| Buy and hold | Sell on exit signal | SPY, same dollars | |
|---|---|---|---|
| Return | +46.6% | +45.5% | +56.2% |
| Difference | -9.5 pts vs SPY | -1.2 pts vs hold | - |
| Cash needed | $69,227,300 | $13,982,405 | $69,227,300 |
| Profit | +$32,290,150 | +$6,358,589 | +$38,878,008 |
| Ending value | $101,517,449 | $20,340,994 | $108,105,307 |
| Win rate | 58% | 66% | - |
| Median return | +7.1% | +5.2% | - |
| Positions | 51,592 held | 39,157 sold · 12,435 held | - |
| Average days held when sold | - | 166 d | - |
| Asset | Signal ↓ | Mult | P&L held | Return held | If sold | Factor | Vol timing | Mean rev | Invested | DCA | Volat. |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ET Energy Transfer LP | Oct 2 '26 | 0.57× | $5 | +1.9% | Held | +10.4% | - | -8.4% | $247 | 43 | 1.7% |
| AA Alcoa Corporation | Oct 1 '26 | 6.00× | $2 | +0.1% | Held | -7.5% | - | +8.8% | $2,598 | 65 | 3.3% |
| AAP Advance Auto Parts, Inc. | Oct 1 '26 | 6.00× | $193 | +7.4% | Held | -15.6% | -3.7% | +19.9% | $2,598 | 40 | 4.2% |
| AAT American Assets Trust, Inc. | Oct 1 '26 | 1.14× | -$3 | -0.6% | Held | -20.4% | - | +1.3% | $494 | 49 | 1.7% |
| AAUC Allied Gold Corporation | Oct 1 '26 | 5.00× | -$1 | -0.1% | Held | -6.7% | -10.6% | +4.0% | $2,165 | 32 | 4.4% |
| AB AllianceBernstein Holding L.P. | Oct 1 '26 | 3.07× | -$5 | -0.3% | Held | -5.8% | - | +30.0% | $1,329 | 44 | 1.8% |
| ABBV AbbVie | Oct 1 '26 | 0.16× | $4 | +6.4% | Held | -17.3% | +23.4% | -30.0% | $69 | 61 | 1.9% |
| ABCB Ameris Bancorp | Oct 1 '26 | 3.03× | -$35 | -2.6% | Held | -17.2% | - | +9.8% | $1,312 | 70 | 1.9% |
| ABEV Ambev S.A. | Oct 1 '26 | 1.99× | $76 | +8.8% | Held | -20.4% | +29.9% | +4.5% | $862 | 61 | 2.0% |
| ABG Asbury Automotive Group, Inc. | Oct 1 '26 | 6.00× | -$192 | -7.4% | Held | -21.2% | - | +30.0% | $2,598 | 48 | 4.3% |
| ABM ABM Industries Incorporated | Oct 1 '26 | 0.30× | $2 | +1.6% | Held | -21.0% | - | -17.4% | $130 | 62 | 2.2% |
| ABNB Airbnb Inc. | Oct 1 '26 | 0.84× | $4 | +1.0% | Held | +7.0% | -23.3% | -22.2% | $364 | 52 | 3.3% |
| ABR Arbor Realty Trust, Inc. | Oct 1 '26 | 6.00× | -$600 | -23.1% | Held | -13.4% | +1.8% | +26.4% | $2,598 | 25 | 4.8% |
| ABT Abbott Laboratories | Oct 1 '26 | 6.00× | $62 | +2.4% | Held | -15.9% | +10.6% | +2.3% | $2,598 | 42 | 2.1% |
| ABX Abacus Global Management, Inc. | Oct 1 '26 | 6.00× | $44 | +1.7% | Held | -1.7% | +5.4% | +16.8% | $2,598 | 80 | 5.3% |
| ACCO ACCO Brands Corporation | Oct 1 '26 | 0.34× | $6 | +4.1% | Held | -13.2% | - | -11.6% | $147 | 53 | 2.8% |
| ACEL Accel Entertainment, Inc. | Oct 1 '26 | 6.00× | $71 | +2.8% | Held | -7.4% | +30.0% | +30.0% | $2,598 | 50 | 2.1% |
| ACHR Archer Aviation Inc. | Oct 1 '26 | 6.00× | -$97 | -3.7% | Held | +5.5% | - | +3.8% | $2,598 | 44 | 5.5% |
| ACI Arch Capital Group Ltd. | Oct 1 '26 | 5.48× | $71 | +3.0% | Held | -7.2% | - | +30.0% | $2,373 | 40 | 3.3% |
| ACM AECOM | Oct 1 '26 | 6.00× | -$33 | -1.3% | Held | -3.0% | - | +8.8% | $2,598 | 53 | 3.3% |
| ACR ACRES Commercial Realty Corp. | Oct 1 '26 | 6.00× | -$124 | -4.8% | Held | -4.9% | -26.8% | +10.1% | $2,598 | 50 | 5.9% |
| ACRE Ares Commercial Real Estate Corporation | Oct 1 '26 | 6.00× | -$252 | -9.7% | Held | -19.6% | - | +25.9% | $2,598 | 40 | 3.0% |
| AD Array Digital Infrastructure, Inc. | Oct 1 '26 | 5.63× | -$71 | -2.9% | Held | -3.4% | - | +14.9% | $2,438 | 72 | 2.7% |
| ADBE Adobe Inc. | Oct 1 '26 | 4.20× | -$7 | -0.4% | Held | +24.9% | - | +2.9% | $1,819 | 40 | 3.6% |
| ADC Agree Realty Corporation | Oct 1 '26 | 6.00× | $28 | +1.1% | Held | -32.7% | +8.1% | +12.7% | $2,598 | 45 | 1.9% |
| ADCT ADC Therapeutics SA | Oct 1 '26 | 6.00× | $1,486 | +57.2% | Held | -1.1% | -13.0% | +14.1% | $2,598 | 55 | 9.0% |
| ADM Archer Daniels Midland | Oct 1 '26 | 1.08× | $7 | +1.5% | Held | -12.4% | - | -2.7% | $468 | 74 | 2.8% |
| ADNT Adient plc | Oct 1 '26 | 4.89× | -$43 | -2.0% | Held | -23.9% | - | +6.6% | $2,117 | 55 | 4.7% |
| ADP Automatic Data Processing Inc. | Oct 1 '26 | 1.18× | $11 | +2.2% | Held | +20.2% | - | -6.3% | $511 | 61 | 2.0% |
| ADSK Autodesk Inc. | Oct 1 '26 | 4.65× | $210 | +10.4% | Held | +26.7% | - | +10.1% | $2,013 | 59 | 3.5% |
| ADT ADT Inc. | Oct 1 '26 | 6.00× | $61 | +2.3% | Held | -9.3% | - | +25.8% | $2,598 | 40 | 2.8% |
| AEE Ameren Corporation | Oct 1 '26 | 3.80× | $35 | +2.1% | Held | -35.7% | - | +22.7% | $1,645 | 46 | 1.5% |
| AEG Aegon Ltd. | Oct 1 '26 | 4.53× | -$45 | -2.3% | Held | -9.5% | +10.9% | -7.2% | $1,961 | 74 | 1.8% |
| AEM Agnico Eagle Mines Limited | Oct 1 '26 | 2.19× | $28 | +2.9% | Held | -14.2% | +2.1% | +2.0% | $948 | 89 | 3.4% |
| AEP American Electric Power Company Inc. | Oct 1 '26 | 1.24× | $10 | +1.8% | Held | -34.8% | - | +24.8% | $537 | 50 | 1.6% |
| AER AerCap Holdings N.V. | Oct 1 '26 | 0.52× | -$0 | -0.2% | Held | -19.4% | - | -0.4% | $225 | 84 | 2.1% |
| AESI Atlas Energy Solutions Inc. | Oct 1 '26 | 5.27× | $141 | +6.2% | Held | +4.2% | -17.4% | +10.0% | $2,282 | 40 | 8.1% |
| AEXA American Exceptionalism Acquisition Corp. A | Oct 1 '26 | 1.94× | -$27 | -3.3% | Held | n/a | n/a | +30.0% | $840 | n/a | 1.5% |
| AFG American Financial Group, Inc. | Oct 1 '26 | 1.65× | $13 | +1.8% | Held | -14.6% | - | -8.1% | $714 | 51 | 1.6% |
| AFL AFLAC Incorporated | Oct 1 '26 | 3.20× | $46 | +3.3% | Held | -14.2% | +2.5% | +9.5% | $1,386 | 46 | 1.6% |
| AG First Majestic Silver Corp. | Oct 1 '26 | 3.45× | -$60 | -4.0% | Held | -8.1% | +13.6% | +5.1% | $1,494 | 86 | 5.3% |
| AGCO AGCO Corporation | Oct 1 '26 | 2.47× | -$90 | -8.4% | Held | -27.6% | -10.9% | +9.2% | $1,070 | 51 | 3.7% |
| AGG iShares Core U.S. Aggregate Bond ETF | Oct 1 '26 | 2.86× | -$1 | -0.1% | Held | -32.3% | -16.1% | +30.0% | $1,238 | 33 | 0.5% |
| AGI Alamos Gold Inc. | Oct 1 '26 | 4.79× | $27 | +1.3% | Held | -10.4% | +13.4% | +13.3% | $2,074 | 82 | 3.8% |
| AGM Federal Agricultural Mortgage Corporation | Oct 1 '26 | 0.51× | -$8 | -3.6% | Held | -10.8% | - | -18.1% | $221 | 75 | 2.5% |
| AGM.A Federal Agricultural Mortgage Corporation | Oct 1 '26 | 2.19× | -$37 | -3.9% | Held | -4.8% | - | -16.1% | $948 | 59 | 0.5% |
| AGO Assured Guaranty Ltd. | Oct 1 '26 | 6.00× | $58 | +2.2% | Held | -7.6% | - | +30.0% | $2,598 | 36 | 2.3% |
| AGRO Adecoagro S.A. | Oct 1 '26 | 3.83× | $77 | +4.7% | Held | +7.7% | +5.8% | +9.6% | $1,658 | 69 | 4.3% |
| AGX Argan, Inc. | Oct 1 '26 | 6.00× | $75 | +2.9% | Held | -2.4% | - | +20.5% | $2,598 | 88 | 4.7% |
| AHR American Healthcare REIT, Inc. | Oct 1 '26 | 2.43× | -$3 | -0.3% | Held | -17.4% | +14.7% | +1.4% | $1,052 | 26 | 2.0% |
| AHRT AH REALTY TRUST INC | Oct 1 '26 | 1.52× | -$17 | -2.6% | Held | -17.0% | - | +3.9% | $658 | 40 | 3.0% |
| AIG American International Group Inc. | Oct 1 '26 | 0.73× | $6 | +2.0% | Held | -9.4% | - | +11.6% | $316 | 52 | 1.9% |
| AIN Albany International Corp. | Oct 1 '26 | 3.03× | $35 | +2.7% | Held | -20.2% | -4.6% | +8.9% | $1,312 | 55 | 2.7% |
| AIR AAR Corp. | Oct 1 '26 | 6.00× | -$17 | -0.7% | Held | -21.1% | -13.7% | +24.4% | $2,598 | 79 | 5.8% |
| AIV Apartment Investment and Management Company | Oct 1 '26 | 6.00× | -$300 | -11.5% | Held | -4.9% | - | +16.3% | $2,598 | 25 | 4.0% |
| AIZ Assurant Inc. | Oct 1 '26 | 0.63× | $0 | +0.1% | Held | -8.2% | - | -12.2% | $273 | 79 | 2.1% |
| AJG Arthur J. Gallagher & Co. | Oct 1 '26 | 2.99× | $10 | +0.8% | Held | +3.8% | - | -1.2% | $1,295 | 39 | 2.7% |
| AKO.A Embotelladora Andina S.A. | Oct 1 '26 | 1.51× | $9 | +1.4% | Held | -4.8% | -4.1% | -9.7% | $654 | 85 | 2.2% |
| AKO.B Embotelladora Andina S.A. | Oct 1 '26 | 1.97× | $22 | +2.6% | Held | -10.8% | -1.8% | +2.9% | $853 | 86 | 3.3% |
| AKR Acadia Realty Trust | Oct 1 '26 | 4.57× | -$61 | -3.1% | Held | -24.0% | +15.1% | +6.6% | $1,979 | 38 | 1.9% |
| ALB Albemarle Corporation | Oct 1 '26 | 6.00× | -$102 | -3.9% | Held | -9.1% | +18.4% | +6.8% | $2,598 | 55 | 3.9% |
| ALC Alcon Inc. | Oct 1 '26 | 6.00× | -$12 | -0.5% | Held | -14.5% | +10.1% | +22.1% | $2,598 | 39 | 1.8% |
| ALG Alamo Group Inc. | Oct 1 '26 | 3.65× | -$62 | -3.9% | Held | -28.6% | - | +10.4% | $1,580 | 49 | 3.2% |
| ALIT Alight, Inc. | Oct 1 '26 | 6.00× | $30 | +1.1% | Held | +6.2% | - | +14.9% | $2,598 | 25 | 8.8% |
| ALK Alaska Air Group Inc. | Oct 1 '26 | 4.71× | -$49 | -2.4% | Held | -20.7% | - | +6.5% | $2,039 | 54 | 3.9% |
| ALL The Allstate Corporation | Oct 1 '26 | 3.20× | $35 | +2.5% | Held | -8.3% | - | +15.0% | $1,386 | 66 | 2.5% |
| ALLE Allegion plc | Oct 1 '26 | 0.55× | -$8 | -3.3% | Held | -33.0% | - | -6.5% | $238 | 63 | 2.0% |
| ALLY Ally Financial Inc. | Oct 1 '26 | 6.00× | -$31 | -1.2% | Held | -11.6% | - | +30.0% | $2,598 | 63 | 2.6% |
| ALNY Alnylam Pharmaceuticals, Inc. | Oct 1 '26 | 6.00× | $14 | +0.5% | Held | -4.0% | -17.1% | +5.8% | $2,598 | 69 | 4.0% |
| ALSN Allison Transmission Holdings, Inc. | Oct 1 '26 | 1.86× | -$55 | -6.8% | Held | -24.1% | - | +2.2% | $805 | 74 | 3.3% |
| ALV Autoliv, Inc. | Oct 1 '26 | 2.51× | -$40 | -3.7% | Held | -27.9% | - | +5.2% | $1,087 | 64 | 2.3% |
| ALX Alexander's, Inc. | Oct 1 '26 | 3.14× | -$18 | -1.3% | Held | -20.8% | +30.0% | +16.1% | $1,360 | 45 | 1.9% |
| AM Antero Midstream Corporation | Oct 1 '26 | 6.00× | $132 | +5.1% | Held | +2.8% | - | +30.0% | $2,598 | 56 | 2.3% |
| AMBP Ardagh Metal Packaging S.A. | Oct 1 '26 | 2.98× | -$17 | -1.3% | Held | -21.8% | - | +1.0% | $1,290 | 51 | 2.9% |
| AMCR Amcor plc | Oct 1 '26 | 2.48× | -$12 | -1.1% | Held | -38.5% | +26.6% | +1.6% | $1,074 | 41 | 2.2% |
| AMH AMH (Ares Management L.P.) | Oct 1 '26 | 3.50× | $4 | +0.2% | Held | -21.0% | - | +12.3% | $1,516 | 46 | 1.6% |
| AMP Ameriprise Financial Inc. | Oct 1 '26 | 2.80× | $19 | +1.6% | Held | +2.5% | - | -2.4% | $1,212 | 65 | 3.0% |
| AMPX Amprius Technologies, Inc. | Oct 1 '26 | 2.00× | -$39 | -4.5% | Held | +9.0% | +30.0% | +5.5% | $866 | 56 | 6.2% |
| AMPY Amplify Energy Corp. | Oct 1 '26 | 1.28× | $19 | +3.4% | Held | +13.8% | - | +4.2% | $554 | 67 | 4.0% |
| AMR Alpha Metallurgical Resources, Inc. | Oct 1 '26 | 3.47× | $74 | +4.9% | Held | -6.0% | - | +2.7% | $1,503 | 49 | 5.9% |
| AMRC Ameresco, Inc. | Oct 1 '26 | 6.00× | -$37 | -1.4% | Held | -13.3% | - | +4.9% | $2,598 | 55 | 5.7% |
| AMRZ Amrize AG | Oct 1 '26 | 6.00× | -$99 | -3.8% | Held | n/a | +8.5% | +14.7% | $2,598 | 8 | 2.6% |
| AMT American Tower Corporation | Oct 1 '26 | 6.00× | $319 | +12.3% | Held | -21.1% | +6.6% | +17.8% | $2,598 | 45 | 2.3% |
| AMTM Amentum Holdings, Inc. | Oct 1 '26 | 6.00× | $96 | +3.7% | Held | -3.4% | - | +11.2% | $2,598 | 32 | 3.0% |
| AMX América Móvil, S.A.B. de C.V. | Oct 1 '26 | 6.00× | $56 | +2.1% | Held | -20.1% | +12.2% | +8.7% | $2,598 | 67 | 2.3% |
| AMZN Amazon.com Inc. | Oct 1 '26 | 1.67× | $31 | +4.3% | Held | +6.6% | +3.2% | -4.4% | $723 | 79 | 2.2% |
| AN AutoNation Inc. | Oct 1 '26 | 6.00× | -$150 | -5.8% | Held | -17.4% | - | +30.0% | $2,598 | 55 | 5.2% |
| ANGX Angel Studios, Inc. | Oct 1 '26 | 4.10× | -$125 | -7.1% | Held | n/a | n/a | -12.3% | $1,775 | n/a | 8.1% |
| ANRO Alto Neuroscience, Inc. | Oct 1 '26 | 3.28× | -$71 | -5.0% | Held | -2.3% | +28.5% | -0.0% | $1,420 | 19 | 7.0% |
| AOMR Angel Oak Mortgage REIT, Inc. | Oct 1 '26 | 6.00× | -$37 | -1.4% | Held | -13.3% | -11.3% | +30.0% | $2,598 | 32 | 3.1% |
| AON Aon plc | Oct 1 '26 | 6.00× | -$15 | -0.6% | Held | +1.1% | -12.0% | +30.0% | $2,598 | 46 | 2.5% |
| AORT Artivion, Inc. | Oct 1 '26 | 6.00× | -$97 | -3.7% | Held | -5.7% | +13.5% | +5.4% | $2,598 | 59 | 4.3% |
| AOS A. O. Smith | Oct 1 '26 | 4.05× | -$26 | -1.5% | Held | -39.3% | - | +23.0% | $1,754 | 52 | 2.2% |
| APAM Artisan Partners Asset Management Inc. | Oct 1 '26 | 6.00× | -$168 | -6.5% | Held | -15.6% | - | +11.9% | $2,598 | 42 | 2.7% |
| APD Air Products and Chemicals Inc. | Oct 1 '26 | 3.39× | $38 | +2.6% | Held | -14.8% | +14.8% | +12.9% | $1,468 | 48 | 2.1% |
| APO Apollo Global Management | Oct 1 '26 | 6.00× | $76 | +2.9% | Held | +5.2% | +9.8% | +8.4% | $2,598 | 61 | 3.4% |
| APP AppLovin Corporation | Oct 1 '26 | 6.00× | $65 | +2.5% | Held | +19.8% | +13.9% | +5.5% | $2,598 | 14 | 5.8% |
| APTV Aptiv PLC | Oct 1 '26 | 6.00× | -$24 | -0.9% | Held | -16.7% | - | +20.3% | $2,598 | 40 | 2.9% |
| AQN Algonquin Power & Utilities Corp. | Oct 1 '26 | 6.00× | $19 | +0.7% | Held | -23.6% | - | +19.0% | $2,598 | 34 | 2.1% |
| AR Antero Resources Corporation | Oct 1 '26 | 3.13× | $92 | +6.8% | Held | +21.1% | - | +13.6% | $1,355 | 67 | 3.7% |