One run, every number
An example run
Example chosen automatically: the latest catalog run; the owner can pick another.
Sweep: Change in option implied vol (transform zscore, grid [21, 63, 94]). The candidate bar rejected it. It missed: information ratio -0.63, needs above 0.00; t-stat -1.26, needs above 3.00; deflated Sharpe 0.40, needs at least 0.95; false discovery q 1.00, needs below 0.10.
-0.63information ratio
-1.26Newey-West t-stat
0.40deflated Sharpe, 2,336 trials
0.03probability of overfitting
The bar, check by check
| Check | Value | Needs | Result |
|---|---|---|---|
| information ratio | -0.63 | above 0.00 | failed |
| t-stat | -1.26 | above 3.00 | failed |
| deflated Sharpe | 0.40 | at least 0.95 | failed |
| PBO | 0.03 | at most 0.20 | passed |
| false discovery qamong 875 runs | 1.00 | below 0.10 | failed |
| lookahead check | - | must pass | passed |
- p-value (one-sided)
- 0.8971
- Newey-West lag
- 6
- Lookahead check
- passed on 25 days
- Sharpe for sizing (after the haircut)
- 0.35
The stress gate
| The trailing yearthe last 252 bars: information ratio 0.33 | passed |
|---|---|
| Plateauneighbours' Sharpe 0.53 against 0.96 chosen: a plateau | passed |
| Costs doubledat 2x costs the information ratio is -0.71 | failed |
| Trade floor4126 out-of-sample trades against a floor of 100 | passed |
The deflated Sharpe's inputs
- Bars out of sample (T)
- 1,062
- Sharpe per bar (SR)
- 0.04446
- Skew
- -0.0141
- Kurtosis
- 5.2262
- Trials counted (N)
- 2,336
- Variance of the trials' Sharpe (V)
- 0.000224
- Luck benchmark (SR0)
- 0.05219
- Deflated Sharpe
- 0.4007
The formula is on How we test.
Out of sample against the benchmark
| Figure | Strategy | 50% SPY 50% QQQ daily | Buy and hold |
|---|---|---|---|
| Return a year | +13.50% | +23.07% | - |
| Volatility | 21.11% | 18.94% | - |
| Sharpe | 0.71 | 1.19 | - |
| Max drawdown | -26.02% | -20.74% | - |
| Days up | 50.9% | 54.8% | - |
| Bars | 1,062 | 1,062 | - |
The spec
- Kind
- cross_section
- Source family
- House
- grid
- 21, 63, 94
- factor
- iv_change
- weight
- equal
- quantile
- 0.2
- universe
- pit
- rebalance
- 21
- transform
- zscore
- neutralize
- none
- Configurations in the grid
- 3
- Purge, embargo (sessions)
- 5, 5
- Seed
- 2084921019
- Finished
- 2026-10-15 01:04:42.481994+00:00
The published edge
Change in option implied vol: Stocks whose call implied vol rose most over the past month earn high returns and those whose put implied vol rose most earn low returns; decile sorts on the call IV change spread about 1% a month.
Every fold
| # | Training ends | Test starts | Setting | Training Sharpe |
|---|---|---|---|---|
| 1 | 2022-05-16 | 2022-05-24 | 63 | -0.38 |
| 2 | 2022-11-21 | 2022-11-30 | 63 | -0.36 |
| 3 | 2023-06-01 | 2023-06-09 | 63 | -0.17 |
| 4 | 2023-12-07 | 2023-12-15 | 63 | -0.03 |
| 5 | 2024-06-17 | 2024-06-26 | 63 | 0.17 |
| 6 | 2024-12-23 | 2025-01-02 | 63 | 0.40 |
| 7 | 2025-07-07 | 2025-07-15 | 21 | 0.87 |
| 8 | 2026-01-12 | 2026-01-21 | 21 | 1.29 |
| 9 | 2026-07-22 | 2026-07-30 | 21 | 1.16 |
Costs and capacity
- note
- half the estimated spread plus square-root impact per name, floored at the run's flat cost (src/backtest/costs.py name_cost)
- model
- per_name_spread_impact
- capital
- 250,000
- charged
- traded: 81.6174; at_floor: 1; total_bps: 5; impact_bps: 0.4409; half_spread_bps: 2
- formula
- bps = max(floor_bps, max(half_spread, half_spread_min_bps) + impact_coef * sqrt(min(order / ADV, participation_cap)))
- floor bps
- 5
- adv source
- trailing 20-bar median dollar volume
- adv window
- 20
- impact coef
- 30
- spread source
- no high and low: half_spread_min_bps
- spread window
- 21
- participation cap
- 0.1
- half spread min bps
- 2
Capacity
- bars
- 1,062
- reason
- impact stops rising at the participation cap before it reaches half the edge
- dollars
- -
- periods
- 252
- floor bps
- 5
- median adv
- 12409000
- impact coef
- 30
- run capital
- 250,000
- edge per year
- 0.148945
- participation cap
- 0.1
- turnover per year
- 19.3668
Every out-of-sample trade (500)
- days
- 1,062
- note
- out-of-sample trades; a trade's result is before costs, the run's returns are after them
- open
- 100
- trades
- 4,126
- avg win
- 0.000994537
- avg loss
- 0.000871465
- exposure
- 1
- turnover
- 19.6041
- win rate
- 0.553563
- avg hold days
- 25.3994
- profit factor
- 1.41507
Show all 500 trades
| Name | Held | Bars | Result | Name's return | Benchmark |
|---|---|---|---|---|---|
| CRMsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.01% | +0.58% | +7.52% |
| CRWVsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.01% | -3.90% | +7.52% |
| EMEend of test window | 2026-04-27 to 2026-07-22 | 60 | -0.12% | -13.09% | +5.70% |
| ENTGsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.08% | -8.93% | +7.52% |
| Fsignal off | 2026-04-27 to 2026-06-25 | 42 | +0.17% | +15.62% | +5.50% |
| FCXsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.06% | +5.40% | +7.52% |
| FNsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.03% | -5.43% | +7.52% |
| FTAIsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.13% | +8.85% | +7.52% |
| GEVsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.06% | -6.75% | +7.52% |
| GOOGsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.12% | +12.44% | +7.52% |
| GOOGLsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.13% | +12.95% | +7.52% |
| GSsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.07% | +7.23% | +7.52% |
| HOODsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.12% | -12.54% | +7.52% |
| IBKRsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.08% | +8.15% | +7.52% |
| INFYsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.06% | -6.33% | +7.52% |
| INTCsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.44% | +49.65% | +7.52% |
| IONQsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.44% | +49.07% | +7.52% |
| ISRGsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.09% | -9.46% | +7.52% |
| LITEsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.07% | +3.33% | +7.52% |
| LRCXsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.20% | +20.54% | +7.52% |
| MEDPsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.05% | +4.58% | +7.52% |
| MKSIsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.18% | +18.89% | +7.52% |
| MMMsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.06% | +6.04% | +7.52% |
| MPWRsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.03% | +1.83% | +7.52% |
| MRVLsignal off | 2026-04-27 to 2026-06-25 | 42 | +0.66% | +71.57% | +5.50% |
| MSsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.08% | +7.87% | +7.52% |
| MSFTsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.02% | -1.79% | +7.52% |
| NFLXsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.05% | -5.05% | +7.52% |
| NOWsignal off | 2026-04-27 to 2026-06-25 | 42 | +0.03% | -0.77% | +5.50% |
| NVTsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.19% | +19.32% | +7.52% |
| NXPIsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.35% | +36.30% | +7.52% |
| ONDSsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.02% | -7.12% | +7.52% |
| PATHsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.08% | +7.04% | +7.52% |
| QBTSsignal off | 2026-04-27 to 2026-06-25 | 42 | +0.30% | +18.51% | +5.50% |
| QCOMsignal off | 2026-04-27 to 2026-06-25 | 42 | +0.40% | +38.17% | +5.50% |
| RCLsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.02% | +0.70% | +7.52% |
| RDDTsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.05% | -6.50% | +7.52% |
| RGTIsignal off | 2026-04-27 to 2026-06-25 | 42 | +0.24% | +10.81% | +5.50% |
| RIOTsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.37% | +40.47% | +7.52% |
| RIVNsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.13% | -13.01% | +7.52% |
| RKLBsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.67% | +79.84% | +7.52% |
| ROKUsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.11% | +10.77% | +7.52% |
| ROPsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.10% | -9.37% | +7.52% |
| SMCIsignal off | 2026-04-27 to 2026-06-25 | 42 | +0.23% | +8.98% | +5.50% |
| SNAPsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.02% | +1.41% | +7.52% |
| SNDKsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.52% | +60.55% | +7.52% |
| SNOWsignal off | 2026-04-27 to 2026-06-25 | 42 | +0.56% | +61.88% | +5.50% |
| SOFIsignal off | 2026-04-27 to 2026-06-25 | 42 | -0.03% | -6.29% | +5.50% |
| STMsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.35% | +40.03% | +7.52% |
| STXsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.39% | +44.36% | +7.52% |
| TDYsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.03% | -3.24% | +7.52% |
| TSLAsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.15% | +15.23% | +7.52% |
| TSMsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.03% | +2.47% | +7.52% |
| TTDsignal off | 2026-04-27 to 2026-06-25 | 42 | -0.30% | -27.62% | +5.50% |
| TXNsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.17% | +17.82% | +7.52% |
| UALsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.14% | +13.88% | +7.52% |
| UNHsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.06% | +6.23% | +7.52% |
| VRTsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.02% | +0.16% | +7.52% |
| WDCsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.28% | +29.84% | +7.52% |
| WFCsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.02% | -1.81% | +7.52% |
| WPMsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.06% | -6.54% | +7.52% |
| XELsignal off | 2026-04-27 to 2026-05-26 | 21 | +0.02% | +2.05% | +7.52% |
| XYZsignal off | 2026-04-27 to 2026-05-26 | 21 | -0.03% | -3.45% | +7.52% |
| AKAMsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.26% | -23.78% | -1.88% |
| ALLsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.09% | +9.42% | -1.88% |
| ALNYend of test window | 2026-05-27 to 2026-07-22 | 39 | -0.09% | -9.62% | -1.69% |
| APDsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.03% | -3.41% | -1.88% |
| APHsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.18% | +18.54% | -1.88% |
| APPsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.12% | -13.32% | -1.88% |
| AXONsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.16% | +15.24% | -1.88% |
| BABAsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.29% | -25.93% | -1.88% |
| BEsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.06% | +2.26% | -1.88% |
| CAHend of test window | 2026-05-27 to 2026-07-22 | 39 | +0.10% | +10.30% | -1.69% |
| CDEsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.11% | -12.98% | -1.88% |
| CHTRsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.09% | -9.94% | -1.88% |
| CMIsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.09% | +8.79% | -1.88% |
| CNCsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.13% | +13.17% | -1.88% |
| CPNGsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.12% | +10.34% | -1.88% |
| CRSsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.28% | +31.81% | -1.88% |
| CRWDsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.03% | +1.05% | -1.88% |
| CSCOsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.01% | +0.52% | -1.88% |
| CTSHsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.27% | -24.45% | -1.88% |
| DASHsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.15% | +14.92% | -1.88% |
| DDOGsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.01% | -1.17% | -1.88% |
| DELLsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.36% | +34.17% | -1.88% |
| DOCNsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.08% | -9.63% | -1.88% |
| DTsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.00% | -0.82% | -1.88% |
| DXCMsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.04% | -4.73% | -1.88% |
| EBAYsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.06% | -6.04% | -1.88% |
| EMRsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.04% | +3.10% | -1.88% |
| FICOsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.10% | -10.03% | -1.88% |
| FISVsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.15% | -14.59% | -1.88% |
| FLEXsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.14% | +12.67% | -1.88% |
| GEHCsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.02% | +1.15% | -1.88% |
| GLWsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.20% | +17.14% | -1.88% |
| GMsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.01% | -1.35% | -1.88% |
| HDBsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.03% | +2.33% | -1.88% |
| HPEsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.25% | +23.06% | -1.88% |
| HUBSsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.11% | -13.85% | -1.88% |
| HUMsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.23% | +24.50% | -1.88% |
| IBNsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.11% | +11.06% | -1.88% |
| ITWsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.08% | +8.02% | -1.88% |
| JCIsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.05% | +3.98% | -1.88% |
| KEYSsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.02% | +1.27% | -1.88% |
| KLACsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.29% | +28.83% | -1.88% |
| LPLAend of test window | 2026-05-27 to 2026-07-22 | 39 | +0.16% | +15.98% | -1.69% |
| LSCCsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.02% | -4.12% | -1.88% |
| LYVsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.05% | +5.20% | -1.88% |
| MARsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.02% | +1.32% | -1.88% |
| MDBsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.01% | -4.26% | -1.88% |
| METAsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.11% | -11.28% | -1.88% |
| MRNAsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.26% | +27.00% | -1.88% |
| MTSIsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.03% | -4.82% | -1.88% |
| MTZsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.04% | +3.29% | -1.88% |
| MUSAsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.00% | -1.48% | -1.88% |
| NCLHsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.21% | +22.73% | -1.88% |
| NETsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.07% | +4.39% | -1.88% |
| NOKsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.14% | -15.18% | -1.88% |
| NRGsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.05% | +4.70% | -1.88% |
| NTRAsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.27% | +29.67% | -1.88% |
| NUsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.03% | -3.93% | -1.88% |
| NVDAsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.08% | -8.69% | -1.88% |
| ONsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.04% | -6.59% | -1.88% |
| PANWsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.14% | +14.08% | -1.88% |
| PDDsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.27% | -24.13% | -1.88% |
| PHsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.14% | +14.18% | -1.88% |
| PPLsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.03% | +3.21% | -1.88% |
| RBLXsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.02% | +0.87% | -1.88% |
| REGNsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.02% | -2.31% | -1.88% |
| RKTend of test window | 2026-05-27 to 2026-07-22 | 39 | -0.01% | -4.17% | -1.69% |
| SAPsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.16% | -15.43% | -1.88% |
| SHOPsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.07% | +6.31% | -1.88% |
| SMTCsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.03% | -1.26% | -1.88% |
| SNPSsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.15% | -14.87% | -1.88% |
| SPOTsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.18% | -16.58% | -1.88% |
| TEAMsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.10% | -12.01% | -1.88% |
| TERsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.23% | +21.47% | -1.88% |
| TTWOsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.08% | +8.16% | -1.88% |
| VEEVsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.01% | -0.21% | -1.88% |
| VSTsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.03% | +2.07% | -1.88% |
| WDAYsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.07% | -8.31% | -1.88% |
| WELLsignal off | 2026-05-27 to 2026-06-25 | 21 | +0.03% | +2.53% | -1.88% |
| ZMsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.18% | -17.22% | -1.88% |
| ZSsignal off | 2026-05-27 to 2026-06-25 | 21 | -0.32% | -32.88% | -1.88% |
| AEISend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.14% | -15.42% | +0.19% |
| ALBend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.18% | -16.74% | +0.19% |
| AMTsignal off | 2026-06-26 to 2026-08-25 | 37 | -0.01% | -2.04% | +6.40% |
| ARend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.03% | +2.17% | +0.19% |
| ARGXend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.04% | -4.12% | +0.19% |
| ATIend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.01% | -1.99% | +0.19% |
| AXTIend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.19% | -23.30% | +0.19% |
| AZNend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.08% | -8.65% | +0.19% |
| BKNGend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.01% | +0.44% | +0.19% |
| BMYend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.11% | +10.91% | +0.19% |
| BTIend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.01% | +0.69% | +0.19% |
| BURLend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.09% | +9.06% | +0.19% |
| CASYend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.09% | +9.35% | +0.19% |
| CBREend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.02% | +1.98% | +0.19% |
| CCLend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.08% | -8.34% | +0.19% |
| CIend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.01% | +1.05% | +0.19% |
| CIFRend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.00% | -4.87% | +0.19% |
| CLSend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.05% | -7.03% | +0.19% |
| CMGend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.00% | -0.29% | +0.19% |
| COFend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.01% | -1.63% | +0.19% |
| DEend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.03% | -3.48% | +0.19% |
| DGend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.03% | +2.83% | +0.19% |
| DHIend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.15% | -14.60% | +0.19% |
| DKNGend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.00% | -1.13% | +0.19% |
| DKSend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.12% | -11.48% | +0.19% |
| DLTRend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.04% | +3.31% | +0.19% |
| ELend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.02% | +1.44% | +0.19% |
| ELVend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.01% | +0.43% | +0.19% |
| EQTend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.05% | +4.66% | +0.19% |
| ETNend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.02% | -3.02% | +0.19% |
| EXEend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.06% | +5.36% | +0.19% |
| EXPEend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.04% | +3.95% | +0.19% |
| FASTend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.03% | -3.39% | +0.19% |
| FITBend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.03% | +2.92% | +0.19% |
| FIVEend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.10% | +9.85% | +0.19% |
| FNend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.08% | -9.46% | +0.19% |
| FSLRend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.17% | -15.99% | +0.19% |
| FTIend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.12% | +12.06% | +0.19% |
| GDend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.09% | +8.83% | +0.19% |
| GILDend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.06% | +5.39% | +0.19% |
| HBANsignal off | 2026-06-26 to 2026-08-25 | 37 | +0.03% | +2.75% | +6.40% |
| HCAend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.03% | -3.84% | +0.19% |
| HPQend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.09% | +9.52% | +0.19% |
| HUTend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.03% | -6.54% | +0.19% |
| IDXXend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.01% | -1.74% | +0.19% |
| IPend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.02% | -2.33% | +0.19% |
| JBLend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.15% | -15.04% | +0.19% |
| JHXend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.04% | -4.75% | +0.19% |
| KNXend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.01% | -1.28% | +0.19% |
| LHXend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.01% | -1.18% | +0.19% |
| LLYend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.04% | +3.10% | +0.19% |
| LUVend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.09% | -8.55% | +0.19% |
| MCHPend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.09% | -9.76% | +0.19% |
| MDLZend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.01% | +0.28% | +0.19% |
| MDTend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.03% | +2.35% | +0.19% |
| MKSIend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.15% | -16.03% | +0.19% |
| MLMend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.13% | -12.36% | +0.19% |
| MSIend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.02% | +1.91% | +0.19% |
| NFLXend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.03% | -3.37% | +0.19% |
| NOCend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.05% | +5.23% | +0.19% |
| NUEend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.05% | -4.97% | +0.19% |
| OKEend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.03% | +2.52% | +0.19% |
| OWLend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.08% | +7.96% | +0.19% |
| PCARend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.08% | +7.78% | +0.19% |
| PCGsignal off | 2026-06-26 to 2026-08-25 | 37 | +0.10% | +10.03% | +6.40% |
| PODDend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.04% | +3.36% | +0.19% |
| PSXend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.21% | +23.04% | +0.19% |
| RDDTend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.10% | +7.85% | +0.19% |
| RFend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.03% | +2.93% | +0.19% |
| RMDend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.02% | -2.71% | +0.19% |
| ROKUend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.06% | +6.14% | +0.19% |
| ROSTsignal off | 2026-06-26 to 2026-08-25 | 37 | +0.06% | +6.06% | +6.40% |
| RRXend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.04% | -5.15% | +0.19% |
| RVMDend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.03% | +2.80% | +0.19% |
| SAIAend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.01% | -1.38% | +0.19% |
| SHWend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.06% | -5.64% | +0.19% |
| STZend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.09% | -8.60% | +0.19% |
| SYFend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.07% | -7.15% | +0.19% |
| SYKend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.01% | -1.93% | +0.19% |
| TECKend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.02% | -2.99% | +0.19% |
| TMUSend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.06% | +5.18% | +0.19% |
| TRGPsignal off | 2026-06-26 to 2026-08-25 | 37 | +0.13% | +13.26% | +6.40% |
| TRVsignal off | 2026-06-26 to 2026-08-25 | 37 | +0.11% | +11.06% | +6.40% |
| TSEMend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.05% | -7.56% | +0.19% |
| TXRHend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.01% | +0.40% | +0.19% |
| UALend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.13% | -12.79% | +0.19% |
| ULTAend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.00% | -0.41% | +0.19% |
| UPSend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.06% | +6.00% | +0.19% |
| URIend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.09% | -9.19% | +0.19% |
| VLOend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.20% | +21.90% | +0.19% |
| WINGend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.17% | -16.63% | +0.19% |
| WMBend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.04% | -3.90% | +0.19% |
| WWDend of test window | 2026-06-26 to 2026-07-22 | 18 | -0.07% | -7.33% | +0.19% |
| XPOend of test window | 2026-06-26 to 2026-07-22 | 18 | +0.06% | +5.24% | +0.19% |
| AALsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.05% | -5.87% | +6.19% |
| ABTsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.07% | +7.43% | +6.19% |
| ACNsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.08% | +7.98% | +6.19% |
| ALABend of test window | 2026-07-30 to 2026-10-14 (open) | 54 | +0.42% | +40.86% | +8.03% |
| AMEsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.03% | +2.78% | +6.19% |
| AONsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.06% | -5.77% | +6.19% |
| ARMsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.10% | +7.54% | +6.19% |
| ASXsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.18% | +17.80% | +6.19% |
| AXPsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +1.34% | +6.19% |
| BABAsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.05% | +3.87% | +6.19% |
| BMNRsignal off | 2026-07-30 to 2026-09-24 | 40 | +0.58% | +68.78% | +8.75% |
| BNYsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.07% | +7.34% | +6.19% |
| BPsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +0.12% | +6.19% |
| BXsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.12% | +11.96% | +6.19% |
| CBsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.05% | -5.22% | +6.19% |
| CCIsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.03% | -3.58% | +6.19% |
| CFsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +0.37% | +6.19% |
| CHRWsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.17% | -17.44% | +6.19% |
| CHTRsignal off | 2026-07-30 to 2026-09-24 | 40 | -0.18% | -19.04% | +8.75% |
| CNQsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.07% | +6.70% | +6.19% |
| COINsignal off | 2026-07-30 to 2026-09-24 | 40 | +0.27% | +24.34% | +8.75% |
| CPsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.03% | +3.21% | +6.19% |
| CPRTsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.08% | +8.07% | +6.19% |
| CRBGsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +0.35% | +6.19% |
| CRWVsignal off | 2026-07-30 to 2026-09-24 | 40 | +0.48% | +48.08% | +8.75% |
| CVEsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.06% | +5.87% | +6.19% |
| CVNAsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.15% | +14.45% | +6.19% |
| DPZsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.02% | -2.79% | +6.19% |
| DRIsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.04% | +3.90% | +6.19% |
| DXCMsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.18% | +18.61% | +6.19% |
| ECLsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.02% | +2.06% | +6.19% |
| EFXsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.03% | +2.63% | +6.19% |
| EOGsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +0.53% | +6.19% |
| FANGsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +0.96% | +6.19% |
| FDXsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.08% | +8.08% | +6.19% |
| FICOsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.16% | -17.26% | +6.19% |
| GISsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.05% | +4.90% | +6.19% |
| HALsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.08% | +8.31% | +6.19% |
| HDBsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.00% | -0.21% | +6.19% |
| HIMSsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.27% | +27.03% | +6.19% |
| HLsignal off | 2026-07-30 to 2026-09-24 | 40 | +0.28% | +26.94% | +8.75% |
| HSYsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.03% | +2.60% | +6.19% |
| HUBBsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +0.72% | +6.19% |
| HUMsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.07% | +6.39% | +6.19% |
| IBKRsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.14% | +13.83% | +6.19% |
| IBNsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.03% | +2.93% | +6.19% |
| ICEsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.05% | +4.73% | +6.19% |
| IQVsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.05% | +4.79% | +6.19% |
| IRsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.07% | -7.15% | +6.19% |
| JBHTsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.05% | -4.92% | +6.19% |
| KEYsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.01% | -1.36% | +6.19% |
| KEYSsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.08% | +7.91% | +6.19% |
| KVUEsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.01% | -1.14% | +6.19% |
| LYVsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.02% | +1.25% | +6.19% |
| MELIsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.08% | +7.20% | +6.19% |
| MPCsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.15% | +15.12% | +6.19% |
| MSCIsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.03% | -2.97% | +6.19% |
| MSTRsignal off | 2026-07-30 to 2026-09-24 | 40 | +0.62% | +73.08% | +8.75% |
| NDAQsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.03% | +3.33% | +6.19% |
| NETsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.04% | +2.72% | +6.19% |
| NVOsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.04% | -4.84% | +6.19% |
| NVTsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.14% | +13.35% | +6.19% |
| ODFLsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.11% | -11.11% | +6.19% |
| OMCsignal off | 2026-07-30 to 2026-09-24 | 40 | -0.08% | -8.67% | +8.75% |
| OXYsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.05% | +4.19% | +6.19% |
| PAYXsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.03% | +2.33% | +6.19% |
| PBRsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.01% | -1.68% | +6.19% |
| PEPsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.01% | -0.96% | +6.19% |
| PGRsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +0.90% | +6.19% |
| PHsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.07% | +6.81% | +6.19% |
| PLDsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.01% | -1.49% | +6.19% |
| PLTRsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.38% | +40.34% | +6.19% |
| PRsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.12% | +12.28% | +6.19% |
| RIVNsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.04% | +2.45% | +6.19% |
| RLsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.03% | -3.39% | +6.19% |
| RTXsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.02% | -2.07% | +6.19% |
| SHELsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.05% | +5.26% | +6.19% |
| SOsignal off | 2026-07-30 to 2026-08-25 | 19 | -0.06% | -5.63% | +6.19% |
| SOFIsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.24% | +24.78% | +6.19% |
| SPGIsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.03% | +3.24% | +6.19% |
| STRLsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.02% | -1.41% | +6.19% |
| STTsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.10% | +9.74% | +6.19% |
| TERsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.16% | +14.68% | +6.19% |
| THCsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.06% | +5.79% | +6.19% |
| TSCOsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.14% | +14.84% | +6.19% |
| TWLOsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.21% | +19.00% | +6.19% |
| Usignal off | 2026-07-30 to 2026-08-25 | 19 | +0.36% | +40.51% | +6.19% |
| Vsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.04% | +4.24% | +6.19% |
| WBDend of test window | 2026-07-30 to 2026-10-14 (open) | 54 | +0.19% | +20.50% | +8.03% |
| WDCend of test window | 2026-07-30 to 2026-10-14 (open) | 54 | +0.03% | -1.79% | +8.03% |
| WELLsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +0.52% | +6.19% |
| WFCsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.02% | +1.62% | +6.19% |
| WSTsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.03% | +3.24% | +6.19% |
| XYZsignal off | 2026-07-30 to 2026-08-25 | 19 | +0.01% | +0.60% | +6.19% |
| AAOIend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | -0.14% | -14.46% | +1.73% |
| ADIsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.03% | +2.71% | +2.41% |
| AEISsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.02% | +0.99% | +2.41% |
| AEMsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.14% | -13.36% | +2.41% |
| AMATsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.00% | -1.19% | +2.41% |
| AMKRsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.10% | +8.43% | +2.41% |
| APLDsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.04% | -6.19% | +2.41% |
| APPend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.00% | -0.74% | +1.73% |
| ASTSsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.01% | -1.56% | +2.41% |
| AVGOsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.01% | -1.60% | +2.41% |
| AXONend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | -0.35% | -30.78% | +1.73% |
| AXTIend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.15% | +9.25% | +1.73% |
| Bsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.13% | -13.14% | +2.41% |
| BEsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.23% | +22.59% | +2.41% |
| BURLsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.20% | -19.15% | +2.41% |
| CDEsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.12% | -12.23% | +2.41% |
| CIFRsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.14% | +10.91% | +2.41% |
| CMSsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.09% | -8.67% | +2.41% |
| COHRend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.00% | -2.03% | +1.73% |
| CORZsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.02% | +0.55% | +2.41% |
| CRCLsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.05% | +1.04% | +2.41% |
| CRDOend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | -0.11% | -14.95% | +1.73% |
| DDOGsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.16% | +15.23% | +2.41% |
| DELLsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.20% | +18.91% | +2.41% |
| ENTGsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.08% | +7.02% | +2.41% |
| EQIXsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.03% | -3.62% | +2.41% |
| EXCsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.09% | -8.41% | +2.41% |
| FCXsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.10% | -9.79% | +2.41% |
| FERGsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.05% | -5.55% | +2.41% |
| FNsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.07% | -7.52% | +2.41% |
| GLWend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.05% | +3.22% | +1.73% |
| HCAsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.01% | -1.04% | +2.41% |
| HOODsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.10% | +7.81% | +2.41% |
| HUBSsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.05% | -6.74% | +2.41% |
| INFYsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.13% | -12.71% | +2.41% |
| INTCend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.31% | +32.84% | +1.73% |
| IONQsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.09% | +6.98% | +2.41% |
| IRENsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.12% | +9.28% | +2.41% |
| JCIsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.03% | +2.72% | +2.41% |
| JHXsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.14% | -13.98% | +2.41% |
| KGCsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.30% | -27.02% | +2.41% |
| KLACsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.03% | +2.04% | +2.41% |
| LITEsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.07% | +4.85% | +2.41% |
| LRCXend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.02% | +0.07% | +1.73% |
| MARAend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.06% | +2.49% | +1.73% |
| MLMsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.10% | -9.59% | +2.41% |
| MODsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.06% | +4.97% | +2.41% |
| MRVLsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.09% | +7.71% | +2.41% |
| MTSIend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.06% | +4.65% | +1.73% |
| MTZend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | -0.18% | -17.32% | +1.73% |
| MUsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.16% | +15.83% | +2.41% |
| NBISend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.06% | +4.40% | +1.73% |
| NEMsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.10% | -10.07% | +2.41% |
| NOKsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.03% | +0.82% | +2.41% |
| NRGsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.14% | -13.94% | +2.41% |
| NVDAsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.06% | +5.58% | +2.41% |
| NXTsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.05% | -5.75% | +2.41% |
| ONsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.02% | +0.92% | +2.41% |
| ONDSsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.06% | -7.47% | +2.41% |
| ONTOsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.02% | -4.20% | +2.41% |
| PCARsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.15% | -14.37% | +2.41% |
| PWRsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.07% | +6.50% | +2.41% |
| QBTSsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.09% | -9.76% | +2.41% |
| RBLXsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.24% | +24.80% | +2.41% |
| RDDTsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.05% | -5.90% | +2.41% |
| RGTIsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.01% | -2.57% | +2.41% |
| RIOsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.12% | -11.54% | +2.41% |
| RIOTsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.13% | +10.18% | +2.41% |
| RKLBsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.11% | +10.05% | +2.41% |
| RMBSsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.17% | +16.41% | +2.41% |
| ROPsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.12% | -11.93% | +2.41% |
| SIMOsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.16% | +13.58% | +2.41% |
| SNDKsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.19% | +18.43% | +2.41% |
| STMend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.07% | +6.76% | +1.73% |
| STXsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.11% | +10.33% | +2.41% |
| SWKSend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.32% | +33.38% | +1.73% |
| TSEMend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.08% | +6.29% | +1.73% |
| TTMIend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | +0.12% | +10.61% | +1.73% |
| UMCsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.22% | +22.79% | +2.41% |
| VALEsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.12% | -11.48% | +2.41% |
| VIKsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.14% | -13.82% | +2.41% |
| VMCsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.12% | -11.79% | +2.41% |
| VRSKend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | -0.11% | -10.77% | +1.73% |
| VSHsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.03% | +1.83% | +2.41% |
| WATsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.04% | +3.92% | +2.41% |
| WCCsignal off | 2026-08-26 to 2026-09-24 | 21 | +0.07% | +6.69% | +2.41% |
| WULFend of test window | 2026-08-26 to 2026-10-14 (open) | 35 | -0.05% | -7.47% | +1.73% |
| WWDsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.04% | -4.06% | +2.41% |
| XELsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.09% | -9.17% | +2.41% |
| ZMsignal off | 2026-08-26 to 2026-09-24 | 21 | -0.10% | -10.51% | +2.41% |
| Aend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +1.37% | -0.66% |
| AFRMend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.06% | -6.14% | -0.66% |
| AKAMend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.01% | -1.32% | -0.66% |
| ALNYend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +2.26% | -0.66% |
| AMEend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +1.60% | -0.66% |
| AMPend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +2.29% | -0.66% |
| ANETend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.00% | -0.43% | -0.66% |
| ARMend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.07% | -7.50% | -0.66% |
| ASXend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.69% | -0.66% |
| ATIend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.03% | -2.97% | -0.66% |
| AZOend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +1.69% | -0.66% |
| CASYend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +1.33% | -0.66% |
| CDWend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.07% | -6.53% | -0.66% |
| CIENend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.04% | -4.12% | -0.66% |
| CLSend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.04% | -4.43% | -0.66% |
| CRLend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.03% | -0.66% |
| CRWDend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.00% | -0.16% | -0.66% |
| CTVAend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.02% | -2.11% | -0.66% |
| DKNGend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.00% | -0.52% | -0.66% |
| DKSend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.70% | -0.66% |
| DOCNend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.04% | -3.60% | -0.66% |
| EFXend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.02% | -1.93% | -0.66% |
| EXPEend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.91% | -0.66% |
| FDXend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.04% | +3.61% | -0.66% |
| FITBend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.17% | -0.66% |
| FIXend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.97% | -0.66% |
| FLEXend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.55% | -0.66% |
| FTNTend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.01% | -1.31% | -0.66% |
| GOOGend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.08% | -0.66% |
| GOOGLend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.13% | -0.66% |
| GSend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.01% | -0.72% | -0.66% |
| GWREend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.04% | -3.90% | -0.66% |
| HBANend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.10% | -0.66% |
| INSMend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.03% | -3.19% | -0.66% |
| IRend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +2.10% | -0.66% |
| JBHTend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.01% | -1.40% | -0.66% |
| KVUEend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +1.48% | -0.66% |
| LLYend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.17% | -0.66% |
| LNGend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.02% | -2.34% | -0.66% |
| MDBend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.21% | -20.50% | -0.66% |
| MDTend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +1.76% | -0.66% |
| MTDend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +1.67% | -0.66% |
| NCLHend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.85% | -0.66% |
| NOWend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.05% | -4.60% | -0.66% |
| NTRAend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.80% | -0.66% |
| NVSend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +2.32% | -0.66% |
| OKTAend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.02% | -2.17% | -0.66% |
| PCGend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.03% | -3.20% | -0.66% |
| PLTRend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.03% | -2.65% | -0.66% |
| PYPLend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.03% | +3.23% | -0.66% |
| QCOMend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.03% | -3.53% | -0.66% |
| RIVNend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.03% | -3.24% | -0.66% |
| RKTend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.03% | -2.60% | -0.66% |
| RLend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +1.64% | -0.66% |
| ROKUend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.00% | -0.46% | -0.66% |
| ROSTend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.67% | -0.66% |
| RSGend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.09% | -0.66% |
| RVMDend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.98% | -0.66% |
| SEend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.02% | -1.80% | -0.66% |
| SHOPend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.01% | -0.80% | -0.66% |
| SITMend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +2.14% | -0.66% |
| SLBend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.05% | -0.66% |
| SMTCend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.16% | -0.66% |
| SNend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.03% | +2.88% | -0.66% |
| SNOWend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.02% | -1.85% | -0.66% |
| SOFIend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.05% | -5.06% | -0.66% |
| STZend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.01% | -1.11% | -0.66% |
| SYFend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.00% | -0.06% | -0.66% |
| TLNend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +1.16% | -0.66% |
| Uend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.04% | -3.73% | -0.66% |
| ULTAend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.06% | -0.66% |
| VEEVend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +1.87% | -0.66% |
| VRTXend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +0.98% | -0.66% |
| VSTend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.00% | +0.07% | -0.66% |
| WDAYend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.01% | -1.29% | -0.66% |
| WMend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | -0.01% | -0.76% | -0.66% |
| WSMend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.01% | +1.14% | -0.66% |
| ZBHend of test window | 2026-09-25 to 2026-10-14 (open) | 14 | +0.02% | +2.16% | -0.66% |
A trade's result is before costs; the run's returns above are after them.
As of 2026-10-18T02:11:38+00:00. Source: the lab's stored result for this run (Postgres research.runs).
Research, not advice. Past results do not promise future returns. StockGaines publishes its method to everyone alike and does not advise anyone on whether a strategy suits them.