Selection lagged the pool over the 5-session window
- The Top-25 returned -0.53% on average with a 52% hit rate over the window.
- The tracked cohort's median move was +1.08% (52.0% of names positive), putting pick selection at -1.61% vs the pool.
- 2 of 5 sessions saw the cohort's median name advance.
- The largest cross-sectional day was 2026-07-27 (median +1.78%, breadth 84.0%).
- Rank order held order: the top 5 ranked picks averaged +0.97% vs -1.76% for the bottom 5.
- Best FIS +8.06%, worst TEM -12.05%.
Window2026-07-21 → 2026-07-28Cohort25 tracked namesTapemixed tapeDispersion (IQR)+8.17%
Avg return-0.53%Top-25, equal weight
Hit rate52%median +1.08%
Excess vs cohort-1.61%selection skill vs pick pool
Rank IC (opp)0.22EV — · spread +2.72%
Profit factor0.80payoff 0.73
Median max DD-4.00%worst -12.84%
What happened, day by day
cohort median move · breadth · sector extremes (measured)2026-07-22
-1.00%breadth 28.0% · 25 names▲ Consumer Staples -0.42% · ▼ Financials -2.45%2026-07-23
-1.47%breadth 20.0% · 25 names▲ Health Care +0.77% · ▼ Communication Services -4.49%2026-07-24
-0.18%breadth 48.0% · 25 names▲ Consumer Staples +1.91% · ▼ Health Care -1.88%2026-07-27
+1.78%breadth 84.0% · 25 names▲ Consumer Staples +2.60% · ▼ Real Estate -0.79%2026-07-28
+0.75%breadth 64.0% · 25 names▲ Communication Services +5.65% · ▼ Information Technology -2.99%Return path by horizon
same pick list marked at 1/3/5/10 sessions1 session-0.70%hit 28% · n=25
3 sessions-2.73%hit 24% · n=25
5 sessions-0.53%hit 52% · n=25
Track record
16 stored windows · cumulative +9.93%| Window | Avg ret | Hit | Excess |
|---|---|---|---|
| 2026-06-30 → 2026-07-08 | +2.08% | 68% | +1.48% |
| 2026-07-02 → 2026-07-10 | +0.60% | 56% | +0.56% |
| 2026-07-06 → 2026-07-13 | -0.16% | 52% | -0.06% |
| 2026-07-07 → 2026-07-14 | -0.09% | 56% | -0.24% |
| 2026-07-08 → 2026-07-15 | +0.97% | 60% | -0.33% |
| 2026-07-10 → 2026-07-17 | +0.07% | 64% | -0.87% |
| 2026-07-13 → 2026-07-20 | -1.97% | 36% | -1.69% |
| 2026-07-14 → 2026-07-21 | -0.39% | 52% | -1.00% |
| 2026-07-15 → 2026-07-22 | +0.78% | 60% | -0.09% |
| 2026-07-16 → 2026-07-23 | -0.24% | 40% | +1.12% |
| 2026-07-20 → 2026-07-27 | +2.37% | 60% | +1.37% |
| 2026-07-21 → 2026-07-28 | -0.53% | 52% | — |
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 | 67% | +1.27% |
| 65-75 | 83 | 55% | +1.14% |
| 75+ | 299 | 56% | +0.44% |
Sleeve attribution (accumulated)
400 realized picks| Group | n | Hit | Avg ret |
|---|---|---|---|
| RSI inflection + value | 16 | 56% | +0.94% |
| unknown | 375 | 56% | +0.59% |
| shorted near lows / peer lag | 9 | 67% | +0.55% |
Wave-phase attribution (this window)
cross-sectional over the Top-25| Group | n | Hit | Avg ret |
|---|---|---|---|
| Wave 1 / accumulation turn | 1 | 100% | +3.23% |
| Neutral / transition | 6 | 50% | +0.25% |
| Breakdown / distribution | 13 | 62% | -0.13% |
| Wave 3 / markup-breakout | 4 | 25% | -2.94% |
| Wave 3 / markup | 1 | 0% | -4.59% |
Sector attribution (this window)
cross-sectional over the Top-25| Group | n | Hit | Avg ret |
|---|---|---|---|
| Consumer Staples | 3 | 100% | +4.19% |
| Consumer Discretionary | 2 | 100% | +4.00% |
| Industrials | 1 | 100% | +2.80% |
| Information Technology | 3 | 33% | +0.28% |
| Communication Services | 3 | 67% | -0.04% |
| Real Estate | 3 | 33% | -0.09% |
Factor-basket attribution (this window)
cross-sectional over the Top-25| Group | n | Hit | Avg ret |
|---|---|---|---|
| Unknown | 25 | 52% | -0.53% |
All tracked picks
ranked by realized return · snapshot /home/nima/equity-screener/data/archive/2026-07-21/dashboard_data.json| Rank | Ticker | Sector / strategy | Opp @ rec | Rec close | Eval close | Return | Basket |
|---|---|---|---|---|---|---|---|
| 11 | FIS | Information TechnologyBreakdown / distribution | 84 | 41.58 | 44.93 | +8.06% | |
| 22 | LKQ | Consumer DiscretionaryBreakdown / distribution | 79 | 24.92 | 26.56 | +6.58% | |
| 9 | RITM | Real EstateBreakdown / distribution | 85 | 9.15 | 9.75 | +6.56% | |
| 1 | CELH | Consumer StaplesBreakdown / distribution | 92 | 28.02 | 29.40 | +4.93% | |
| 12 | PPC | Consumer StaplesNeutral / transition | 84 | 28.55 | 29.81 | +4.41% | |
| 15 | OWL | FinancialsNeutral / transition | 83 | 9.39 | 9.80 | +4.37% | |
| 19 | IONS | Health CareBreakdown / distribution | 80 | 53.39 | 55.30 | +3.58% | |
| 10 | TTD | Communication ServicesBreakdown / distribution | 85 | 18.25 | 18.89 | +3.51% | |
| 5 | SFM | Consumer StaplesWave 1 / accumulation turn | 88 | 74.69 | 77.10 | +3.23% | |
| 7 | QXO | IndustrialsBreakdown / distribution | 87 | 13.94 | 14.33 | +2.80% | |
| 2 | CMCSA | Communication ServicesNeutral / transition | 92 | 23.81 | 24.18 | +1.53% | |
| 25 | GME | Consumer DiscretionaryBreakdown / distribution | 77 | 21.79 | 22.10 | +1.42% | |
| 13 | PFE | Health CareWave 3 / markup-breakout | 83 | 24.94 | 25.21 | +1.08% | |
| 14 | VLY | FinancialsNeutral / transition | 83 | 14.68 | 14.49 | -1.29% | |
| 3 | UEC | EnergyBreakdown / distribution | 92 | 9.55 | 9.42 | -1.36% | |
| 21 | HPE | Information TechnologyNeutral / transition | 80 | 46.72 | 45.50 | -2.61% | |
| 17 | FR | Real EstateWave 3 / markup-breakout | 81 | 68.46 | 66.18 | -3.33% | |
| 4 | EPRT | Real EstateWave 3 / markup-breakout | 88 | 33.26 | 32.10 | -3.49% | |
| 24 | RAL | Information TechnologyWave 3 / markup | 78 | 71.00 | 67.74 | -4.59% | |
| 16 | SOFI | FinancialsNeutral / transition | 81 | 17.64 | 16.77 | -4.93% | |
| 6 | PSKY | Communication ServicesBreakdown / distribution | 87 | 8.53 | 8.09 | -5.16% | |
| 18 | PBF | EnergyWave 3 / markup-breakout | 81 | 66.05 | 62.07 | -6.03% | |
| 23 | OKLO | UtilitiesBreakdown / distribution | 79 | 44.13 | 39.90 | -9.59% | |
| 8 | MP | MaterialsBreakdown / distribution | 86 | 46.30 | 41.25 | -10.91% | |
| 20 | TEM | Health CareBreakdown / distribution | 80 | 48.98 | 43.08 | -12.05% |