This analysis was done because it's often said that stocks that gain more in the good times, also fall in the bad times. This is one set of datapoints that suggest choosing low-volatility stocks with high gains, do not actually fall more than the others. Neither are they immune to the whims of the market, naturally.

The thick black line is the S&P 500, a benchmark many people use to judge the market in general. It's basically in the center of this distribution. This means the average effect that the COVID crash had on the algorithm-suggested stocks was about the same as the S&P 500 generally. Since algorithm chosen stocks tend to gain much more in the good times, I think this is a good all-around strategy.

For comparison, the S&P 500 Gain(loss): 0.7% From 2/19/2020 to 8/12/2020
Loaded in 2/19/2020 to 8/12/2020