| Buy and hold | Sell on exit signal | SPY, same dollars | |
|---|---|---|---|
| Return | +3.0% | +7.6% | +9.6% |
| Difference | -6.6 pts vs SPY | +4.6 pts vs hold | - |
| Cash needed | $15,134,733 | $4,947,334 | $15,134,733 |
| Profit | +$457,617 | +$376,824 | +$1,453,078 |
| Ending value | $15,592,350 | $5,324,158 | $16,587,811 |
| Win rate | 45% | 63% | - |
| Median return | -1.6% | +2.3% | - |
| Positions | 44,977 held | 28,641 sold · 16,336 held | - |
| Average days held when sold | - | 50 d | - |
| Asset | Signal ↓ | Mult | P&L held | Return held | If sold | Factor | Vol timing | Mean rev | Invested | DCA | Volat. |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AA Alcoa Corporation | Oct 5 '26 | 1.97× | -$8 | -4.0% | Held | -3.0% | - | +7.6% | $197 | 65 | 3.1% |
| AAP Advance Auto Parts, Inc. | Oct 5 '26 | 5.35× | $27 | +5.1% | Held | -13.7% | - | +18.1% | $535 | 40 | 4.0% |
| AAPL Apple Inc. | Oct 5 '26 | 0.08× | $0 | +1.3% | Held | -3.2% | +3.3% | -18.0% | $8 | 84 | 1.9% |
| AAT American Assets Trust, Inc. | Oct 5 '26 | 1.15× | $0 | +0.2% | Held | -19.4% | +28.0% | +1.4% | $115 | 49 | 1.8% |
| AAUC Allied Gold Corporation | Oct 5 '26 | 6.00× | $20 | +3.4% | Held | -3.4% | -8.5% | +3.9% | $600 | 32 | 4.4% |
| AB AllianceBernstein Holding L.P. | Oct 5 '26 | 3.04× | -$3 | -1.0% | Held | -5.5% | - | +30.0% | $304 | 44 | 1.7% |
| ABCB Ameris Bancorp | Oct 5 '26 | 1.12× | -$3 | -2.3% | Held | -15.7% | +22.7% | +9.3% | $112 | 70 | 1.9% |
| ABG Asbury Automotive Group, Inc. | Oct 5 '26 | 6.00× | -$13 | -2.1% | Held | -18.6% | -8.6% | +30.0% | $600 | 48 | 4.8% |
| ABM ABM Industries Incorporated | Oct 5 '26 | 0.92× | $2 | +2.0% | Held | -20.0% | +5.1% | -17.3% | $92 | 62 | 2.2% |
| ABR Arbor Realty Trust, Inc. | Oct 5 '26 | 6.00× | -$110 | -18.3% | Held | -11.8% | -3.5% | +24.6% | $600 | 25 | 5.4% |
| ABT Abbott Laboratories | Oct 5 '26 | 1.02× | -$1 | -1.0% | Held | -16.8% | - | -1.0% | $102 | 42 | 2.1% |
| ABX Abacus Global Management, Inc. | Oct 5 '26 | 3.88× | -$7 | -1.9% | Held | -1.4% | +3.8% | +12.7% | $388 | 80 | 5.1% |
| ACEL Accel Entertainment, Inc. | Oct 5 '26 | 3.18× | $3 | +1.1% | Held | -7.0% | - | +30.0% | $318 | 50 | 2.2% |
| ACHR Archer Aviation Inc. | Oct 5 '26 | 6.00× | $28 | +4.6% | Held | +8.0% | +11.1% | +5.6% | $600 | 44 | 5.9% |
| ACI Arch Capital Group Ltd. | Oct 5 '26 | 6.00× | $35 | +5.8% | Held | -8.9% | -7.8% | +30.0% | $600 | 40 | 2.9% |
| ACM AECOM | Oct 5 '26 | 6.00× | -$6 | -1.0% | Held | -1.8% | - | +8.5% | $600 | 53 | 3.4% |
| ACR ACRES Commercial Realty Corp. | Oct 5 '26 | 6.00× | $4 | +0.7% | Held | -4.9% | -24.7% | +3.8% | $600 | 50 | 6.2% |
| ACRE Ares Commercial Real Estate Corporation | Oct 5 '26 | 6.00× | -$25 | -4.1% | Held | -17.8% | -2.8% | +30.0% | $600 | 40 | 3.4% |
| AD Array Digital Infrastructure, Inc. | Oct 5 '26 | 5.60× | -$17 | -3.0% | Held | -3.4% | - | +14.0% | $560 | 72 | 2.8% |
| ADBE Adobe Inc. | Oct 5 '26 | 4.36× | $2 | +0.5% | Held | +20.0% | - | +4.8% | $436 | 40 | 3.3% |
| ADC Agree Realty Corporation | Oct 5 '26 | 6.00× | $4 | +0.6% | Held | -32.9% | -5.3% | +12.8% | $600 | 45 | 1.8% |
| ADNT Adient plc | Oct 5 '26 | 5.19× | -$1 | -0.1% | Held | -19.6% | +2.4% | +7.2% | $519 | 55 | 4.8% |
| ADP Automatic Data Processing Inc. | Oct 5 '26 | 1.39× | $6 | +4.5% | Held | +13.3% | - | -5.7% | $139 | 61 | 2.1% |
| ADT ADT Inc. | Oct 5 '26 | 6.00× | $18 | +3.0% | Held | -8.6% | -4.3% | +25.5% | $600 | 40 | 2.8% |
| AEE Ameren Corporation | Oct 5 '26 | 3.76× | $7 | +1.9% | Held | -34.8% | +11.1% | +21.7% | $376 | 46 | 1.5% |
| AEG Aegon Ltd. | Oct 5 '26 | 4.53× | -$17 | -3.8% | Held | -6.8% | - | -6.5% | $453 | 74 | 1.7% |
| AEM Agnico Eagle Mines Limited | Oct 5 '26 | 5.14× | $15 | +2.9% | Held | -8.2% | +4.7% | +0.1% | $514 | 89 | 3.2% |
| AEP American Electric Power Company Inc. | Oct 5 '26 | 0.41× | $1 | +2.1% | Held | -33.3% | - | +24.0% | $41 | 50 | 1.6% |
| AER AerCap Holdings N.V. | Oct 5 '26 | 1.62× | $0 | +0.2% | Held | -14.4% | +13.5% | +1.6% | $162 | 84 | 2.1% |
| AEXA American Exceptionalism Acquisition Corp. A | Oct 5 '26 | 5.44× | -$11 | -2.0% | Held | n/a | n/a | +30.0% | $544 | n/a | 1.4% |
| AFG American Financial Group, Inc. | Oct 5 '26 | 0.51× | $1 | +1.1% | Held | -16.0% | - | -12.7% | $51 | 51 | 1.5% |
| AFL AFLAC Incorporated | Oct 5 '26 | 1.11× | $2 | +1.8% | Held | -16.5% | - | +7.2% | $111 | 46 | 1.6% |
| AG First Majestic Silver Corp. | Oct 5 '26 | 6.00× | -$12 | -2.0% | Held | -2.5% | +18.3% | +5.1% | $600 | 86 | 5.1% |
| AGCO AGCO Corporation | Oct 5 '26 | 0.61× | -$7 | -11.3% | Held | -23.3% | - | -1.2% | $61 | 51 | 3.4% |
| AGG iShares Core U.S. Aggregate Bond ETF | Oct 5 '26 | 2.91× | $1 | +0.3% | Held | -27.7% | -13.8% | +30.0% | $291 | 33 | 0.5% |
| AGI Alamos Gold Inc. | Oct 5 '26 | 6.00× | $6 | +1.0% | Held | -5.3% | +16.3% | +11.8% | $600 | 82 | 3.5% |
| AGM Federal Agricultural Mortgage Corporation | Oct 5 '26 | 0.22× | -$1 | -6.3% | Held | -10.0% | +13.0% | -21.0% | $22 | 75 | 2.5% |
| AGM.A Federal Agricultural Mortgage Corporation | Oct 5 '26 | 2.20× | -$9 | -3.9% | Held | -4.5% | - | -15.3% | $220 | 59 | 0.5% |
| AGO Assured Guaranty Ltd. | Oct 5 '26 | 4.19× | $5 | +1.3% | Held | -9.0% | - | +30.0% | $419 | 36 | 2.2% |
| AHR American Healthcare REIT, Inc. | Oct 5 '26 | 2.52× | $1 | +0.3% | Held | -16.5% | +17.6% | +1.6% | $252 | 26 | 1.9% |
| AHRT AH REALTY TRUST INC | Oct 5 '26 | 1.74× | $1 | +0.5% | Held | -16.0% | -7.3% | +6.3% | $174 | 40 | 3.2% |
| AIN Albany International Corp. | Oct 5 '26 | 2.89× | $3 | +1.1% | Held | -16.6% | -4.1% | +7.5% | $289 | 55 | 2.9% |
| AIR AAR Corp. | Oct 5 '26 | 6.00× | -$18 | -2.9% | Held | -15.6% | -11.1% | +21.7% | $600 | 79 | 5.8% |
| AIV Apartment Investment and Management Company | Oct 5 '26 | 6.00× | -$35 | -5.9% | Held | -5.1% | +6.1% | +15.3% | $600 | 25 | 4.2% |
| AIZ Assurant Inc. | Oct 5 '26 | 0.63× | $0 | +0.1% | Held | -9.4% | +2.0% | -11.9% | $63 | 79 | 2.1% |
| AJG Arthur J. Gallagher & Co. | Oct 5 '26 | 6.00× | $18 | +3.0% | Held | -1.1% | - | +0.3% | $600 | 39 | 2.6% |
| AKA a.k.a. Brands Holding Corp. | Oct 5 '26 | 2.79× | $1 | +0.5% | Held | -4.2% | +30.0% | -2.1% | $279 | 47 | 3.0% |
| AKO.A Embotelladora Andina S.A. | Oct 5 '26 | 1.44× | -$3 | -2.1% | Held | -3.7% | - | -13.7% | $144 | 85 | 1.9% |
| AKR Acadia Realty Trust | Oct 5 '26 | 6.00× | -$7 | -1.1% | Held | -23.0% | +19.5% | +6.9% | $600 | 38 | 1.8% |
| ALB Albemarle Corporation | Oct 5 '26 | 6.00× | -$24 | -4.0% | Held | -5.5% | +23.2% | +6.8% | $600 | 55 | 3.8% |
| ALC Alcon Inc. | Oct 5 '26 | 4.00× | -$1 | -0.1% | Held | -13.7% | - | +20.1% | $400 | 39 | 1.6% |
| ALIT Alight, Inc. | Oct 5 '26 | 6.00× | $40 | +6.7% | Held | +4.9% | +9.0% | +15.6% | $600 | 25 | 8.8% |
| ALK Alaska Air Group Inc. | Oct 5 '26 | 4.81× | -$7 | -1.4% | Held | -15.5% | +17.9% | +6.6% | $481 | 54 | 3.9% |
| ALL The Allstate Corporation | Oct 5 '26 | 3.16× | $7 | +2.2% | Held | -11.9% | - | +14.9% | $316 | 66 | 2.5% |
| ALLE Allegion plc | Oct 5 '26 | 0.57× | -$1 | -2.6% | Held | -28.9% | +12.8% | -6.1% | $57 | 63 | 2.0% |
| ALLY Ally Financial Inc. | Oct 5 '26 | 6.00× | -$8 | -1.3% | Held | -8.9% | +20.9% | +30.0% | $600 | 63 | 2.5% |
| ALNY Alnylam Pharmaceuticals, Inc. | Oct 5 '26 | 6.00× | $31 | +5.2% | Held | -3.5% | - | +6.6% | $600 | 69 | 4.2% |
| ALSN Allison Transmission Holdings, Inc. | Oct 5 '26 | 1.93× | -$11 | -5.8% | Held | -19.1% | -0.3% | +2.4% | $193 | 74 | 3.3% |
| ALV Autoliv, Inc. | Oct 5 '26 | 1.32× | -$6 | -4.3% | Held | -22.4% | - | +6.2% | $132 | 64 | 2.4% |
| ALX Alexander's, Inc. | Oct 5 '26 | 1.13× | -$3 | -2.7% | Held | -19.4% | - | +14.0% | $113 | 45 | 1.9% |
| AM Antero Midstream Corporation | Oct 5 '26 | 2.23× | $6 | +2.7% | Held | +1.2% | - | +26.7% | $223 | 56 | 2.4% |
| AMBP Ardagh Metal Packaging S.A. | Oct 5 '26 | 1.03× | -$1 | -1.4% | Held | -19.2% | - | -0.4% | $103 | 51 | 3.0% |
| AMCR Amcor plc | Oct 5 '26 | 3.30× | -$0 | -0.1% | Held | -33.3% | +30.0% | +1.1% | $330 | 41 | 2.1% |
| AMGN Amgen Inc. | Oct 5 '26 | 0.30× | $1 | +2.8% | Held | -22.9% | -14.0% | -19.9% | $30 | 71 | 2.4% |
| AMH AMH (Ares Management L.P.) | Oct 5 '26 | 3.79× | $8 | +2.2% | Held | -21.8% | +25.4% | +17.0% | $379 | 46 | 1.7% |
| AMP Ameriprise Financial Inc. | Oct 5 '26 | 2.79× | $3 | +1.0% | Held | +2.1% | - | -2.4% | $279 | 65 | 3.0% |
| AMPX Amprius Technologies, Inc. | Oct 5 '26 | 6.00× | -$8 | -1.3% | Held | +11.4% | +30.0% | +5.4% | $600 | 56 | 6.2% |
| AMR Alpha Metallurgical Resources, Inc. | Oct 5 '26 | 3.10× | $13 | +4.2% | Held | -4.1% | - | +1.8% | $310 | 49 | 5.3% |
| AMRC Ameresco, Inc. | Oct 5 '26 | 2.00× | -$5 | -2.5% | Held | -8.2% | +3.0% | +4.4% | $200 | 55 | 5.6% |
| AMRZ Amrize AG | Oct 5 '26 | 6.00× | -$18 | -3.0% | Held | n/a | +12.8% | +15.1% | $600 | 8 | 2.6% |
| AMT American Tower Corporation | Oct 5 '26 | 6.00× | $71 | +11.8% | Held | -21.8% | - | +15.9% | $600 | 45 | 2.2% |
| AMTM Amentum Holdings, Inc. | Oct 5 '26 | 6.00× | $28 | +4.7% | Held | -2.0% | - | +11.2% | $600 | 32 | 3.3% |
| AN AutoNation Inc. | Oct 5 '26 | 6.00× | -$7 | -1.1% | Held | -15.0% | -22.9% | +30.0% | $600 | 55 | 5.3% |
| ANGX Angel Studios, Inc. | Oct 5 '26 | 6.00× | -$36 | -6.0% | Held | n/a | n/a | -11.2% | $600 | n/a | 8.0% |
| ANRO Alto Neuroscience, Inc. | Oct 5 '26 | 5.98× | $7 | +1.2% | Held | -0.8% | +30.0% | +0.4% | $598 | 19 | 7.5% |
| AOMR Angel Oak Mortgage REIT, Inc. | Oct 5 '26 | 6.00× | -$2 | -0.3% | Held | -12.4% | -8.4% | +30.0% | $600 | 32 | 3.2% |
| AON Aon plc | Oct 5 '26 | 6.00× | $6 | +0.9% | Held | -3.3% | - | +30.0% | $600 | 46 | 2.4% |
| AORT Artivion, Inc. | Oct 5 '26 | 6.00× | -$42 | -6.9% | Held | -5.5% | - | +4.7% | $600 | 59 | 4.3% |
| AOS A. O. Smith | Oct 5 '26 | 3.93× | -$6 | -1.6% | Held | -34.1% | - | +20.2% | $393 | 52 | 2.2% |
| APAM Artisan Partners Asset Management Inc. | Oct 5 '26 | 6.00× | -$21 | -3.5% | Held | -12.9% | -4.6% | +23.7% | $600 | 42 | 2.6% |
| APD Air Products and Chemicals Inc. | Oct 5 '26 | 1.10× | $0 | +0.3% | Held | -13.8% | - | +8.7% | $110 | 48 | 2.1% |
| APO Apollo Global Management | Oct 5 '26 | 6.00× | $16 | +2.6% | Held | +5.9% | - | +7.3% | $600 | 61 | 3.4% |
| APP AppLovin Corporation | Oct 5 '26 | 6.00× | -$12 | -2.1% | Held | +20.0% | - | +5.3% | $600 | 14 | 5.8% |
| APTV Aptiv PLC | Oct 5 '26 | 2.00× | -$1 | -0.7% | Held | -12.6% | - | +20.2% | $200 | 40 | 2.9% |
| AQN Algonquin Power & Utilities Corp. | Oct 5 '26 | 4.40× | $1 | +0.3% | Held | -21.1% | +7.5% | +17.9% | $440 | 34 | 2.0% |
| AR Antero Resources Corporation | Oct 5 '26 | 0.93× | $4 | +4.0% | Held | +17.4% | - | +10.1% | $93 | 67 | 3.7% |
| ARE Alexandria Real Estate Equities Inc. | Oct 5 '26 | 6.00× | -$8 | -1.4% | Held | -20.0% | +5.3% | +8.1% | $600 | 40 | 4.2% |
| ARES Ares Management | Oct 5 '26 | 6.00× | -$4 | -0.6% | Held | +8.9% | +13.1% | +3.7% | $600 | 66 | 3.8% |
| ARI Apollo Commercial Real Estate Finance, Inc. | Oct 5 '26 | 6.00× | -$0 | -0.1% | Held | -9.6% | - | +21.8% | $600 | 40 | 1.9% |
| ARIS Aris Mining Corporation | Oct 5 '26 | 1.26× | -$3 | -2.3% | Held | -5.7% | - | +0.1% | $126 | 97 | 4.4% |
| ARL American Realty Investors, Inc. | Oct 5 '26 | 0.85× | $2 | +2.1% | Held | -6.8% | -14.7% | -4.2% | $85 | 57 | 6.0% |
| ARLO Arlo Technologies, Inc. | Oct 5 '26 | 4.00× | -$11 | -2.6% | Held | +4.8% | +7.1% | +6.8% | $400 | 81 | 3.9% |
| ARMK Aramark | Oct 5 '26 | 0.22× | -$0 | -0.9% | Held | -11.3% | -1.6% | -10.3% | $22 | 84 | 2.3% |
| AROC Archrock, Inc. | Oct 5 '26 | 6.00× | $2 | +0.3% | Held | -0.3% | -0.1% | +17.1% | $600 | 66 | 2.9% |
| ARR ARMADA HOFFLER PRPTY | Oct 5 '26 | 6.00× | -$1 | -0.1% | Held | -21.1% | +2.0% | +29.5% | $600 | 27 | 2.9% |
| ASA ASA Gold and Precious Metals Limited | Oct 5 '26 | 2.67× | $1 | +0.3% | Held | -7.2% | +19.1% | +4.5% | $267 | 88 | 3.4% |
| ASB Associated Banc-Corp | Oct 5 '26 | 0.82× | -$2 | -2.0% | Held | -12.5% | - | -5.5% | $82 | 65 | 2.0% |
| ASH Ashland Inc. | Oct 5 '26 | 0.46× | $1 | +1.7% | Held | -19.7% | +30.0% | -6.4% | $46 | 61 | 2.3% |
| ASIC Ategrity Specialty Insurance Company Holdings | Oct 5 '26 | 0.29× | $0 | +1.0% | Held | n/a | +9.1% | -30.0% | $29 | 16 | 3.5% |
| ASR Ares Strategic Growth Corporation | Oct 5 '26 | 5.25× | -$18 | -3.4% | Held | -8.2% | - | +27.3% | $525 | 41 | 3.0% |