All Reports / Report #231

Simulation Report

Large Cap Revenue Scale Top 12

The simulation finished up 101.09% versus contributed principal.
Created at 2026-07-16 06:45:48 / v2 / Updated by Colin ZHao

Simulation Report

Large Cap Revenue Scale Top 12

The simulation finished up 101.09% versus contributed principal.

Created at 2026-07-16 06:45:48 / 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
202,595.37
Principal contributed
345,000.00
Ending cash
15,069.32

Strategy Rules

Large Cap Revenue Scale Top 12 qf-2011-revenue-scale-top12-rb6

  • 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
693,766.19Portfolio value at the final available date
Total gain/loss
+348,766.19+101.09%
Avg yearly gain
+18.33%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
-13.33%12 open positions at the end of the run

Run Facts

Largest position
11.68%
Cash position
15,069.32 (2.17%)
Unique stocks traded
21

Tax Profile

Unrealized gain exposure
+245,129.47
Long-term tax
8,097.13
Short-term tax
4,415.92
Dividend tax
6,585.24
Total estimated tax
19,099.35

Strategy Check

  • The strategy followed the trading-universe rule: 21 user-selected stocks were traded, with 99 buys and 48 sells.
  • The strategy met the capital-growth goal in absolute terms, finishing with a 101.09% return on contributed principal.
  • The path was volatile: maximum drawdown reached -13.33%.

Note

Revenue scale quality: hold liquid large-cap profitable companies with the largest trailing revenue bases, tempered by operating quality.

Positions At Report Date

Symbol Quantity Last Price Market Value Unit Cost Total Cost $ Gain/Loss % Gain/Loss % of Group
AAPL 2,091 23.88 49,938.31 13.86 28,990.63 +20,947.68 +72.26% 7.36%
ABBV 655 63.37 41,507.35 57.37 37,577.35 +3,930.00 +10.46% 6.12%
AMGN 330 156.05 51,496.50 157.51 51,977.50 -481.00 -0.93% 7.59%
GILD 925 85.73 79,300.25 21.27 19,673.80 +59,626.46 +303.08% 11.68%
GOOGL 1,345 35.45 47,678.23 29.23 39,316.02 +8,362.22 +21.27% 7.02%
MA 578 86.83 50,187.74 35.07 20,272.19 +29,915.55 +147.57% 7.39%
META 583 116.70 68,036.10 69.70 40,632.77 +27,403.33 +67.44% 10.02%
MO 1,002 69.72 69,859.44 34.01 34,078.13 +35,781.31 +105.00% 10.29%
ORCL 1,441 40.53 58,403.73 33.95 48,920.03 +9,483.70 +19.39% 8.61%
SPG 279 217.54 60,693.66 130.41 36,383.23 +24,310.43 +66.82% 8.94%
V 758 74.06 56,137.48 50.36 38,173.76 +17,963.72 +47.06% 8.27%
VZ 808 56.26 45,458.08 46.50 37,572.00 +7,886.08 +20.99% 6.70%

As of 2016-07-06

Show types
Date Action Symbol Qty Price Acquired Term Cash Note
2016-07-06 DIVIDEND VZ 808 0.56 — — +456.52 —
2016-07-06 DIVIDEND MA 578 0.19 — — +109.82 —
2016-07-01 INTEREST — — — — — +0.57 —
2016-07-01 DIVIDEND ORCL 1,441 0.15 — — +216.15 —
2016-06-14 DIVIDEND GILD 925 0.47 — — +434.75 —
2016-06-13 DIVIDEND MO 1,002 0.56 — — +566.13 —
2016-06-01 INTEREST — — — — — +0.53 —
2016-05-13 DIVIDEND AMGN 330 1 — — +330.00 —
2016-05-13 DIVIDEND SPG 279 1.6 — — +446.40 —
2016-05-11 DIVIDEND V 758 0.14 — — +106.12 —
2016-05-05 DIVIDEND AAPL 2,091 0.14 — — +297.97 —
2016-05-02 INTEREST — — — — — +0.45 —
2016-04-13 DIVIDEND ABBV 655 0.57 — — +373.35 —
2016-04-12 DIVIDEND ORCL 1,441 0.15 — — +216.15 —
2016-04-06 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2016-04-06 DIVIDEND VZ 808 0.56 — — +456.52 —
2016-04-06 DIVIDEND MA 578 0.19 — — +109.82 —
2016-04-01 INTEREST — — — — — +0.13 —
2016-03-14 DIVIDEND GILD 925 0.43 — — +397.75 —
2016-03-11 DIVIDEND MO 1,002 0.56 — — +566.13 —
2016-03-01 INTEREST — — — — — +0.09 —
2016-02-17 DIVIDEND V 758 0.14 — — +106.12 —
2016-02-11 DIVIDEND AMGN 330 1 — — +330.00 —
2016-02-10 DIVIDEND SPG 279 1.6 — — +446.40 —
2016-02-04 DIVIDEND AAPL 2,091 0.13 — — +271.83 —
2016-02-01 INTEREST — — — — — +0.06 —
2016-01-13 DIVIDEND ABBV 655 0.57 — — +373.35 —
2016-01-06 DIVIDEND VZ 808 0.56 — — +456.52 —
2016-01-06 DIVIDEND MA 578 0.19 — — +109.82 —
2016-01-05 BUY GOOGL 220 38.08 — — -8376.83 revenue-scale buy: GOOGL, revenue 75.0B, op margin 25.8%, FCF yield 3.40%, momentum 46.6%, target weight 8.3%.
2016-01-05 BUY ABBV 655 57.37 — — -37577.35 revenue-scale buy: ABBV, revenue 22.9B, op margin 33.0%, FCF yield 6.90%, momentum -11.3%, target weight 8.3%.
2016-01-05 BUY VZ 808 46.5 — — -37572.00 revenue-scale buy: VZ, revenue 131.6B, op margin 25.1%, FCF yield 10.81%, momentum -0.2%, target weight 8.3%.
2016-01-05 BUY ORCL 228 35.64 — — -8125.92 revenue-scale buy: ORCL, revenue 37.5B, op margin 34.6%, FCF yield 11.42%, momentum -18.2%, target weight 8.3%.
2016-01-05 BUY AMGN 40 158.17 — — -6326.80 revenue-scale buy: AMGN, revenue 21.7B, op margin 39.1%, FCF yield 7.98%, momentum 0.1%, target weight 8.3%.
2016-01-05 BUY SPG 2 196.17 — — -392.34 revenue-scale buy: SPG, revenue 5.3B, op margin 50.7%, FCF yield 3.29%, momentum 5.4%, target weight 8.3%.
2016-01-05 BUY AAPL 120 25.68 — — -3081.30 revenue-scale buy: AAPL, revenue 235.0B, op margin 30.3%, FCF yield 16.45%, momentum -3.3%, target weight 8.3%.
2016-01-05 BUY MA 4 94.99 — — -379.96 revenue-scale buy: MA, revenue 9.7B, op margin 52.5%, FCF yield 4.42%, momentum 14.1%, target weight 8.3%.
2016-01-05 SELL TXN 604 53.77 2015-07-07 SHORT +32477.08 Exit TXN: no longer in the top 12 revenue-scale factor set as of 2016-01-05.
2016-01-05 SELL INTC 444 33.83 2015-07-07 SHORT +15020.52 Exit INTC: no longer in the top 12 revenue-scale factor set as of 2016-01-05.
2016-01-05 SELL INTC 994 33.83 2015-01-05 SHORT +33627.02 Exit INTC: no longer in the top 12 revenue-scale factor set as of 2016-01-05.
2016-01-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2016-01-04 INTEREST — — — — — +0.18 —
2016-01-04 DIVIDEND ORCL 1,213 0.15 — — +181.95 —
2015-12-22 DIVIDEND MO 1,002 0.56 — — +566.13 —
2015-12-14 DIVIDEND GILD 925 0.43 — — +397.75 —
2015-12-01 INTEREST — — — — — +0.10 —
2015-11-12 DIVIDEND AMGN 290 0.79 — — +229.10 —
2015-11-12 DIVIDEND SPG 277 1.6 — — +443.20 —
2015-11-10 DIVIDEND V 758 0.14 — — +106.12 —
2015-11-05 DIVIDEND AAPL 1,971 0.13 — — +256.23 —
2015-11-04 DIVIDEND INTC 1,438 0.24 — — +345.12 —
2015-11-02 INTEREST — — — — — +0.09 —
2015-10-28 DIVIDEND TXN 604 0.38 — — +229.52 —
2015-10-09 DIVIDEND ORCL 1,213 0.15 — — +181.95 —
2015-10-07 DIVIDEND MA 574 0.16 — — +91.84 —
2015-10-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-10-01 INTEREST — — — — — +0.02 —
2015-09-14 DIVIDEND GILD 925 0.43 — — +397.75 —
2015-09-11 DIVIDEND MO 1,002 0.56 — — +566.13 —
2015-09-01 INTEREST — — — — — +0.01 —
2015-08-13 DIVIDEND AMGN 290 0.79 — — +229.10 —
2015-08-13 DIVIDEND SPG 277 1.55 — — +429.35 —
2015-08-12 DIVIDEND V 758 0.12 — — +90.96 —
2015-08-06 DIVIDEND AAPL 1,971 0.13 — — +256.23 —
2015-08-05 DIVIDEND INTC 1,438 0.24 — — +345.12 —
2015-08-03 INTEREST — — — — — +0.03 —
2015-07-29 DIVIDEND TXN 604 0.34 — — +205.36 —
2015-07-07 BUY TXN 604 51.21 — — -30930.84 revenue-scale buy: TXN, revenue 13.2B, op margin 32.3%, FCF yield 7.74%, momentum 4.7%, target weight 8.3%.
2015-07-07 BUY META 20 87.22 — — -1744.40 revenue-scale buy: META, revenue 14.6B, op margin 32.4%, FCF yield 1.97%, momentum 33.6%, target weight 8.3%.
2015-07-07 BUY GOOGL 1,125 27.5 — — -30939.19 revenue-scale buy: GOOGL, revenue 69.6B, op margin 25.0%, FCF yield n/a, momentum -6.9%, target weight 8.3%.
2015-07-07 BUY INTC 444 29.9 — — -13275.60 revenue-scale buy: INTC, revenue 55.3B, op margin 26.3%, FCF yield 8.41%, momentum -3.6%, target weight 8.3%.
2015-07-07 BUY MO 7 51.68 — — -361.76 revenue-scale buy: MO, revenue 25.2B, op margin 31.8%, FCF yield 5.63%, momentum 21.3%, target weight 8.3%.
2015-07-07 BUY AMGN 64 155.39 — — -9944.96 revenue-scale buy: AMGN, revenue 20.8B, op margin 33.8%, FCF yield 9.83%, momentum 29.3%, target weight 8.3%.
2015-07-07 BUY ORCL 123 40.16 — — -4939.68 revenue-scale buy: ORCL, revenue 38.2B, op margin 36.3%, FCF yield 11.64%, momentum -1.8%, target weight 8.3%.
2015-07-07 BUY SPG 19 178.72 — — -3395.68 revenue-scale buy: SPG, revenue 5.1B, op margin 50.3%, FCF yield n/a, momentum 7.4%, target weight 8.3%.
2015-07-07 BUY V 15 67.77 — — -1016.55 revenue-scale buy: V, revenue 13.5B, op margin 61.6%, FCF yield 4.77%, momentum 25.1%, target weight 8.3%.
2015-07-07 SELL QCOM 483 62.8 2015-01-05 SHORT +30332.40 Exit QCOM: no longer in the top 12 revenue-scale factor set as of 2015-07-07.
2015-07-07 SELL MSFT 16 44.3 2015-01-05 SHORT +708.80 Exit MSFT: no longer in the top 12 revenue-scale factor set as of 2015-07-07.
2015-07-07 SELL MSFT 11 44.3 2014-07-07 SHORT +487.30 Exit MSFT: no longer in the top 12 revenue-scale factor set as of 2015-07-07.
2015-07-07 SELL MSFT 70 44.3 2014-01-03 LONG +3101.00 Exit MSFT: no longer in the top 12 revenue-scale factor set as of 2015-07-07.
2015-07-07 SELL MSFT 195 44.3 2013-01-03 LONG +8638.50 Exit MSFT: no longer in the top 12 revenue-scale factor set as of 2015-07-07.
2015-07-07 SELL MSFT 44 44.3 2012-07-02 LONG +1949.20 Exit MSFT: no longer in the top 12 revenue-scale factor set as of 2015-07-07.
2015-07-07 SELL MSFT 55 44.3 2012-04-02 LONG +2436.50 Exit MSFT: no longer in the top 12 revenue-scale factor set as of 2015-07-07.
2015-07-07 SELL MSFT 647 44.3 2011-07-01 LONG +28662.10 Exit MSFT: no longer in the top 12 revenue-scale factor set as of 2015-07-07.
2015-07-07 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-07-07 DIVIDEND MA 574 0.16 — — +91.84 —
2015-07-06 DIVIDEND ORCL 1,090 0.15 — — +163.50 —
2015-07-01 INTEREST — — — — — +0.10 —
2015-06-12 DIVIDEND GILD 925 0.43 — — +397.75 —
2015-06-11 DIVIDEND MO 995 0.52 — — +517.40 —
2015-06-01 INTEREST — — — — — +0.10 —
2015-06-01 DIVIDEND QCOM 483 0.48 — — +231.84 —
2015-05-19 DIVIDEND MSFT 1,038 0.31 — — +321.78 —
2015-05-13 DIVIDEND V 743 0.12 — — +89.16 —
2015-05-13 DIVIDEND SPG 258 1.5 — — +387.00 —
2015-05-12 DIVIDEND AMGN 226 0.79 — — +178.54 —
2015-05-07 DIVIDEND AAPL 1,971 0.13 — — +256.23 —
2015-05-05 DIVIDEND INTC 994 0.24 — — +238.56 —
2015-05-01 INTEREST — — — — — +0.07 —
2015-04-07 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-04-07 DIVIDEND MA 574 0.16 — — +91.84 —
2015-04-02 DIVIDEND ORCL 1,090 0.15 — — +163.50 —
2015-04-01 INTEREST — — — — — +0.02 —
2015-03-12 DIVIDEND MO 995 0.52 — — +517.40 —
2015-03-02 INTEREST — — — — — +0.01 —
2015-03-02 DIVIDEND QCOM 483 0.42 — — +202.86 —
2015-02-17 DIVIDEND MSFT 1,038 0.31 — — +321.78 —
2015-02-11 DIVIDEND V 743 0.12 — — +89.16 —
2015-02-11 DIVIDEND SPG 258 1.4 — — +361.20 —
2015-02-10 DIVIDEND AMGN 226 0.79 — — +178.54 —
2015-02-05 DIVIDEND AAPL 1,971 0.12 — — +231.59 —
2015-02-04 DIVIDEND INTC 994 0.24 — — +238.56 —
2015-02-02 INTEREST — — — — — +0.02 —
2015-01-07 DIVIDEND MA 574 0.16 — — +91.84 —
2015-01-05 BUY AMGN 226 157.99 — — -35705.74 revenue-scale buy: AMGN, revenue 20.1B, op margin 30.9%, FCF yield 8.86%, momentum 38.0%, target weight 8.3%.
2015-01-05 BUY QCOM 483 73.93 — — -35708.19 revenue-scale buy: QCOM, revenue 27.0B, op margin 30.1%, FCF yield 8.83%, momentum 1.4%, target weight 8.3%.
2015-01-05 BUY INTC 994 35.95 — — -35734.30 revenue-scale buy: INTC, revenue 55.9B, op margin 27.5%, FCF yield 6.59%, momentum 39.4%, target weight 8.3%.
2015-01-05 BUY META 179 77.19 — — -13817.01 revenue-scale buy: META, revenue 12.5B, op margin 40.1%, FCF yield 1.85%, momentum 41.5%, target weight 8.3%.
2015-01-05 BUY MSFT 16 46.33 — — -741.28 revenue-scale buy: MSFT, revenue 93.5B, op margin 29.0%, FCF yield 7.85%, momentum 25.5%, target weight 8.3%.
2015-01-05 BUY SPG 4 186.1 — — -744.40 revenue-scale buy: SPG, revenue 4.9B, op margin 49.0%, FCF yield n/a, momentum 28.5%, target weight 8.3%.
2015-01-05 BUY ORCL 57 43.59 — — -2484.63 revenue-scale buy: ORCL, revenue 38.8B, op margin 38.6%, FCF yield 12.05%, momentum 15.9%, target weight 8.3%.
2015-01-05 BUY MA 20 83.27 — — -1665.40 revenue-scale buy: MA, revenue 9.4B, op margin 54.1%, FCF yield 4.22%, momentum 0.2%, target weight 8.3%.
2015-01-05 BUY V 10 64.79 — — -647.93 revenue-scale buy: V, revenue 12.9B, op margin 60.8%, FCF yield 5.60%, momentum 17.2%, target weight 8.3%.
2015-01-05 SELL T 321 25.34 2014-07-07 SHORT +8134.11 Exit T: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL T 1,038 25.34 2014-01-03 LONG +26302.82 Exit T: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL VZ 178 46.57 2014-07-07 SHORT +8289.46 Exit VZ: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL VZ 563 46.57 2014-01-03 LONG +26218.91 Exit VZ: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL MCD 36 92.23 2014-07-07 SHORT +3320.28 Exit MCD: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL MCD 65 92.23 2014-01-03 LONG +5994.95 Exit MCD: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL MCD 19 92.23 2013-07-05 LONG +1752.37 Exit MCD: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL MCD 31 92.23 2013-01-03 LONG +2859.13 Exit MCD: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL MCD 28 92.23 2012-07-02 LONG +2582.44 Exit MCD: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL MCD 31 92.23 2012-04-02 LONG +2859.13 Exit MCD: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 SELL MCD 196 92.23 2011-07-01 LONG +18077.08 Exit MCD: no longer in the top 12 revenue-scale factor set as of 2015-01-05.
2015-01-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-01-05 DIVIDEND ORCL 1,033 0.12 — — +123.96 —
2015-01-02 INTEREST — — — — — +0.12 —
2014-12-22 DIVIDEND MO 995 0.52 — — +517.40 —
2014-12-01 INTEREST — — — — — +0.10 —
2014-11-26 DIVIDEND MCD 406 0.85 — — +345.10 —
2014-11-18 DIVIDEND MSFT 1,022 0.31 — — +316.82 —
2014-11-12 DIVIDEND V 733 0.12 — — +87.96 —
2014-11-12 DIVIDEND SPG 254 1.3 — — +330.20 —
2014-11-06 DIVIDEND AAPL 1,971 0.12 — — +231.59 —
2014-11-03 INTEREST — — — — — +0.10 —
2014-10-08 DIVIDEND T 1,359 0.46 — — +625.14 —
2014-10-08 DIVIDEND VZ 741 0.55 — — +407.55 —
2014-10-07 DIVIDEND MA 554 0.11 — — +60.94 —
2014-10-06 DIVIDEND ORCL 1,033 0.12 — — +123.96 —
2014-10-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-10-01 INTEREST — — — — — +0.02 —
2014-09-11 DIVIDEND MO 995 0.52 — — +517.40 —
2014-09-02 INTEREST — — — — — +0.02 —
2014-08-28 DIVIDEND MCD 406 0.81 — — +328.86 —
2014-08-19 DIVIDEND MSFT 1,022 0.28 — — +286.16 —
2014-08-13 DIVIDEND V 733 0.1 — — +73.30 —
2014-08-13 DIVIDEND SPG 254 1.3 — — +330.20 —
2014-08-07 DIVIDEND AAPL 1,971 0.12 — — +231.59 —
2014-08-01 INTEREST — — — — — +0.03 —
2014-07-08 DIVIDEND T 1,359 0.46 — — +625.14 —
2014-07-08 DIVIDEND VZ 741 0.53 — — +392.73 —
2014-07-07 BUY MO 29 42.62 — — -1235.98 revenue-scale buy: MO, revenue 24.4B, op margin 31.3%, FCF yield 6.11%, momentum 20.1%, target weight 8.3%.
2014-07-07 BUY MCD 36 100.17 — — -3606.12 revenue-scale buy: MCD, revenue 28.3B, op margin 30.9%, FCF yield 6.37%, momentum 0.3%, target weight 8.3%.
2014-07-07 BUY T 321 27.21 — — -8732.93 revenue-scale buy: T, revenue 130.4B, op margin 23.3%, FCF yield n/a, momentum 0.5%, target weight 8.3%.
2014-07-07 BUY VZ 178 49.75 — — -8855.50 revenue-scale buy: VZ, revenue 123.6B, op margin 27.5%, FCF yield 9.07%, momentum -3.0%, target weight 8.3%.
2014-07-07 BUY META 384 65.29 — — -25071.36 revenue-scale buy: META, revenue 10.0B, op margin 43.3%, FCF yield 1.93%, momentum 167.9%, target weight 8.3%.
2014-07-07 BUY SPG 8 166.48 — — -1331.84 revenue-scale buy: SPG, revenue 4.7B, op margin 48.5%, FCF yield n/a, momentum 11.0%, target weight 8.3%.
2014-07-07 BUY MSFT 11 41.99 — — -461.89 revenue-scale buy: MSFT, revenue 86.8B, op margin 32.0%, FCF yield 8.57%, momentum 22.7%, target weight 8.3%.
2014-07-07 BUY ORCL 34 40.89 — — -1390.26 revenue-scale buy: ORCL, revenue 38.3B, op margin 38.6%, FCF yield 12.66%, momentum 31.1%, target weight 8.3%.
2014-07-07 BUY MA 18 76.18 — — -1371.24 revenue-scale buy: MA, revenue 8.9B, op margin 54.4%, FCF yield 5.24%, momentum 28.0%, target weight 8.3%.
2014-07-07 BUY V 91 54.19 — — -4930.84 revenue-scale buy: V, revenue 12.4B, op margin 63.4%, FCF yield 6.79%, momentum 13.6%, target weight 8.3%.
2014-07-07 SELL BEN 94 57.7 2014-01-03 SHORT +5423.80 Exit BEN: no longer in the top 12 revenue-scale factor set as of 2014-07-07.
2014-07-07 SELL BEN 539 57.7 2013-07-05 LONG +31100.30 Exit BEN: no longer in the top 12 revenue-scale factor set as of 2014-07-07.
2014-07-07 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-07-07 DIVIDEND ORCL 999 0.12 — — +119.88 —
2014-07-07 DIVIDEND MA 536 0.11 — — +58.96 —
2014-07-01 INTEREST — — — — — +0.10 —
2014-06-26 DIVIDEND BEN 633 0.12 — — +75.96 —
2014-06-12 DIVIDEND MO 966 0.48 — — +463.68 —
2014-06-02 INTEREST — — — — — +0.11 —
2014-05-29 DIVIDEND MCD 370 0.81 — — +299.70 —
2014-05-14 DIVIDEND V 642 0.1 — — +64.20 —
2014-05-14 DIVIDEND SPG 246 1.22 — — +300.85 —
2014-05-13 DIVIDEND MSFT 1,011 0.28 — — +283.08 —
2014-05-08 DIVIDEND AAPL 1,971 0.12 — — +231.59 —
2014-05-01 INTEREST — — — — — +0.09 —
2014-04-08 DIVIDEND T 1,038 0.46 — — +477.48 —
2014-04-08 DIVIDEND VZ 563 0.53 — — +298.39 —
2014-04-07 DIVIDEND MA 536 0.11 — — +58.96 —
2014-04-04 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-04-04 DIVIDEND ORCL 999 0.12 — — +119.88 —
2014-04-01 INTEREST — — — — — +0.02 —
2014-03-27 DIVIDEND BEN 633 0.12 — — +75.96 —
2014-03-12 DIVIDEND MO 966 0.48 — — +463.68 —
2014-03-03 INTEREST — — — — — +0.01 —
2014-02-27 DIVIDEND MCD 370 0.81 — — +299.70 —
2014-02-18 DIVIDEND MSFT 1,011 0.28 — — +283.08 —
2014-02-12 DIVIDEND V 642 0.1 — — +64.20 —
2014-02-12 DIVIDEND SPG 246 1.18 — — +289.28 —
2014-02-06 DIVIDEND AAPL 1,971 0.11 — — +214.70 —
2014-02-03 INTEREST — — — — — +0.01 —
2014-01-08 DIVIDEND T 1,038 0.46 — — +477.48 —
2014-01-08 DIVIDEND VZ 563 0.53 — — +298.39 —
2014-01-07 DIVIDEND MA 536 0.11 — — +58.96 —
2014-01-03 BUY BEN 94 57.08 — — -5365.52 revenue-scale buy: BEN, revenue 8.2B, op margin 37.2%, FCF yield n/a, momentum 31.9%, target weight 8.3%.
2014-01-03 BUY MCD 65 96.54 — — -6275.10 revenue-scale buy: MCD, revenue 28.1B, op margin 31.2%, FCF yield 6.22%, momentum 6.5%, target weight 8.3%.
2014-01-03 BUY T 1,038 26.28 — — -27282.79 revenue-scale buy: T, revenue 128.8B, op margin 23.7%, FCF yield n/a, momentum -0.6%, target weight 8.3%.
2014-01-03 BUY MO 127 37.72 — — -4790.44 revenue-scale buy: MO, revenue 24.5B, op margin 33.0%, FCF yield 6.64%, momentum 15.8%, target weight 8.3%.
2014-01-03 BUY VZ 563 48.42 — — -27260.46 revenue-scale buy: VZ, revenue 120.5B, op margin 26.5%, FCF yield 10.90%, momentum 9.9%, target weight 8.3%.
2014-01-03 BUY SPG 46 144.83 — — -6662.00 revenue-scale buy: SPG, revenue 4.5B, op margin 48.2%, FCF yield n/a, momentum -2.9%, target weight 8.3%.
2014-01-03 BUY AAPL 38 19.32 — — -734.19 revenue-scale buy: AAPL, revenue 174.0B, op margin 28.3%, FCF yield 15.55%, momentum -0.2%, target weight 8.3%.
2014-01-03 BUY MSFT 70 36.91 — — -2583.70 revenue-scale buy: MSFT, revenue 83.4B, op margin 33.5%, FCF yield 8.20%, momentum 35.4%, target weight 8.3%.
2014-01-03 BUY ORCL 52 37.62 — — -1956.24 revenue-scale buy: ORCL, revenue 37.6B, op margin 38.9%, FCF yield 14.03%, momentum 9.6%, target weight 8.3%.
2014-01-03 BUY V 126 55.29 — — -6966.54 revenue-scale buy: V, revenue 12.1B, op margin 62.2%, FCF yield 6.56%, momentum 42.2%, target weight 8.3%.
2014-01-03 SELL AMGN 44 114.47 2013-07-05 SHORT +5036.68 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2014-01-03.
2014-01-03 SELL AMGN 261 114.47 2013-01-03 SHORT +29876.67 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2014-01-03.
2014-01-03 SELL GE 16 131.7 2013-07-05 SHORT +2107.14 Exit GE: no longer in the top 12 revenue-scale factor set as of 2014-01-03.
2014-01-03 SELL GE 22 131.7 2013-01-03 SHORT +2897.32 Exit GE: no longer in the top 12 revenue-scale factor set as of 2014-01-03.
2014-01-03 SELL GE 19 131.7 2012-04-02 LONG +2502.23 Exit GE: no longer in the top 12 revenue-scale factor set as of 2014-01-03.
2014-01-03 SELL GE 34 131.7 2011-09-30 LONG +4477.67 Exit GE: no longer in the top 12 revenue-scale factor set as of 2014-01-03.
2014-01-03 SELL GE 183 131.7 2011-07-01 LONG +24100.40 Exit GE: no longer in the top 12 revenue-scale factor set as of 2014-01-03.
2014-01-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-01-03 DIVIDEND ORCL 947 0.12 — — +113.64 —
2014-01-02 INTEREST — — — — — +0.10 —
2013-12-27 DIVIDEND BEN 539 0.12 — — +64.68 —
2013-12-23 DIVIDEND MO 839 0.48 — — +402.72 —
2013-12-19 DIVIDEND GE 274 1.05 — — +288.89 —
2013-12-02 INTEREST — — — — — +0.09 —
2013-11-27 DIVIDEND MCD 305 0.81 — — +247.05 —
2013-11-19 DIVIDEND MSFT 941 0.28 — — +263.48 —
2013-11-13 DIVIDEND V 516 0.1 — — +51.60 —
2013-11-13 DIVIDEND SPG 200 1.13 — — +225.78 —
2013-11-12 DIVIDEND AMGN 305 0.47 — — +143.35 —
2013-11-06 DIVIDEND AAPL 1,933 0.11 — — +210.56 —
2013-11-01 INTEREST — — — — — +0.08 —
2013-10-07 DIVIDEND MA 536 0.06 — — +32.16 —
2013-10-04 DIVIDEND ORCL 947 0.12 — — +113.64 —
2013-10-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2013-10-01 INTEREST — — — — — +0.01 —
2013-09-26 DIVIDEND BEN 539 0.1 — — +53.90 —
2013-09-19 DIVIDEND GE 274 0.91 — — +249.49 —
2013-09-12 DIVIDEND MO 839 0.48 — — +402.72 —
2013-09-03 INTEREST — — — — — +0.01 —
2013-08-29 DIVIDEND MCD 305 0.77 — — +234.85 —
2013-08-14 DIVIDEND V 516 0.08 — — +42.57 —
2013-08-14 DIVIDEND AMGN 305 0.47 — — +143.35 —
2013-08-14 DIVIDEND SPG 200 1.08 — — +216.37 —
2013-08-13 DIVIDEND MSFT 941 0.23 — — +216.43 —
2013-08-08 DIVIDEND AAPL 1,933 0.11 — — +210.56 —
2013-08-01 INTEREST — — — — — +0.01 —
2013-07-10 DIVIDEND ORCL 947 0.12 — — +113.64 —
2013-07-05 BUY AMGN 44 97.64 — — -4296.16 revenue-scale buy: AMGN, revenue 17.7B, op margin 31.2%, FCF yield 8.22%, momentum 31.3%, target weight 8.3%.
2013-07-05 BUY BEN 539 45.65 — — -24605.35 revenue-scale buy: BEN, revenue 7.8B, op margin 35.9%, FCF yield n/a, momentum 22.4%, target weight 8.3%.
2013-07-05 BUY GE 16 111.38 — — -1782.02 revenue-scale buy: GE, revenue 93.1B, op margin 24.1%, FCF yield 17.33%, momentum 13.4%, target weight 8.3%.
2013-07-05 BUY MCD 19 99.86 — — -1897.34 revenue-scale buy: MCD, revenue 27.8B, op margin 31.1%, FCF yield 5.68%, momentum 13.4%, target weight 8.3%.
2013-07-05 BUY MO 127 35.49 — — -4507.23 revenue-scale buy: MO, revenue 24.3B, op margin 32.4%, FCF yield 7.35%, momentum 1.5%, target weight 8.3%.
2013-07-05 BUY SPG 25 150.02 — — -3750.47 revenue-scale buy: SPG, revenue 4.7B, op margin 46.4%, FCF yield n/a, momentum 0.9%, target weight 8.3%.
2013-07-05 BUY AAPL 558 14.91 — — -8318.61 revenue-scale buy: AAPL, revenue 169.4B, op margin 29.5%, FCF yield 19.33%, momentum -29.6%, target weight 8.3%.
2013-07-05 BUY ORCL 177 31.19 — — -5520.63 revenue-scale buy: ORCL, revenue 37.2B, op margin 39.5%, FCF yield 15.71%, momentum 4.7%, target weight 8.3%.
2013-07-05 BUY V 516 47.7 — — -24611.91 revenue-scale buy: V, revenue 11.5B, op margin 60.8%, FCF yield 2.10%, momentum 50.7%, target weight 8.3%.
2013-07-05 SELL WBD 111 41.45 2013-01-03 SHORT +4601.08 Exit WBD: no longer in the top 12 revenue-scale factor set as of 2013-07-05.
2013-07-05 SELL WBD 661 41.45 2012-07-02 LONG +27399.24 Exit WBD: no longer in the top 12 revenue-scale factor set as of 2013-07-05.
2013-07-05 SELL INTC 336 24.06 2013-01-03 SHORT +8084.16 Exit INTC: no longer in the top 12 revenue-scale factor set as of 2013-07-05.
2013-07-05 SELL INTC 53 24.06 2012-07-02 LONG +1275.18 Exit INTC: no longer in the top 12 revenue-scale factor set as of 2013-07-05.
2013-07-05 SELL INTC 44 24.06 2012-04-02 LONG +1058.64 Exit INTC: no longer in the top 12 revenue-scale factor set as of 2013-07-05.
2013-07-05 SELL INTC 10 24.06 2011-09-30 LONG +240.60 Exit INTC: no longer in the top 12 revenue-scale factor set as of 2013-07-05.
2013-07-05 SELL INTC 748 24.06 2011-07-01 LONG +17996.88 Exit INTC: no longer in the top 12 revenue-scale factor set as of 2013-07-05.
2013-07-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2013-07-05 DIVIDEND MA 536 0.06 — — +32.16 —
2013-07-01 INTEREST — — — — — +0.09 —
2013-06-20 DIVIDEND GE 258 0.91 — — +234.93 —
2013-06-12 DIVIDEND MO 712 0.44 — — +313.28 —
2013-06-03 INTEREST — — — — — +0.09 —
2013-05-30 DIVIDEND MCD 286 0.77 — — +220.22 —
2013-05-15 DIVIDEND SPG 175 1.08 — — +189.32 —
2013-05-14 DIVIDEND AMGN 261 0.47 — — +122.67 —
2013-05-14 DIVIDEND MSFT 941 0.23 — — +216.43 —
2013-05-09 DIVIDEND AAPL 1,375 0.11 — — +149.78 —
2013-05-03 DIVIDEND INTC 1,191 0.23 — — +267.98 —
2013-05-01 INTEREST — — — — — +0.07 —
2013-04-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2013-04-05 DIVIDEND MA 536 0.06 — — +32.16 —
2013-04-01 INTEREST — — — — — +0.02 —
2013-03-13 DIVIDEND MO 712 0.44 — — +313.28 —
2013-03-01 INTEREST — — — — — +0.01 —
2013-02-27 DIVIDEND MCD 286 0.77 — — +220.22 —
2013-02-21 DIVIDEND GE 258 0.91 — — +234.93 —
2013-02-19 DIVIDEND MSFT 941 0.23 — — +216.43 —
2013-02-12 DIVIDEND SPG 175 1.08 — — +189.32 —
2013-02-11 DIVIDEND AMGN 261 0.47 — — +122.67 —
2013-02-07 DIVIDEND AAPL 1,375 0.09 — — +130.13 —
2013-02-05 DIVIDEND INTC 1,191 0.23 — — +267.98 —
2013-02-01 INTEREST — — — — — +0.01 —
2013-01-07 DIVIDEND MA 536 0.03 — — +16.08 —
2013-01-03 BUY MO 712 32.56 — — -23182.72 revenue-scale buy: MO, revenue 24.6B, op margin 29.5%, FCF yield 6.83%, momentum 9.8%, target weight 8.3%.
2013-01-03 BUY AMGN 261 88.59 — — -23121.99 revenue-scale buy: AMGN, revenue 17.3B, op margin 32.3%, FCF yield 10.47%, momentum 38.0%, target weight 8.3%.
2013-01-03 BUY WBD 111 33.48 — — -3716.82 revenue-scale buy: WBD, revenue 4.5B, op margin 41.3%, FCF yield 1.25%, momentum 59.9%, target weight 8.3%.
2013-01-03 BUY INTC 336 21.32 — — -7163.52 revenue-scale buy: INTC, revenue 53.3B, op margin 27.4%, FCF yield 8.47%, momentum -12.1%, target weight 8.3%.
2013-01-03 BUY MCD 31 90.63 — — -2809.53 revenue-scale buy: MCD, revenue 27.6B, op margin 31.2%, FCF yield 6.04%, momentum -9.7%, target weight 8.3%.
2013-01-03 BUY MSFT 195 27.25 — — -5313.75 revenue-scale buy: MSFT, revenue 72.9B, op margin 26.9%, FCF yield 13.65%, momentum 5.0%, target weight 8.3%.
2013-01-03 BUY SPG 11 149.13 — — -1640.38 revenue-scale buy: SPG, revenue 4.9B, op margin 45.3%, FCF yield n/a, momentum 22.9%, target weight 8.3%.
2013-01-03 BUY GE 22 101.12 — — -2224.65 revenue-scale buy: GE, revenue 46.0B, op margin 49.7%, FCF yield 21.13%, momentum 17.8%, target weight 8.3%.
2013-01-03 SELL BEN 131 43.26 2012-07-02 SHORT +5667.49 Exit BEN: no longer in the top 12 revenue-scale factor set as of 2013-01-03.
2013-01-03 SELL BEN 457 43.26 2012-04-02 SHORT +19771.33 Exit BEN: no longer in the top 12 revenue-scale factor set as of 2013-01-03.
2013-01-03 SELL QCOM 68 64.45 2012-07-02 SHORT +4382.60 Exit QCOM: no longer in the top 12 revenue-scale factor set as of 2013-01-03.
2013-01-03 SELL QCOM 35 64.45 2012-04-02 SHORT +2255.75 Exit QCOM: no longer in the top 12 revenue-scale factor set as of 2013-01-03.
2013-01-03 SELL QCOM 295 64.45 2011-09-30 LONG +19012.75 Exit QCOM: no longer in the top 12 revenue-scale factor set as of 2013-01-03.
2013-01-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2013-01-02 INTEREST — — — — — +0.09 —
2012-12-20 DIVIDEND GE 236 0.91 — — +214.89 —
2012-12-12 DIVIDEND BEN 588 0.1 — — +56.84 —
2012-12-12 DIVIDEND ORCL 770 0.18 — — +138.60 —
2012-12-05 DIVIDEND QCOM 398 0.25 — — +99.50 —
2012-12-04 DIVIDEND BEN 588 1 — — +588.00 —
2012-12-03 INTEREST — — — — — +0.08 —
2012-11-29 DIVIDEND MCD 255 0.77 — — +196.35 —
2012-11-14 DIVIDEND SPG 164 1.03 — — +169.71 —
2012-11-13 DIVIDEND MSFT 746 0.23 — — +171.58 —
2012-11-07 DIVIDEND AAPL 1,375 0.09 — — +130.13 —
2012-11-05 DIVIDEND INTC 855 0.23 — — +192.38 —
2012-11-01 INTEREST — — — — — +0.08 —
2012-10-10 DIVIDEND ORCL 770 0.06 — — +46.20 —
2012-10-05 DIVIDEND MA 536 0.03 — — +16.08 —
2012-10-01 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2012-10-01 INTEREST — — — — — +0.01 —
2012-09-26 DIVIDEND BEN 588 0.09 — — +52.92 —
2012-09-20 DIVIDEND GE 236 0.81 — — +192.27 —
2012-09-05 DIVIDEND QCOM 398 0.25 — — +99.50 —
2012-09-04 INTEREST — — — — — +0.01 —
2012-08-30 DIVIDEND MCD 255 0.7 — — +178.50 —
2012-08-15 DIVIDEND SPG 164 0.99 — — +161.99 —
2012-08-14 DIVIDEND MSFT 746 0.2 — — +149.20 —
2012-08-09 DIVIDEND AAPL 1,375 0.09 — — +130.13 —
2012-08-03 DIVIDEND INTC 855 0.23 — — +192.38 —
2012-08-01 INTEREST — — — — — +0.00 —
2012-07-11 DIVIDEND ORCL 770 0.06 — — +46.20 —
2012-07-05 DIVIDEND MA 536 0.03 — — +16.08 —
2012-07-02 BUY BEN 131 37.3 — — -4886.73 revenue-scale buy: BEN, revenue 7.1B, op margin 36.2%, FCF yield n/a, momentum -16.6%, target weight 8.3%.
2012-07-02 BUY QCOM 68 55.67 — — -3785.56 revenue-scale buy: QCOM, revenue 18.4B, op margin 31.0%, FCF yield 8.39%, momentum -3.8%, target weight 8.3%.
2012-07-02 BUY WBD 661 28.03 — — -18529.61 revenue-scale buy: WBD, revenue 4.4B, op margin 40.5%, FCF yield 1.46%, momentum 31.7%, target weight 8.3%.
2012-07-02 BUY MCD 28 88.08 — — -2466.24 revenue-scale buy: MCD, revenue 27.5B, op margin 31.5%, FCF yield 6.56%, momentum 2.8%, target weight 8.3%.
2012-07-02 BUY MSFT 44 30.56 — — -1344.64 revenue-scale buy: MSFT, revenue 73.7B, op margin 29.5%, FCF yield 12.91%, momentum 17.4%, target weight 8.3%.
2012-07-02 BUY INTC 53 26.67 — — -1413.51 revenue-scale buy: INTC, revenue 54.5B, op margin 31.2%, FCF yield 8.19%, momentum 18.4%, target weight 8.3%.
2012-07-02 BUY ORCL 27 29.8 — — -804.60 revenue-scale buy: ORCL, revenue 37.1B, op margin 36.9%, FCF yield 15.86%, momentum -9.8%, target weight 8.3%.
2012-07-02 SELL V 6 31.66 2012-04-02 SHORT +189.93 Exit V: no longer in the top 12 revenue-scale factor set as of 2012-07-02.
2012-07-02 SELL V 766 31.66 2011-07-01 LONG +24247.73 Exit V: no longer in the top 12 revenue-scale factor set as of 2012-07-02.
2012-07-02 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2012-07-02 INTEREST — — — — — +0.01 —
2012-06-27 DIVIDEND BEN 457 0.09 — — +41.13 —
2012-06-21 DIVIDEND GE 236 0.81 — — +192.27 —
2012-06-15 DIVIDEND GE 236 0.26 — — +62.21 —
2012-06-01 INTEREST — — — — — +0.01 —
2012-05-31 DIVIDEND MCD 227 0.7 — — +158.90 —
2012-05-30 DIVIDEND QCOM 330 0.25 — — +82.50 —
2012-05-16 DIVIDEND V 772 0.06 — — +42.46 —
2012-05-15 DIVIDEND SPG 164 0.94 — — +154.28 —
2012-05-15 DIVIDEND MSFT 702 0.2 — — +140.40 —
2012-05-03 DIVIDEND INTC 802 0.21 — — +168.42 —
2012-05-01 INTEREST — — — — — +0.00 —
2012-04-09 DIVIDEND ORCL 743 0.06 — — +44.58 —
2012-04-04 DIVIDEND MA 536 0.03 — — +16.08 —
2012-04-02 BUY QCOM 35 68.32 — — -2391.20 revenue-scale buy: QCOM, revenue 17.4B, op margin 31.2%, FCF yield 7.52%, momentum 25.4%, target weight 8.3%.
2012-04-02 BUY BEN 457 42.19 — — -19279.32 revenue-scale buy: BEN, revenue 7.2B, op margin 36.4%, FCF yield n/a, momentum -0.5%, target weight 8.3%.
2012-04-02 BUY MCD 31 98.36 — — -3049.16 revenue-scale buy: MCD, revenue 27.4B, op margin 31.6%, FCF yield 6.28%, momentum 29.4%, target weight 8.3%.
2012-04-02 BUY SPG 8 138.23 — — -1105.85 revenue-scale buy: SPG, revenue 4.4B, op margin 45.4%, FCF yield n/a, momentum 37.2%, target weight 8.3%.
2012-04-02 BUY INTC 44 28.38 — — -1248.72 revenue-scale buy: INTC, revenue 54.1B, op margin 31.7%, FCF yield 7.21%, momentum 43.9%, target weight 8.3%.
2012-04-02 BUY GILD 93 24.39 — — -2268.27 revenue-scale buy: GILD, revenue 8.7B, op margin 42.2%, FCF yield 10.44%, momentum 14.3%, target weight 8.3%.
2012-04-02 BUY ORCL 185 29.53 — — -5463.05 revenue-scale buy: ORCL, revenue 37.0B, op margin 36.4%, FCF yield 15.84%, momentum -13.2%, target weight 8.3%.
2012-04-02 BUY MSFT 55 32.29 — — -1775.95 revenue-scale buy: MSFT, revenue 73.0B, op margin 38.0%, FCF yield 11.49%, momentum 26.7%, target weight 8.3%.
2012-04-02 BUY GE 19 95.94 — — -1822.95 revenue-scale buy: GE, revenue 47.5B, op margin 43.8%, FCF yield 18.79%, momentum -1.6%, target weight 8.3%.
2012-04-02 BUY V 6 29.75 — — -178.47 revenue-scale buy: V, revenue 9.8B, op margin 60.3%, FCF yield 7.69%, momentum 60.3%, target weight 8.3%.
2012-04-02 SELL WBD 748 26.06 2011-09-30 SHORT +19489.29 Exit WBD: no longer in the top 12 revenue-scale factor set as of 2012-04-02.
2012-04-02 DEPOSIT — — — — — +10000.00 Monthly contribution x4
2012-04-02 INTEREST — — — — — +0.08 —
2012-03-01 INTEREST — — — — — +0.07 —
2012-02-29 DIVIDEND QCOM 295 0.21 — — +63.42 —
2012-02-28 DIVIDEND MCD 196 0.7 — — +137.20 —
2012-02-23 DIVIDEND GE 217 0.81 — — +176.79 —
2012-02-15 DIVIDEND V 766 0.06 — — +42.13 —
2012-02-14 DIVIDEND MSFT 647 0.2 — — +129.40 —
2012-02-13 DIVIDEND SPG 156 0.89 — — +139.42 —
2012-02-03 DIVIDEND INTC 758 0.21 — — +159.18 —
2012-02-01 INTEREST — — — — — +0.07 —
2012-01-09 DIVIDEND ORCL 558 0.06 — — +33.48 —
2012-01-05 DIVIDEND MA 536 0.01 — — +8.04 —
2012-01-03 INTEREST — — — — — +0.02 —
2011-12-30 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2011-12-22 DIVIDEND GE 217 0.81 — — +176.79 —
2011-12-14 DIVIDEND SPG 156 0.19 — — +29.35 —
2011-12-01 INTEREST — — — — — +0.00 —
2011-11-29 DIVIDEND MCD 196 0.7 — — +137.20 —
2011-11-21 DIVIDEND QCOM 295 0.21 — — +63.42 —
2011-11-16 DIVIDEND V 766 0.06 — — +42.13 —
2011-11-15 DIVIDEND MSFT 647 0.2 — — +129.40 —
2011-11-14 DIVIDEND SPG 156 0.85 — — +132.08 —
2011-11-03 DIVIDEND INTC 758 0.21 — — +159.18 —
2011-11-01 INTEREST — — — — — +0.00 —
2011-10-07 DIVIDEND ORCL 558 0.06 — — +33.48 —
2011-10-05 DIVIDEND MA 536 0.01 — — +8.04 —
2011-10-03 INTEREST — — — — — +0.01 —
2011-09-30 BUY QCOM 295 48.63 — — -14345.85 revenue-scale buy: QCOM, revenue 15.0B, op margin 30.3%, FCF yield 7.98%, momentum 9.9%, target weight 8.3%.
2011-09-30 BUY WBD 748 19.22 — — -14379.03 revenue-scale buy: WBD, revenue 4.1B, op margin 43.5%, FCF yield 1.96%, momentum -13.1%, target weight 8.3%.
2011-09-30 BUY SPG 5 103.46 — — -517.31 revenue-scale buy: SPG, revenue 4.3B, op margin 44.8%, FCF yield n/a, momentum 17.5%, target weight 8.3%.
2011-09-30 BUY INTC 10 21.34 — — -213.40 revenue-scale buy: INTC, revenue 51.6B, op margin 32.8%, FCF yield 10.87%, momentum 10.5%, target weight 8.3%.
2011-09-30 BUY ORCL 48 28.74 — — -1379.52 revenue-scale buy: ORCL, revenue 36.5B, op margin 35.1%, FCF yield 15.48%, momentum 5.5%, target weight 8.3%.
2011-09-30 BUY GILD 29 19.4 — — -562.60 revenue-scale buy: GILD, revenue 8.2B, op margin 45.8%, FCF yield 13.65%, momentum 8.5%, target weight 8.3%.
2011-09-30 BUY GE 34 72.94 — — -2479.99 revenue-scale buy: GE, revenue 50.3B, op margin 39.5%, FCF yield 24.78%, momentum -7.0%, target weight 8.3%.
2011-09-30 SELL BEN 376 31.88 2011-07-01 SHORT +11986.88 Exit BEN: no longer in the top 12 revenue-scale factor set as of 2011-09-30.
2011-09-30 SELL AMGN 289 54.96 2011-07-01 SHORT +15883.44 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2011-09-30.
2011-09-30 DEPOSIT — — — — — +5000.00 Monthly contribution x2
2011-09-28 DIVIDEND BEN 376 0.08 — — +31.33 —
2011-09-15 DIVIDEND GE 183 0.72 — — +131.55 —
2011-09-01 INTEREST — — — — — +0.01 —
2011-08-30 DIVIDEND MCD 196 0.61 — — +119.56 —
2011-08-17 DIVIDEND V 766 0.04 — — +28.72 —
2011-08-16 DIVIDEND AMGN 289 0.28 — — +80.92 —
2011-08-16 DIVIDEND MSFT 647 0.16 — — +103.52 —
2011-08-15 DIVIDEND SPG 151 0.75 — — +113.64 —
2011-08-03 DIVIDEND INTC 748 0.21 — — +157.08 —
2011-08-01 INTEREST — — — — — +0.00 —
2011-07-11 DIVIDEND ORCL 510 0.06 — — +30.60 —
2011-07-06 DIVIDEND MA 536 0.01 — — +8.04 —
2011-07-01 BUY BEN 376 44.75 — — -16827.24 revenue-scale buy: BEN, revenue 6.8B, op margin 36.3%, FCF yield n/a, momentum 58.0%, target weight 8.3%.
2011-07-01 BUY AMGN 289 58.28 — — -16842.92 revenue-scale buy: AMGN, revenue 15.3B, op margin 33.8%, FCF yield 16.37%, momentum 12.7%, target weight 8.3%.
2011-07-01 BUY MCD 196 85.65 — — -16787.40 revenue-scale buy: MCD, revenue 25.5B, op margin 31.2%, FCF yield 7.22%, momentum 29.5%, target weight 8.3%.
2011-07-01 BUY SPG 151 111.54 — — -16842.96 revenue-scale buy: SPG, revenue 4.2B, op margin 43.8%, FCF yield n/a, momentum 49.9%, target weight 8.3%.
2011-07-01 BUY ORCL 510 33.05 — — -16855.50 revenue-scale buy: ORCL, revenue 35.6B, op margin 33.8%, FCF yield 11.76%, momentum 51.4%, target weight 8.3%.
2011-07-01 BUY INTC 748 22.53 — — -16852.44 revenue-scale buy: INTC, revenue 48.4B, op margin 33.6%, FCF yield 8.85%, momentum 17.3%, target weight 8.3%.
2011-07-01 BUY AAPL 1,375 12.26 — — -16856.54 revenue-scale buy: AAPL, revenue 100.3B, op margin 30.4%, FCF yield 15.99%, momentum 39.0%, target weight 8.3%.
2011-07-01 BUY GILD 803 20.98 — — -16842.93 revenue-scale buy: GILD, revenue 8.0B, op margin 46.6%, FCF yield 12.22%, momentum 20.3%, target weight 8.3%.
2011-07-01 BUY MA 536 31.45 — — -16855.59 revenue-scale buy: MA, revenue 6.0B, op margin 50.6%, FCF yield 7.19%, momentum 55.1%, target weight 8.3%.
2011-07-01 BUY GE 183 92.01 — — -16838.71 revenue-scale buy: GE, revenue 50.4B, op margin 38.2%, FCF yield 21.68%, momentum 38.3%, target weight 8.3%.
2011-07-01 BUY MSFT 647 26.02 — — -16834.94 revenue-scale buy: MSFT, revenue 69.9B, op margin 38.8%, FCF yield 12.74%, momentum 11.8%, target weight 8.3%.
2011-07-01 BUY V 766 21.99 — — -16846.26 revenue-scale buy: V, revenue 8.9B, op margin 58.4%, FCF yield 8.53%, momentum 20.2%, target weight 8.3%.
2011-07-01 DEPOSIT — — — — — +2500.00 Monthly contribution (first month)
2011-07-01 DEPOSIT — — — — — +200000.00 Initial capital
storage/stock-reports/231/values.log
Snapshots
1,260
First value
202,595.37
Latest value
693,766.19
Net change
491,170.82
Total Value 693,766.19
+491,170.82 (+242.44%) 2011-07-05 -> 2016-07-06