Performance · Equity Screener

Week story

computed from warehouse bars, not written prose · 5-session window

Selection lagged the pool over the 5-session window

The Top-25 returned -2.74% on average with a 20% hit rate over the window.
The tracked cohort's median move was -2.35% (22.8% of names positive), putting pick selection at -0.40% vs the pool.
1 of 4 sessions saw the cohort's median name advance.
The largest cross-sectional day was 2026-09-23 (median -0.87%, breadth 28.7%).
Rank order held order: the top 5 ranked picks averaged -1.59% vs -2.47% for the bottom 5.
Best BETA +8.07%, worst ACAD -21.65%.

Window2026-09-18 → 2026-09-25Cohort101 tracked namesTapenarrow tapeDispersion (IQR)+4.20%

Scorecard

Top-25 equal weight · rank IC · path risk over the review window

Avg return-2.74%Top-25, equal weight

Hit rate20%median -2.81%

Excess vs cohort-0.40%selection skill vs pick pool

Rank IC (opp)0.08EV 0.09 · spread +0.88%

Profit factor0.15payoff 0.62

Median max DD-4.29%worst -21.70%

What happened, day by day

cohort median move · breadth · sector extremes (measured)

2026-09-22

-0.46%breadth 41.6% · 101 names▲ Materials +3.71% · ▼ Information Technology -1.93%

2026-09-23

-0.87%breadth 28.7% · 101 names▲ Energy +0.58% · ▼ Materials -4.21%

2026-09-24

-0.41%breadth 39.6% · 101 names▲ Energy +0.93% · ▼ Consumer Staples -2.41%

2026-09-25

+0.06%breadth 52.5% · 101 names▲ Materials +1.39% · ▼ Energy -1.38%

Return path by horizon

same pick list marked at 1/3/5/10 sessions · 2 horizons unresolved at this as-of (reason on hover)

1 session+0.01%hit 48% · n=25

3 sessions-2.48%hit 20% · n=25

5 sessions—unavailable · NO_MARKET_DATA_AT_ASOF

10 sessions—unavailable · NO_MARKET_DATA_AT_ASOF

Track record

45 stored windows · cumulative +14.05%

index 100 = first stored window · dashed rule = that base · low 100.8 · high 133.9 · latest 114.1 · 45 windows

Window	Avg ret	Hit	Excess
2026-09-02 → 2026-09-10	-0.73%	48%	+1.20%
2026-09-03 → 2026-09-11	-1.06%	36%	+0.84%
2026-09-04 → 2026-09-14	+0.13%	52%	+1.64%
2026-09-08 → 2026-09-15	-0.78%	48%	+0.49%
2026-09-09 → 2026-09-16	-0.39%	40%	+0.66%
2026-09-10 → 2026-09-17	-1.82%	28%	-0.72%
2026-09-11 → 2026-09-18	-3.30%	16%	-0.76%
2026-09-14 → 2026-09-21	-1.86%	36%	+0.02%
2026-09-15 → 2026-09-22	+0.00%	44%	+1.09%
2026-09-16 → 2026-09-23	-2.98%	8%	-0.25%
2026-09-17 → 2026-09-24	-0.21%	32%	+1.51%
2026-09-18 → 2026-09-25	-2.74%	20%	—

Equal-weight, non-overlapping-window approximation compounded across stored review artifacts; windows currently overlap day-to-day, so treat the curve as directional.

Score calibration

realized outcomes by opportunity-score band, all stored windows

Opp band	n	Hit	Avg ret
<55	3	33%	-0.98%
55-65	15	60%	+0.80%
65-75	102	59%	+2.34%
75+	1005	49%	+0.10%

Sleeve attribution (accumulated)

1125 realized picks

Group	n	Hit	Avg ret
unknown	166	58%	+1.67%
momentum leader / wave 3	173	48%	+0.65%
shorted near lows / peer lag	264	51%	+0.43%
RSI inflection + value	201	48%	-0.05%
RSI breakout inflection	228	50%	-0.25%
cheap peer laggard	29	41%	-0.46%

Wave-phase attribution (this window)

cross-sectional over the Top-25

Group	n	Hit	Avg ret
Mixed / transition	2	100%	+0.61%
Wave 2-4 / pullback	1	0%	-0.62%
Wave 3-5 / breakout	3	0%	-2.00%
Wave 1 / accumulation	16	12%	-2.81%
Wave 3 / markup leader	3	33%	-6.09%

Sector attribution (this window)

cross-sectional over the Top-25

Group	n	Hit	Avg ret
Industrials	1	100%	+8.07%
Consumer Discretionary	3	33%	-0.30%
Information Technology	4	25%	-1.16%
Communication Services	2	50%	-1.44%
Financials	1	0%	-2.03%
Energy	4	25%	-2.80%

Factor-basket attribution (this window)

cross-sectional over the Top-25

Group	n	Hit	Avg ret
Smaller-Cap High-Beta Breakout	1	0%	-1.56%
Neutral / Transition	9	33%	-2.75%
Oversold / Mean-Reversion Watch	15	13%	-2.82%

All tracked picks

ranked by realized return · snapshot /home/nima/equity-screener/data/archive/2026-09-18/dashboard_data.json

Rank	Ticker	Sector / strategy	Opp @ rec	Rec close	Eval close	Return	Basket
9	BETABeta Technologies, Inc.	Industrialsmomentum leader / wave 3	82	$22.07	$23.85	+8.07%	Neutral / Transition
2	NCLHNorwegian Cruise Line Holdings Ltd. Ordi	Consumer Discretionaryshorted near lows / peer lag	86	$14.24	$14.61	+2.60%	Oversold / Mean-Reversion Watch
22	OIIOceaneering International Inc.	Energyrelative strength pullback	78	$45.93	$46.26	+0.72%	Neutral / Transition
5	FISFidelity National Information Services,	Information Technologycheap peer laggard	83	$35.19	$35.41	+0.63%	Oversold / Mean-Reversion Watch
6	PSKYParamount Skydance Corporation Class B C	Communication ServicesRSI breakout inflection	82	$9.91	$9.96	+0.50%	Neutral / Transition
20	CCLCarnival Corporation Ltd.	Consumer Discretionarycheap peer laggard	78	$22.31	$22.25	-0.27%	Oversold / Mean-Reversion Watch
19	MGYMagnolia Oil & Gas Corporation Class A C	EnergyRSI inflection + value	79	$24.26	$24.11	-0.62%	Neutral / Transition
8	RELYRemitly Global, Inc. Common Stock	Information TechnologyRSI breakout inflection	82	$21.59	$21.36	-1.07%	Neutral / Transition
21	DOCUDocuSign, Inc. Common Stock	Information Technologymomentum leader / wave 3	78	$68.57	$67.50	-1.56%	Smaller-Cap High-Beta Breakout
15	MKCMcCormick & Company, Incorporated Non-VT	Consumer StaplesRSI inflection + value	80	$48.89	$47.94	-1.94%	Oversold / Mean-Reversion Watch
25	CGThe Carlyle Group Inc. Common Stock	FinancialsRSI inflection + value	77	$40.86	$40.03	-2.03%	Oversold / Mean-Reversion Watch
14	LYFTLyft, Inc. Class A Common Stock	Information TechnologyRSI inflection + value	80	$15.27	$14.87	-2.65%	Neutral / Transition
24	CPBThe Campbell's Company Common Stock	Consumer Staplesshorted near lows / peer lag	78	$19.93	$19.37	-2.81%	Oversold / Mean-Reversion Watch
12	BROSDutch Bros Inc.	Consumer Discretionaryshorted near lows / peer lag	80	$39.15	$37.89	-3.22%	Oversold / Mean-Reversion Watch
10	NLYAnnaly Capital Management. Inc.	Real EstateRSI inflection + value	81	$21.31	$20.61	-3.28%	Oversold / Mean-Reversion Watch
3	NWSNews Corporation Class B Common Stock	Communication ServicesRSI breakout inflection	84	$32.86	$31.75	-3.38%	Neutral / Transition
4	AGNCAGNC Investment Corp. Common Stock	Real EstateRSI inflection + value	84	$9.97	$9.62	-3.51%	Oversold / Mean-Reversion Watch
13	EIXEdison International	Utilitiescheap peer laggard	80	$54.95	$52.65	-4.19%	Oversold / Mean-Reversion Watch
7	STWDSTARWOOD PROPERTY TRUST, INC.	Real EstateRSI inflection + value	82	$15.00	$14.36	-4.27%	Oversold / Mean-Reversion Watch
1	TAPMolson Coors Beverage Company Class B	Consumer Staplesshorted near lows / peer lag	88	$37.56	$35.95	-4.29%	Oversold / Mean-Reversion Watch
17	RITMRithm Capital Corp.	Real EstateRSI inflection + value	79	$9.55	$9.13	-4.40%	Oversold / Mean-Reversion Watch
11	PCGPG&E Corporation	Utilitiescheap peer laggard	81	$12.94	$12.34	-4.64%	Oversold / Mean-Reversion Watch
18	WHDCactus, Inc.	Energyrelative strength pullback	79	$67.45	$64.30	-4.67%	Neutral / Transition
23	UECUranium Energy Corp.	Energyshorted near lows / peer lag	78	$10.08	$9.41	-6.65%	Oversold / Mean-Reversion Watch
16	ACADAcadia Pharmaceuticals Inc.	Health Caremomentum leader / wave 3	79	$26.39	$20.68	-21.65%	Neutral / Transition