Backtest Results

For each historical date, these are the stocks the algorithm would have picked — before the fact. Alpha = average pick return minus S&P 500 (VOO) over the following year. Picks are selected by 5-year R² consistency score, filtered to stocks trading below their trend.

Dates Tested
2432
Avg Alpha
+1.3%
Beat S&P Rate
53%
Alpha vs S&P 500 per Analysis Date (click a bar to load detail)
Select date:

Jun 2, 2025 — One Year Forward Performance

S&P 500 (VOO)
27.3%
Avg Pick Return
14.9%
Alpha vs S&P
-12.5%
Beat S&P
33%
# Symbol Company Quality 1-Year Return Alpha vs S&P (27.3%)
1 ORLY O’Reilly Automotive Inc 97.2% 0.4% -26.9%
2 MCK McKesson Corporation 96.8% 6.5% -20.9%
5 AIT Applied Industrial Technologies 95.7% 37.7% +10.4%