All Reports / Report #240

Simulation Report

Large Cap Revenue + FCF Top 10

The simulation finished up 61.39% versus contributed principal.
Created at 2026-07-16 09:55:32 / v2 / Updated by Colin ZHao

Simulation Report

Large Cap Revenue + FCF Top 10

The simulation finished up 61.39% versus contributed principal.

Created at 2026-07-16 09:55:32 / 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
202,490.77
Principal contributed
345,000.00
Ending cash
5,065.20

Strategy Rules

Large Cap Revenue + FCF Top 10 qf-2011-revenue-fcf-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
556,798.55Portfolio value at the final available date
Total gain/loss
+211,798.55+61.39%
Avg yearly gain
+12.38%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
-15.58%10 open positions at the end of the run

Run Facts

Largest position
15.28%
Cash position
5,065.20 (0.91%)
Unique stocks traded
31

Tax Profile

Unrealized gain exposure
-10,116.54
Long-term tax
12,905.58
Short-term tax
21,148.04
Dividend tax
7,937.85
Total estimated tax
41,991.82

Strategy Check

  • The strategy followed the trading-universe rule: 31 user-selected stocks were traded, with 126 buys and 89 sells.
  • The strategy met the capital-growth goal in absolute terms, finishing with a 61.39% return on contributed principal.
  • The path was volatile: maximum drawdown reached -15.58%.

Note

Revenue scale + free-cash-flow: combine enterprise scale with trailing cash-generation strength. Inspired by top published family: Momentum + Quality (proxy).

Positions At Report Date

Symbol Quantity Last Price Market Value Unit Cost Total Cost $ Gain/Loss % Gain/Loss % of Group
AAPL 3,531 23.88 84,329.11 14.00 49,442.11 +34,887.00 +70.56% 15.28%
CAT 890 74.83 66,598.70 83.14 73,991.27 -7,392.57 -9.99% 12.07%
CSCO 1,228 28.72 35,268.16 28.00 34,384.00 +884.16 +2.57% 6.39%
DAL 1,422 35.58 50,594.76 41.55 59,083.74 -8,488.98 -14.37% 9.17%
DE 649 79.47 51,576.03 86.54 56,162.04 -4,586.01 -8.17% 9.35%
F 6,586 12.57 82,786.02 14.07 92,641.88 -9,855.86 -10.64% 15.00%
GILD 618 85.73 52,981.14 98.60 60,932.21 -7,951.07 -13.05% 9.60%
GM 1,740 28.40 49,416.00 31.41 54,659.44 -5,243.44 -9.59% 8.96%
IBM 309 145.67 45,011.78 141.58 43,748.16 +1,263.63 +2.89% 8.16%
WBA 717 46.26 33,171.65 51.33 36,805.04 -3,633.40 -9.87% 6.01%

As of 2016-07-06

Show types
Date Action Symbol Qty Price Acquired Term Cash Note
2016-07-05 DIVIDEND CSCO 1,228 0.26 — — +319.28 —
2016-07-01 INTEREST — — — — — +0.17 —
2016-06-28 DIVIDEND DE 649 0.6 — — +389.40 —
2016-06-14 DIVIDEND GILD 618 0.47 — — +290.46 —
2016-06-08 DIVIDEND GM 1,740 0.38 — — +661.20 —
2016-06-01 INTEREST — — — — — +0.13 —
2016-05-09 DIVIDEND DAL 1,422 0.14 — — +191.97 —
2016-05-06 DIVIDEND IBM 309 1.34 — — +413.58 —
2016-05-05 DIVIDEND AAPL 3,531 0.14 — — +503.17 —
2016-05-02 INTEREST — — — — — +0.07 —
2016-04-27 DIVIDEND F 6,586 0.15 — — +987.90 —
2016-04-21 DIVIDEND CAT 890 0.77 — — +685.30 —
2016-04-20 DIVIDEND WBA 717 0.19 — — +137.16 —
2016-04-06 BUY CSCO 1,228 28 — — -34384.00 revenue-fcf buy: CSCO, revenue 49.6B, op margin 24.6%, FCF yield 11.26%, momentum 2.2%, target weight 8.2%.
2016-04-06 BUY IBM 105 143.42 — — -15059.37 revenue-fcf buy: IBM, revenue 80.8B, op margin n/a, FCF yield 11.50%, momentum -7.4%, target weight 8.6%.
2016-04-06 BUY DE 54 76.34 — — -4122.36 revenue-fcf buy: DE, revenue 28.0B, op margin 10.4%, FCF yield 12.12%, momentum -13.7%, target weight 8.6%.
2016-04-06 BUY WBA 717 51.33 — — -36805.04 revenue-fcf buy: WBA, revenue 116.5B, op margin 4.8%, FCF yield 11.66%, momentum -11.2%, target weight 8.8%.
2016-04-06 BUY GM 374 29.94 — — -11197.56 revenue-fcf buy: GM, revenue 149.7B, op margin 4.1%, FCF yield 12.55%, momentum -16.2%, target weight 9.6%.
2016-04-06 BUY GILD 68 97.44 — — -6625.92 revenue-fcf buy: GILD, revenue 32.8B, op margin 65.4%, FCF yield 14.80%, momentum -1.3%, target weight 10.6%.
2016-04-06 BUY F 2,288 12.82 — — -29332.16 revenue-fcf buy: F, revenue 153.4B, op margin n/a, FCF yield 21.34%, momentum -19.4%, target weight 16.3%.
2016-04-06 SELL ED 14 75.41 2015-07-07 SHORT +1055.74 Exit ED: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ED 478 75.41 2015-04-07 SHORT +36045.98 Exit ED: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ED 464 75.41 2015-01-05 LONG +34990.24 Exit ED: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ORCL 30 40.75 2015-07-07 SHORT +1222.50 Exit ORCL: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ORCL 176 40.75 2013-07-05 LONG +7172.00 Exit ORCL: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ORCL 83 40.75 2013-04-05 LONG +3382.25 Exit ORCL: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ORCL 104 40.75 2012-10-01 LONG +4238.00 Exit ORCL: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ORCL 18 40.75 2012-07-02 LONG +733.50 Exit ORCL: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ORCL 189 40.75 2012-04-02 LONG +7701.75 Exit ORCL: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ORCL 328 40.75 2011-12-30 LONG +13366.00 Exit ORCL: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 SELL ORCL 376 40.75 2011-09-30 LONG +15322.00 Exit ORCL: no longer in the top 10 revenue-fcf factor set as of 2016-04-06.
2016-04-06 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2016-04-01 INTEREST — — — — — +0.20 —
2016-03-29 DIVIDEND DE 595 0.6 — — +357.00 —
2016-03-14 DIVIDEND GILD 550 0.43 — — +236.50 —
2016-03-09 DIVIDEND GM 1,366 0.38 — — +519.08 —
2016-03-01 INTEREST — — — — — +0.15 —
2016-02-12 DIVIDEND DAL 1,422 0.14 — — +191.97 —
2016-02-12 DIVIDEND ED 956 0.67 — — +640.52 —
2016-02-08 DIVIDEND IBM 204 1.24 — — +253.54 —
2016-02-04 DIVIDEND AAPL 3,531 0.13 — — +459.03 —
2016-02-01 INTEREST — — — — — +0.04 —
2016-01-27 DIVIDEND F 4,298 0.4 — — +1719.20 —
2016-01-15 DIVIDEND CAT 890 0.77 — — +685.30 —
2016-01-05 BUY IBM 30 129.88 — — -3896.27 revenue-fcf buy: IBM, revenue 81.7B, op margin n/a, FCF yield 11.18%, momentum -14.8%, target weight 7.8%.
2016-01-05 BUY DE 10 76.52 — — -765.20 revenue-fcf buy: DE, revenue 28.9B, op margin 10.9%, FCF yield 13.05%, momentum -11.5%, target weight 8.8%.
2016-01-05 BUY GILD 13 99.26 — — -1290.38 revenue-fcf buy: GILD, revenue 32.6B, op margin 68.0%, FCF yield 16.04%, momentum 2.6%, target weight 10.8%.
2016-01-05 BUY GM 116 32.43 — — -3761.88 revenue-fcf buy: GM, revenue 152.4B, op margin 3.2%, FCF yield 15.12%, momentum -5.5%, target weight 10.8%.
2016-01-05 BUY CAT 9 67.28 — — -605.52 revenue-fcf buy: CAT, revenue 47.0B, op margin 5.7%, FCF yield 16.37%, momentum -22.7%, target weight 11.2%.
2016-01-05 BUY F 109 13.72 — — -1495.48 revenue-fcf buy: F, revenue 149.6B, op margin n/a, FCF yield 16.35%, momentum -7.0%, target weight 11.7%.
2016-01-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2016-01-04 INTEREST — — — — — +0.05 —
2016-01-04 DIVIDEND ORCL 1,304 0.15 — — +195.60 —
2015-12-29 DIVIDEND DE 585 0.6 — — +351.00 —
2015-12-16 DIVIDEND GM 1,250 0.36 — — +450.00 —
2015-12-14 DIVIDEND GILD 537 0.43 — — +230.91 —
2015-12-01 INTEREST — — — — — +0.02 —
2015-11-16 DIVIDEND ED 956 0.65 — — +621.40 —
2015-11-06 DIVIDEND IBM 174 1.24 — — +216.25 —
2015-11-05 DIVIDEND AAPL 3,531 0.13 — — +459.03 —
2015-11-04 DIVIDEND DAL 1,422 0.14 — — +191.97 —
2015-11-02 INTEREST — — — — — +0.01 —
2015-10-28 DIVIDEND F 4,189 0.15 — — +628.35 —
2015-10-22 DIVIDEND CAT 881 0.77 — — +678.37 —
2015-10-09 DIVIDEND ORCL 1,304 0.15 — — +195.60 —
2015-10-05 BUY IBM 174 142.49 — — -24792.51 revenue-fcf buy: IBM, revenue 83.8B, op margin n/a, FCF yield 10.75%, momentum -21.0%, target weight 7.7%.
2015-10-05 BUY DE 92 78.21 — — -7195.32 revenue-fcf buy: DE, revenue 31.1B, op margin 12.1%, FCF yield 13.28%, momentum -4.8%, target weight 9.1%.
2015-10-05 BUY GILD 34 99.26 — — -3374.84 revenue-fcf buy: GILD, revenue 31.4B, op margin 66.5%, FCF yield 14.52%, momentum -6.8%, target weight 10.0%.
2015-10-05 BUY CAT 38 69.18 — — -2628.84 revenue-fcf buy: CAT, revenue 50.2B, op margin 4.8%, FCF yield 16.03%, momentum -29.0%, target weight 11.2%.
2015-10-05 BUY F 342 14.19 — — -4852.98 revenue-fcf buy: F, revenue 145.2B, op margin n/a, FCF yield 15.39%, momentum -2.7%, target weight 11.2%.
2015-10-05 BUY GM 1,250 31.76 — — -39700.00 revenue-fcf buy: GM, revenue 152.4B, op margin 2.9%, FCF yield 16.79%, momentum -5.9%, target weight 12.3%.
2015-10-05 SELL LOW 517 71.77 2015-07-07 SHORT +37105.09 Exit LOW: no longer in the top 10 revenue-fcf factor set as of 2015-10-05.
2015-10-05 SELL MU 1,985 17.57 2015-07-07 SHORT +34876.45 Exit MU: no longer in the top 10 revenue-fcf 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 493 0.6 — — +295.80 —
2015-09-14 DIVIDEND GILD 503 0.43 — — +216.29 —
2015-09-01 INTEREST — — — — — +0.02 —
2015-08-17 DIVIDEND ED 956 0.65 — — +621.40 —
2015-08-06 DIVIDEND AAPL 3,531 0.13 — — +459.03 —
2015-08-05 DIVIDEND DAL 1,422 0.14 — — +191.97 —
2015-08-03 INTEREST — — — — — +0.01 —
2015-07-29 DIVIDEND F 3,847 0.15 — — +577.05 —
2015-07-20 DIVIDEND LOW 517 0.28 — — +144.76 —
2015-07-16 DIVIDEND CAT 843 0.77 — — +649.11 —
2015-07-07 BUY DE 61 96.28 — — -5873.08 revenue-fcf buy: DE, revenue 33.0B, op margin 13.0%, FCF yield 11.09%, momentum 6.0%, target weight 8.6%.
2015-07-07 BUY LOW 517 67.37 — — -34830.29 revenue-fcf buy: LOW, revenue 57.0B, op margin n/a, FCF yield 10.94%, momentum 39.7%, target weight 8.6%.
2015-07-07 BUY MU 1,985 18.2 — — -36127.00 revenue-fcf buy: MU, revenue 16.8B, op margin 20.2%, FCF yield 11.93%, momentum -44.6%, target weight 9.0%.
2015-07-07 BUY ORCL 30 40.16 — — -1204.80 revenue-fcf buy: ORCL, revenue 38.2B, op margin 36.3%, FCF yield 11.64%, momentum -1.8%, target weight 9.0%.
2015-07-07 BUY ED 14 61.08 — — -855.12 revenue-fcf buy: ED, revenue 12.6B, op margin 18.0%, FCF yield 13.56%, momentum 8.3%, target weight 10.1%.
2015-07-07 BUY F 614 14.85 — — -9117.90 revenue-fcf buy: F, revenue 142.0B, op margin n/a, FCF yield 12.78%, momentum -14.3%, target weight 10.5%.
2015-07-07 BUY DAL 279 41.18 — — -11489.22 revenue-fcf buy: DAL, revenue 40.9B, op margin 9.5%, FCF yield 13.99%, momentum 11.6%, target weight 10.9%.
2015-07-07 SELL GD 268 143.65 2015-04-07 SHORT +38498.20 Exit GD: no longer in the top 10 revenue-fcf factor set as of 2015-07-07.
2015-07-07 SELL CSCO 272 27.36 2014-01-03 LONG +7441.92 Exit CSCO: no longer in the top 10 revenue-fcf factor set as of 2015-07-07.
2015-07-07 SELL CSCO 60 27.36 2013-04-05 LONG +1641.60 Exit CSCO: no longer in the top 10 revenue-fcf factor set as of 2015-07-07.
2015-07-07 SELL CSCO 294 27.36 2012-10-01 LONG +8043.84 Exit CSCO: no longer in the top 10 revenue-fcf factor set as of 2015-07-07.
2015-07-07 SELL CSCO 358 27.36 2012-07-02 LONG +9794.88 Exit CSCO: no longer in the top 10 revenue-fcf factor set as of 2015-07-07.
2015-07-07 SELL CSCO 828 27.36 2012-04-02 LONG +22654.08 Exit CSCO: no longer in the top 10 revenue-fcf factor set as of 2015-07-07.
2015-07-07 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-07-06 DIVIDEND ORCL 1,274 0.15 — — +191.10 —
2015-07-01 INTEREST — — — — — +0.03 —
2015-07-01 DIVIDEND CSCO 1,812 0.21 — — +380.52 —
2015-06-30 DIVIDEND GD 268 0.69 — — +184.92 —
2015-06-26 DIVIDEND DE 432 0.6 — — +259.20 —
2015-06-12 DIVIDEND GILD 503 0.43 — — +216.29 —
2015-06-01 INTEREST — — — — — +0.02 —
2015-05-18 DIVIDEND ED 942 0.65 — — +612.30 —
2015-05-07 DIVIDEND AAPL 3,531 0.13 — — +459.03 —
2015-05-06 DIVIDEND DAL 1,143 0.09 — — +102.87 —
2015-05-01 INTEREST — — — — — +0.01 —
2015-04-29 DIVIDEND F 3,233 0.15 — — +484.95 —
2015-04-16 DIVIDEND CAT 843 0.7 — — +590.10 —
2015-04-08 DIVIDEND GD 268 0.69 — — +184.92 —
2015-04-07 BUY GD 268 135 — — -36180.00 revenue-fcf buy: GD, revenue 31.4B, op margin 12.9%, FCF yield 9.82%, momentum 24.7%, target weight 7.9%.
2015-04-07 BUY DE 432 88.44 — — -38206.08 revenue-fcf buy: DE, revenue 34.8B, op margin 13.8%, FCF yield 10.31%, momentum -3.7%, target weight 8.3%.
2015-04-07 BUY F 367 15.9 — — -5835.30 revenue-fcf buy: F, revenue 142.1B, op margin n/a, FCF yield 10.93%, momentum -1.4%, target weight 9.4%.
2015-04-07 BUY DAL 1,143 41.64 — — -47594.52 revenue-fcf buy: DAL, revenue 40.8B, op margin 7.3%, FCF yield 12.76%, momentum 20.3%, target weight 10.4%.
2015-04-07 BUY GILD 503 98.69 — — -49641.07 revenue-fcf buy: GILD, revenue 27.5B, op margin 64.0%, FCF yield 13.54%, momentum 36.7%, target weight 10.8%.
2015-04-07 BUY ED 478 60.59 — — -28962.02 revenue-fcf buy: ED, revenue 12.7B, op margin 17.7%, FCF yield 14.59%, momentum 11.5%, target weight 11.3%.
2015-04-07 BUY CAT 163 80.54 — — -13128.02 revenue-fcf buy: CAT, revenue 54.6B, op margin 6.3%, FCF yield 15.28%, momentum -21.2%, target weight 12.6%.
2015-04-07 SELL STX 439 53.75 2015-01-05 SHORT +23596.25 Exit STX: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL TGT 88 82.61 2015-01-05 SHORT +7269.68 Exit TGT: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL TGT 421 82.61 2014-10-03 SHORT +34778.81 Exit TGT: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL LOW 111 74.11 2014-10-03 SHORT +8226.21 Exit LOW: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL LOW 616 74.11 2014-07-07 SHORT +45651.76 Exit LOW: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL GE 113 119.91 2015-01-05 SHORT +13549.47 Exit GE: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL GE 130 119.91 2014-10-03 SHORT +15587.88 Exit GE: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL GE 63 119.91 2014-07-07 SHORT +7554.13 Exit GE: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL GE 96 119.91 2013-01-03 LONG +11511.05 Exit GE: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL GE 13 119.91 2012-04-02 LONG +1558.79 Exit GE: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL GE 33 119.91 2011-09-30 LONG +3956.92 Exit GE: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 SELL GE 294 119.91 2011-07-01 LONG +35252.60 Exit GE: no longer in the top 10 revenue-fcf factor set as of 2015-04-07.
2015-04-07 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-04-02 DIVIDEND ORCL 1,274 0.15 — — +191.10 —
2015-04-01 INTEREST — — — — — +0.03 —
2015-03-31 DIVIDEND CSCO 1,812 0.21 — — +380.52 —
2015-03-02 INTEREST — — — — — +0.02 —
2015-02-19 DIVIDEND GE 742 1.1 — — +817.88 —
2015-02-13 DIVIDEND ED 464 0.65 — — +301.60 —
2015-02-13 DIVIDEND TGT 509 0.52 — — +264.68 —
2015-02-06 DIVIDEND STX 439 0.54 — — +237.06 —
2015-02-05 DIVIDEND AAPL 3,531 0.12 — — +414.89 —
2015-02-02 INTEREST — — — — — +0.01 —
2015-01-28 DIVIDEND F 2,866 0.15 — — +429.90 —
2015-01-16 DIVIDEND LOW 727 0.23 — — +167.21 —
2015-01-15 DIVIDEND CAT 680 0.7 — — +476.00 —
2015-01-05 BUY TGT 88 73.98 — — -6510.24 revenue-fcf buy: TGT, revenue 72.4B, op margin n/a, FCF yield 9.92%, momentum 16.5%, target weight 7.7%.
2015-01-05 BUY STX 439 65.67 — — -28829.13 revenue-fcf buy: STX, revenue 14.2B, op margin 16.7%, FCF yield 11.18%, momentum 15.6%, target weight 8.1%.
2015-01-05 BUY ED 464 65.71 — — -30489.44 revenue-fcf buy: ED, revenue 12.9B, op margin 17.1%, FCF yield 11.87%, momentum 22.9%, target weight 8.6%.
2015-01-05 BUY F 1,136 14.76 — — -16767.36 revenue-fcf buy: F, revenue 144.1B, op margin n/a, FCF yield 11.93%, momentum -4.8%, target weight 9.5%.
2015-01-05 BUY CAT 103 87.03 — — -8964.09 revenue-fcf buy: CAT, revenue 55.2B, op margin 6.0%, FCF yield 15.60%, momentum -3.1%, target weight 12.0%.
2015-01-05 BUY GE 113 117.89 — — -13322.02 revenue-fcf buy: GE, revenue 108.5B, op margin n/a, FCF yield 22.46%, momentum -10.5%, target weight 17.7%.
2015-01-05 SELL GD 306 135.56 2014-10-03 SHORT +41481.36 Exit GD: no longer in the top 10 revenue-fcf factor set as of 2015-01-05.
2015-01-05 SELL DAL 290 48.36 2014-10-03 SHORT +14024.40 Exit DAL: no longer in the top 10 revenue-fcf factor set as of 2015-01-05.
2015-01-05 SELL DAL 803 48.36 2014-07-07 SHORT +38833.08 Exit DAL: no longer in the top 10 revenue-fcf factor set as of 2015-01-05.
2015-01-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2015-01-05 DIVIDEND ORCL 1,274 0.12 — — +152.88 —
2015-01-02 INTEREST — — — — — +0.02 —
2015-01-02 DIVIDEND CSCO 1,812 0.19 — — +344.28 —
2014-12-18 DIVIDEND GE 629 1.1 — — +693.32 —
2014-12-01 INTEREST — — — — — +0.02 —
2014-11-17 DIVIDEND TGT 421 0.52 — — +218.92 —
2014-11-06 DIVIDEND AAPL 3,531 0.12 — — +414.89 —
2014-11-05 DIVIDEND DAL 1,093 0.09 — — +98.37 —
2014-11-03 INTEREST — — — — — +0.01 —
2014-10-29 DIVIDEND F 1,730 0.13 — — +216.25 —
2014-10-20 DIVIDEND LOW 727 0.23 — — +167.21 —
2014-10-16 DIVIDEND CAT 577 0.7 — — +403.90 —
2014-10-08 DIVIDEND GD 306 0.62 — — +189.72 —
2014-10-06 DIVIDEND ORCL 1,274 0.12 — — +152.88 —
2014-10-03 BUY F 1,730 14.59 — — -25240.70 revenue-fcf buy: F, revenue 145.2B, op margin n/a, FCF yield 9.26%, momentum -13.9%, target weight 7.2%.
2014-10-03 BUY TGT 421 63.07 — — -26552.47 revenue-fcf buy: TGT, revenue 72.4B, op margin n/a, FCF yield 10.04%, momentum -0.6%, target weight 7.6%.
2014-10-03 BUY LOW 111 53.59 — — -5948.49 revenue-fcf buy: LOW, revenue 54.6B, op margin n/a, FCF yield 11.41%, momentum 11.8%, target weight 8.5%.
2014-10-03 BUY DAL 290 36.95 — — -10715.50 revenue-fcf buy: DAL, revenue 39.8B, op margin 9.4%, FCF yield 12.46%, momentum 50.6%, target weight 9.2%.
2014-10-03 BUY GD 306 123.54 — — -37803.24 revenue-fcf buy: GD, revenue 30.3B, op margin 12.3%, FCF yield 14.79%, momentum 43.7%, target weight 10.8%.
2014-10-03 BUY GE 130 121.73 — — -15824.63 revenue-fcf buy: GE, revenue 105.3B, op margin n/a, FCF yield 22.29%, momentum 5.4%, target weight 17.0%.
2014-10-03 SELL PFE 1,007 27.72 2014-07-07 SHORT +27917.06 Exit PFE: no longer in the top 10 revenue-fcf factor set as of 2014-10-03.
2014-10-03 SELL MU 243 33.94 2014-07-07 SHORT +8247.42 Exit MU: no longer in the top 10 revenue-fcf factor set as of 2014-10-03.
2014-10-03 SELL MU 755 33.94 2014-04-04 SHORT +25624.70 Exit MU: no longer in the top 10 revenue-fcf factor set as of 2014-10-03.
2014-10-03 SELL GM 256 33.76 2014-07-07 SHORT +8642.56 Exit GM: no longer in the top 10 revenue-fcf factor set as of 2014-10-03.
2014-10-03 SELL GM 416 33.76 2014-04-04 SHORT +14044.16 Exit GM: no longer in the top 10 revenue-fcf factor set as of 2014-10-03.
2014-10-03 SELL GM 818 33.76 2014-01-03 SHORT +27615.68 Exit GM: no longer in the top 10 revenue-fcf 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 1,812 0.19 — — +344.28 —
2014-09-18 DIVIDEND GE 499 1.05 — — +526.11 —
2014-09-08 DIVIDEND GM 1,490 0.3 — — +447.00 —
2014-09-02 INTEREST — — — — — +0.01 —
2014-08-07 DIVIDEND AAPL 3,531 0.12 — — +414.89 —
2014-08-06 DIVIDEND DAL 803 0.09 — — +72.27 —
2014-08-01 INTEREST — — — — — +0.01 —
2014-07-30 DIVIDEND PFE 1,007 0.25 — — +248.41 —
2014-07-21 DIVIDEND LOW 616 0.23 — — +141.68 —
2014-07-17 DIVIDEND CAT 577 0.7 — — +403.90 —
2014-07-07 BUY MU 243 32.86 — — -7984.98 revenue-fcf buy: MU, revenue 15.0B, op margin 16.5%, FCF yield 9.92%, momentum 129.6%, target weight 7.4%.
2014-07-07 BUY PFE 1,007 28.93 — — -29130.40 revenue-fcf buy: PFE, revenue 50.3B, op margin n/a, FCF yield 10.62%, momentum 9.0%, target weight 8.3%.
2014-07-07 BUY DAL 803 36.9 — — -29630.70 revenue-fcf buy: DAL, revenue 39.1B, op margin 11.4%, FCF yield 10.91%, momentum 94.2%, target weight 8.4%.
2014-07-07 BUY LOW 616 48.21 — — -29697.36 revenue-fcf buy: LOW, revenue 53.7B, op margin n/a, FCF yield 10.80%, momentum 12.7%, target weight 8.5%.
2014-07-07 BUY GM 256 37.44 — — -9584.64 revenue-fcf buy: GM, revenue 156.5B, op margin 0.9%, FCF yield 14.94%, momentum 8.0%, target weight 12.2%.
2014-07-07 BUY GE 63 128.2 — — -8076.46 revenue-fcf buy: GE, revenue 108.9B, op margin n/a, FCF yield 17.10%, momentum 15.1%, target weight 13.8%.
2014-07-07 SELL AEP 641 53.77 2014-04-04 SHORT +34466.57 Exit AEP: no longer in the top 10 revenue-fcf factor set as of 2014-07-07.
2014-07-07 SELL VZ 42 49.75 2014-04-04 SHORT +2089.50 Exit VZ: no longer in the top 10 revenue-fcf factor set as of 2014-07-07.
2014-07-07 SELL VZ 561 49.75 2014-01-03 SHORT +27909.75 Exit VZ: no longer in the top 10 revenue-fcf factor set as of 2014-07-07.
2014-07-07 SELL TGT 67 59.99 2014-04-04 SHORT +4019.33 Exit TGT: no longer in the top 10 revenue-fcf factor set as of 2014-07-07.
2014-07-07 SELL TGT 56 59.99 2014-01-03 SHORT +3359.44 Exit TGT: no longer in the top 10 revenue-fcf factor set as of 2014-07-07.
2014-07-07 SELL TGT 142 59.99 2013-10-03 SHORT +8518.58 Exit TGT: no longer in the top 10 revenue-fcf factor set as of 2014-07-07.
2014-07-07 SELL TGT 388 59.99 2013-07-05 LONG +23276.12 Exit TGT: no longer in the top 10 revenue-fcf factor set as of 2014-07-07.
2014-07-07 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-07-07 DIVIDEND ORCL 1,274 0.12 — — +152.88 —
2014-07-02 DIVIDEND CSCO 1,812 0.19 — — +344.28 —
2014-07-01 INTEREST — — — — — +0.02 —
2014-06-19 DIVIDEND GE 436 1.05 — — +459.69 —
2014-06-06 DIVIDEND GM 1,234 0.3 — — +370.20 —
2014-06-02 INTEREST — — — — — +0.01 —
2014-05-19 DIVIDEND TGT 653 0.43 — — +280.79 —
2014-05-08 DIVIDEND AAPL 3,531 0.12 — — +414.89 —
2014-05-07 DIVIDEND AEP 641 0.5 — — +320.50 —
2014-05-01 INTEREST — — — — — +0.01 —
2014-04-16 DIVIDEND CAT 577 0.6 — — +346.20 —
2014-04-08 DIVIDEND VZ 603 0.53 — — +319.59 —
2014-04-04 BUY MU 755 22.58 — — -17047.90 revenue-fcf buy: MU, revenue 13.3B, op margin 13.3%, FCF yield 11.44%, momentum 142.5%, target weight 7.0%.
2014-04-04 BUY VZ 42 48.04 — — -2017.68 revenue-fcf buy: VZ, revenue 121.9B, op margin 27.0%, FCF yield 10.52%, momentum -3.1%, target weight 7.0%.
2014-04-04 BUY TGT 67 61.14 — — -4096.38 revenue-fcf buy: TGT, revenue 72.6B, op margin n/a, FCF yield 15.16%, momentum -11.2%, target weight 10.0%.
2014-04-04 BUY GM 416 34.81 — — -14480.96 revenue-fcf buy: GM, revenue 156.0B, op margin 2.3%, FCF yield 18.49%, momentum 26.5%, target weight 12.5%.
2014-04-04 BUY AEP 641 50.78 — — -32549.98 revenue-fcf buy: AEP, revenue 16.0B, op margin 19.5%, FCF yield 21.66%, momentum 4.2%, target weight 13.4%.
2014-04-04 SELL GD 269 108.29 2014-01-03 SHORT +29130.01 Exit GD: no longer in the top 10 revenue-fcf factor set as of 2014-04-04.
2014-04-04 SELL LOW 178 48.44 2014-01-03 SHORT +8622.32 Exit LOW: no longer in the top 10 revenue-fcf factor set as of 2014-04-04.
2014-04-04 SELL LOW 455 48.44 2013-10-03 SHORT +22040.20 Exit LOW: no longer in the top 10 revenue-fcf factor set as of 2014-04-04.
2014-04-04 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-04-04 DIVIDEND ORCL 1,274 0.12 — — +152.88 —
2014-04-01 INTEREST — — — — — +0.02 —
2014-04-01 DIVIDEND CSCO 1,812 0.19 — — +344.28 —
2014-03-14 DIVIDEND GM 818 0.3 — — +245.40 —
2014-03-03 INTEREST — — — — — +0.01 —
2014-02-20 DIVIDEND GE 436 1.05 — — +459.69 —
2014-02-14 DIVIDEND TGT 586 0.43 — — +251.98 —
2014-02-06 DIVIDEND AAPL 3,531 0.11 — — +384.63 —
2014-02-03 INTEREST — — — — — +0.01 —
2014-01-17 DIVIDEND LOW 633 0.18 — — +113.94 —
2014-01-16 DIVIDEND CAT 577 0.6 — — +346.20 —
2014-01-15 DIVIDEND GD 269 0.56 — — +150.64 —
2014-01-08 DIVIDEND VZ 561 0.53 — — +297.33 —
2014-01-03 BUY GD 269 94.74 — — -25485.06 revenue-fcf buy: GD, revenue 30.8B, op margin 12.0%, FCF yield 10.82%, momentum 32.5%, target weight 7.8%.
2014-01-03 BUY LOW 178 48.95 — — -8713.10 revenue-fcf buy: LOW, revenue 52.8B, op margin n/a, FCF yield 10.85%, momentum 36.5%, target weight 8.0%.
2014-01-03 BUY VZ 561 48.42 — — -27163.62 revenue-fcf buy: VZ, revenue 120.5B, op margin 26.5%, FCF yield 10.90%, momentum 9.9%, target weight 8.3%.
2014-01-03 BUY TGT 56 63.49 — — -3555.44 revenue-fcf buy: TGT, revenue 73.8B, op margin 6.2%, FCF yield 12.23%, momentum 5.5%, target weight 9.1%.
2014-01-03 BUY GM 818 39.57 — — -32368.26 revenue-fcf buy: GM, revenue 155.4B, op margin 3.3%, FCF yield 12.86%, momentum 32.7%, target weight 9.9%.
2014-01-03 BUY CSCO 272 21.98 — — -5978.56 revenue-fcf buy: CSCO, revenue 48.8B, op margin 22.5%, FCF yield 13.50%, momentum 7.5%, target weight 9.9%.
2014-01-03 BUY CAT 122 89.82 — — -10958.04 revenue-fcf buy: CAT, revenue 55.7B, op margin 10.1%, FCF yield 17.79%, momentum -4.9%, target weight 13.1%.
2014-01-03 SELL INTC 898 25.78 2013-10-03 SHORT +23150.44 Exit INTC: no longer in the top 10 revenue-fcf factor set as of 2014-01-03.
2014-01-03 SELL BA 42 137.62 2013-10-03 SHORT +5780.04 Exit BA: no longer in the top 10 revenue-fcf factor set as of 2014-01-03.
2014-01-03 SELL BA 191 137.62 2013-07-05 SHORT +26285.42 Exit BA: no longer in the top 10 revenue-fcf factor set as of 2014-01-03.
2014-01-03 SELL CMCSA 76 23.93 2012-04-02 LONG +1818.80 Exit CMCSA: no longer in the top 10 revenue-fcf factor set as of 2014-01-03.
2014-01-03 SELL CMCSA 92 23.93 2011-12-30 LONG +2201.71 Exit CMCSA: no longer in the top 10 revenue-fcf factor set as of 2014-01-03.
2014-01-03 SELL CMCSA 374 23.93 2011-09-30 LONG +8950.42 Exit CMCSA: no longer in the top 10 revenue-fcf factor set as of 2014-01-03.
2014-01-03 SELL CMCSA 1,514 23.93 2011-07-01 LONG +36232.44 Exit CMCSA: no longer in the top 10 revenue-fcf factor set as of 2014-01-03.
2014-01-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2014-01-03 DIVIDEND ORCL 1,274 0.12 — — +152.88 —
2014-01-02 INTEREST — — — — — +0.02 —
2014-01-02 DIVIDEND CSCO 1,540 0.17 — — +261.80 —
2013-12-30 DIVIDEND CMCSA 2,056 0.09 — — +187.87 —
2013-12-19 DIVIDEND GE 436 1.05 — — +459.69 —
2013-12-02 INTEREST — — — — — +0.01 —
2013-11-18 DIVIDEND TGT 530 0.43 — — +227.90 —
2013-11-06 DIVIDEND BA 233 0.48 — — +113.00 —
2013-11-06 DIVIDEND AAPL 3,531 0.11 — — +384.63 —
2013-11-05 DIVIDEND INTC 898 0.23 — — +202.05 —
2013-11-01 INTEREST — — — — — +0.01 —
2013-10-21 DIVIDEND LOW 455 0.18 — — +81.90 —
2013-10-17 DIVIDEND CAT 455 0.6 — — +273.00 —
2013-10-04 DIVIDEND ORCL 1,274 0.12 — — +152.88 —
2013-10-03 BUY BA 42 115.24 — — -4840.08 revenue-fcf buy: BA, revenue 85.1B, op margin 7.8%, FCF yield 10.38%, momentum 64.6%, target weight 7.8%.
2013-10-03 BUY INTC 898 22.6 — — -20294.80 revenue-fcf buy: INTC, revenue 52.4B, op margin 22.7%, FCF yield 10.68%, momentum -0.7%, target weight 7.8%.
2013-10-03 BUY LOW 455 47.93 — — -21808.15 revenue-fcf buy: LOW, revenue 51.9B, op margin n/a, FCF yield 11.48%, momentum 58.1%, target weight 8.4%.
2013-10-03 BUY TGT 142 63.45 — — -9009.90 revenue-fcf buy: TGT, revenue 73.5B, op margin 6.6%, FCF yield 13.56%, momentum 0.7%, target weight 10.1%.
2013-10-03 BUY CAT 182 83.97 — — -15282.54 revenue-fcf buy: CAT, revenue 57.3B, op margin 9.1%, FCF yield 16.35%, momentum -1.8%, target weight 12.0%.
2013-10-03 SELL T 207 25.41 2013-07-05 SHORT +5259.44 Exit T: no longer in the top 10 revenue-fcf factor set as of 2013-10-03.
2013-10-03 SELL T 713 25.41 2013-04-05 SHORT +18115.83 Exit T: no longer in the top 10 revenue-fcf factor set as of 2013-10-03.
2013-10-03 SELL MSFT 35 33.86 2013-04-05 SHORT +1185.10 Exit MSFT: no longer in the top 10 revenue-fcf factor set as of 2013-10-03.
2013-10-03 SELL MSFT 160 33.86 2013-01-03 SHORT +5417.60 Exit MSFT: no longer in the top 10 revenue-fcf factor set as of 2013-10-03.
2013-10-03 SELL MSFT 277 33.86 2012-10-01 LONG +9379.22 Exit MSFT: no longer in the top 10 revenue-fcf factor set as of 2013-10-03.
2013-10-03 SELL MSFT 115 33.86 2012-07-02 LONG +3893.90 Exit MSFT: no longer in the top 10 revenue-fcf factor set as of 2013-10-03.
2013-10-03 SELL MSFT 531 33.86 2012-04-02 LONG +17979.66 Exit MSFT: no longer in the top 10 revenue-fcf 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 1,540 0.17 — — +261.80 —
2013-09-30 DIVIDEND CMCSA 2,056 0.09 — — +187.87 —
2013-09-19 DIVIDEND GE 436 0.91 — — +397.01 —
2013-09-03 INTEREST — — — — — +0.01 —
2013-08-19 DIVIDEND TGT 388 0.43 — — +166.84 —
2013-08-13 DIVIDEND MSFT 1,118 0.23 — — +257.14 —
2013-08-08 DIVIDEND AAPL 3,531 0.11 — — +384.63 —
2013-08-07 DIVIDEND BA 191 0.48 — — +92.63 —
2013-08-01 INTEREST — — — — — +0.01 —
2013-07-18 DIVIDEND CAT 273 0.6 — — +163.80 —
2013-07-10 DIVIDEND ORCL 1,274 0.12 — — +152.88 —
2013-07-08 DIVIDEND T 920 0.45 — — +414.00 —
2013-07-05 BUY T 207 27.06 — — -5601.81 revenue-fcf buy: T, revenue 127.5B, op margin 9.5%, FCF yield 9.66%, momentum -1.0%, target weight 7.7%.
2013-07-05 BUY BA 191 104.2 — — -19902.20 revenue-fcf buy: BA, revenue 83.0B, op margin 7.7%, FCF yield 10.01%, momentum 42.4%, target weight 7.8%.
2013-07-05 BUY CAT 273 82.14 — — -22424.22 revenue-fcf buy: CAT, revenue 60.4B, op margin 10.6%, FCF yield 11.41%, momentum -1.8%, target weight 8.8%.
2013-07-05 BUY TGT 388 70.25 — — -27257.00 revenue-fcf buy: TGT, revenue 73.1B, op margin 6.8%, FCF yield 13.75%, momentum 20.6%, target weight 10.7%.
2013-07-05 BUY ORCL 176 31.19 — — -5489.44 revenue-fcf buy: ORCL, revenue 37.2B, op margin 39.5%, FCF yield 15.71%, momentum 4.7%, target weight 11.9%.
2013-07-05 BUY AAPL 353 14.91 — — -5262.49 revenue-fcf buy: AAPL, revenue 169.4B, op margin 29.5%, FCF yield 19.33%, momentum -29.6%, target weight 15.5%.
2013-07-05 SELL DHR 492 43.42 2013-04-05 SHORT +21362.10 Exit DHR: no longer in the top 10 revenue-fcf factor set as of 2013-07-05.
2013-07-05 SELL INTC 1,082 24.06 2013-04-05 SHORT +26032.92 Exit INTC: no longer in the top 10 revenue-fcf factor set as of 2013-07-05.
2013-07-05 SELL LOW 118 42.78 2013-04-05 SHORT +5048.04 Exit LOW: no longer in the top 10 revenue-fcf factor set as of 2013-07-05.
2013-07-05 SELL LOW 557 42.78 2013-01-03 SHORT +23828.46 Exit LOW: no longer in the top 10 revenue-fcf 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 1,540 0.17 — — +261.80 —
2013-07-01 DIVIDEND CMCSA 2,056 0.09 — — +187.87 —
2013-06-26 DIVIDEND DHR 492 0.02 — — +8.27 —
2013-06-20 DIVIDEND GE 436 0.91 — — +397.01 —
2013-06-03 INTEREST — — — — — +0.01 —
2013-05-14 DIVIDEND MSFT 1,118 0.23 — — +257.14 —
2013-05-09 DIVIDEND AAPL 3,178 0.11 — — +346.18 —
2013-05-03 DIVIDEND INTC 1,082 0.23 — — +243.45 —
2013-05-01 INTEREST — — — — — +0.01 —
2013-04-22 DIVIDEND LOW 675 0.16 — — +108.00 —
2013-04-08 DIVIDEND T 713 0.45 — — +320.85 —
2013-04-05 BUY DHR 492 40.7 — — -20022.83 revenue-fcf buy: DHR, revenue 18.2B, op margin 17.1%, FCF yield 10.11%, momentum 8.0%, target weight 7.4%.
2013-04-05 BUY T 713 28.72 — — -20474.51 revenue-fcf buy: T, revenue 127.0B, op margin 10.1%, FCF yield 9.54%, momentum 20.9%, target weight 7.5%.
2013-04-05 BUY LOW 118 38.39 — — -4530.02 revenue-fcf buy: LOW, revenue 50.5B, op margin n/a, FCF yield 10.89%, momentum 22.3%, target weight 8.3%.
2013-04-05 BUY INTC 1,082 20.94 — — -22657.08 revenue-fcf buy: INTC, revenue 53.0B, op margin 25.2%, FCF yield 10.95%, momentum -26.2%, target weight 8.3%.
2013-04-05 BUY CSCO 60 20.61 — — -1236.60 revenue-fcf buy: CSCO, revenue 47.3B, op margin 22.4%, FCF yield 13.03%, momentum -2.7%, target weight 9.9%.
2013-04-05 BUY MSFT 35 28.7 — — -1004.50 revenue-fcf buy: MSFT, revenue 76.0B, op margin 27.5%, FCF yield 12.91%, momentum -11.1%, target weight 10.0%.
2013-04-05 BUY ORCL 83 32.03 — — -2658.49 revenue-fcf buy: ORCL, revenue 37.1B, op margin 38.4%, FCF yield 14.69%, momentum 8.5%, target weight 11.0%.
2013-04-05 BUY AAPL 1,281 15.11 — — -19361.42 revenue-fcf buy: AAPL, revenue 169.1B, op margin 30.9%, FCF yield 20.03%, momentum -31.6%, target weight 16.0%.
2013-04-05 SELL PFE 809 27.61 2013-01-03 SHORT +22335.76 Exit PFE: no longer in the top 10 revenue-fcf factor set as of 2013-04-05.
2013-04-05 SELL UNH 450 62.1 2013-01-03 SHORT +27945.00 Exit UNH: no longer in the top 10 revenue-fcf factor set as of 2013-04-05.
2013-04-05 SELL ABT 893 36.31 2011-07-01 LONG +32424.83 Exit ABT: no longer in the top 10 revenue-fcf factor set as of 2013-04-05.
2013-04-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2013-04-04 DIVIDEND CSCO 1,480 0.17 — — +251.60 —
2013-04-01 INTEREST — — — — — +0.01 —
2013-04-01 DIVIDEND CMCSA 2,056 0.09 — — +187.87 —
2013-03-13 DIVIDEND UNH 450 0.21 — — +95.40 —
2013-03-01 INTEREST — — — — — +0.01 —
2013-02-21 DIVIDEND GE 436 0.91 — — +397.01 —
2013-02-19 DIVIDEND MSFT 1,083 0.23 — — +249.09 —
2013-02-07 DIVIDEND AAPL 1,897 0.09 — — +179.54 —
2013-02-01 INTEREST — — — — — +0.00 —
2013-01-30 DIVIDEND PFE 809 0.23 — — +184.21 —
2013-01-18 DIVIDEND LOW 557 0.16 — — +89.12 —
2013-01-11 DIVIDEND ABT 893 0.14 — — +125.02 —
2013-01-03 BUY PFE 809 24.53 — — -19841.21 revenue-fcf buy: PFE, revenue 52.5B, op margin n/a, FCF yield 11.13%, momentum 19.5%, target weight 8.1%.
2013-01-03 BUY LOW 557 35.85 — — -19968.45 revenue-fcf buy: LOW, revenue 51.1B, op margin n/a, FCF yield 11.22%, momentum 41.3%, target weight 8.1%.
2013-01-03 BUY UNH 450 51.99 — — -23395.50 revenue-fcf buy: UNH, revenue 110.6B, op margin 8.4%, FCF yield 12.72%, momentum 2.6%, target weight 9.5%.
2013-01-03 BUY MSFT 160 27.25 — — -4360.00 revenue-fcf buy: MSFT, revenue 72.9B, op margin 26.9%, FCF yield 13.65%, momentum 5.0%, target weight 10.0%.
2013-01-03 BUY AAPL 220 19.36 — — -4259.35 revenue-fcf buy: AAPL, revenue 164.7B, op margin 33.5%, FCF yield 16.33%, momentum 33.9%, target weight 12.4%.
2013-01-03 BUY GE 96 101.12 — — -9707.56 revenue-fcf buy: GE, revenue 46.0B, op margin 49.7%, FCF yield 21.13%, momentum 17.8%, target weight 15.2%.
2013-01-03 SELL AMGN 235 88.59 2012-10-01 SHORT +20818.65 Exit AMGN: no longer in the top 10 revenue-fcf factor set as of 2013-01-03.
2013-01-03 SELL LMT 220 93.55 2012-10-01 SHORT +20581.00 Exit LMT: no longer in the top 10 revenue-fcf factor set as of 2013-01-03.
2013-01-03 SELL GM 1,023 29.82 2012-10-01 SHORT +30505.86 Exit GM: no longer in the top 10 revenue-fcf 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 2,056 0.08 — — +157.04 —
2012-12-20 DIVIDEND GE 340 0.91 — — +309.59 —
2012-12-12 DIVIDEND ORCL 1,015 0.18 — — +182.70 —
2012-12-03 INTEREST — — — — — +0.01 —
2012-11-29 DIVIDEND LMT 220 1.15 — — +253.00 —
2012-11-27 DIVIDEND CSCO 1,480 0.14 — — +207.20 —
2012-11-13 DIVIDEND AMGN 235 0.36 — — +84.60 —
2012-11-13 DIVIDEND MSFT 923 0.23 — — +212.29 —
2012-11-07 DIVIDEND AAPL 1,677 0.09 — — +158.72 —
2012-11-01 INTEREST — — — — — +0.01 —
2012-10-11 DIVIDEND ABT 893 0.24 — — +218.52 —
2012-10-10 DIVIDEND ORCL 1,015 0.06 — — +60.90 —
2012-10-02 DIVIDEND CSCO 1,480 0.14 — — +207.20 —
2012-10-01 BUY AMGN 235 85.08 — — -19993.80 revenue-fcf buy: AMGN, revenue 16.8B, op margin 33.6%, FCF yield 12.47%, momentum 54.8%, target weight 9.0%.
2012-10-01 BUY LMT 220 93.44 — — -20556.80 revenue-fcf buy: LMT, revenue 47.3B, op margin 9.3%, FCF yield 12.25%, momentum 28.6%, target weight 9.2%.
2012-10-01 BUY MSFT 277 29.49 — — -8168.73 revenue-fcf buy: MSFT, revenue 72.4B, op margin 27.5%, FCF yield 13.30%, momentum 18.5%, target weight 10.2%.
2012-10-01 BUY CSCO 294 19.04 — — -5597.76 revenue-fcf buy: CSCO, revenue 46.1B, op margin 21.9%, FCF yield 13.61%, momentum 22.8%, target weight 10.2%.
2012-10-01 BUY GM 1,023 23.09 — — -23621.07 revenue-fcf buy: GM, revenue 150.9B, op margin 3.2%, FCF yield 13.42%, momentum 14.4%, target weight 10.6%.
2012-10-01 BUY ORCL 104 31.67 — — -3293.68 revenue-fcf buy: ORCL, revenue 36.9B, op margin 37.6%, FCF yield 15.24%, momentum 10.2%, target weight 11.4%.
2012-10-01 SELL F 1,323 9.93 2012-07-02 SHORT +13137.39 Exit F: no longer in the top 10 revenue-fcf factor set as of 2012-10-01.
2012-10-01 SELL UNH 68 56.46 2012-07-02 SHORT +3839.28 Exit UNH: no longer in the top 10 revenue-fcf factor set as of 2012-10-01.
2012-10-01 SELL UNH 69 56.46 2012-04-02 SHORT +3895.74 Exit UNH: no longer in the top 10 revenue-fcf factor set as of 2012-10-01.
2012-10-01 SELL UNH 93 56.46 2011-12-30 SHORT +5250.78 Exit UNH: no longer in the top 10 revenue-fcf factor set as of 2012-10-01.
2012-10-01 SELL UNH 286 56.46 2011-09-30 LONG +16147.56 Exit UNH: no longer in the top 10 revenue-fcf factor set as of 2012-10-01.
2012-10-01 SELL PFE 1,271 23.76 2011-07-01 LONG +30195.27 Exit PFE: no longer in the top 10 revenue-fcf 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 2,056 0.08 — — +157.04 —
2012-09-20 DIVIDEND GE 340 0.81 — — +277.00 —
2012-09-12 DIVIDEND UNH 516 0.21 — — +109.91 —
2012-09-04 INTEREST — — — — — +0.01 —
2012-08-14 DIVIDEND MSFT 646 0.2 — — +129.20 —
2012-08-09 DIVIDEND AAPL 1,677 0.09 — — +158.72 —
2012-08-01 INTEREST — — — — — +0.00 —
2012-08-01 DIVIDEND F 1,323 0.05 — — +66.15 —
2012-08-01 DIVIDEND PFE 1,271 0.21 — — +265.29 —
2012-07-11 DIVIDEND ORCL 911 0.06 — — +54.66 —
2012-07-11 DIVIDEND ABT 893 0.24 — — +218.52 —
2012-07-02 BUY MSFT 115 30.56 — — -3514.40 revenue-fcf buy: MSFT, revenue 73.7B, op margin 29.5%, FCF yield 12.91%, momentum 17.4%, target weight 8.8%.
2012-07-02 BUY F 1,323 9.39 — — -12422.97 revenue-fcf buy: F, revenue 132.6B, op margin n/a, FCF yield 13.26%, momentum -33.0%, target weight 9.2%.
2012-07-02 BUY CSCO 358 17.08 — — -6114.64 revenue-fcf buy: CSCO, revenue 45.6B, op margin 20.1%, FCF yield 14.86%, momentum 7.7%, target weight 9.9%.
2012-07-02 BUY ORCL 18 29.8 — — -536.40 revenue-fcf buy: ORCL, revenue 37.1B, op margin 36.9%, FCF yield 15.86%, momentum -9.8%, target weight 10.5%.
2012-07-02 BUY UNH 68 56.26 — — -3825.68 revenue-fcf buy: UNH, revenue 105.7B, op margin 8.2%, FCF yield 17.98%, momentum 5.9%, target weight 12.4%.
2012-07-02 SELL GM 889 19.57 2012-04-02 SHORT +17397.73 Exit GM: no longer in the top 10 revenue-fcf 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 828 0.08 — — +66.24 —
2012-06-29 DIVIDEND CMCSA 2,056 0.08 — — +157.04 —
2012-06-21 DIVIDEND GE 340 0.81 — — +277.00 —
2012-06-15 DIVIDEND GE 340 0.26 — — +89.62 —
2012-06-13 DIVIDEND UNH 448 0.21 — — +95.42 —
2012-06-01 INTEREST — — — — — +0.01 —
2012-05-15 DIVIDEND MSFT 531 0.2 — — +106.20 —
2012-05-09 DIVIDEND PFE 1,271 0.21 — — +265.29 —
2012-05-01 INTEREST — — — — — +0.00 —
2012-04-11 DIVIDEND ABT 893 0.24 — — +218.52 —
2012-04-09 DIVIDEND ORCL 893 0.06 — — +53.58 —
2012-04-03 DIVIDEND CSCO 828 0.08 — — +66.24 —
2012-04-02 BUY MSFT 531 32.29 — — -17145.99 revenue-fcf buy: MSFT, revenue 73.0B, op margin 38.0%, FCF yield 11.49%, momentum 26.7%, target weight 7.8%.
2012-04-02 BUY CSCO 828 21.19 — — -17545.32 revenue-fcf buy: CSCO, revenue 44.8B, op margin 19.1%, FCF yield 11.99%, momentum 24.4%, target weight 8.0%.
2012-04-02 BUY UNH 69 59.12 — — -4079.28 revenue-fcf buy: UNH, revenue 103.7B, op margin 8.3%, FCF yield 15.09%, momentum 29.6%, target weight 10.4%.
2012-04-02 BUY ORCL 189 29.53 — — -5581.17 revenue-fcf buy: ORCL, revenue 37.0B, op margin 36.4%, FCF yield 15.84%, momentum -13.2%, target weight 10.4%.
2012-04-02 BUY GM 889 26.76 — — -23789.64 revenue-fcf buy: GM, revenue 151.8B, op margin 3.8%, FCF yield 15.48%, momentum -17.4%, target weight 10.8%.
2012-04-02 BUY CMCSA 76 14.08 — — -1070.19 revenue-fcf buy: CMCSA, revenue 58.6B, op margin 19.2%, FCF yield 16.50%, momentum 19.2%, target weight 11.1%.
2012-04-02 BUY GE 13 95.94 — — -1247.28 revenue-fcf buy: GE, revenue 47.5B, op margin 43.8%, FCF yield 18.79%, momentum -1.6%, target weight 12.5%.
2012-04-02 SELL ED 212 58.55 2011-12-30 SHORT +12412.60 Exit ED: no longer in the top 10 revenue-fcf factor set as of 2012-04-02.
2012-04-02 SELL F 185 12.62 2011-12-30 SHORT +2334.70 Exit F: no longer in the top 10 revenue-fcf factor set as of 2012-04-02.
2012-04-02 SELL F 539 12.62 2011-09-30 SHORT +6802.18 Exit F: no longer in the top 10 revenue-fcf factor set as of 2012-04-02.
2012-04-02 SELL F 1,183 12.62 2011-07-01 SHORT +14929.46 Exit F: no longer in the top 10 revenue-fcf factor set as of 2012-04-02.
2012-04-02 SELL AMGN 334 68.11 2011-07-01 SHORT +22748.74 Exit AMGN: no longer in the top 10 revenue-fcf 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 1,980 0.08 — — +151.24 —
2012-03-01 INTEREST — — — — — +0.01 —
2012-03-01 DIVIDEND UNH 379 0.16 — — +61.78 —
2012-02-23 DIVIDEND GE 327 0.81 — — +266.41 —
2012-02-13 DIVIDEND ED 212 0.6 — — +128.26 —
2012-02-13 DIVIDEND AMGN 334 0.36 — — +120.24 —
2012-02-01 INTEREST — — — — — +0.00 —
2012-02-01 DIVIDEND PFE 1,271 0.21 — — +265.29 —
2012-01-27 DIVIDEND F 1,907 0.05 — — +95.35 —
2012-01-11 DIVIDEND ABT 893 0.23 — — +205.66 —
2012-01-09 DIVIDEND ORCL 704 0.06 — — +42.24 —
2012-01-03 INTEREST — — — — — +0.01 —
2011-12-30 BUY ED 212 62.03 — — -13150.36 revenue-fcf buy: ED, revenue 13.1B, op margin 17.3%, FCF yield 16.54%, momentum 25.1%, target weight 9.2%.
2011-12-30 BUY F 185 10.76 — — -1990.60 revenue-fcf buy: F, revenue 134.1B, op margin n/a, FCF yield 16.21%, momentum -35.9%, target weight 9.9%.
2011-12-30 BUY UNH 93 50.68 — — -4713.24 revenue-fcf buy: UNH, revenue 100.0B, op margin 8.2%, FCF yield 16.49%, momentum 40.3%, target weight 10.0%.
2011-12-30 BUY ORCL 328 25.65 — — -8413.20 revenue-fcf buy: ORCL, revenue 36.7B, op margin 35.8%, FCF yield 17.77%, momentum -18.1%, target weight 10.3%.
2011-12-30 BUY CMCSA 92 11.11 — — -1022.18 revenue-fcf buy: CMCSA, revenue 50.5B, op margin 19.4%, FCF yield 17.61%, momentum 7.9%, target weight 10.4%.
2011-12-30 SELL CSCO 1,142 18.08 2011-07-01 SHORT +20647.36 Exit CSCO: no longer in the top 10 revenue-fcf factor set as of 2011-12-30.
2011-12-30 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2011-12-30 DIVIDEND CMCSA 1,888 0.05 — — +99.97 —
2011-12-22 DIVIDEND GE 327 0.81 — — +266.41 —
2011-12-05 DIVIDEND UNH 286 0.16 — — +46.62 —
2011-12-01 INTEREST — — — — — +0.01 —
2011-11-15 DIVIDEND AMGN 334 0.28 — — +93.52 —
2011-11-08 DIVIDEND PFE 1,271 0.19 — — +241.18 —
2011-11-01 INTEREST — — — — — +0.00 —
2011-10-12 DIVIDEND ABT 893 0.23 — — +205.66 —
2011-10-07 DIVIDEND ORCL 376 0.06 — — +22.56 —
2011-10-04 DIVIDEND CSCO 1,142 0.06 — — +68.52 —
2011-10-03 INTEREST — — — — — +0.01 —
2011-10-03 DIVIDEND CMCSA 1,888 0.05 — — +99.97 —
2011-09-30 BUY ORCL 376 28.74 — — -10806.24 revenue-fcf buy: ORCL, revenue 36.5B, op margin 35.1%, FCF yield 15.48%, momentum 5.5%, target weight 8.3%.
2011-09-30 BUY UNH 286 46.12 — — -13190.32 revenue-fcf buy: UNH, revenue 100.0B, op margin 8.2%, FCF yield 18.12%, momentum 30.2%, target weight 10.1%.
2011-09-30 BUY F 539 9.67 — — -5212.13 revenue-fcf buy: F, revenue 134.1B, op margin n/a, FCF yield 18.04%, momentum -21.1%, target weight 10.2%.
2011-09-30 BUY CMCSA 374 9.8 — — -3666.40 revenue-fcf buy: CMCSA, revenue 50.5B, op margin 19.4%, FCF yield 19.96%, momentum 17.4%, target weight 10.8%.
2011-09-30 BUY GE 33 72.94 — — -2407.05 revenue-fcf buy: GE, revenue 50.3B, op margin 39.5%, FCF yield 24.78%, momentum -7.0%, target weight 13.4%.
2011-09-30 SELL MSFT 620 24.89 2011-07-01 SHORT +15431.80 Exit MSFT: no longer in the top 10 revenue-fcf factor set as of 2011-09-30.
2011-09-30 SELL GD 239 56.89 2011-07-01 SHORT +13596.71 Exit GD: no longer in the top 10 revenue-fcf factor set as of 2011-09-30.
2011-09-30 DEPOSIT — — — — — +5000.00 Monthly contribution x2
2011-09-15 DIVIDEND GE 294 0.72 — — +211.35 —
2011-09-01 INTEREST — — — — — +0.01 —
2011-08-16 DIVIDEND MSFT 620 0.16 — — +99.20 —
2011-08-16 DIVIDEND AMGN 334 0.28 — — +93.52 —
2011-08-03 DIVIDEND PFE 1,271 0.19 — — +241.18 —
2011-08-01 INTEREST — — — — — +0.01 —
2011-07-13 DIVIDEND ABT 893 0.23 — — +205.66 —
2011-07-05 DIVIDEND CSCO 1,142 0.06 — — +68.52 —
2011-07-01 BUY MSFT 620 26.02 — — -16132.40 revenue-fcf buy: MSFT, revenue 69.9B, op margin 38.8%, FCF yield 12.74%, momentum 11.8%, target weight 8.0%.
2011-07-01 BUY F 1,183 14.02 — — -16585.66 revenue-fcf buy: F, revenue 131.0B, op margin n/a, FCF yield 12.77%, momentum 36.4%, target weight 8.2%.
2011-07-01 BUY CSCO 1,142 15.86 — — -18112.12 revenue-fcf buy: CSCO, revenue 42.9B, op margin 19.9%, FCF yield 14.58%, momentum -24.9%, target weight 9.0%.
2011-07-01 BUY GD 239 75.81 — — -18118.59 revenue-fcf buy: GD, revenue 32.3B, op margin 12.1%, FCF yield 14.81%, momentum 29.1%, target weight 9.0%.
2011-07-01 BUY CMCSA 1,514 12.06 — — -18254.60 revenue-fcf buy: CMCSA, revenue 45.7B, op margin 20.0%, FCF yield 14.66%, momentum 47.4%, target weight 9.0%.
2011-07-01 BUY AMGN 334 58.28 — — -19465.52 revenue-fcf buy: AMGN, revenue 15.3B, op margin 33.8%, FCF yield 16.37%, momentum 12.7%, target weight 9.6%.
2011-07-01 BUY AAPL 1,677 12.26 — — -20558.85 revenue-fcf buy: AAPL, revenue 100.3B, op margin 30.4%, FCF yield 15.99%, momentum 39.0%, target weight 10.2%.
2011-07-01 BUY ABT 893 25.48 — — -22751.32 revenue-fcf buy: ABT, revenue 37.3B, op margin 16.3%, FCF yield 18.42%, momentum 14.3%, target weight 11.3%.
2011-07-01 BUY PFE 1,271 19.69 — — -25022.05 revenue-fcf buy: PFE, revenue 64.4B, op margin n/a, FCF yield 19.81%, momentum 46.7%, target weight 12.4%.
2011-07-01 BUY GE 294 92.01 — — -27052.35 revenue-fcf buy: GE, revenue 50.4B, op margin 38.2%, FCF yield 21.68%, momentum 38.3%, target weight 13.4%.
2011-07-01 DEPOSIT — — — — — +2500.00 Monthly contribution (first month)
2011-07-01 DEPOSIT — — — — — +200000.00 Initial capital
storage/stock-reports/240/values.log
Snapshots
1,260
First value
202,490.77
Latest value
556,798.55
Net change
354,307.78
Total Value 556,798.55
+354,307.78 (+174.97%) 2011-07-05 -> 2016-07-06