Relative Strength Ledger

What is this?

This page is the public logbook of a small machine-learning experiment. Every week, a statistical model examines 448 large U.S. stocks using nothing but their own price and trading-volume history — how strongly each has trended over the past year, how volatile it has been, how close it sits to its 52-week high. It then estimates, for each stock, the probability that it will perform better than the middle stock of this group over the next month, and ranks them from most to least confident.

The $10,000 experiment

Starting with this ranking, a hypothetical $10,000 paper portfolio will follow the week's #1 pick and be marked to market here. The first result appears once the next ranking is published. Every entry is archived on its publication date — no backfilling, no hindsight.

This week's ranking

Each stock's confidence is a calibrated probability that it beats the median stock of this universe over the next month, judged only on price and volume patterns. Bars measure distance from 50% — the model's “no opinion” line. Short bars are honesty, not failure.

#	Ticker	Sector	Confidence	12m momentum	1m volatility
1	MRVL	Information Technology	61.8%	0.98	0.98
2	FLEX	Information Technology	61.8%	0.97	0.97
3	MU	Information Technology	61.8%	1.00	1.00
4	STX	Information Technology	60.3%	1.00	0.98
5	MPWR	Information Technology	60.3%	0.94	0.96
6	INTC	Information Technology	60.3%	0.99	0.97
7	CHTR	Communication Services	60.3%	0.00	0.91
8	ORCL	Information Technology	58.6%	0.06	0.87
9	SMCI	Information Technology	58.6%	0.04	0.98
10	TER	Information Technology	58.6%	0.99	0.99
11	CBOE	Financials	58.3%	0.53	0.80
12	COHR	Information Technology	58.3%	0.98	0.97
13	CIEN	Information Technology	58.3%	0.99	0.96
14	BSX	Health Care	58.3%	0.01	0.66
15	INTU	Information Technology	58.3%	0.01	0.87
16	ALB	Materials	55.7%	0.94	0.72
17	SWKS	Information Technology	55.7%	0.15	0.86
18	TECH	Health Care	55.7%	0.75	0.96
19	AKAM	Information Technology	55.7%	0.86	0.91
20	ECHO	Communication Services	55.7%	0.97	0.80
21	BLDR	Industrials	55.7%	0.04	0.95
22	NOW	Information Technology	55.7%	0.02	0.93
23	NEM	Materials	55.7%	0.90	0.61
24	ON	Information Technology	55.7%	0.91	1.00
25	ZTS	Health Care	55.7%	0.02	0.45
26	FIX	Industrials	55.7%	0.98	0.95
27	GNRC	Industrials	55.7%	0.85	0.95
28	WDC	Information Technology	55.7%	1.00	0.99
29	QCOM	Information Technology	55.7%	0.60	0.92
30	LULU	Consumer Discretionary	55.7%	0.02	0.78
31	NXPI	Information Technology	55.7%	0.69	0.90
32	NTAP	Information Technology	53.2%	0.88	0.89
33	PODD	Health Care	53.2%	0.03	0.82
34	APTV	Consumer Discretionary	52.9%	0.18	0.58
35	WDAY	Information Technology	52.9%	0.05	0.93
36	URI	Industrials	52.9%	0.77	0.59
37	F	Consumer Discretionary	52.9%	0.64	0.28
38	FSLR	Information Technology	52.9%	0.76	0.74
39	FCX	Materials	52.9%	0.76	0.85
40	KLAC	Information Technology	52.9%	0.97	0.99
41	IT	Information Technology	52.9%	0.01	0.93
42	LRCX	Information Technology	52.9%	0.98	0.98
43	PWR	Industrials	52.9%	0.93	0.82
44	CNC	Health Care	52.9%	0.96	0.75
45	CSCO	Information Technology	52.9%	0.94	0.72
46	JBL	Information Technology	52.9%	0.83	0.88
47	CCL	Consumer Discretionary	52.9%	0.24	0.64
48	CAT	Industrials	52.9%	0.96	0.90
49	ADI	Information Technology	52.0%	0.90	0.90
50	GLW	Information Technology	52.0%	0.98	1.00
51	DLR	Real Estate	52.0%	0.43	0.43
52	MGM	Consumer Discretionary	52.0%	0.64	0.19
53	AMD	Information Technology	52.0%	0.99	0.96
54	TXN	Information Technology	52.0%	0.81	0.94
55	TSLA	Consumer Discretionary	52.0%	0.77	0.92
56	AMAT	Information Technology	52.0%	0.97	0.98
57	AZO	Consumer Discretionary	52.0%	0.16	0.73
58	APH	Information Technology	52.0%	0.89	0.81
59	AVGO	Information Technology	52.0%	0.80	0.89
60	ARE	Real Estate	52.0%	0.08	0.79
61	APA	Energy	52.0%	0.93	0.70
62	FDS	Financials	52.0%	0.04	0.94
63	ADBE	Information Technology	52.0%	0.05	0.77
64	HPQ	Information Technology	52.0%	0.32	0.57
65	ACN	Information Technology	52.0%	0.02	0.97
66	A	Health Care	52.0%	0.47	0.44
67	ISRG	Health Care	52.0%	0.12	0.94
68	SW	Materials	52.0%	0.29	0.71
69	LDOS	Industrials	52.0%	0.08	0.57
70	CRM	Information Technology	52.0%	0.06	0.78
71	NCLH	Consumer Discretionary	52.0%	0.20	0.81
72	CDNS	Information Technology	52.0%	0.57	0.72
73	RL	Consumer Discretionary	52.0%	0.77	0.55
74	PNR	Industrials	52.0%	0.09	0.93
75	IBM	Information Technology	52.0%	0.35	0.99
76	IFF	Materials	52.0%	0.37	0.49
77	NRG	Utilities	52.0%	0.26	0.64
78	CTSH	Information Technology	52.0%	0.03	0.95
79	RCL	Consumer Discretionary	52.0%	0.19	0.65
80	MCHP	Information Technology	52.0%	0.60	0.94
81	ETN	Industrials	52.0%	0.51	0.90
82	DLTR	Consumer Staples	50.6%	0.57	0.75
83	UAL	Industrials	50.6%	0.87	0.78
84	LOW	Consumer Discretionary	50.6%	0.27	0.53
85	HSY	Consumer Staples	50.6%	0.46	0.66
86	HII	Industrials	50.6%	0.53	0.35
87	FTNT	Information Technology	50.6%	0.81	0.73
88	EME	Industrials	50.6%	0.79	0.79
89	GEN	Information Technology	50.6%	0.19	0.69
90	EL	Consumer Staples	50.6%	0.29	0.55
91	LMT	Industrials	50.6%	0.53	0.51
92	BF-B	Consumer Staples	50.6%	0.27	0.76
93	ORLY	Consumer Discretionary	50.6%	0.23	0.76
94	CF	Materials	50.6%	0.59	0.36
95	IQV	Health Care	50.6%	0.68	0.81
96	KDP	Consumer Staples	50.6%	0.30	0.67
97	CME	Financials	50.6%	0.21	0.55
98	NOC	Industrials	50.6%	0.42	0.60
99	BKR	Energy	50.6%	0.82	0.51
100	CRL	Health Care	50.6%	0.81	0.82
101	CASY	Consumer Staples	50.6%	0.87	0.76
102	EOG	Energy	50.5%	0.50	0.41
103	GOOG	Communication Services	50.5%	0.95	0.70
104	SBAC	Real Estate	50.5%	0.16	0.39
105	AXON	Industrials	50.5%	0.09	0.96
106	TPR	Consumer Discretionary	50.5%	0.83	0.51
107	SLB	Energy	50.5%	0.74	0.41
108	SJM	Consumer Staples	50.5%	0.48	0.62
109	TKO	Communication Services	50.5%	0.44	0.70
110	TT	Industrials	50.5%	0.47	0.54
111	ULTA	Consumer Discretionary	50.5%	0.32	0.57
112	UDR	Real Estate	50.5%	0.36	0.20
113	WAB	Industrials	50.5%	0.63	0.25
114	STLD	Materials	50.5%	0.92	0.82
115	TEL	Information Technology	50.5%	0.54	0.32
116	CRH	Materials	50.5%	0.44	0.33
117	PPL	Utilities	50.5%	0.44	0.21
118	PPG	Materials	50.5%	0.35	0.48
119	BG	Consumer Staples	50.5%	0.86	0.46
120	PSA	Real Estate	50.5%	0.52	0.22
121	PTC	Information Technology	50.5%	0.05	0.54
122	ROK	Industrials	50.5%	0.78	0.65
123	MLM	Materials	50.5%	0.36	0.63
124	CPT	Real Estate	50.5%	0.38	0.17
125	CI	Health Care	50.5%	0.29	0.45
126	CMI	Industrials	50.5%	0.96	0.80
127	PSKY	Communication Services	50.5%	0.11	0.69
128	PHM	Consumer Discretionary	50.5%	0.46	0.79
129	ODFL	Industrials	50.5%	0.75	0.57
130	OXY	Energy	50.5%	0.56	0.63
131	NVR	Consumer Discretionary	50.5%	0.17	0.65
132	NVDA	Information Technology	50.5%	0.70	0.70
133	FANG	Energy	50.5%	0.72	0.53
134	GOOGL	Communication Services	50.5%	0.96	0.65
135	LYB	Materials	50.5%	0.24	0.45
136	LVS	Consumer Discretionary	50.5%	0.28	0.13
137	COP	Energy	50.5%	0.57	0.44
138	DVN	Energy	50.5%	0.65	0.44
139	DUK	Utilities	50.5%	0.47	0.14
140	EQIX	Real Estate	50.5%	0.78	0.23
141	DECK	Consumer Discretionary	50.5%	0.34	0.74
142	DHI	Consumer Discretionary	50.5%	0.46	0.73
143	LHX	Industrials	50.5%	0.50	0.43
144	DOV	Industrials	50.5%	0.52	0.28
145	JCI	Industrials	50.5%	0.74	0.58
146	DE	Industrials	50.5%	0.53	0.47
147	IRM	Real Estate	50.5%	0.67	0.48
148	IP	Materials	50.5%	0.12	0.41
149	ZBRA	Information Technology	50.5%	0.17	0.71
150	WYNN	Consumer Discretionary	50.5%	0.22	0.31
151	IDXX	Health Care	50.5%	0.38	0.73
152	GM	Consumer Discretionary	50.5%	0.83	0.16
153	HUBB	Industrials	50.5%	0.56	0.82
154	EMR	Industrials	50.5%	0.34	0.35
155	HON	Industrials	50.5%	0.31	0.55
156	HAL	Energy	50.5%	0.88	0.43
157	ZBH	Health Care	50.5%	0.29	0.80
158	FAST	Industrials	50.5%	0.45	0.29
159	FDX	Industrials	50.5%	0.92	0.43
160	WAT	Health Care	50.2%	0.42	0.15
161	VRSN	Information Technology	50.2%	0.25	0.44
162	PANW	Information Technology	50.2%	0.88	0.92
163	PKG	Materials	50.2%	0.52	0.16
164	JBHT	Industrials	50.2%	0.95	0.76
165	WMT	Consumer Staples	49.7%	0.56	0.29
166	LLY	Health Care	49.7%	0.84	0.55
167	KIM	Real Estate	49.7%	0.63	0.12
168	DXCM	Health Care	49.7%	0.20	0.84
169	NI	Utilities	49.7%	0.61	0.10
170	MAR	Consumer Discretionary	49.7%	0.75	0.15
171	APO	Financials	49.7%	0.17	0.60
172	AME	Industrials	49.7%	0.69	0.19
173	NKE	Consumer Discretionary	49.3%	0.06	0.71
174	STZ	Consumer Staples	49.3%	0.15	0.53
175	AEP	Utilities	48.9%	0.73	0.14
176	AES	Utilities	48.9%	0.54	0.00
177	WFC	Financials	48.9%	0.44	0.28
178	WMB	Energy	48.9%	0.73	0.34
179	ADM	Consumer Staples	48.9%	0.85	0.16
180	AAPL	Information Technology	48.9%	0.84	0.63
181	ABBV	Health Care	48.9%	0.73	0.68
182	AEE	Utilities	48.9%	0.61	0.28
183	WEC	Utilities	48.9%	0.50	0.06
184	AIG	Financials	48.9%	0.30	0.37
185	AWK	Utilities	48.9%	0.26	0.38
186	BA	Industrials	48.9%	0.31	0.34
187	TFC	Financials	48.9%	0.57	0.17
188	EVRG	Utilities	48.9%	0.69	0.03
189	EW	Health Care	48.9%	0.57	0.32
190	EXC	Utilities	48.9%	0.48	0.19
191	EXPD	Industrials	48.9%	0.82	0.13
192	FIS	Financials	48.9%	0.03	0.67
193	VLO	Energy	48.9%	0.95	0.80
194	VMC	Materials	48.9%	0.45	0.46
195	VRSK	Industrials	48.9%	0.06	0.68
196	WRB	Financials	48.9%	0.40	0.33
197	ADSK	Information Technology	48.9%	0.08	0.67
198	VZ	Communication Services	48.9%	0.41	0.45
199	GPN	Financials	48.9%	0.27	0.84
200	GILD	Health Care	48.9%	0.55	0.58
201	GE	Industrials	48.9%	0.80	0.31
202	GRMN	Consumer Discretionary	48.9%	0.49	0.14
203	EBAY	Consumer Discretionary	48.9%	0.86	0.35
204	GS	Financials	48.9%	0.85	0.85
205	GWW	Industrials	48.9%	0.72	0.24
206	HAS	Consumer Discretionary	48.9%	0.40	0.29
207	HD	Consumer Discretionary	48.9%	0.26	0.51
208	HIG	Financials	48.9%	0.53	0.20
209	HRL	Consumer Staples	48.9%	0.16	0.49
210	HSIC	Health Care	48.9%	0.49	0.26
211	HST	Real Estate	48.9%	0.86	0.04
212	ECL	Materials	48.9%	0.37	0.11
213	ED	Utilities	48.9%	0.51	0.06
214	EFX	Industrials	48.9%	0.07	0.90
215	ERIE	Financials	48.9%	0.10	0.94
216	ES	Utilities	48.9%	0.58	0.08
217	ESS	Real Estate	48.9%	0.41	0.11
218	ETR	Utilities	48.9%	0.80	0.02
219	KO	Consumer Staples	48.9%	0.63	0.32
220	KR	Consumer Staples	48.9%	0.19	0.84
221	CVX	Energy	48.9%	0.58	0.30
222	EXPE	Consumer Discretionary	48.9%	0.86	0.83
223	IBKR	Financials	48.9%	0.89	0.84
224	IEX	Industrials	48.9%	0.62	0.03
225	INCY	Health Care	48.9%	0.92	0.56
226	ITW	Industrials	48.9%	0.39	0.24
227	IVZ	Financials	48.9%	0.94	0.85
228	HUM	Health Care	48.9%	0.91	0.63
229	EQR	Real Estate	48.9%	0.42	0.15
230	EQT	Energy	48.9%	0.21	0.10
231	DVA	Health Care	48.9%	0.90	0.03
232	DTE	Utilities	48.9%	0.55	0.05
233	DRI	Consumer Discretionary	48.9%	0.31	0.27
234	LII	Industrials	48.9%	0.23	0.66
235	LNT	Utilities	48.9%	0.68	0.14
236	LUV	Industrials	48.9%	0.79	0.40
237	ELV	Health Care	48.9%	0.62	0.89
238	LIN	Materials	48.9%	0.50	0.10
239	J	Industrials	48.9%	0.26	0.21
240	JKHY	Financials	48.9%	0.18	0.62
241	JNJ	Health Care	48.9%	0.92	0.46
242	KEY	Financials	48.9%	0.71	0.05
243	KKR	Financials	48.9%	0.09	0.49
244	KMB	Consumer Staples	48.9%	0.21	0.50
245	KMI	Energy	48.9%	0.58	0.04
246	META	Communication Services	48.9%	0.22	0.92
247	MMM	Industrials	48.9%	0.37	0.12
248	MO	Consumer Staples	48.9%	0.72	0.27
249	DAL	Industrials	48.9%	0.93	0.40
250	DD	Materials	48.9%	0.80	0.05
251	DG	Consumer Staples	48.9%	0.43	0.76
252	DGX	Health Care	48.9%	0.60	0.23
253	DHR	Health Care	48.9%	0.33	0.41
254	DIS	Communication Services	48.9%	0.14	0.37
255	DOC	Real Estate	48.9%	0.67	0.20
256	DPZ	Consumer Discretionary	48.9%	0.08	0.86
257	FITB	Financials	48.9%	0.74	0.22
258	FRT	Real Estate	48.9%	0.73	0.03
259	GD	Industrials	48.9%	0.67	0.21
260	VRTX	Health Care	48.9%	0.35	0.56
261	VTRS	Health Care	48.9%	0.94	0.37
262	WM	Industrials	48.9%	0.39	0.31
263	COST	Consumer Staples	48.9%	0.24	0.27
264	COR	Health Care	48.9%	0.35	0.37
265	COO	Health Care	48.9%	0.25	0.66
266	LH	Health Care	48.9%	0.42	0.22
267	LEN	Consumer Discretionary	48.9%	0.10	0.77
268	L	Financials	48.9%	0.67	0.04
269	MAA	Real Estate	48.9%	0.25	0.17
270	CPAY	Financials	48.9%	0.41	0.62
271	MCO	Financials	48.9%	0.30	0.48
272	MDLZ	Consumer Staples	48.9%	0.22	0.50
273	MDT	Health Care	48.9%	0.30	0.69
274	NUE	Materials	48.9%	0.90	0.59
275	CHRW	Industrials	48.9%	0.95	0.39
276	MAS	Industrials	48.9%	0.56	0.71
277	CSGP	Real Estate	48.9%	0.01	0.92
278	CPRT	Industrials	48.9%	0.04	0.86
279	MPC	Energy	48.9%	0.88	0.47
280	MRK	Health Care	48.9%	0.84	0.53
281	MS	Financials	48.9%	0.88	0.52
282	MSCI	Financials	48.9%	0.39	0.60
283	MSFT	Information Technology	48.9%	0.12	0.68
284	MSI	Information Technology	48.9%	0.36	0.07
285	MTD	Health Care	48.9%	0.40	0.38
286	TGT	Consumer Staples	48.9%	0.77	0.77
287	TJX	Consumer Discretionary	48.9%	0.61	0.36
288	TMO	Health Care	48.9%	0.66	0.36
289	TMUS	Communication Services	48.9%	0.16	0.62
290	TPL	Energy	48.9%	0.51	0.72
291	TRGP	Energy	48.9%	0.90	0.34
292	CL	Consumer Staples	48.9%	0.37	0.29
293	MCD	Consumer Discretionary	48.9%	0.28	0.40
294	MCK	Health Care	48.9%	0.47	0.54
295	TSN	Consumer Staples	48.9%	0.43	0.06
296	TSCO	Consumer Discretionary	48.9%	0.03	0.42
297	TRMB	Information Technology	48.9%	0.08	0.33
298	STE	Health Care	48.9%	0.25	0.63
299	SYK	Health Care	48.9%	0.18	0.86
300	PCG	Utilities	48.9%	0.69	0.11
301	PEG	Utilities	48.9%	0.36	0.02
302	SRE	Utilities	48.9%	0.70	0.02
303	PEP	Consumer Staples	48.9%	0.39	0.45
304	BX	Financials	48.9%	0.13	0.59
305	CSX	Industrials	48.9%	0.84	0.07
306	BXP	Real Estate	48.9%	0.34	0.39
307	CTAS	Industrials	48.9%	0.17	0.74
308	NDSN	Industrials	48.9%	0.71	0.16
309	NEE	Utilities	48.9%	0.62	0.02
310	SWK	Industrials	48.9%	0.66	0.85
311	NFLX	Communication Services	48.9%	0.04	0.86
312	NSC	Industrials	48.9%	0.68	0.08
313	PFG	Financials	48.9%	0.79	0.22
314	PG	Consumer Staples	48.9%	0.28	0.26
315	PH	Industrials	48.9%	0.76	0.11
316	PLD	Real Estate	48.9%	0.76	0.40
317	PM	Consumer Staples	48.9%	0.39	0.56
318	PNW	Utilities	48.9%	0.65	0.13
319	CMCSA	Communication Services	48.9%	0.10	0.47
320	CMS	Utilities	48.9%	0.47	0.10
321	CNP	Utilities	48.9%	0.63	0.08
322	O	Real Estate	48.9%	0.54	0.19
323	OKE	Energy	48.9%	0.54	0.27
324	OMC	Communication Services	48.9%	0.55	0.77
325	CLX	Consumer Staples	48.9%	0.13	0.64
326	MOS	Materials	48.9%	0.05	0.83
327	BBY	Consumer Discretionary	48.9%	0.59	0.42
328	PCAR	Industrials	48.9%	0.69	0.46
329	BIIB	Health Care	48.9%	0.83	0.91
330	BDX	Health Care	48.9%	0.49	0.60
331	C	Financials	48.9%	0.91	0.39
332	CB	Financials	48.9%	0.65	0.39
333	CBRE	Real Estate	48.9%	0.33	0.67
334	BEN	Financials	48.9%	0.78	0.26
335	CCI	Real Estate	48.9%	0.14	0.75
336	CHD	Consumer Staples	48.9%	0.32	0.29
337	SYY	Consumer Staples	48.9%	0.49	0.13
338	PFE	Health Care	48.9%	0.34	0.24
339	T	Communication Services	48.9%	0.13	0.56
340	TAP	Consumer Staples	48.9%	0.16	0.65
341	TDG	Industrials	48.9%	0.21	0.30
342	BLK	Financials	48.9%	0.29	0.59
343	ATO	Utilities	48.9%	0.55	0.04
344	AVB	Real Estate	48.9%	0.33	0.26
345	AVY	Materials	48.9%	0.20	0.35
346	BMY	Health Care	48.9%	0.67	0.64
347	BR	Industrials	48.9%	0.07	0.53
348	BRK-B	Financials	48.9%	0.37	0.01
349	ROST	Consumer Discretionary	48.9%	0.93	0.48
350	RSG	Industrials	48.9%	0.22	0.25
351	RTX	Industrials	48.9%	0.75	0.38
352	RVTY	Health Care	48.9%	0.48	0.75
353	SBUX	Consumer Discretionary	48.9%	0.51	0.24
354	SHW	Materials	48.9%	0.28	0.36
355	SNA	Industrials	48.9%	0.70	0.10
356	SNPS	Information Technology	48.9%	0.15	0.68
357	SO	Utilities	48.9%	0.41	0.08
358	TDY	Information Technology	48.9%	0.61	0.22
359	SPG	Real Estate	48.9%	0.78	0.18
360	PSX	Energy	48.9%	0.82	0.61
361	REGN	Health Care	48.9%	0.59	0.30
362	REG	Real Estate	48.9%	0.58	0.09
363	ROL	Industrials	48.9%	0.14	0.47
364	AFL	Financials	48.9%	0.61	0.02
365	WSM	Consumer Discretionary	48.9%	0.70	0.41
366	RMD	Health Care	48.9%	0.14	0.83
367	WY	Real Estate	48.9%	0.23	0.47
368	XEL	Utilities	48.9%	0.60	0.12
369	XOM	Energy	48.9%	0.66	0.25
370	YUM	Consumer Discretionary	48.9%	0.46	0.33
371	EXR	Real Estate	48.9%	0.35	0.23
372	FE	Utilities	48.9%	0.64	0.15
373	FFIV	Information Technology	48.9%	0.78	0.58
374	WTW	Financials	48.9%	0.27	0.50
375	FICO	Information Technology	48.9%	0.12	0.81
376	AMT	Real Estate	48.9%	0.12	0.52
377	AOS	Industrials	48.9%	0.20	0.51
378	AMZN	Consumer Discretionary	48.9%	0.45	0.54
379	TTWO	Communication Services	48.9%	0.33	0.52
380	TXT	Industrials	48.9%	0.45	0.35
381	TYL	Information Technology	48.9%	0.02	0.79
382	HCA	Health Care	48.9%	0.43	0.84
383	UHS	Health Care	48.9%	0.18	0.73
384	UNH	Health Care	48.9%	0.79	0.25
385	UPS	Industrials	48.9%	0.55	0.37
386	UNP	Industrials	48.9%	0.63	0.18
387	ALGN	Health Care	48.9%	0.20	0.89
388	ALL	Financials	48.9%	0.71	0.49
389	AMCR	Materials	48.9%	0.22	0.52
390	AMGN	Health Care	48.9%	0.66	0.23
391	AJG	Financials	48.6%	0.15	0.69
392	V	Financials	48.6%	0.31	0.18
393	HBAN	Financials	48.6%	0.40	0.16
394	AON	Financials	48.6%	0.33	0.61
395	XYL	Industrials	48.6%	0.23	0.21
396	RJF	Financials	48.6%	0.41	0.33
397	RF	Financials	48.6%	0.71	0.17
398	SPGI	Financials	48.6%	0.19	0.83
399	SCHW	Financials	48.6%	0.49	0.34
400	BNY	Financials	48.6%	0.91	0.38
401	CAH	Health Care	48.6%	0.80	0.08
402	BKNG	Consumer Discretionary	48.6%	0.13	0.78
403	BAX	Health Care	48.6%	0.11	0.88
404	BALL	Materials	48.6%	0.43	0.32
405	ROP	Information Technology	48.6%	0.07	0.49
406	COF	Financials	48.6%	0.24	0.43
407	CMG	Consumer Discretionary	48.6%	0.06	0.87
408	PNC	Financials	48.6%	0.72	0.04
409	NDAQ	Financials	48.6%	0.32	0.88
410	CVS	Health Care	48.6%	0.89	0.14
411	BRO	Financials	48.6%	0.07	0.71
412	STT	Financials	48.6%	0.92	0.30
413	TRV	Financials	48.6%	0.73	0.69
414	MTB	Financials	48.6%	0.64	0.09
415	MRSH	Financials	48.6%	0.18	0.50
416	CINF	Financials	48.6%	0.65	0.61
417	NTRS	Financials	48.6%	0.81	0.09
418	MA	Financials	48.6%	0.24	0.24
419	LYV	Communication Services	48.6%	0.65	0.09
420	MKC	Consumer Staples	48.6%	0.10	0.78
421	MET	Financials	48.6%	0.59	0.31
422	JPM	Financials	48.6%	0.59	0.12
423	EIX	Utilities	48.6%	0.87	0.07
424	EA	Communication Services	48.6%	0.74	0.00
425	ICE	Financials	48.6%	0.10	0.61
426	D	Utilities	48.6%	0.68	0.01
427	GPC	Consumer Discretionary	48.6%	0.38	0.91
428	BAC	Financials	48.6%	0.71	0.06
429	AXP	Financials	48.6%	0.48	0.20
430	WELL	Real Estate	48.6%	0.85	0.31
431	WBD	Communication Services	48.6%	0.96	0.07
432	VTR	Real Estate	48.6%	0.82	0.18
433	ADP	Industrials	48.6%	0.14	0.57
434	ACGL	Financials	48.6%	0.52	0.27
435	ABT	Health Care	48.6%	0.09	0.88
436	AMP	Financials	45.5%	0.27	0.42
437	TROW	Financials	45.5%	0.62	0.42
438	PRU	Financials	45.5%	0.51	0.18
439	PAYX	Industrials	45.5%	0.11	0.59
440	WST	Health Care	43.1%	0.87	0.05
441	USB	Financials	43.1%	0.76	0.12
442	APD	Materials	43.1%	0.38	0.74
443	MNST	Consumer Staples	43.1%	0.89	0.06
444	EG	Financials	43.1%	0.45	0.20
445	PGR	Financials	41.7%	0.31	0.88
446	GIS	Consumer Staples	41.7%	0.11	0.87
447	GL	Financials	41.7%	0.84	0.01
448	AIZ	Financials	41.7%	0.82	0.01

Model report card

0.013mean daily rank IC (t = 4.3) — correlation between ranking and outcome; 0 is random

51.4%top-decile hit rate — how often the model's favorites beat the median (coin flip = 50%)

0.507out-of-sample AUC across 2376 test days (0.500 = no skill)

Method

Features: momentum over 1–12 months (skipping the latest week), short-term reversal, realized volatility, distance from the 52-week high, and volume surge, each ranked cross-sectionally per day. A heavily regularized gradient-boosted classifier is trained on 2012–present to predict “beats the universe median over 21 days.” Probabilities are calibrated on a held-out final year. The report card comes from purged walk-forward evaluation — the model is always tested on periods it never trained on.

Known limitations

The universe is today's index membership, so historical evaluation carries survivorship bias and overstates achievable results. Rankings are relative: they say nothing about whether the market itself will rise or fall. Momentum signals endure long dead zones. Transaction costs, taxes, and execution are not modeled anywhere on this page.

This is not investment advice. This page documents a statistical research model built for learning purposes. Its historical edge is small, its confidence values are estimates, and past patterns routinely stop working. The paper portfolio is hypothetical and ignores costs and taxes. Nothing here is a recommendation to buy or sell any security. Do your own research and consult a licensed financial advisor before investing.