57 2015-04-07 SHORT +34103.37 Exit MU: no longer in the top 10 fcf-yield factor set as of 2015-10-05.
2015-10-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-10-01 INTEREST — — — — — +0.02 —
2015-09-28 DIVIDEND DE 595 0.6 — — +357.00 —
2015-09-14 DIVIDEND GILD 575 0.43 — — +247.25 —
2015-09-01 INTEREST — — — — — +0.02 —
2015-08-17 DIVIDEND ED 938 0.65 — — +609.70 —
2015-08-06 DIVIDEND AAPL 2,382 0.13 — — +309.66 —
2015-08-05 DIVIDEND DAL 1,355 0.14 — — +182.93 —
2015-08-03 INTEREST — — — — — +0.01 —
2015-07-29 DIVIDEND F 3,792 0.15 — — +568.80 —
2015-07-20 DIVIDEND LOW 608 0.28 — — +170.24 —
2015-07-16 DIVIDEND CAT 703 0.77 — — +541.31 —
2015-07-07 BUY LOW 608 67.37 — — -40960.96 fcf-yield buy: LOW, revenue 57.0B, op margin n/a, FCF yield 10.94%, momentum 39.7%, target weight 10.0%.
2015-07-07 BUY DE 6 96.28 — — -577.68 fcf-yield buy: DE, revenue 33.0B, op margin 13.0%, FCF yield 11.09%, momentum 6.0%, target weight 10.0%.
2015-07-07 BUY ORCL 75 40.16 — — -3012.00 fcf-yield buy: ORCL, revenue 38.2B, op margin 36.3%, FCF yield 11.64%, momentum -1.8%, target weight 10.0%.
2015-07-07 BUY MU 869 18.2 — — -15815.80 fcf-yield buy: MU, revenue 16.8B, op margin 20.2%, FCF yield 11.93%, momentum -44.6%, target weight 10.0%.
2015-07-07 BUY F 203 14.85 — — -3014.55 fcf-yield buy: F, revenue 142.0B, op margin n/a, FCF yield 12.78%, momentum -14.3%, target weight 10.0%.
2015-07-07 BUY ED 8 61.08 — — -488.64 fcf-yield buy: ED, revenue 12.6B, op margin 18.0%, FCF yield 13.56%, momentum 8.3%, target weight 10.0%.
2015-07-07 BUY DAL 102 41.18 — — -4200.36 fcf-yield buy: DAL, revenue 40.9B, op margin 9.5%, FCF yield 13.99%, momentum 11.6%, target weight 10.0%.
2015-07-07 SELL CSCO 48 27.36 2015-04-07 SHORT +1313.28 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 SELL CSCO 75 27.36 2015-01-05 SHORT +2052.00 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 SELL CSCO 26 27.36 2014-07-07 SHORT +711.36 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 SELL CSCO 16 27.36 2014-04-04 LONG +437.76 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 SELL CSCO 265 27.36 2014-01-03 LONG +7250.40 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 SELL CSCO 78 27.36 2013-10-03 LONG +2134.08 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 SELL CSCO 61 27.36 2013-04-05 LONG +1668.96 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 SELL CSCO 48 27.36 2012-10-01 LONG +1313.28 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 SELL CSCO 397 27.36 2012-07-02 LONG +10861.92 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 SELL CSCO 1,072 27.36 2012-04-02 LONG +29329.92 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2015-07-07.
2015-07-07 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-07-06 DIVIDEND ORCL 1,327 0.15 — — +199.05 —
2015-07-01 INTEREST — — — — — +0.02 —
2015-07-01 DIVIDEND CSCO 2,086 0.21 — — +438.06 —
2015-06-26 DIVIDEND DE 589 0.6 — — +353.40 —
2015-06-12 DIVIDEND GILD 575 0.43 — — +247.25 —
2015-06-01 INTEREST — — — — — +0.02 —
2015-05-18 DIVIDEND ED 930 0.65 — — +604.50 —
2015-05-07 DIVIDEND AAPL 2,382 0.13 — — +309.66 —
2015-05-06 DIVIDEND DAL 1,253 0.09 — — +112.77 —
2015-05-01 INTEREST — — — — — +0.01 —
2015-04-29 DIVIDEND F 3,589 0.15 — — +538.35 —
2015-04-16 DIVIDEND CAT 703 0.7 — — +492.10 —
2015-04-07 BUY CSCO 48 27.39 — — -1314.72 fcf-yield buy: CSCO, revenue 48.1B, op margin 21.2%, FCF yield 9.98%, momentum 20.6%, target weight 10.0%.
2015-04-07 BUY MU 1,941 26.87 — — -52154.67 fcf-yield buy: MU, revenue 16.9B, op margin 21.3%, FCF yield 9.99%, momentum 19.0%, target weight 10.0%.
2015-04-07 BUY DE 589 88.44 — — -52091.16 fcf-yield buy: DE, revenue 34.8B, op margin 13.8%, FCF yield 10.31%, momentum -3.7%, target weight 10.0%.
2015-04-07 BUY F 138 15.9 — — -2194.20 fcf-yield buy: F, revenue 142.1B, op margin n/a, FCF yield 10.93%, momentum -1.4%, target weight 10.0%.
2015-04-07 BUY ORCL 61 42.96 — — -2620.56 fcf-yield buy: ORCL, revenue 38.8B, op margin 38.1%, FCF yield 11.40%, momentum 7.5%, target weight 10.0%.
2015-04-07 BUY DAL 1,253 41.64 — — -52174.92 fcf-yield buy: DAL, revenue 40.8B, op margin 7.3%, FCF yield 12.76%, momentum 20.3%, target weight 10.0%.
2015-04-07 BUY GILD 49 98.69 — — -4835.81 fcf-yield buy: GILD, revenue 27.5B, op margin 64.0%, FCF yield 13.54%, momentum 36.7%, target weight 10.0%.
2015-04-07 BUY ED 155 60.59 — — -9391.45 fcf-yield buy: ED, revenue 12.7B, op margin 17.7%, FCF yield 14.59%, momentum 11.5%, target weight 10.0%.
2015-04-07 BUY CAT 78 80.54 — — -6282.12 fcf-yield buy: CAT, revenue 54.6B, op margin 6.3%, FCF yield 15.28%, momentum -21.2%, target weight 10.0%.
2015-04-07 SELL STX 775 53.75 2015-01-05 SHORT +41656.25 Exit STX: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL LOW 104 74.11 2014-07-07 SHORT +7707.44 Exit LOW: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL LOW 42 74.11 2014-04-04 LONG +3112.62 Exit LOW: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL LOW 93 74.11 2014-01-03 LONG +6892.23 Exit LOW: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL LOW 770 74.11 2013-10-03 LONG +57064.70 Exit LOW: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 61 119.91 2015-01-05 SHORT +7314.31 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 22 119.91 2014-10-03 SHORT +2637.95 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 30 119.91 2014-07-07 SHORT +3597.20 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 21 119.91 2014-04-04 LONG +2518.04 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 11 119.91 2013-10-03 LONG +1318.97 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 21 119.91 2013-07-05 LONG +2518.04 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 30 119.91 2013-01-03 LONG +3597.20 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 20 119.91 2012-04-02 LONG +2398.14 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 29 119.91 2011-09-30 LONG +3477.30 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 SELL GE 219 119.91 2011-07-01 LONG +26259.59 Exit GE: no longer in the top 10 fcf-yield factor set as of 2015-04-07.
2015-04-07 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-04-02 DIVIDEND ORCL 1,266 0.15 — — +189.90 —
2015-04-01 INTEREST — — — — — +0.03 —
2015-03-31 DIVIDEND CSCO 2,038 0.21 — — +427.98 —
2015-03-02 INTEREST — — — — — +0.02 —
2015-02-19 DIVIDEND GE 464 1.1 — — +511.45 —
2015-02-13 DIVIDEND ED 775 0.65 — — +503.75 —
2015-02-06 DIVIDEND STX 775 0.54 — — +418.50 —
2015-02-05 DIVIDEND AAPL 2,382 0.12 — — +279.88 —
2015-02-02 INTEREST — — — — — +0.01 —
2015-01-28 DIVIDEND F 3,451 0.15 — — +517.65 —
2015-01-16 DIVIDEND LOW 1,009 0.23 — — +232.07 —
2015-01-15 DIVIDEND CAT 625 0.7 — — +437.50 —
2015-01-05 BUY CSCO 75 27.06 — — -2029.50 fcf-yield buy: CSCO, revenue 47.3B, op margin 19.5%, FCF yield 10.10%, momentum 23.1%, target weight 10.0%.
2015-01-05 BUY GILD 526 96.79 — — -50911.54 fcf-yield buy: GILD, revenue 24.9B, op margin 61.3%, FCF yield 10.30%, momentum 30.2%, target weight 10.0%.
2015-01-05 BUY STX 775 65.67 — — -50894.25 fcf-yield buy: STX, revenue 14.2B, op margin 16.7%, FCF yield 11.18%, momentum 15.6%, target weight 10.0%.
2015-01-05 BUY ED 775 65.71 — — -50925.25 fcf-yield buy: ED, revenue 12.9B, op margin 17.1%, FCF yield 11.87%, momentum 22.9%, target weight 10.0%.
2015-01-05 BUY F 3,451 14.76 — — -50936.76 fcf-yield buy: F, revenue 144.1B, op margin n/a, FCF yield 11.93%, momentum -4.8%, target weight 10.0%.
2015-01-05 BUY CAT 122 87.03 — — -10617.66 fcf-yield buy: CAT, revenue 55.2B, op margin 6.0%, FCF yield 15.60%, momentum -3.1%, target weight 10.0%.
2015-01-05 BUY GE 61 117.89 — — -7191.53 fcf-yield buy: GE, revenue 108.5B, op margin n/a, FCF yield 22.46%, momentum -10.5%, target weight 10.0%.
2015-01-05 SELL TGT 622 73.98 2014-10-03 SHORT +46015.56 Exit TGT: no longer in the top 10 fcf-yield factor set as of 2015-01-05.
2015-01-05 SELL GD 317 135.56 2014-10-03 SHORT +42972.52 Exit GD: no longer in the top 10 fcf-yield factor set as of 2015-01-05.
2015-01-05 SELL DAL 183 48.36 2014-10-03 SHORT +8849.88 Exit DAL: no longer in the top 10 fcf-yield factor set as of 2015-01-05.
2015-01-05 SELL DAL 1,117 48.36 2014-07-07 SHORT +54018.12 Exit DAL: no longer in the top 10 fcf-yield factor set as of 2015-01-05.
2015-01-05 SELL MU 1,816 33.78 2014-04-04 SHORT +61344.48 Exit MU: no longer in the top 10 fcf-yield factor set as of 2015-01-05.
2015-01-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-01-05 DIVIDEND ORCL 1,266 0.12 — — +151.92 —
2015-01-02 INTEREST — — — — — +0.02 —
2015-01-02 DIVIDEND CSCO 1,963 0.19 — — +372.97 —
2014-12-18 DIVIDEND GE 403 1.1 — — +444.21 —
2014-12-01 INTEREST — — — — — +0.02 —
2014-11-17 DIVIDEND TGT 622 0.52 — — +323.44 —
2014-11-06 DIVIDEND AAPL 2,382 0.12 — — +279.88 —
2014-11-05 DIVIDEND DAL 1,300 0.09 — — +117.00 —
2014-11-03 INTEREST — — — — — +0.01 —
2014-10-20 DIVIDEND LOW 1,009 0.23 — — +232.07 —
2014-10-16 DIVIDEND CAT 503 0.7 — — +352.10 —
2014-10-08 DIVIDEND GD 317 0.62 — — +196.54 —
2014-10-06 DIVIDEND ORCL 1,266 0.12 — — +151.92 —
2014-10-03 BUY TGT 622 63.07 — — -39229.54 fcf-yield buy: TGT, revenue 72.4B, op margin n/a, FCF yield 10.04%, momentum -0.6%, target weight 10.0%.
2014-10-03 BUY DAL 183 36.95 — — -6761.85 fcf-yield buy: DAL, revenue 39.8B, op margin 9.4%, FCF yield 12.46%, momentum 50.6%, target weight 10.0%.
2014-10-03 BUY ORCL 63 38.89 — — -2450.07 fcf-yield buy: ORCL, revenue 38.5B, op margin 38.6%, FCF yield 13.67%, momentum 17.0%, target weight 10.0%.
2014-10-03 BUY GD 317 123.54 — — -39162.18 fcf-yield buy: GD, revenue 30.3B, op margin 12.3%, FCF yield 14.79%, momentum 43.7%, target weight 10.0%.
2014-10-03 BUY CAT 32 97.39 — — -3116.48 fcf-yield buy: CAT, revenue 55.3B, op margin 10.3%, FCF yield 15.05%, momentum 16.0%, target weight 10.0%.
2014-10-03 BUY GE 22 121.73 — — -2678.01 fcf-yield buy: GE, revenue 105.3B, op margin n/a, FCF yield 22.29%, momentum 5.4%, target weight 10.0%.
2014-10-03 SELL PFE 1,425 27.72 2014-07-07 SHORT +39505.28 Exit PFE: no longer in the top 10 fcf-yield factor set as of 2014-10-03.
2014-10-03 SELL GM 64 33.76 2014-07-07 SHORT +2160.64 Exit GM: no longer in the top 10 fcf-yield factor set as of 2014-10-03.
2014-10-03 SELL GM 217 33.76 2014-04-04 SHORT +7325.92 Exit GM: no longer in the top 10 fcf-yield factor set as of 2014-10-03.
2014-10-03 SELL GM 1,032 33.76 2014-01-03 SHORT +34840.32 Exit GM: no longer in the top 10 fcf-yield factor set as of 2014-10-03.
2014-10-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-10-01 INTEREST — — — — — +0.02 —
2014-09-30 DIVIDEND CSCO 1,963 0.19 — — +372.97 —
2014-09-18 DIVIDEND GE 381 1.05 — — +401.70 —
2014-09-08 DIVIDEND GM 1,313 0.3 — — +393.90 —
2014-09-02 INTEREST — — — — — +0.01 —
2014-08-07 DIVIDEND AAPL 2,382 0.12 — — +279.88 —
2014-08-06 DIVIDEND DAL 1,117 0.09 — — +100.53 —
2014-08-01 INTEREST — — — — — +0.01 —
2014-07-30 DIVIDEND PFE 1,425 0.25 — — +351.52 —
2014-07-21 DIVIDEND LOW 1,009 0.23 — — +232.07 —
2014-07-17 DIVIDEND CAT 471 0.7 — — +329.70 —
2014-07-07 BUY PFE 1,425 28.93 — — -41222.26 fcf-yield buy: PFE, revenue 50.3B, op margin n/a, FCF yield 10.62%, momentum 9.0%, target weight 10.0%.
2014-07-07 BUY LOW 104 48.21 — — -5013.84 fcf-yield buy: LOW, revenue 53.7B, op margin n/a, FCF yield 10.80%, momentum 12.7%, target weight 10.0%.
2014-07-07 BUY DAL 1,117 36.9 — — -41217.30 fcf-yield buy: DAL, revenue 39.1B, op margin 11.4%, FCF yield 10.91%, momentum 94.2%, target weight 10.0%.
2014-07-07 BUY CSCO 26 25.23 — — -655.98 fcf-yield buy: CSCO, revenue 47.2B, op margin 20.1%, FCF yield 11.33%, momentum 2.7%, target weight 10.0%.
2014-07-07 BUY ORCL 56 40.89 — — -2289.84 fcf-yield buy: ORCL, revenue 38.3B, op margin 38.6%, FCF yield 12.66%, momentum 31.1%, target weight 10.0%.
2014-07-07 BUY GM 64 37.44 — — -2396.16 fcf-yield buy: GM, revenue 156.5B, op margin 0.9%, FCF yield 14.94%, momentum 8.0%, target weight 10.0%.
2014-07-07 BUY GE 30 128.2 — — -3845.93 fcf-yield buy: GE, revenue 108.9B, op margin n/a, FCF yield 17.10%, momentum 15.1%, target weight 10.0%.
2014-07-07 SELL AEP 807 53.77 2014-04-04 SHORT +43392.39 Exit AEP: no longer in the top 10 fcf-yield factor set as of 2014-07-07.
2014-07-07 SELL TGT 50 59.99 2014-04-04 SHORT +2999.50 Exit TGT: no longer in the top 10 fcf-yield factor set as of 2014-07-07.
2014-07-07 SELL TGT 69 59.99 2014-01-03 SHORT +4139.31 Exit TGT: no longer in the top 10 fcf-yield factor set as of 2014-07-07.
2014-07-07 SELL TGT 107 59.99 2013-10-03 SHORT +6418.93 Exit TGT: no longer in the top 10 fcf-yield factor set as of 2014-07-07.
2014-07-07 SELL TGT 490 59.99 2013-07-05 LONG +29395.10 Exit TGT: no longer in the top 10 fcf-yield factor set as of 2014-07-07.
2014-07-07 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-07-07 DIVIDEND ORCL 1,147 0.12 — — +137.64 —
2014-07-02 DIVIDEND CSCO 1,937 0.19 — — +368.03 —
2014-07-01 INTEREST — — — — — +0.02 —
2014-06-19 DIVIDEND GE 351 1.05 — — +370.07 —
2014-06-06 DIVIDEND GM 1,249 0.3 — — +374.70 —
2014-06-02 INTEREST — — — — — +0.01 —
2014-05-19 DIVIDEND TGT 716 0.43 — — +307.88 —
2014-05-08 DIVIDEND AAPL 2,382 0.12 — — +279.88 —
2014-05-07 DIVIDEND AEP 807 0.5 — — +403.50 —
2014-05-01 INTEREST — — — — — +0.01 —
2014-04-21 DIVIDEND LOW 905 0.18 — — +162.90 —
2014-04-16 DIVIDEND CAT 471 0.6 — — +282.60 —
2014-04-04 BUY LOW 42 48.44 — — -2034.48 fcf-yield buy: LOW, revenue 53.4B, op margin n/a, FCF yield 10.73%, momentum 26.2%, target weight 10.0%.
2014-04-04 BUY MU 1,816 22.58 — — -41005.28 fcf-yield buy: MU, revenue 13.3B, op margin 13.3%, FCF yield 11.44%, momentum 142.5%, target weight 10.0%.
2014-04-04 BUY CSCO 16 22.71 — — -363.36 fcf-yield buy: CSCO, revenue 47.9B, op margin 20.6%, FCF yield 12.57%, momentum 10.2%, target weight 10.0%.
2014-04-04 BUY TGT 50 61.14 — — -3057.00 fcf-yield buy: TGT, revenue 72.6B, op margin n/a, FCF yield 15.16%, momentum -11.2%, target weight 10.0%.
2014-04-04 BUY GE 21 124.7 — — -2618.68 fcf-yield buy: GE, revenue 111.7B, op margin n/a, FCF yield 16.70%, momentum 13.5%, target weight 10.0%.
2014-04-04 BUY GM 217 34.81 — — -7553.77 fcf-yield buy: GM, revenue 156.0B, op margin 2.3%, FCF yield 18.49%, momentum 26.5%, target weight 10.0%.
2014-04-04 BUY AEP 807 50.78 — — -40979.46 fcf-yield buy: AEP, revenue 16.0B, op margin 19.5%, FCF yield 21.66%, momentum 4.2%, target weight 10.0%.
2014-04-04 SELL GD 431 108.29 2014-01-03 SHORT +46672.99 Exit GD: no longer in the top 10 fcf-yield factor set as of 2014-04-04.
2014-04-04 SELL VZ 844 48.04 2014-01-03 SHORT +40545.76 Exit VZ: no longer in the top 10 fcf-yield factor set as of 2014-04-04.
2014-04-04 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-04-04 DIVIDEND ORCL 1,147 0.12 — — +137.64 —
2014-04-01 INTEREST — — — — — +0.02 —
2014-04-01 DIVIDEND CSCO 1,921 0.19 — — +364.99 —
2014-03-14 DIVIDEND GM 1,032 0.3 — — +309.60 —
2014-03-03 INTEREST — — — — — +0.02 —
2014-02-20 DIVIDEND GE 330 1.05 — — +347.93 —
2014-02-14 DIVIDEND TGT 666 0.43 — — +286.38 —
2014-02-06 DIVIDEND AAPL 2,382 0.11 — — +259.47 —
2014-02-03 INTEREST — — — — — +0.01 —
2014-01-17 DIVIDEND LOW 863 0.18 — — +155.34 —
2014-01-16 DIVIDEND CAT 471 0.6 — — +282.60 —
2014-01-15 DIVIDEND GD 431 0.56 — — +241.36 —
2014-01-08 DIVIDEND VZ 844 0.53 — — +447.32 —
2014-01-03 BUY GD 431 94.74 — — -40832.94 fcf-yield buy: GD, revenue 30.8B, op margin 12.0%, FCF yield 10.82%, momentum 32.5%, target weight 10.0%.
2014-01-03 BUY LOW 93 48.95 — — -4552.35 fcf-yield buy: LOW, revenue 52.8B, op margin n/a, FCF yield 10.85%, momentum 36.5%, target weight 10.0%.
2014-01-03 BUY VZ 844 48.42 — — -40866.48 fcf-yield buy: VZ, revenue 120.5B, op margin 26.5%, FCF yield 10.90%, momentum 9.9%, target weight 10.0%.
2014-01-03 BUY TGT 69 63.49 — — -4380.81 fcf-yield buy: TGT, revenue 73.8B, op margin 6.2%, FCF yield 12.23%, momentum 5.5%, target weight 10.0%.
2014-01-03 BUY GM 1,032 39.57 — — -40836.24 fcf-yield buy: GM, revenue 155.4B, op margin 3.3%, FCF yield 12.86%, momentum 32.7%, target weight 10.0%.
2014-01-03 BUY CSCO 265 21.98 — — -5824.70 fcf-yield buy: CSCO, revenue 48.8B, op margin 22.5%, FCF yield 13.50%, momentum 7.5%, target weight 10.0%.
2014-01-03 BUY CAT 18 89.82 — — -1616.76 fcf-yield buy: CAT, revenue 55.7B, op margin 10.1%, FCF yield 17.79%, momentum -4.9%, target weight 10.0%.
2014-01-03 SELL INTC 1,634 25.78 2013-10-03 SHORT +42124.52 Exit INTC: no longer in the top 10 fcf-yield factor set as of 2014-01-03.
2014-01-03 SELL QCOM 3 72.89 2013-10-03 SHORT +218.67 Exit QCOM: no longer in the top 10 fcf-yield factor set as of 2014-01-03.
2014-01-03 SELL QCOM 565 72.89 2013-07-05 SHORT +41182.85 Exit QCOM: no longer in the top 10 fcf-yield factor set as of 2014-01-03.
2014-01-03 SELL BA 330 137.62 2013-07-05 SHORT +45414.60 Exit BA: no longer in the top 10 fcf-yield factor set as of 2014-01-03.
2014-01-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-01-03 DIVIDEND ORCL 1,147 0.12 — — +137.64 —
2014-01-02 INTEREST — — — — — +0.02 —
2014-01-02 DIVIDEND CSCO 1,656 0.17 — — +281.52 —
2013-12-19 DIVIDEND GE 330 1.05 — — +347.93 —
2013-12-02 INTEREST — — — — — +0.01 —
2013-11-27 DIVIDEND QCOM 568 0.35 — — +198.80 —
2013-11-18 DIVIDEND TGT 597 0.43 — — +256.71 —
2013-11-06 DIVIDEND BA 330 0.48 — — +160.05 —
2013-11-06 DIVIDEND AAPL 2,382 0.11 — — +259.47 —
2013-11-05 DIVIDEND INTC 1,634 0.23 — — +367.65 —
2013-11-01 INTEREST — — — — — +0.01 —
2013-10-21 DIVIDEND LOW 770 0.18 — — +138.60 —
2013-10-17 DIVIDEND CAT 453 0.6 — — +271.80 —
2013-10-04 DIVIDEND ORCL 1,147 0.12 — — +137.64 —
2013-10-03 BUY QCOM 3 67.11 — — -201.33 fcf-yield buy: QCOM, revenue 24.9B, op margin 29.1%, FCF yield 10.38%, momentum 8.4%, target weight 10.0%.
2013-10-03 BUY INTC 1,634 22.6 — — -36928.40 fcf-yield buy: INTC, revenue 52.4B, op margin 22.7%, FCF yield 10.68%, momentum -0.7%, target weight 10.0%.
2013-10-03 BUY LOW 770 47.93 — — -36906.10 fcf-yield buy: LOW, revenue 51.9B, op margin n/a, FCF yield 11.48%, momentum 58.1%, target weight 10.0%.
2013-10-03 BUY CSCO 78 23.01 — — -1794.78 fcf-yield buy: CSCO, revenue 48.6B, op margin 23.0%, FCF yield 12.75%, momentum 20.9%, target weight 10.0%.
2013-10-03 BUY TGT 107 63.45 — — -6789.15 fcf-yield buy: TGT, revenue 73.5B, op margin 6.6%, FCF yield 13.56%, momentum 0.7%, target weight 10.0%.
2013-10-03 BUY ORCL 9 33.24 — — -299.16 fcf-yield buy: ORCL, revenue 37.4B, op margin 39.3%, FCF yield 15.40%, momentum 5.0%, target weight 10.0%.
2013-10-03 BUY CAT 34 83.97 — — -2854.98 fcf-yield buy: CAT, revenue 57.3B, op margin 9.1%, FCF yield 16.35%, momentum -1.8%, target weight 10.0%.
2013-10-03 BUY GE 11 115.5 — — -1270.47 fcf-yield buy: GE, revenue 117.4B, op margin 19.6%, FCF yield 16.43%, momentum 5.7%, target weight 10.0%.
2013-10-03 SELL PFE 158 27.3 2013-07-05 SHORT +4312.77 Exit PFE: no longer in the top 10 fcf-yield factor set as of 2013-10-03.
2013-10-03 SELL PFE 23 27.3 2013-04-05 SHORT +627.81 Exit PFE: no longer in the top 10 fcf-yield factor set as of 2013-10-03.
2013-10-03 SELL PFE 1,157 27.3 2013-01-03 SHORT +31581.47 Exit PFE: no longer in the top 10 fcf-yield factor set as of 2013-10-03.
2013-10-03 SELL CMCSA 69 21.09 2011-12-30 LONG +1455.33 Exit CMCSA: no longer in the top 10 fcf-yield factor set as of 2013-10-03.
2013-10-03 SELL CMCSA 180 21.09 2011-09-30 LONG +3796.52 Exit CMCSA: no longer in the top 10 fcf-yield factor set as of 2013-10-03.
2013-10-03 SELL CMCSA 1,677 21.09 2011-07-01 LONG +35370.95 Exit CMCSA: no longer in the top 10 fcf-yield factor set as of 2013-10-03.
2013-10-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2013-10-01 INTEREST — — — — — +0.02 —
2013-10-01 DIVIDEND CSCO 1,578 0.17 — — +268.26 —
2013-09-30 DIVIDEND CMCSA 1,926 0.09 — — +175.99 —
2013-09-19 DIVIDEND GE 319 0.91 — — +290.47 —
2013-09-03 INTEREST — — — — — +0.01 —
2013-08-30 DIVIDEND QCOM 565 0.35 — — +197.75 —
2013-08-19 DIVIDEND TGT 490 0.43 — — +210.70 —
2013-08-08 DIVIDEND AAPL 2,382 0.11 — — +259.47 —
2013-08-07 DIVIDEND BA 330 0.48 — — +160.05 —
2013-08-01 INTEREST — — — — — +0.01 —
2013-07-31 DIVIDEND PFE 1,338 0.23 — — +304.67 —
2013-07-18 DIVIDEND CAT 419 0.6 — — +251.40 —
2013-07-10 DIVIDEND ORCL 1,138 0.12 — — +136.56 —
2013-07-05 BUY PFE 158 26.54 — — -4192.85 fcf-yield buy: PFE, revenue 49.1B, op margin n/a, FCF yield 9.78%, momentum 21.6%, target weight 10.0%.
2013-07-05 BUY QCOM 565 60.95 — — -34436.75 fcf-yield buy: QCOM, revenue 23.3B, op margin 29.6%, FCF yield 9.78%, momentum 9.5%, target weight 10.0%.
2013-07-05 BUY BA 330 104.2 — — -34386.00 fcf-yield buy: BA, revenue 83.0B, op margin 7.7%, FCF yield 10.01%, momentum 42.4%, target weight 10.0%.
2013-07-05 BUY CAT 419 82.14 — — -34416.66 fcf-yield buy: CAT, revenue 60.4B, op margin 10.6%, FCF yield 11.41%, momentum -1.8%, target weight 10.0%.
2013-07-05 BUY TGT 490 70.25 — — -34422.50 fcf-yield buy: TGT, revenue 73.1B, op margin 6.8%, FCF yield 13.75%, momentum 20.6%, target weight 10.0%.
2013-07-05 BUY ORCL 127 31.19 — — -3961.13 fcf-yield buy: ORCL, revenue 37.2B, op margin 39.5%, FCF yield 15.71%, momentum 4.7%, target weight 10.0%.
2013-07-05 BUY GE 21 111.38 — — -2338.90 fcf-yield buy: GE, revenue 93.1B, op margin 24.1%, FCF yield 17.33%, momentum 13.4%, target weight 10.0%.
2013-07-05 BUY AAPL 256 14.91 — — -3816.42 fcf-yield buy: AAPL, revenue 169.4B, op margin 29.5%, FCF yield 19.33%, momentum -29.6%, target weight 10.0%.
2013-07-05 SELL DHR 751 43.42 2013-04-05 SHORT +32607.59 Exit DHR: no longer in the top 10 fcf-yield factor set as of 2013-07-05.
2013-07-05 SELL INTC 1,460 24.06 2013-04-05 SHORT +35127.60 Exit INTC: no longer in the top 10 fcf-yield factor set as of 2013-07-05.
2013-07-05 SELL LOW 54 42.78 2013-04-05 SHORT +2310.12 Exit LOW: no longer in the top 10 fcf-yield factor set as of 2013-07-05.
2013-07-05 SELL LOW 792 42.78 2013-01-03 SHORT +33881.76 Exit LOW: no longer in the top 10 fcf-yield factor set as of 2013-07-05.
2013-07-05 SELL MSFT 29 34.21 2013-04-05 SHORT +992.09 Exit MSFT: no longer in the top 10 fcf-yield factor set as of 2013-07-05.
2013-07-05 SELL MSFT 163 34.21 2013-01-03 SHORT +5576.23 Exit MSFT: no longer in the top 10 fcf-yield factor set as of 2013-07-05.
2013-07-05 SELL MSFT 207 34.21 2012-10-01 SHORT +7081.47 Exit MSFT: no longer in the top 10 fcf-yield factor set as of 2013-07-05.
2013-07-05 SELL MSFT 735 34.21 2012-07-02 LONG +25144.35 Exit MSFT: no longer in the top 10 fcf-yield factor set as of 2013-07-05.
2013-07-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2013-07-01 INTEREST — — — — — +0.01 —
2013-07-01 DIVIDEND CSCO 1,578 0.17 — — +268.26 —
2013-07-01 DIVIDEND CMCSA 1,926 0.09 — — +175.99 —
2013-06-26 DIVIDEND DHR 751 0.02 — — +12.62 —
2013-06-20 DIVIDEND GE 298 0.91 — — +271.35 —
2013-06-03 INTEREST — — — — — +0.01 —
2013-05-14 DIVIDEND MSFT 1,134 0.23 — — +260.82 —
2013-05-09 DIVIDEND AAPL 2,126 0.11 — — +231.58 —
2013-05-08 DIVIDEND PFE 1,180 0.23 — — +268.69 —
2013-05-03 DIVIDEND INTC 1,460 0.23 — — +328.50 —
2013-05-01 INTEREST — — — — — +0.00 —
2013-04-22 DIVIDEND LOW 846 0.16 — — +135.36 —
2013-04-05 BUY PFE 23 27.61 — — -635.01 fcf-yield buy: PFE, revenue 50.1B, op margin n/a, FCF yield 9.58%, momentum 28.8%, target weight 10.0%.
2013-04-05 BUY DHR 751 40.7 — — -30563.30 fcf-yield buy: DHR, revenue 18.2B, op margin 17.1%, FCF yield 10.11%, momentum 8.0%, target weight 10.0%.
2013-04-05 BUY LOW 54 38.39 — — -2073.06 fcf-yield buy: LOW, revenue 50.5B, op margin n/a, FCF yield 10.89%, momentum 22.3%, target weight 10.0%.
2013-04-05 BUY INTC 1,460 20.94 — — -30572.40 fcf-yield buy: INTC, revenue 53.0B, op margin 25.2%, FCF yield 10.95%, momentum -26.2%, target weight 10.0%.
2013-04-05 BUY MSFT 29 28.7 — — -832.30 fcf-yield buy: MSFT, revenue 76.0B, op margin 27.5%, FCF yield 12.91%, momentum -11.1%, target weight 10.0%.
2013-04-05 BUY CSCO 61 20.61 — — -1257.21 fcf-yield buy: CSCO, revenue 47.3B, op margin 22.4%, FCF yield 13.03%, momentum -2.7%, target weight 10.0%.
2013-04-05 BUY ORCL 100 32.03 — — -3203.00 fcf-yield buy: ORCL, revenue 37.1B, op margin 38.4%, FCF yield 14.69%, momentum 8.5%, target weight 10.0%.
2013-04-05 BUY AAPL 476 15.11 — — -7194.41 fcf-yield buy: AAPL, revenue 169.1B, op margin 30.9%, FCF yield 20.03%, momentum -31.6%, target weight 10.0%.
2013-04-05 SELL UNH 546 62.1 2013-01-03 SHORT +33906.60 Exit UNH: no longer in the top 10 fcf-yield factor set as of 2013-04-05.
2013-04-05 SELL ABT 37 36.31 2013-01-03 SHORT +1343.47 Exit ABT: no longer in the top 10 fcf-yield factor set as of 2013-04-05.
2013-04-05 SELL ABT 82 36.31 2012-04-02 LONG +2977.42 Exit ABT: no longer in the top 10 fcf-yield factor set as of 2013-04-05.
2013-04-05 SELL ABT 793 36.31 2011-07-01 LONG +28793.83 Exit ABT: no longer in the top 10 fcf-yield factor set as of 2013-04-05.
2013-04-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2013-04-04 DIVIDEND CSCO 1,517 0.17 — — +257.89 —
2013-04-01 INTEREST — — — — — +0.01 —
2013-04-01 DIVIDEND CMCSA 1,926 0.09 — — +175.99 —
2013-03-13 DIVIDEND UNH 546 0.21 — — +115.75 —
2013-03-01 INTEREST — — — — — +0.01 —
2013-02-21 DIVIDEND GE 298 0.91 — — +271.35 —
2013-02-19 DIVIDEND MSFT 1,105 0.23 — — +254.15 —
2013-02-07 DIVIDEND AAPL 1,650 0.09 — — +156.16 —
2013-02-01 INTEREST — — — — — +0.00 —
2013-01-30 DIVIDEND PFE 1,157 0.23 — — +263.45 —
2013-01-18 DIVIDEND LOW 792 0.16 — — +126.72 —
2013-01-11 DIVIDEND ABT 912 0.14 — — +127.68 —
2013-01-03 BUY PFE 1,157 24.53 — — -28376.12 fcf-yield buy: PFE, revenue 52.5B, op margin n/a, FCF yield 11.13%, momentum 19.5%, target weight 10.0%.
2013-01-03 BUY LOW 792 35.85 — — -28393.20 fcf-yield buy: LOW, revenue 51.1B, op margin n/a, FCF yield 11.22%, momentum 41.3%, target weight 10.0%.
2013-01-03 BUY UNH 546 51.99 — — -28386.54 fcf-yield buy: UNH, revenue 110.6B, op margin 8.4%, FCF yield 12.72%, momentum 2.6%, target weight 10.0%.
2013-01-03 BUY ABT 37 33.27 — — -1230.99 fcf-yield buy: ABT, revenue 21.5B, op margin -13.6%, FCF yield 13.06%, momentum 23.3%, target weight 10.0%.
2013-01-03 BUY MSFT 163 27.25 — — -4441.75 fcf-yield buy: MSFT, revenue 72.9B, op margin 26.9%, FCF yield 13.65%, momentum 5.0%, target weight 10.0%.
2013-01-03 BUY GE 30 101.12 — — -3033.61 fcf-yield buy: GE, revenue 46.0B, op margin 49.7%, FCF yield 21.13%, momentum 17.8%, target weight 10.0%.
2013-01-03 SELL LMT 255 93.55 2012-10-01 SHORT +23855.25 Exit LMT: no longer in the top 10 fcf-yield factor set as of 2013-01-03.
2013-01-03 SELL GM 1,035 29.82 2012-10-01 SHORT +30863.70 Exit GM: no longer in the top 10 fcf-yield factor set as of 2013-01-03.
2013-01-03 SELL AMGN 32 88.59 2012-10-01 SHORT +2834.88 Exit AMGN: no longer in the top 10 fcf-yield factor set as of 2013-01-03.
2013-01-03 SELL AMGN 302 88.59 2012-07-02 SHORT +26754.18 Exit AMGN: no longer in the top 10 fcf-yield factor set as of 2013-01-03.
2013-01-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2013-01-02 INTEREST — — — — — +0.02 —
2012-12-28 DIVIDEND CMCSA 1,926 0.08 — — +147.11 —
2012-12-20 DIVIDEND GE 268 0.91 — — +244.03 —
2012-12-12 DIVIDEND ORCL 911 0.18 — — +163.98 —
2012-12-03 INTEREST — — — — — +0.01 —
2012-11-29 DIVIDEND LMT 255 1.15 — — +293.25 —
2012-11-27 DIVIDEND CSCO 1,517 0.14 — — +212.38 —
2012-11-13 DIVIDEND AMGN 334 0.36 — — +120.24 —
2012-11-13 DIVIDEND MSFT 942 0.23 — — +216.66 —
2012-11-07 DIVIDEND AAPL 1,650 0.09 — — +156.16 —
2012-11-01 INTEREST — — — — — +0.01 —
2012-10-11 DIVIDEND ABT 875 0.24 — — +214.11 —
2012-10-10 DIVIDEND ORCL 911 0.06 — — +54.66 —
2012-10-02 DIVIDEND CSCO 1,517 0.14 — — +212.38 —
2012-10-01 BUY LMT 255 93.44 — — -23827.20 fcf-yield buy: LMT, revenue 47.3B, op margin 9.3%, FCF yield 12.25%, momentum 28.6%, target weight 10.0%.
2012-10-01 BUY AMGN 32 85.08 — — -2722.56 fcf-yield buy: AMGN, revenue 16.8B, op margin 33.6%, FCF yield 12.47%, momentum 54.8%, target weight 10.0%.
2012-10-01 BUY MSFT 207 29.49 — — -6104.43 fcf-yield buy: MSFT, revenue 72.4B, op margin 27.5%, FCF yield 13.30%, momentum 18.5%, target weight 10.0%.
2012-10-01 BUY GM 1,035 23.09 — — -23898.15 fcf-yield buy: GM, revenue 150.9B, op margin 3.2%, FCF yield 13.42%, momentum 14.4%, target weight 10.0%.
2012-10-01 BUY CSCO 48 19.04 — — -913.92 fcf-yield buy: CSCO, revenue 46.1B, op margin 21.9%, FCF yield 13.61%, momentum 22.8%, target weight 10.0%.
2012-10-01 BUY ORCL 32 31.67 — — -1013.44 fcf-yield buy: ORCL, revenue 36.9B, op margin 37.6%, FCF yield 15.24%, momentum 10.2%, target weight 10.0%.
2012-10-01 SELL F 2,394 9.93 2012-07-02 SHORT +23772.42 Exit F: no longer in the top 10 fcf-yield factor set as of 2012-10-01.
2012-10-01 SELL UNH 25 56.46 2012-07-02 SHORT +1411.50 Exit UNH: no longer in the top 10 fcf-yield factor set as of 2012-10-01.
2012-10-01 SELL UNH 22 56.46 2012-04-02 SHORT +1242.12 Exit UNH: no longer in the top 10 fcf-yield factor set as of 2012-10-01.
2012-10-01 SELL UNH 71 56.46 2011-12-30 SHORT +4008.66 Exit UNH: no longer in the top 10 fcf-yield factor set as of 2012-10-01.
2012-10-01 SELL UNH 344 56.46 2011-09-30 LONG +19422.24 Exit UNH: no longer in the top 10 fcf-yield factor set as of 2012-10-01.
2012-10-01 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2012-10-01 INTEREST — — — — — +0.01 —
2012-10-01 DIVIDEND CMCSA 1,926 0.08 — — +147.11 —
2012-09-20 DIVIDEND GE 268 0.81 — — +218.34 —
2012-09-12 DIVIDEND UNH 462 0.21 — — +98.41 —
2012-09-04 INTEREST — — — — — +0.01 —
2012-08-14 DIVIDEND AMGN 302 0.36 — — +108.72 —
2012-08-14 DIVIDEND MSFT 735 0.2 — — +147.00 —
2012-08-09 DIVIDEND AAPL 1,650 0.09 — — +156.16 —
2012-08-01 INTEREST — — — — — +0.00 —
2012-08-01 DIVIDEND F 2,394 0.05 — — +119.70 —
2012-07-11 DIVIDEND ORCL 879 0.06 — — +52.74 —
2012-07-11 DIVIDEND ABT 875 0.24 — — +214.11 —
2012-07-02 BUY AMGN 302 74.36 — — -22456.72 fcf-yield buy: AMGN, revenue 16.4B, op margin 28.9%, FCF yield 12.58%, momentum 27.6%, target weight 10.0%.
2012-07-02 BUY MSFT 735 30.56 — — -22461.60 fcf-yield buy: MSFT, revenue 73.7B, op margin 29.5%, FCF yield 12.91%, momentum 17.4%, target weight 10.0%.
2012-07-02 BUY F 2,394 9.39 — — -22479.66 fcf-yield buy: F, revenue 132.6B, op margin n/a, FCF yield 13.26%, momentum -33.0%, target weight 10.0%.
2012-07-02 BUY CSCO 397 17.08 — — -6780.76 fcf-yield buy: CSCO, revenue 45.6B, op margin 20.1%, FCF yield 14.86%, momentum 7.7%, target weight 10.0%.
2012-07-02 BUY ORCL 7 29.8 — — -208.60 fcf-yield buy: ORCL, revenue 37.1B, op margin 36.9%, FCF yield 15.86%, momentum -9.8%, target weight 10.0%.
2012-07-02 BUY UNH 25 56.26 — — -1406.50 fcf-yield buy: UNH, revenue 105.7B, op margin 8.2%, FCF yield 17.98%, momentum 5.9%, target weight 10.0%.
2012-07-02 SELL D 441 54.39 2012-04-02 SHORT +23985.99 Exit D: no longer in the top 10 fcf-yield factor set as of 2012-07-02.
2012-07-02 SELL GM 848 19.57 2012-04-02 SHORT +16595.36 Exit GM: no longer in the top 10 fcf-yield factor set as of 2012-07-02.
2012-07-02 SELL PFE 108 21.82 2012-04-02 SHORT +2356.73 Exit PFE: no longer in the top 10 fcf-yield factor set as of 2012-07-02.
2012-07-02 SELL PFE 65 21.82 2011-09-30 SHORT +1418.40 Exit PFE: no longer in the top 10 fcf-yield factor set as of 2012-07-02.
2012-07-02 SELL PFE 1,027 21.82 2011-07-01 LONG +22410.78 Exit PFE: no longer in the top 10 fcf-yield factor set as of 2012-07-02.
2012-07-02 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2012-07-02 INTEREST — — — — — +0.01 —
2012-07-02 DIVIDEND CSCO 1,072 0.08 — — +85.76 —
2012-06-29 DIVIDEND CMCSA 1,926 0.08 — — +147.11 —
2012-06-21 DIVIDEND GE 268 0.81 — — +218.34 —
2012-06-15 DIVIDEND GE 268 0.26 — — +70.64 —
2012-06-13 DIVIDEND UNH 437 0.21 — — +93.08 —
2012-06-01 INTEREST — — — — — +0.01 —
2012-05-30 DIVIDEND D 441 0.53 — — +232.85 —
2012-05-09 DIVIDEND PFE 1,200 0.21 — — +250.47 —
2012-05-01 INTEREST — — — — — +0.00 —
2012-04-11 DIVIDEND ABT 875 0.24 — — +214.11 —
2012-04-09 DIVIDEND ORCL 872 0.06 — — +52.32 —
2012-04-03 DIVIDEND CSCO 1,072 0.08 — — +85.76 —
2012-04-02 BUY D 441 51.5 — — -22711.50 fcf-yield buy: D, revenue 13.6B, op margin 20.6%, FCF yield 11.79%, momentum 15.2%, target weight 10.0%.
2012-04-02 BUY CSCO 1,072 21.19 — — -22715.68 fcf-yield buy: CSCO, revenue 44.8B, op margin 19.1%, FCF yield 11.99%, momentum 24.4%, target weight 10.0%.
2012-04-02 BUY PFE 108 21.43 — — -2314.72 fcf-yield buy: PFE, revenue 58.8B, op margin n/a, FCF yield 13.80%, momentum 10.8%, target weight 10.0%.
2012-04-02 BUY ABT 82 29.38 — — -2409.41 fcf-yield buy: ABT, revenue 35.1B, op margin 2.4%, FCF yield 15.01%, momentum 24.0%, target weight 10.0%.
2012-04-02 BUY UNH 22 59.12 — — -1300.64 fcf-yield buy: UNH, revenue 103.7B, op margin 8.3%, FCF yield 15.09%, momentum 29.6%, target weight 10.0%.
2012-04-02 BUY GM 848 26.76 — — -22692.48 fcf-yield buy: GM, revenue 151.8B, op margin 3.8%, FCF yield 15.48%, momentum -17.4%, target weight 10.0%.
2012-04-02 BUY ORCL 66 29.53 — — -1948.98 fcf-yield buy: ORCL, revenue 37.0B, op margin 36.4%, FCF yield 15.84%, momentum -13.2%, target weight 10.0%.
2012-04-02 BUY GE 20 95.94 — — -1918.89 fcf-yield buy: GE, revenue 47.5B, op margin 43.8%, FCF yield 18.79%, momentum -1.6%, target weight 10.0%.
2012-04-02 SELL ED 308 58.55 2011-12-30 SHORT +18033.40 Exit ED: no longer in the top 10 fcf-yield factor set as of 2012-04-02.
2012-04-02 SELL F 135 12.62 2011-12-30 SHORT +1703.70 Exit F: no longer in the top 10 fcf-yield factor set as of 2012-04-02.
2012-04-02 SELL F 404 12.62 2011-09-30 SHORT +5098.48 Exit F: no longer in the top 10 fcf-yield factor set as of 2012-04-02.
2012-04-02 SELL F 1,442 12.62 2011-07-01 SHORT +18198.04 Exit F: no longer in the top 10 fcf-yield factor set as of 2012-04-02.
2012-04-02 SELL AMGN 347 68.11 2011-07-01 SHORT +23634.17 Exit AMGN: no longer in the top 10 fcf-yield factor set as of 2012-04-02.
2012-04-02 DEPOSIT — — — — — +10000.00 Monthly contribution x4
2012-04-02 INTEREST — — — — — +0.01 —
2012-04-02 DIVIDEND CMCSA 1,926 0.08 — — +147.11 —
2012-03-01 INTEREST — — — — — +0.01 —
2012-03-01 DIVIDEND UNH 415 0.16 — — +67.64 —
2012-02-23 DIVIDEND GE 248 0.81 — — +202.05 —
2012-02-13 DIVIDEND ED 308 0.6 — — +186.34 —
2012-02-13 DIVIDEND AMGN 347 0.36 — — +124.92 —
2012-02-01 INTEREST — — — — — +0.00 —
2012-02-01 DIVIDEND PFE 1,092 0.21 — — +227.93 —
2012-01-27 DIVIDEND F 1,981 0.05 — — +99.05 —
2012-01-11 DIVIDEND ABT 793 0.23 — — +182.63 —
2012-01-09 DIVIDEND ORCL 806 0.06 — — +48.36 —
2012-01-03 INTEREST — — — — — +0.01 —
2011-12-30 BUY F 135 10.76 — — -1452.60 fcf-yield buy: F, revenue 134.1B, op margin n/a, FCF yield 16.21%, momentum -35.9%, target weight 10.0%.
2011-12-30 BUY UNH 71 50.68 — — -3598.28 fcf-yield buy: UNH, revenue 100.0B, op margin 8.2%, FCF yield 16.49%, momentum 40.3%, target weight 10.0%.
2011-12-30 BUY ED 308 62.03 — — -19105.24 fcf-yield buy: ED, revenue 13.1B, op margin 17.3%, FCF yield 16.54%, momentum 25.1%, target weight 10.0%.
2011-12-30 BUY CMCSA 69 11.11 — — -766.63 fcf-yield buy: CMCSA, revenue 50.5B, op margin 19.4%, FCF yield 17.61%, momentum 7.9%, target weight 10.0%.
2011-12-30 BUY ORCL 254 25.65 — — -6515.10 fcf-yield buy: ORCL, revenue 36.7B, op margin 35.8%, FCF yield 17.77%, momentum -18.1%, target weight 10.0%.
2011-12-30 SELL CSCO 1,275 18.08 2011-07-01 SHORT +23052.00 Exit CSCO: no longer in the top 10 fcf-yield factor set as of 2011-12-30.
2011-12-30 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2011-12-30 DIVIDEND CMCSA 1,857 0.05 — — +98.33 —
2011-12-22 DIVIDEND GE 248 0.81 — — +202.05 —
2011-12-05 DIVIDEND UNH 344 0.16 — — +56.07 —
2011-12-01 INTEREST — — — — — +0.01 —
2011-11-15 DIVIDEND AMGN 347 0.28 — — +97.16 —
2011-11-08 DIVIDEND PFE 1,092 0.19 — — +207.21 —
2011-11-01 INTEREST — — — — — +0.00 —
2011-10-12 DIVIDEND ABT 793 0.23 — — +182.63 —
2011-10-07 DIVIDEND ORCL 552 0.06 — — +33.12 —
2011-10-04 DIVIDEND CSCO 1,275 0.06 — — +76.50 —
2011-10-03 INTEREST — — — — — +0.01 —
2011-10-03 DIVIDEND CMCSA 1,857 0.05 — — +98.33 —
2011-09-30 BUY ORCL 552 28.74 — — -15864.48 fcf-yield buy: ORCL, revenue 36.5B, op margin 35.1%, FCF yield 15.48%, momentum 5.5%, target weight 10.0%.
2011-09-30 BUY F 404 9.67 — — -3906.68 fcf-yield buy: F, revenue 134.1B, op margin n/a, FCF yield 18.04%, momentum -21.1%, target weight 10.0%.
2011-09-30 BUY UNH 344 46.12 — — -15865.28 fcf-yield buy: UNH, revenue 100.0B, op margin 8.2%, FCF yield 18.12%, momentum 30.2%, target weight 10.0%.
2011-09-30 BUY CMCSA 180 9.8 — — -1764.58 fcf-yield buy: CMCSA, revenue 50.5B, op margin 19.4%, FCF yield 19.96%, momentum 17.4%, target weight 10.0%.
2011-09-30 BUY PFE 65 16.77 — — -1090.32 fcf-yield buy: PFE, revenue 65.0B, op margin n/a, FCF yield 20.71%, momentum 2.9%, target weight 10.0%.
2011-09-30 BUY GE 29 72.94 — — -2115.29 fcf-yield buy: GE, revenue 50.3B, op margin 39.5%, FCF yield 24.78%, momentum -7.0%, target weight 10.0%.
2011-09-30 SELL MSFT 777 24.89 2011-07-01 SHORT +19339.53 Exit MSFT: no longer in the top 10 fcf-yield factor set as of 2011-09-30.
2011-09-30 SELL GD 266 56.89 2011-07-01 SHORT +15132.74 Exit GD: no longer in the top 10 fcf-yield factor set as of 2011-09-30.
2011-09-30 DEPOSIT — — — — — +5000.00 Monthly contribution x2
2011-09-15 DIVIDEND GE 219 0.72 — — +157.43 —
2011-09-01 INTEREST — — — — — +0.01 —
2011-08-16 DIVIDEND MSFT 777 0.16 — — +124.32 —
2011-08-16 DIVIDEND AMGN 347 0.28 — — +97.16 —
2011-08-03 DIVIDEND PFE 1,027 0.19 — — +194.88 —
2011-08-01 INTEREST — — — — — +0.01 —
2011-07-13 DIVIDEND ABT 793 0.23 — — +182.63 —
2011-07-05 DIVIDEND CSCO 1,275 0.06 — — +76.50 —
2011-07-01 BUY MSFT 777 26.02 — — -20217.54 fcf-yield buy: MSFT, revenue 69.9B, op margin 38.8%, FCF yield 12.74%, momentum 11.8%, target weight 10.0%.
2011-07-01 BUY F 1,442 14.02 — — -20216.84 fcf-yield buy: F, revenue 131.0B, op margin n/a, FCF yield 12.77%, momentum 36.4%, target weight 10.0%.
2011-07-01 BUY CSCO 1,275 15.86 — — -20221.50 fcf-yield buy: CSCO, revenue 42.9B, op margin 19.9%, FCF yield 14.58%, momentum -24.9%, target weight 10.0%.
2011-07-01 BUY CMCSA 1,677 12.06 — — -20219.92 fcf-yield buy: CMCSA, revenue 45.7B, op margin 20.0%, FCF yield 14.66%, momentum 47.4%, target weight 10.0%.
2011-07-01 BUY GD 266 75.81 — — -20165.46 fcf-yield buy: GD, revenue 32.3B, op margin 12.1%, FCF yield 14.81%, momentum 29.1%, target weight 10.0%.
2011-07-01 BUY AAPL 1,650 12.26 — — -20227.85 fcf-yield buy: AAPL, revenue 100.3B, op margin 30.4%, FCF yield 15.99%, momentum 39.0%, target weight 10.0%.
2011-07-01 BUY AMGN 347 58.28 — — -20223.16 fcf-yield buy: AMGN, revenue 15.3B, op margin 33.8%, FCF yield 16.37%, momentum 12.7%, target weight 10.0%.
2011-07-01 BUY ABT 793 25.48 — — -20203.58 fcf-yield buy: ABT, revenue 37.3B, op margin 16.3%, FCF yield 18.42%, momentum 14.3%, target weight 10.0%.
2011-07-01 BUY PFE 1,027 19.69 — — -20218.45 fcf-yield buy: PFE, revenue 64.4B, op margin n/a, FCF yield 19.81%, momentum 46.7%, target weight 10.0%.
2011-07-01 BUY GE 219 92.01 — — -20151.24 fcf-yield buy: GE, revenue 50.4B, op margin 38.2%, FCF yield 21.68%, momentum 38.3%, target weight 10.0%.
2011-07-01 DEPOSIT — — — — — +2500.00 Monthly contribution (first month)
2011-07-01 DEPOSIT — — — — — +200000.00 Initial capital
storage/stock-reports/229/values.log
Snapshots
1,260
First value
202,526.57
Latest value
555,496.67
Net change
352,970.10
Total Value 555,496.67
+352,970.10 (+174.28%) 2011-07-05 -> 2016-07-06