🏆 Top Picks

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

⚠ Price-data notes for this run
  • 3 split or feed-handoff scale break(s) were back-adjusted so returns stay continuous.
Picks returned
20
Universe
523
from 2237 strong-buy
Qualified
146
passed every gate
SPY 12-1 hurdle
14.48%
every pick beat this
Screened as of 2026-10-31 · strong-buy snapshot 2026-10-11 · newest price bar 2026-10-29
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 Hewlett Packard Enterprise Company Common Stock Information Technology 58.87 145.7% 2.53 69% -26.6% 2.5% 32d 88.1 clean

HPE returned +160.14% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +145.66 points, and it did so with 58% annualised volatility — an information ratio of 2.53. It closed 69% of the last year above its own 50-day average, its worst drawdown was 26.6%, and its 50-day sits +46.92% above its 200-day. It reports on 2026-12-02, 32 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): +160.14% against SPY at +14.48% — +145.66 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +151.07% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 2.53 (145.66 points of excess per 58% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 69% of the last year's sessions
  • TREND: last close 58.87 is above the 200-day, and the 50-day is +46.92% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 26.57%
  • RECENT MONTH: -8.74% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +10.10% year over year
  • LIQUIDITY: median dollar volume 1044.2m over the last 60 sessions
  • SIZING: ATR is 6.14% of price, so risk parity gives it 2.51% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 160.14%
6-1 excess 151.07%
Skipped month vs SPY -8.74%
Annualised volatility 57.5%
50d vs 200d 46.92%
Revenue growth 10.10%
Median $ volume $1044.2m
ATR 6.14%
Price series 318 bars, no repairs
2 CRWD CrowdStrike Holdings Inc. Class A Common Stock Information Technology 261.15 101.5% 1.84 64% -37.2% 3.0% 30d 86.0 clean

CRWD returned +115.95% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +101.48 points, and it did so with 55% annualised volatility — an information ratio of 1.84. It closed 64% of the last year above its own 50-day average, its worst drawdown was 37.2%, and its 50-day sits +43.52% above its 200-day. It reports on 2026-11-30, 30 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): +115.95% against SPY at +14.48% — +101.48 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +153.99% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.84 (101.48 points of excess per 55% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 64% of the last year's sessions
  • TREND: last close 261.15 is above the 200-day, and the 50-day is +43.52% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 37.18%
  • RECENT MONTH: -2.24% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +31.70% year over year
  • LIQUIDITY: median dollar volume 2092.2m over the last 60 sessions
  • SIZING: ATR is 5.09% of price, so risk parity gives it 3.03% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 115.95%
6-1 excess 153.99%
Skipped month vs SPY -2.24%
Annualised volatility 55.3%
50d vs 200d 43.52%
Revenue growth 31.70%
Median $ volume $2092.2m
ATR 5.09%
Price series 318 bars, no repairs
3 NTRA Natera Inc. Common Stock Health Care 436.00 142.3% 2.99 76% -28.2% 3.9% 11d 85.8 clean

NTRA returned +156.76% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +142.28 points, and it did so with 48% annualised volatility — an information ratio of 2.99. It closed 76% of the last year above its own 50-day average, its worst drawdown was 28.2%, and its 50-day sits +41.47% above its 200-day. It reports on 2026-11-11, 11 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +156.76% against SPY at +14.48% — +142.28 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +89.40% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 2.99 (142.28 points of excess per 48% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 76% of the last year's sessions
  • TREND: last close 436.00 is above the 200-day, and the 50-day is +41.47% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 28.20%
  • RECENT MONTH: +4.61% 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 515.0m over the last 60 sessions
  • SIZING: ATR is 3.96% of price, so risk parity gives it 3.89% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 156.76%
6-1 excess 89.40%
Skipped month vs SPY 4.61%
Annualised volatility 47.6%
50d vs 200d 41.47%
Revenue growth n/a
Median $ volume $515.0m
ATR 3.96%
Price series 318 bars, no repairs
4 MRK Merck & Company Inc. Common Stock (new) Health Care 146.33 58.6% 1.98 79% -11.9% 4.5% — 85.1 clean

MRK returned +73.13% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +58.65 points, and it did so with 30% annualised volatility — an information ratio of 1.98. It closed 79% of the last year above its own 50-day average, its worst drawdown was 11.9%, and its 50-day sits +16.07% above its 200-day. It has no report scheduled inside the next 90 days.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +73.13% against SPY at +14.48% — +58.65 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +3.53% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.98 (58.65 points of excess per 30% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 79% of the last year's sessions
  • TREND: last close 146.33 is above the 200-day, and the 50-day is +16.07% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 11.90%
  • RECENT MONTH: -0.18% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +4.40% year over year
  • LIQUIDITY: median dollar volume 1302.7m over the last 60 sessions
  • SIZING: ATR is 3.40% of price, so risk parity gives it 4.53% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 73.13%
6-1 excess 3.53%
Skipped month vs SPY -0.18%
Annualised volatility 29.7%
50d vs 200d 16.07%
Revenue growth 4.40%
Median $ volume $1302.7m
ATR 3.40%
Price series 318 bars, no repairs
5 STT State Street Corporation Common Stock Financials 173.75 36.0% 1.50 72% -14.8% 5.7% 76d 83.9 clean

STT returned +50.50% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +36.02 points, and it did so with 24% annualised volatility — an information ratio of 1.50. It closed 72% of the last year above its own 50-day average, its worst drawdown was 14.8%, and its 50-day sits +13.68% above its 200-day. It reports on 2027-01-15, 76 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): +50.50% against SPY at +14.48% — +36.02 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +20.68% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.50 (36.02 points of excess per 24% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 72% of the last year's sessions
  • TREND: last close 173.75 is above the 200-day, and the 50-day is +13.68% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 14.84%
  • RECENT MONTH: -1.36% 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 2.69% of price, so risk parity gives it 5.74% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 50.50%
6-1 excess 20.68%
Skipped month vs SPY -1.36%
Annualised volatility 24.1%
50d vs 200d 13.68%
Revenue growth 20.10%
Median $ volume $308.0m
ATR 2.69%
Price series 318 bars, no repairs
6 ROIV Roivant Sciences Ltd. Common Shares Health Care 37.52 127.2% 2.83 83% -20.2% 4.3% — 83.1 clean

ROIV returned +141.71% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +127.23 points, and it did so with 45% annualised volatility — an information ratio of 2.83. It closed 83% of the last year above its own 50-day average, its worst drawdown was 20.2%, and its 50-day sits +16.57% above its 200-day. It has no report scheduled inside the next 90 days.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +141.71% against SPY at +14.48% — +127.23 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +14.76% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 2.83 (127.23 points of excess per 45% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 83% of the last year's sessions
  • TREND: last close 37.52 is above the 200-day, and the 50-day is +16.57% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 20.23%
  • RECENT MONTH: +1.72% 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 220.8m over the last 60 sessions
  • SIZING: ATR is 3.54% of price, so risk parity gives it 4.35% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 141.71%
6-1 excess 14.76%
Skipped month vs SPY 1.72%
Annualised volatility 45.0%
50d vs 200d 16.57%
Revenue growth n/a
Median $ volume $220.8m
ATR 3.54%
Price series 318 bars, no repairs
7 OKTA Okta Inc. Class A Common Stock Information Technology 221.86 113.6% 1.75 65% -33.1% 2.6% 30d 81.8 clean

OKTA returned +128.04% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +113.56 points, and it did so with 65% annualised volatility — an information ratio of 1.75. It closed 65% of the last year above its own 50-day average, its worst drawdown was 33.1%, and its 50-day sits +54.36% above its 200-day. It reports on 2026-11-30, 30 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +128.04% against SPY at +14.48% — +113.56 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +148.41% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.75 (113.56 points of excess per 65% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 65% of the last year's sessions
  • TREND: last close 221.86 is above the 200-day, and the 50-day is +54.36% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 33.10%
  • RECENT MONTH: +5.21% 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 595.1m over the last 60 sessions
  • SIZING: ATR is 5.86% of price, so risk parity gives it 2.63% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 128.04%
6-1 excess 148.41%
Skipped month vs SPY 5.21%
Annualised volatility 64.9%
50d vs 200d 54.36%
Revenue growth n/a
Median $ volume $595.1m
ATR 5.86%
Price series 318 bars, no repairs
8 NUE Nucor Corporation Common Stock Materials 275.29 58.1% 1.86 75% -18.4% 5.0% 86d 78.7 clean

NUE returned +72.60% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +58.12 points, and it did so with 31% annualised volatility — an information ratio of 1.86. It closed 75% of the last year above its own 50-day average, its worst drawdown was 18.4%, and its 50-day sits +13.26% above its 200-day. It reports on 2027-01-25, 86 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): +72.60% against SPY at +14.48% — +58.12 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +20.97% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.86 (58.12 points of excess per 31% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 75% of the last year's sessions
  • TREND: last close 275.29 is above the 200-day, and the 50-day is +13.26% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 18.43%
  • RECENT MONTH: +16.89% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth -15.20% year over year
  • LIQUIDITY: median dollar volume 287.1m over the last 60 sessions
  • SIZING: ATR is 3.12% of price, so risk parity gives it 4.95% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 72.60%
6-1 excess 20.97%
Skipped month vs SPY 16.89%
Annualised volatility 31.2%
50d vs 200d 13.26%
Revenue growth -15.20%
Median $ volume $287.1m
ATR 3.12%
Price series 318 bars, no repairs
9 ATI ATI Inc. Common Stock Industrials 175.00 118.4% 2.85 82% -32.3% 2.6% — 77.6 clean

ATI returned +132.85% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +118.37 points, and it did so with 42% annualised volatility — an information ratio of 2.85. It closed 82% of the last year above its own 50-day average, its worst drawdown was 32.3%, and its 50-day sits +10.51% above its 200-day. It has no report scheduled inside the next 90 days.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +132.85% against SPY at +14.48% — +118.37 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +12.94% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 2.85 (118.37 points of excess per 42% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 82% of the last year's sessions
  • TREND: last close 175.00 is above the 200-day, and the 50-day is +10.51% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 32.32%
  • RECENT MONTH: -8.49% 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 281.5m over the last 60 sessions
  • SIZING: ATR is 5.94% of price, so risk parity gives it 2.60% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 132.85%
6-1 excess 12.94%
Skipped month vs SPY -8.49%
Annualised volatility 41.5%
50d vs 200d 10.51%
Revenue growth n/a
Median $ volume $281.5m
ATR 5.94%
Price series 318 bars, no repairs
10 FCX Freeport-McMoRan Inc. Common Stock Materials 66.14 64.0% 1.34 62% -24.3% 4.2% 81d 76.2 clean

FCX returned +78.48% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +64.00 points, and it did so with 48% annualised volatility — an information ratio of 1.34. It closed 62% of the last year above its own 50-day average, its worst drawdown was 24.3%, and its 50-day sits +10.06% above its 200-day. It reports on 2027-01-20, 81 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): +78.48% against SPY at +14.48% — +64.00 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +1.82% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.34 (64.00 points of excess per 48% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 62% of the last year's sessions
  • TREND: last close 66.14 is above the 200-day, and the 50-day is +10.06% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 24.31%
  • RECENT MONTH: -6.40% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +16.60% year over year
  • LIQUIDITY: median dollar volume 784.0m over the last 60 sessions
  • SIZING: ATR is 3.67% of price, so risk parity gives it 4.20% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 78.48%
6-1 excess 1.82%
Skipped month vs SPY -6.40%
Annualised volatility 47.7%
50d vs 200d 10.06%
Revenue growth 16.60%
Median $ volume $784.0m
ATR 3.67%
Price series 318 bars, no repairs
11 WCC WESCO International Inc. Common Stock Industrials 366.71 55.5% 1.22 69% -20.7% 3.7% — 74.3 clean

WCC returned +70.02% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +55.54 points, and it did so with 46% annualised volatility — an information ratio of 1.22. It closed 69% of the last year above its own 50-day average, its worst drawdown was 20.7%, and its 50-day sits +7.04% above its 200-day. It has no report scheduled inside the next 90 days.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +70.02% against SPY at +14.48% — +55.54 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +14.15% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.22 (55.54 points of excess per 46% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 69% of the last year's sessions
  • TREND: last close 366.71 is above the 200-day, and the 50-day is +7.04% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 20.70%
  • RECENT MONTH: +1.10% 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 181.6m over the last 60 sessions
  • SIZING: ATR is 4.12% of price, so risk parity gives it 3.74% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 70.02%
6-1 excess 14.15%
Skipped month vs SPY 1.10%
Annualised volatility 45.5%
50d vs 200d 7.04%
Revenue growth n/a
Median $ volume $181.6m
ATR 4.12%
Price series 318 bars, no repairs
12 NDSN Nordson Corporation Common Stock Industrials 329.10 30.0% 1.36 82% -14.4% 7.0% 38d 73.7 clean

NDSN returned +44.46% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +29.98 points, and it did so with 22% annualised volatility — an information ratio of 1.36. It closed 82% of the last year above its own 50-day average, its worst drawdown was 14.4%, and its 50-day sits +9.81% above its 200-day. It reports on 2026-12-08, 38 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): +44.46% against SPY at +14.48% — +29.98 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +5.96% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.36 (29.98 points of excess per 22% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 82% of the last year's sessions
  • TREND: last close 329.10 is above the 200-day, and the 50-day is +9.81% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 14.41%
  • RECENT MONTH: -0.50% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +2.00% year over year
  • LIQUIDITY: median dollar volume 107.7m over the last 60 sessions
  • SIZING: ATR is 2.22% of price, so risk parity gives it 6.95% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 44.46%
6-1 excess 5.96%
Skipped month vs SPY -0.50%
Annualised volatility 22.0%
50d vs 200d 9.81%
Revenue growth 2.00%
Median $ volume $107.7m
ATR 2.22%
Price series 318 bars, no repairs
13 ROST Ross Stores Inc. Common Stock Consumer Discretionary 232.30 38.7% 1.48 76% -13.0% 6.2% 12d 72.6 clean

ROST returned +53.16% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +38.68 points, and it did so with 26% annualised volatility — an information ratio of 1.48. It closed 76% of the last year above its own 50-day average, its worst drawdown was 13.0%, and its 50-day sits +4.03% above its 200-day. It reports on 2026-11-12, 12 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): +53.16% against SPY at +14.48% — +38.68 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): -9.53% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.48 (38.68 points of excess per 26% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 76% of the last year's sessions
  • TREND: last close 232.30 is above the 200-day, and the 50-day is +4.03% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 13.03%
  • RECENT MONTH: -1.35% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +7.10% year over year
  • LIQUIDITY: median dollar volume 481.0m over the last 60 sessions
  • SIZING: ATR is 2.50% of price, so risk parity gives it 6.15% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 53.16%
6-1 excess -9.53%
Skipped month vs SPY -1.35%
Annualised volatility 26.1%
50d vs 200d 4.03%
Revenue growth 7.10%
Median $ volume $481.0m
ATR 2.50%
Price series 318 bars, no repairs
14 ARMK Aramark Common Stock Consumer Discretionary 56.02 25.0% 0.95 66% -15.8% 6.1% 16d 71.5 clean

ARMK returned +39.45% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +24.98 points, and it did so with 26% annualised volatility — an information ratio of 0.95. It closed 66% of the last year above its own 50-day average, its worst drawdown was 15.8%, and its 50-day sits +12.42% above its 200-day. It reports on 2026-11-16, 16 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +39.45% against SPY at +14.48% — +24.98 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +14.83% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 0.95 (24.98 points of excess per 26% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 66% of the last year's sessions
  • TREND: last close 56.02 is above the 200-day, and the 50-day is +12.42% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 15.82%
  • RECENT MONTH: +3.73% 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 129.0m over the last 60 sessions
  • SIZING: ATR is 2.51% of price, so risk parity gives it 6.14% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 39.45%
6-1 excess 14.83%
Skipped month vs SPY 3.73%
Annualised volatility 26.3%
50d vs 200d 12.42%
Revenue growth n/a
Median $ volume $129.0m
ATR 2.51%
Price series 318 bars, no repairs
15 WELL Welltower Inc. Common Stock Real Estate 233.17 14.8% 0.63 66% -12.6% 5.7% — 70.0 clean

WELL returned +29.25% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +14.77 points, and it did so with 23% annualised volatility — an information ratio of 0.63. It closed 66% of the last year above its own 50-day average, its worst drawdown was 12.6%, and its 50-day sits +6.99% above its 200-day. It has no report scheduled inside the next 90 days.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +29.25% against SPY at +14.48% — +14.77 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): -0.81% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 0.63 (14.77 points of excess per 23% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 66% of the last year's sessions
  • TREND: last close 233.17 is above the 200-day, and the 50-day is +6.99% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 12.61%
  • RECENT MONTH: +0.39% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +28.80% year over year
  • LIQUIDITY: median dollar volume 556.7m over the last 60 sessions
  • SIZING: ATR is 2.72% of price, so risk parity gives it 5.67% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 29.25%
6-1 excess -0.81%
Skipped month vs SPY 0.39%
Annualised volatility 23.4%
50d vs 200d 6.99%
Revenue growth 28.80%
Median $ volume $556.7m
ATR 2.72%
Price series 318 bars, no repairs
16 KO Coca-Cola Company (The) Common Stock Consumer Staples 92.82 15.3% 0.80 80% -8.5% 8.3% — 68.7 clean

KO returned +29.79% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +15.32 points, and it did so with 19% annualised volatility — an information ratio of 0.80. It closed 80% of the last year above its own 50-day average, its worst drawdown was 8.5%, and its 50-day sits +8.99% above its 200-day. It has no report scheduled inside the next 90 days.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +29.79% against SPY at +14.48% — +15.32 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): -4.08% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 0.80 (15.32 points of excess per 19% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 80% of the last year's sessions
  • TREND: last close 92.82 is above the 200-day, and the 50-day is +8.99% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 8.50%
  • RECENT MONTH: +6.95% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth -0.80% year over year
  • LIQUIDITY: median dollar volume 1362.1m over the last 60 sessions
  • SIZING: ATR is 1.86% of price, so risk parity gives it 8.31% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 29.79%
6-1 excess -4.08%
Skipped month vs SPY 6.95%
Annualised volatility 19.1%
50d vs 200d 8.99%
Revenue growth -0.80%
Median $ volume $1362.1m
ATR 1.86%
Price series 318 bars, no repairs
17 STLD Steel Dynamics Inc. Materials 253.53 44.5% 1.25 70% -22.6% 4.4% 86d 68.2 clean

STLD returned +58.94% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +44.46 points, and it did so with 36% annualised volatility — an information ratio of 1.24. It closed 70% of the last year above its own 50-day average, its worst drawdown was 22.5%, and its 50-day sits +6.17% above its 200-day. It reports on 2027-01-25, 86 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): +58.94% against SPY at +14.48% — +44.46 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +5.85% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 1.24 (44.46 points of excess per 36% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 70% of the last year's sessions
  • TREND: last close 253.53 is above the 200-day, and the 50-day is +6.17% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 22.55%
  • RECENT MONTH: +13.52% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth -5.40% year over year
  • LIQUIDITY: median dollar volume 220.4m over the last 60 sessions
  • SIZING: ATR is 3.53% of price, so risk parity gives it 4.36% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 58.94%
6-1 excess 5.85%
Skipped month vs SPY 13.52%
Annualised volatility 35.7%
50d vs 200d 6.17%
Revenue growth -5.40%
Median $ volume $220.4m
ATR 3.53%
Price series 318 bars, no repairs
18 BNY The Bank of New York Mellon Corporation Common Stock Financials 149.37 18.3% 0.84 73% -16.5% 7.2% 72d 67.7 clean

BNY returned +32.74% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +18.26 points, and it did so with 22% annualised volatility — an information ratio of 0.84. It closed 73% of the last year above its own 50-day average, its worst drawdown was 16.5%, and its 50-day sits +8.98% above its 200-day. It reports on 2027-01-11, 72 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): +32.74% against SPY at +14.48% — +18.26 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +4.65% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 0.84 (18.26 points of excess per 22% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 73% of the last year's sessions
  • TREND: last close 149.37 is above the 200-day, and the 50-day is +8.98% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 16.50%
  • RECENT MONTH: +2.39% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +0.00% year over year
  • LIQUIDITY: median dollar volume 438.2m over the last 60 sessions
  • SIZING: ATR is 2.12% of price, so risk parity gives it 7.25% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 32.74%
6-1 excess 4.65%
Skipped month vs SPY 2.39%
Annualised volatility 21.7%
50d vs 200d 8.98%
Revenue growth 0.00%
Median $ volume $438.2m
ATR 2.12%
Price series 318 bars, no repairs
19 SEIC SEI Investments Company Common Stock Financials 104.73 6.5% 0.28 59% -15.2% 7.2% 87d 60.2 clean

SEIC returned +20.99% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +6.51 points, and it did so with 23% annualised volatility — an information ratio of 0.28. It closed 59% of the last year above its own 50-day average, its worst drawdown was 15.2%, and its 50-day sits +14.27% above its 200-day. It reports on 2027-01-26, 87 days away — outside the 10-day blackout.

  • UNIVERSE: rated STRONG_BUY and a member of the Russell 1000
  • MOMENTUM (12-1): +20.99% against SPY at +14.48% — +6.51 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): +13.56% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 0.28 (6.51 points of excess per 23% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 59% of the last year's sessions
  • TREND: last close 104.73 is above the 200-day, and the 50-day is +14.27% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 15.23%
  • RECENT MONTH: +1.13% 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 71.3m over the last 60 sessions
  • SIZING: ATR is 2.13% of price, so risk parity gives it 7.23% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 20.99%
6-1 excess 13.56%
Skipped month vs SPY 1.13%
Annualised volatility 23.1%
50d vs 200d 14.27%
Revenue growth n/a
Median $ volume $71.3m
ATR 2.13%
Price series 318 bars, no repairs
20 PM Philip Morris International Inc Common Stock Consumer Staples 208.50 3.2% 0.11 68% -19.3% 5.8% — 60.1 clean

PM returned +17.64% over the 12 months ending a month ago while SPY returned +14.48%, so it beat the market by +3.17 points, and it did so with 28% annualised volatility — an information ratio of 0.11. It closed 68% of the last year above its own 50-day average, its worst drawdown was 19.3%, and its 50-day sits +6.66% above its 200-day. It has no report scheduled inside the next 90 days.

  • UNIVERSE: rated STRONG_BUY and a member of both the S&P 500 and the Russell 1000
  • MOMENTUM (12-1): +17.64% against SPY at +14.48% — +3.17 points of excess return over the twelve months ending one month ago
  • MOMENTUM (6-1): -1.86% excess — the move is still current, not a stale first half
  • RISK-ADJUSTED: information ratio 0.11 (3.17 points of excess per 28% annualised volatility)
  • CONSISTENCY: closed above its 50-day on 68% of the last year's sessions
  • TREND: last close 208.50 is above the 200-day, and the 50-day is +6.66% above the 200-day
  • DRAWDOWN: worst peak-to-trough fall in the last 252 sessions was 19.26%
  • RECENT MONTH: +8.38% against SPY over the skipped month, inside the -10.0% breakdown limit
  • FUNDAMENTAL: revenue growth +8.40% year over year
  • LIQUIDITY: median dollar volume 809.4m over the last 60 sessions
  • SIZING: ATR is 2.66% of price, so risk parity gives it 5.79% of the sleeve
  • DATA: 318 bars, no repairs
12-1 return 17.64%
6-1 excess -1.86%
Skipped month vs SPY 8.38%
Annualised volatility 28.1%
50d vs 200d 6.66%
Revenue growth 8.40%
Median $ volume $809.4m
ATR 2.66%
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 280
− broke down in the skipped month 12
− reporting inside the earnings blackout 75
Qualified 146
− displaced by the sector cap 33
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.