Fundamental
Income-style cross-sectional strategy: long higher-dividend equities and short lower/no-dividend equities.
Annual Return
-18.97%
Sharpe
-1.830
Max Drawdown
-71.46%
Win Rate
+25.00%
Annual Volatility
+10.36%
Cumulative Return
-71.69%
Rebalance Periods
72
Avg Long / Short Basket
80.5 / 81.1
Minimum symbols required: 30 | Feasibility note: Implemented successfully.
As of: 2026-04-30
Top Longs
CAG: 10.320, ARE: 8.430, CPB: 7.580, GIS: 7.240, PGR: 6.970, LYB: 6.880, AMCR: 6.770, KHC: 6.730, PFE: 6.640, UPS: 6.490
Top Shorts
NVDA: 0.020, CTRA: 0.027, PWR: 0.060, MU: 0.080, JBL: 0.090, TXT: 0.090, IR: 0.110, WDC: 0.120, TER: 0.150, GEV: 0.190
Long count
10
Short count
10
Avg long score
7.405
Avg short score
0.094
| Symbol | Side | Rank | Score |
|---|---|---|---|
| CAG | Long | 1 | 10.320 |
| ARE | Long | 2 | 8.430 |
| CPB | Long | 3 | 7.580 |
| GIS | Long | 4 | 7.240 |
| PGR | Long | 5 | 6.970 |
| LYB | Long | 6 | 6.880 |
| AMCR | Long | 7 | 6.770 |
| KHC | Long | 8 | 6.730 |
| PFE | Long | 9 | 6.640 |
| UPS | Long | 10 | 6.490 |
| NVDA | Short | 1 | 0.020 |
| CTRA | Short | 2 | 0.027 |
| PWR | Short | 3 | 0.060 |
| MU | Short | 4 | 0.080 |
| JBL | Short | 5 | 0.090 |
| TXT | Short | 6 | 0.090 |
| IR | Short | 7 | 0.110 |
| WDC | Short | 8 | 0.120 |
| TER | Short | 9 | 0.150 |
| GEV | Short | 10 | 0.190 |
