Strategies & Models
Ratings were last generated on 21 Oct 2026; prices are live.
Each strategy is a rules-based backtest on the S&P 500. The universe is point-in-time index membership. Former members are included when a historical price can be matched to the old ticker, a symbol change, a CIK, or the company name. The coverage line states how many former index members are included. A holding is chosen with fundamentals that were already public (filing date, otherwise period end plus 90 days) and the adjusted close on the rebalance date. When fewer names pass than the target, the unfilled slots are held in cash and the filters are not relaxed. Otherwise each slot is equal-weighted, with no commission and no slippage. A delisting is sold at the last price, or at a total loss when a bankruptcy is indicated. The S&P 500 line is SPY over the same dates.
186 of 215 former index members included, 716 stocks with history, from 760 point-in-time S&P 500 names, including 12 later delisted.
Survivorship: 186 of 215 former index members included (87% of names that left the S&P 500 during this window have usable price history). A delisting is sold at the last price, or at a total loss when a bankruptcy is indicated (12 delisted names in the priced universe). Former members without a matched price history are absent from the backtest.
Past performance is not a forecast and this is not financial advice. Each rebalance uses only fundamentals that were already public (filing date, or period end plus 90 days) and the adjusted close on that date. Holdings are equal-weighted, with no transaction costs.
- Create Your Strategy & Backtest — Screen the S&P 500, rank the list, and run the book.
- Graham Value — Benjamin Graham's defensive screen: cheap earnings and assets, a strong current ratio, and a dividend. CAGR 9.1%.
- Magic Formula — Joel Greenblatt's Magic Formula: cheap earnings yield and a high return on capital. CAGR 10.5%.
- Piotroski F-score — Joseph Piotroski's F-score: improving, profitable value stocks. CAGR 6.4%.
- Buffett-style Quality — High-return businesses with modest debt and a reasonable earnings multiple. CAGR 11.6%.
- Momentum — Twelve-month momentum, skipping the most recent month. CAGR 15.5%.
- Dividend Growth — Companies that have raised the dividend per share for at least four straight years. CAGR 8.0%.
- Low Volatility — The steadiest stocks over the prior year. CAGR 6.8%.
- Lynch GARP — Peter Lynch growth at a reasonable price: a PEG ratio under 1. CAGR 11.6%.
- Best Stocks to Buy Now — The same stocks as AI Picks, weighted by conviction.
- Defensive Stocks — Lower-beta companies with durable profits.
- AI Stocks — Companies selling the tools and infrastructure behind AI.
- Under-Priced Stocks — Names trading below a reasonable reading of the business.
- Buy the Dip — Strong businesses that have fallen from a recent high.
- Dividend Income — Cash returned to shareholders, with the payout still covered.
- High Growth — Companies still growing revenue and earnings quickly.