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How the model has actually performed

Every stock on this site carries a score, and the strongest of them get a Top 1%, Top 5% or Top 10% badge. This page is the scoreboard for those badges. For each month it asks one question: if you had bought the badged names at the next morning's open and held them for 30 trading days, how did that compare with simply owning the whole universe?

Read the status column first. Months marked unseen are the real test: the model had never seen any part of them, not in training and not in the checks used to pick which version to ship. Months marked holdout were not trained on either, but they were used to choose the final model, so treat them as the more flattering half of the record.

Long, month by month

Month Status Top 1% Top 5% Top 10% Whole market
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Top line: the median 30-trading-day return of the names carrying that badge during the month, entered at the next open. Second line: how many names carried that badge, and how many of them actually ended higher, which is what happened rather than what the model predicted. "Whole market" is every scored name that month, which is what the badges have to beat to be worth anything.

Short, month by month

The same model also marks the weakest names Bot 1%, Bot 5% and Bot 10%. This table asks whether shorting those would have paid. It is written as the short's own profit, so a positive number means the short made money, and it is compared against shorting the whole market rather than against owning it.

Read this one as a negative result. The bottom bands are not a short signal. They made money only in the months the entire market fell, and barely more than shorting the index would have, while winning under half the time. The deepest band has been the worst of the three. Published because it is what the measurement says, not because it is a strategy.
Month Status Bot 1% Bot 5% Bot 10% Short the market
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Top line: the median 30-trading-day profit of shorting at the next open. Second line: how many names carried that badge, and how many of them actually ended lower, which is what a short needs and, again, is what happened rather than what the model predicted.

What is and is not included

This is one model's ranking measured against the market it ranked, not a claim about what any individual stock will do next. A month where the badges beat the field is evidence the ordering carries information. It is not a promise about the month you are in.