Strategies
Two rule-based baskets built from the same four box scores every stock carries — what they'd hold today, and how the rule has done over the last five years.
Must clear the 75th percentile — top 25% of the universe — on Market Beat, Trend Persistence, Business Growth AND Money Flow all at once. A demanding, all-four screen; ranked by Compound Score and capped at the basket size.
How the current picks are doing
15 names · equal-weighted · live, independent of the weekly re-bake below.
This month’s basket
Locked May 29, 2026 · 15 names · equal-weight · tracked daily through June 18, 2026. Updates when the next month begins.
The 5-year track record
Every ~monthly anchor over the last 5 years — equal-weight, rebalanced, against SPY.
TOP 25% ON Market Beat · Trend Persistence · Business Growth · Money Flow · capped at 15 · equal-weight · vs SPY.
Cumulative growth — $1 in the basket vs SPY
Monthly returns — basket vs SPY
Quarterly returns — basket vs SPY
The same backtest, bucketed by calendar quarter instead of ~monthly anchor.
What an ATR stop-loss would have changed
Same basket, same anchors — the only change is a trailing chandelier stop: exit early if a name closes more than 2× or 3× its entry-day ATR below its peak-since-entry close.
| Variant | Cum. return | CAGR | Sharpe | Max DD | Calmar | Win rate | Stop rate |
|---|---|---|---|---|---|---|---|
| No stop· shown above | +354.9% | +35.5% | 1.07 | −47.5% | 0.75 | 65% | — |
| ATR × 2 chandelier | +178.7% | +22.8% | 0.90 | −37.9% | 0.60 | 48% | 64% |
| ATR × 3 chandelier | +455.5% | +41.1% | 1.31 | −29.9% | 1.37 | 65% | 36% |
What basket size would have changed
Same rule, same anchors — only the number of names held changes.
| Variant | Cum. return | CAGR | Sharpe | Max DD | Calmar | Win rate |
|---|---|---|---|---|---|---|
| Top 5 | +377.2% | +36.8% | 1.04 | −53.6% | 0.69 | 63% |
| Top 10 | +386.5% | +37.4% | 1.10 | −47.8% | 0.78 | 65% |
| Top 15· shown above | +354.9% | +35.5% | 1.07 | −47.5% | 0.75 | 65% |
| Top 20 | +354.9% | +35.5% | 1.07 | −47.5% | 0.75 | 65% |
| Top 25 | +354.9% | +35.5% | 1.07 | −47.5% | 0.75 | 65% |
Top Quartile is a demanding screen — the natural qualifying count averages 6names a month, so a cap above roughly that size rarely binds; identical rows above mean the cap simply isn’t the constraint in most months.
- Not investment advice. A computation from historical, point-in-time data — shown to illustrate how the rule would have behaved. The future isn’t obligated to rhyme.
- Gross of costs. No commissions, spreads, or taxes; the basket turns over roughly 86% of its names at each rebalance, so real-world friction would dent these figures.
- The ATR stop is an approximation. It uses each stock’s ATR% as measured on entry day, held fixed through the holding window (not re-measured daily), and doesn’t model reinvesting stopped-out capital until the next rebalance.
- Rebalanced at ~monthly anchors (≈28-day spacing), holding from one anchor to the next; a window with no qualifying names parks in SHY (short treasuries). Returns use split-adjusted closes; a name that delists mid-window is marked at its last trade.