cumulative excess of the nightly top-20 basket over QQQ across 16 sessions, next open to close; not yet statistically significant.
The signal date is the panel timestamp converted to the ET calendar date. For each signal date, the basket is the top 20 tickers by net score, equal weighted and unhedged. The entry is the next market session open, and the exit is that same session close. QQQ is measured over the same open to close session.
If weekend or holiday signals point to the same next market session, only the last signal for that session is kept. That prevents duplicate panels from counting the same trade window more than once.
Caveats: this is a paper benchmark with no execution costs or slippage. There is no look-ahead: the signal is timestamped before the next open, while prices are fetched after the session. The sample is still small. The basket is fixed at signal time, so later winners or deleted names are not added after the fact.
| measure | value |
|---|---|
| sessions | 16 |
| top-20 avg | +0.24% |
| QQQ avg | +0.25% |
| vs QQQ avg | -0.02% |
| cumulative top-20 | +3.77% |
| cumulative excess vs QQQ | -0.24% |
| latest trade date | 2026-06-12 |
| signal date | trade date | top available | top-20 1d | QQQ | vs QQQ | cum top-20 | cum vs QQQ |
|---|---|---|---|---|---|---|---|
| 2026-05-18 | 2026-05-19 | 20 | +0.52% | +0.25% | +0.27% | +0.52% | +0.27% |
| 2026-05-19 | 2026-05-20 | 20 | +0.66% | +1.11% | -0.45% | +1.18% | -0.18% |
| 2026-05-20 | 2026-05-21 | 20 | +1.06% | +0.78% | +0.28% | +2.24% | +0.10% |
| 2026-05-21 | 2026-05-22 | 20 | -0.17% | -0.07% | -0.10% | +2.07% | +0.00% |
| 2026-05-25 | 2026-05-26 | 20 | +0.41% | +0.60% | -0.19% | +2.48% | -0.18% |
| 2026-05-26 | 2026-05-27 | 20 | -1.35% | -0.48% | -0.87% | +1.13% | -1.05% |
| 2026-05-27 | 2026-05-28 | 20 | +0.57% | +0.80% | -0.24% | +1.70% | -1.29% |
| 2026-05-28 | 2026-05-29 | 20 | +0.76% | +0.06% | +0.70% | +2.46% | -0.59% |
| 2026-05-31 | 2026-06-01 | 20 | +1.49% | +0.77% | +0.72% | +3.95% | +0.12% |
| 2026-06-01 | 2026-06-02 | 20 | +1.69% | +0.51% | +1.18% | +5.63% | +1.30% |
| 2026-06-02 | 2026-06-03 | 20 | -1.43% | -0.41% | -1.02% | +4.20% | +0.29% |
| 2026-06-03 | 2026-06-04 | 20 | +1.42% | +0.70% | +0.72% | +5.62% | +1.01% |
| 2026-06-04 | 2026-06-05 | 20 | -3.80% | -3.42% | -0.38% | +1.82% | +0.63% |
| 2026-06-07 | 2026-06-08 | 20 | -0.35% | -0.24% | -0.11% | +1.47% | +0.53% |
| 2026-06-10 | 2026-06-11 | 20 | +1.42% | +2.55% | -1.13% | +2.89% | -0.60% |
| 2026-06-11 | 2026-06-12 | 20 | +0.88% | +0.52% | +0.36% | +3.77% | -0.24% |