Top Quartile Stocks — performance
What the four-filter stock screen would have returned, rebalanced monthly vs SPY
Updated July 24, 2026
The home page’s Top Quartileis the intersection of the four independent scores on every stock’s card: names sitting in the top 25% of the universe on Market Beat (excess return vs SPY), Rank Persistence (how consistently they hold their cross-sectional rank week over week), Business Growth(revenue, margin and cash-flow momentum) and Money Flow(buying vs selling pressure) — all at once. It’s a demanding screen, so the basket is usually small.
This page asks the obvious next question: if you had actually held that basket — equal-weighted, refreshed at each monthly snapshot — how would it have done? Below, every month’s basket return is plotted against SPY over the same window, and the two are compounded into a cumulative curve.
This month’s basket
Locked July 24, 2026 · 7 names · equal-weight · tracked daily through September 4, 2026. Updates when the next month begins.
The 3-year track record
Every month of the last 3 years — equal-weight, rebalanced each anchor, against SPY.
THE SCREEN · top 25% (percentile ≥ 75) on Market Beat · Trend Persistence · Money Flow · Business Growth · equal-weight · rebalanced each anchor · vs SPY.
Cumulative growth — $1 in the basket vs SPY
Monthly returns — basket vs SPY
What this shows
Over the last three years the screen has comfortably out-earned the index — but it earns it the hard way. The edge is concentrated in a handful of explosive months and given partly back in sharp drawdowns; this is a momentum-and-quality basket, so it amplifies the market in both directions. The win rate (months it beats SPY) sits around three-in-five, not nine-in-ten.
The honest read: the screen has been a strong signal for where leadership is concentrated, not a smooth ride. Anyone treating it as a live strategy would feel the volatility and pay the turnover.
- Not investment advice by any means — this is just a computation from historical data, shown to illustrate how the screen would have behaved. The future is not obligated to rhyme.
- Gross of costs. No commissions, spreads, or taxes. The basket turns over heavily each month (~6 names swapped), so real-world friction would meaningfully dent these figures.
- Last 3 years only. A short, deliberate window using point-in-time data, but not completely free of survivorship bias.
- Rebalanced at ~monthly anchors (≈28-day spacing, not calendar month-ends), holding from one anchor to the next; a month with no qualifying names sits in cash. Returns use split-adjusted closes; a name that delists mid-window is marked at its last trade.