🏆 Top Picks

Analyst-endorsed, index-listed stocks ranked on risk-adjusted excess return.

⚠ Price-data notes for this run
  • 2 split or feed-handoff scale break(s) were back-adjusted so returns stay continuous.
Picks returned
20
Universe
523
from 2237 strong-buy
Qualified
168
passed every gate
SPY 12-1 hurdle
15.01%
every pick beat this
Screened as of 2026-10-18 · strong-buy snapshot 2026-10-11 · newest price bar 2026-10-16
Ranked picks — click a row to see why it is here
# Symbol Company Sector Price Excess 12-1 Info ratio Above 50d Max DD Weight Earnings Score Data
1 HPE SPY Hewlett Packard Enterprise Company Common Stock Information Technology 55.13 125.7% 2.16 69% -26.6% 2.2% 45d 86.6 clean

HPE returned +140.73% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +125.72 points, and it did so with 58% annualised volatility — an information ratio of 2.16. It closed 69% of the last year above its own 50-day average, its worst drawdown was 26.6%, and its 50-day sits +52.06% above its 200-day. It reports on 2026-12-02, 45 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +140.73% against SPY at +15.01% — +125.72 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +167.05% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 2.16 (125.72 points of excess per 58% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 69% of the last year's sessions
  • TREND: last close 55.13 is above the 200-day, and the 50-day is +52.06% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 26.57%
  • RECENT MONTH: -9.47% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +10.10% year over year
  • LIQUIDITY: median dollar volume 1070.5m over the last 60 sessions
  • SIZING: ATR is 7.48% of price, so risk parity gives it 2.22% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 140.73%
6-1 excess 167.05%
Skipped month vs SPY -9.47%
Annualised volatility 58.1%
50d vs 200d 52.06%
Revenue growth 10.10%
Median $ volume $1070.5m
ATR 7.48%
Price series 318 bars, no repairs
2 RVMD R1K Revolution Medicines Inc. Common Stock Health Care 177.96 307.3% 4.98 84% -24.9% 3.2% 24d 86.1 clean

RVMD returned +322.27% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +307.26 points, and it did so with 62% annualised volatility — an information ratio of 4.98. It closed 84% of the last year above its own 50-day average, its worst drawdown was 25.0%, and its 50-day sits +33.97% above its 200-day. It reports on 2026-11-11, 24 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +322.27% against SPY at +15.01% — +307.26 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +79.47% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 4.98 (307.26 points of excess per 62% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 84% of the last year's sessions
  • TREND: last close 177.96 is above the 200-day, and the 50-day is +33.97% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 24.95%
  • RECENT MONTH: -7.01% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 349.6m over the last 60 sessions
  • SIZING: ATR is 5.25% of price, so risk parity gives it 3.16% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 322.27%
6-1 excess 79.47%
Skipped month vs SPY -7.01%
Annualised volatility 61.7%
50d vs 200d 33.97%
Revenue growth n/a
Median $ volume $349.6m
ATR 5.25%
Price series 318 bars, no repairs
3 AMD SPY Advanced Micro Devices Inc. Common Stock Information Technology 528.75 239.5% 3.56 58% -27.8% 3.3% 16d 86.0 clean

AMD returned +254.50% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +239.48 points, and it did so with 67% annualised volatility — an information ratio of 3.56. It closed 58% of the last year above its own 50-day average, its worst drawdown was 27.8%, and its 50-day sits +36.24% above its 200-day. It reports on 2026-11-03, 16 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +254.50% against SPY at +15.01% — +239.48 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +165.51% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 3.56 (239.48 points of excess per 67% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 58% of the last year's sessions
  • TREND: last close 528.75 is above the 200-day, and the 50-day is +36.24% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 27.76%
  • RECENT MONTH: -5.75% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +17.60% year over year
  • LIQUIDITY: median dollar volume 11278.6m over the last 60 sessions
  • SIZING: ATR is 4.97% of price, so risk parity gives it 3.34% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 254.50%
6-1 excess 165.51%
Skipped month vs SPY -5.75%
Annualised volatility 67.3%
50d vs 200d 36.24%
Revenue growth 17.60%
Median $ volume $11278.6m
ATR 4.97%
Price series 318 bars, no repairs
4 MPC SPY Marathon Petroleum Corporation Common Stock Energy 478.07 114.6% 3.21 79% -18.7% 4.8% 16d 85.0 clean

MPC returned +129.63% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +114.62 points, and it did so with 36% annualised volatility — an information ratio of 3.21. It closed 79% of the last year above its own 50-day average, its worst drawdown was 18.7%, and its 50-day sits +43.23% above its 200-day. It reports on 2026-11-03, 16 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +129.63% against SPY at +15.01% — +114.62 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +64.70% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 3.21 (114.62 points of excess per 36% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 79% of the last year's sessions
  • TREND: last close 478.07 is above the 200-day, and the 50-day is +43.23% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 18.74%
  • RECENT MONTH: +12.31% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth -14.80% year over year
  • LIQUIDITY: median dollar volume 827.7m over the last 60 sessions
  • SIZING: ATR is 3.44% of price, so risk parity gives it 4.82% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 129.63%
6-1 excess 64.70%
Skipped month vs SPY 12.31%
Annualised volatility 35.7%
50d vs 200d 43.23%
Revenue growth -14.80%
Median $ volume $827.7m
ATR 3.44%
Price series 318 bars, no repairs
5 TWLO R1K Twilio Inc. Class A Common Stock Information Technology 244.37 110.0% 1.80 81% -24.7% 2.4% 11d 84.4 clean

TWLO returned +124.99% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +109.97 points, and it did so with 61% annualised volatility — an information ratio of 1.80. It closed 81% of the last year above its own 50-day average, its worst drawdown was 24.7%, and its 50-day sits +38.82% above its 200-day. It reports on 2026-10-29, 11 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +124.99% against SPY at +15.01% — +109.97 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +77.52% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.80 (109.97 points of excess per 61% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 81% of the last year's sessions
  • TREND: last close 244.37 is above the 200-day, and the 50-day is +38.82% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 24.73%
  • RECENT MONTH: +0.01% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 535.9m over the last 60 sessions
  • SIZING: ATR is 6.86% of price, so risk parity gives it 2.42% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 124.99%
6-1 excess 77.52%
Skipped month vs SPY 0.01%
Annualised volatility 61.2%
50d vs 200d 38.82%
Revenue growth n/a
Median $ volume $535.9m
ATR 6.86%
Price series 318 bars, no repairs
6 MRK SPY Merck & Company Inc. Common Stock (new) Health Care 145.95 65.1% 2.24 82% -11.9% 6.2% 11d 83.9 clean

MRK returned +80.14% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +65.13 points, and it did so with 29% annualised volatility — an information ratio of 2.24. It closed 82% of the last year above its own 50-day average, its worst drawdown was 11.9%, and its 50-day sits +16.22% above its 200-day. It reports on 2026-10-29, 11 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +80.14% against SPY at +15.01% — +65.13 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +13.11% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 2.24 (65.13 points of excess per 29% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 82% of the last year's sessions
  • TREND: last close 145.95 is above the 200-day, and the 50-day is +16.22% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 11.90%
  • RECENT MONTH: -0.83% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +4.40% year over year
  • LIQUIDITY: median dollar volume 1254.9m over the last 60 sessions
  • SIZING: ATR is 2.66% of price, so risk parity gives it 6.24% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 80.14%
6-1 excess 13.11%
Skipped month vs SPY -0.83%
Annualised volatility 29.0%
50d vs 200d 16.22%
Revenue growth 4.40%
Median $ volume $1254.9m
ATR 2.66%
Price series 318 bars, no repairs
7 STT SPY State Street Corporation Common Stock Financials 165.72 46.5% 1.89 75% -14.7% 5.7% 89d 83.5 clean

STT returned +61.52% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +46.50 points, and it did so with 25% annualised volatility — an information ratio of 1.89. It closed 75% of the last year above its own 50-day average, its worst drawdown was 14.7%, and its 50-day sits +17.14% above its 200-day. It reports on 2027-01-15, 89 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +61.52% against SPY at +15.01% — +46.50 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +35.86% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.89 (46.50 points of excess per 25% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 75% of the last year's sessions
  • TREND: last close 165.72 is above the 200-day, and the 50-day is +17.14% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 14.69%
  • RECENT MONTH: -9.58% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +20.10% year over year
  • LIQUIDITY: median dollar volume 308.0m over the last 60 sessions
  • SIZING: ATR is 2.92% of price, so risk parity gives it 5.68% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 61.52%
6-1 excess 35.86%
Skipped month vs SPY -9.58%
Annualised volatility 24.6%
50d vs 200d 17.14%
Revenue growth 20.10%
Median $ volume $308.0m
ATR 2.92%
Price series 318 bars, no repairs
8 NTRA R1K Natera Inc. Common Stock Health Care 393.44 90.4% 1.90 76% -28.2% 3.5% 24d 82.5 clean

NTRA returned +105.38% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +90.36 points, and it did so with 48% annualised volatility — an information ratio of 1.90. It closed 76% of the last year above its own 50-day average, its worst drawdown was 28.2%, and its 50-day sits +39.06% above its 200-day. It reports on 2026-11-11, 24 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +105.38% against SPY at +15.01% — +90.36 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +71.60% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.90 (90.36 points of excess per 48% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 76% of the last year's sessions
  • TREND: last close 393.44 is above the 200-day, and the 50-day is +39.06% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 28.20%
  • RECENT MONTH: +6.31% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 424.5m over the last 60 sessions
  • SIZING: ATR is 4.72% of price, so risk parity gives it 3.51% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 105.38%
6-1 excess 71.60%
Skipped month vs SPY 6.31%
Annualised volatility 47.6%
50d vs 200d 39.06%
Revenue growth n/a
Median $ volume $424.5m
ATR 4.72%
Price series 318 bars, no repairs
9 ATI R1K ATI Inc. Common Stock Industrials 185.59 123.1% 3.01 85% -22.1% 4.3% 11d 79.9 clean

ATI returned +138.11% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +123.10 points, and it did so with 41% annualised volatility — an information ratio of 3.01. It closed 85% of the last year above its own 50-day average, its worst drawdown was 22.1%, and its 50-day sits +17.89% above its 200-day. It reports on 2026-10-29, 11 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +138.11% against SPY at +15.01% — +123.10 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +12.90% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 3.01 (123.10 points of excess per 41% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 85% of the last year's sessions
  • TREND: last close 185.59 is above the 200-day, and the 50-day is +17.89% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 22.05%
  • RECENT MONTH: -3.36% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 278.3m over the last 60 sessions
  • SIZING: ATR is 3.87% of price, so risk parity gives it 4.29% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 138.11%
6-1 excess 12.90%
Skipped month vs SPY -3.36%
Annualised volatility 40.8%
50d vs 200d 17.89%
Revenue growth n/a
Median $ volume $278.3m
ATR 3.87%
Price series 318 bars, no repairs
10 MSGS R1K Madison Square Garden Sports Corp. Class A Common Stock (New) Communication Services 396.10 70.1% 2.43 90% -10.1% 5.5% 12d 78.8 clean

MSGS returned +85.15% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +70.13 points, and it did so with 29% annualised volatility — an information ratio of 2.43. It closed 90% of the last year above its own 50-day average, its worst drawdown was 10.1%, and its 50-day sits +13.17% above its 200-day. It reports on 2026-10-30, 12 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +85.15% against SPY at +15.01% — +70.13 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +11.71% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 2.43 (70.13 points of excess per 29% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 90% of the last year's sessions
  • TREND: last close 396.10 is above the 200-day, and the 50-day is +13.17% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 10.08%
  • RECENT MONTH: -0.87% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 99.3m over the last 60 sessions
  • SIZING: ATR is 3.00% of price, so risk parity gives it 5.52% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 85.15%
6-1 excess 11.71%
Skipped month vs SPY -0.87%
Annualised volatility 28.9%
50d vs 200d 13.17%
Revenue growth n/a
Median $ volume $99.3m
ATR 3.00%
Price series 318 bars, no repairs
11 TRGP SPY Targa Resources Inc. Common Stock Energy 294.90 56.7% 2.01 84% -10.6% 6.3% 18d 76.8 clean

TRGP returned +71.76% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +56.74 points, and it did so with 28% annualised volatility — an information ratio of 2.01. It closed 84% of the last year above its own 50-day average, its worst drawdown was 10.6%, and its 50-day sits +12.63% above its 200-day. It reports on 2026-11-05, 18 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +71.76% against SPY at +15.01% — +56.74 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +9.72% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 2.01 (56.74 points of excess per 28% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 84% of the last year's sessions
  • TREND: last close 294.90 is above the 200-day, and the 50-day is +12.63% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 10.57%
  • RECENT MONTH: +0.72% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth -1.20% year over year
  • LIQUIDITY: median dollar volume 308.2m over the last 60 sessions
  • SIZING: ATR is 2.64% of price, so risk parity gives it 6.27% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 71.76%
6-1 excess 9.72%
Skipped month vs SPY 0.72%
Annualised volatility 28.3%
50d vs 200d 12.63%
Revenue growth -1.20%
Median $ volume $308.2m
ATR 2.64%
Price series 318 bars, no repairs
12 ARMK R1K Aramark Common Stock Consumer Discretionary 55.28 34.6% 1.34 68% -14.2% 8.6% 29d 73.3 clean

ARMK returned +49.58% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +34.56 points, and it did so with 26% annualised volatility — an information ratio of 1.34. It closed 68% of the last year above its own 50-day average, its worst drawdown was 14.2%, and its 50-day sits +15.93% above its 200-day. It reports on 2026-11-16, 29 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +49.58% against SPY at +15.01% — +34.56 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +26.50% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.34 (34.56 points of excess per 26% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 68% of the last year's sessions
  • TREND: last close 55.28 is above the 200-day, and the 50-day is +15.93% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 14.17%
  • RECENT MONTH: -2.28% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 124.0m over the last 60 sessions
  • SIZING: ATR is 1.94% of price, so risk parity gives it 8.55% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 49.58%
6-1 excess 26.50%
Skipped month vs SPY -2.28%
Annualised volatility 25.8%
50d vs 200d 15.93%
Revenue growth n/a
Median $ volume $124.0m
ATR 1.94%
Price series 318 bars, no repairs
13 BNY SPY The Bank of New York Mellon Corporation Common Stock Financials 143.30 26.7% 1.22 77% -16.5% 7.2% 85d 72.0 clean

BNY returned +41.72% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +26.70 points, and it did so with 22% annualised volatility — an information ratio of 1.22. It closed 77% of the last year above its own 50-day average, its worst drawdown was 16.5%, and its 50-day sits +11.91% above its 200-day. It reports on 2027-01-11, 85 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +41.72% against SPY at +15.01% — +26.70 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +18.97% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.22 (26.70 points of excess per 22% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 77% of the last year's sessions
  • TREND: last close 143.30 is above the 200-day, and the 50-day is +11.91% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 16.50%
  • RECENT MONTH: -7.03% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +0.00% year over year
  • LIQUIDITY: median dollar volume 435.8m over the last 60 sessions
  • SIZING: ATR is 2.29% of price, so risk parity gives it 7.25% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 41.72%
6-1 excess 18.97%
Skipped month vs SPY -7.03%
Annualised volatility 21.9%
50d vs 200d 11.91%
Revenue growth 0.00%
Median $ volume $435.8m
ATR 2.29%
Price series 318 bars, no repairs
14 DAR R1K Darling Ingredients Inc. Common Stock Consumer Staples 61.36 86.4% 2.53 75% -19.0% 4.7% 11d 71.3 clean

DAR returned +101.42% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +86.40 points, and it did so with 34% annualised volatility — an information ratio of 2.53. It closed 75% of the last year above its own 50-day average, its worst drawdown was 19.0%, and its 50-day sits +10.87% above its 200-day. It reports on 2026-10-29, 11 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +101.42% against SPY at +15.01% — +86.40 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +0.01% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 2.53 (86.40 points of excess per 34% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 75% of the last year's sessions
  • TREND: last close 61.36 is above the 200-day, and the 50-day is +10.87% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 19.03%
  • RECENT MONTH: -6.32% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 134.5m over the last 60 sessions
  • SIZING: ATR is 3.57% of price, so risk parity gives it 4.65% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 101.42%
6-1 excess 0.01%
Skipped month vs SPY -6.32%
Annualised volatility 34.2%
50d vs 200d 10.87%
Revenue growth n/a
Median $ volume $134.5m
ATR 3.57%
Price series 318 bars, no repairs
15 PR R1K Permian Resources Corporation Class A Common Stock Energy 24.59 52.6% 1.57 72% -20.4% 5.8% 17d 70.3 clean

PR returned +67.60% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +52.59 points, and it did so with 34% annualised volatility — an information ratio of 1.57. It closed 72% of the last year above its own 50-day average, its worst drawdown was 20.4%, and its 50-day sits +14.50% above its 200-day. It reports on 2026-11-04, 17 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +67.60% against SPY at +15.01% — +52.59 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +0.91% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.57 (52.59 points of excess per 34% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 72% of the last year's sessions
  • TREND: last close 24.59 is above the 200-day, and the 50-day is +14.50% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 20.38%
  • RECENT MONTH: +7.84% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 197.5m over the last 60 sessions
  • SIZING: ATR is 2.88% of price, so risk parity gives it 5.76% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 67.60%
6-1 excess 0.91%
Skipped month vs SPY 7.84%
Annualised volatility 33.5%
50d vs 200d 14.50%
Revenue growth n/a
Median $ volume $197.5m
ATR 2.88%
Price series 318 bars, no repairs
16 ROST SPY Ross Stores Inc. Common Stock Consumer Discretionary 236.89 40.1% 1.55 77% -13.0% 7.3% 31d 70.0 clean

ROST returned +55.12% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +40.10 points, and it did so with 26% annualised volatility — an information ratio of 1.55. It closed 77% of the last year above its own 50-day average, its worst drawdown was 13.0%, and its 50-day sits +5.97% above its 200-day. It reports on 2026-11-18, 31 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +55.12% against SPY at +15.01% — +40.10 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): -5.80% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.55 (40.10 points of excess per 26% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 77% of the last year's sessions
  • TREND: last close 236.89 is above the 200-day, and the 50-day is +5.97% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 13.03%
  • RECENT MONTH: +4.33% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +7.10% year over year
  • LIQUIDITY: median dollar volume 521.6m over the last 60 sessions
  • SIZING: ATR is 2.27% of price, so risk parity gives it 7.32% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 55.12%
6-1 excess -5.80%
Skipped month vs SPY 4.33%
Annualised volatility 25.8%
50d vs 200d 5.97%
Revenue growth 7.10%
Median $ volume $521.6m
ATR 2.27%
Price series 318 bars, no repairs
17 WCC R1K WESCO International Inc. Common Stock Industrials 340.89 45.1% 1.01 71% -20.7% 4.1% 11d 70.0 clean

WCC returned +60.13% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +45.12 points, and it did so with 45% annualised volatility — an information ratio of 1.01. It closed 71% of the last year above its own 50-day average, its worst drawdown was 20.7%, and its 50-day sits +9.32% above its 200-day. It reports on 2026-10-29, 11 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +60.13% against SPY at +15.01% — +45.12 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +21.60% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.01 (45.12 points of excess per 45% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 71% of the last year's sessions
  • TREND: last close 340.89 is above the 200-day, and the 50-day is +9.32% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 20.70%
  • RECENT MONTH: -1.15% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 190.1m over the last 60 sessions
  • SIZING: ATR is 4.08% of price, so risk parity gives it 4.06% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 60.13%
6-1 excess 21.60%
Skipped month vs SPY -1.15%
Annualised volatility 44.6%
50d vs 200d 9.32%
Revenue growth n/a
Median $ volume $190.1m
ATR 4.08%
Price series 318 bars, no repairs
18 SN R1K SharkNinja Inc. Ordinary Shares Consumer Discretionary 186.51 26.7% 0.62 71% -25.7% 5.4% 17d 70.0 clean

SN returned +41.73% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +26.71 points, and it did so with 43% annualised volatility — an information ratio of 0.62. It closed 71% of the last year above its own 50-day average, its worst drawdown was 25.7%, and its 50-day sits +29.89% above its 200-day. It reports on 2026-11-04, 17 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +41.73% against SPY at +15.01% — +26.71 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +46.30% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 0.62 (26.71 points of excess per 43% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 71% of the last year's sessions
  • TREND: last close 186.51 is above the 200-day, and the 50-day is +29.89% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 25.74%
  • RECENT MONTH: +12.32% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 263.8m over the last 60 sessions
  • SIZING: ATR is 3.06% of price, so risk parity gives it 5.42% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 41.73%
6-1 excess 46.30%
Skipped month vs SPY 12.32%
Annualised volatility 43.0%
50d vs 200d 29.89%
Revenue growth n/a
Median $ volume $263.8m
ATR 3.06%
Price series 318 bars, no repairs
19 AMG R1K Affiliated Managers Group Inc. Common Stock Financials 383.76 30.6% 0.93 80% -19.7% 5.7% 22d 68.2 clean

AMG returned +45.62% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +30.60 points, and it did so with 33% annualised volatility — an information ratio of 0.93. It closed 80% of the last year above its own 50-day average, its worst drawdown was 19.7%, and its 50-day sits +11.63% above its 200-day. It reports on 2026-11-09, 22 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +45.62% against SPY at +15.01% — +30.60 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +13.92% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 0.93 (30.60 points of excess per 33% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 80% of the last year's sessions
  • TREND: last close 383.76 is above the 200-day, and the 50-day is +11.63% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 19.72%
  • RECENT MONTH: +7.65% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth unavailable (not an S&P 500 constituent) — scored neutral
  • LIQUIDITY: median dollar volume 99.0m over the last 60 sessions
  • SIZING: ATR is 2.89% of price, so risk parity gives it 5.74% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 45.62%
6-1 excess 13.92%
Skipped month vs SPY 7.65%
Annualised volatility 32.8%
50d vs 200d 11.63%
Revenue growth n/a
Median $ volume $99.0m
ATR 2.89%
Price series 318 bars, no repairs
20 PWR SPY Quanta Services Inc. Common Stock Industrials 631.86 48.0% 1.09 71% -28.5% 3.8% 11d 66.1 clean

PWR returned +62.99% over the 12 months ending a month ago while SPY returned +15.01%, so it beat the market by +47.97 points, and it did so with 44% annualised volatility — an information ratio of 1.09. It closed 71% of the last year above its own 50-day average, its worst drawdown was 28.5%, and its 50-day sits +5.20% above its 200-day. It reports on 2026-10-29, 11 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +62.99% against SPY at +15.01% — +47.97 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): -3.85% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.09 (47.97 points of excess per 44% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 71% of the last year's sessions
  • TREND: last close 631.86 is above the 200-day, and the 50-day is +5.20% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 28.54%
  • RECENT MONTH: -0.97% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +15.50% year over year
  • LIQUIDITY: median dollar volume 601.3m over the last 60 sessions
  • SIZING: ATR is 4.37% of price, so risk parity gives it 3.80% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 62.99%
6-1 excess -3.85%
Skipped month vs SPY -0.97%
Annualised volatility 43.9%
50d vs 200d 5.20%
Revenue growth 15.50%
Median $ volume $601.3m
ATR 4.37%
Price series 318 bars, no repairs
Where the candidates went
Rated STRONG_BUY on the snapshot 2237
…also in the Russell 1000 or S&P 500 523
…with enough clean price history 517
− no comparable 13-month anchor 4
− not in an uptrend 293
− broke down in the skipped month 8
− reporting inside the earnings blackout 44
Qualified 168
− displaced by the sector cap 20
Returned 20
How the ranking is built

Universe. STRONG_BUY on the latest snapshot, and a member of the Russell 1000 or S&P 500. Every row on the snapshot carries the same rating, so it defines the pool but cannot rank it — index membership supplies the tradability standard.

Primary factor. 12-1 skip-month return, measured as excess over SPY.

FactorWeightWhy
12-1 excess return 25% Best-evidenced cross-sectional equity anomaly; skips the reversal-prone recent month
6-1 excess return 15% Confirms the twelve-month move is still current rather than a stale first half
Information ratio 15% Outperformance per unit of volatility — separates a steady climb from one lucky gap
Days above 50-day 12% Consistency: two stocks can share a yearly return, only one grinds up all year
Max drawdown (inverted) 10% A deep drawdown history forces a wide stop, which ruins risk-to-reward
50/200 spread 8% How much room the trend has, not merely that it exists
Revenue growth 8% Durability check; momentum backed by real growth outlasts momentum backed by a story
Liquidity 7% You have to be able to exit; ranked on log dollar volume

Gates. At least 200 cleaned bars; price above the 200-day and the 50-day above the 200-day; no worse than -10.0% against SPY in the skipped month; no earnings within 10 days; at most 3 per sector.

Sizing. Risk parity: weight proportional to 1/ATR%, so each holding contributes similar risk.

This is a screening tool over your own data, not investment advice. The factor weights are priors that have not been backtested — treat the ordering as a shortlist to research, not a recommendation.