Fundamental
Growth tilt using earnings/revenue growth and profitability quality features available in yfinance fundamentals.
Annual Return
+5.52%
Sharpe
0.558
Max Drawdown
-14.83%
Win Rate
+61.11%
Annual Volatility
+9.90%
Cumulative Return
+38.08%
Rebalance Periods
72
Avg Long / Short Basket
98.4 / 98.4
Minimum symbols required: 35 | Feasibility note: Implemented successfully.
As of: 2026-04-30
Top Longs
TEL: 3.919, MU: 3.028, NVDA: 2.713, LHX: 2.293, VRSN: 2.163, AFL: 2.140, OXY: 2.083, FICO: 1.889, PLTR: 1.634, LLY: 1.462
Top Shorts
DD: -1.248, DOW: -1.202, BA: -1.035, ENPH: -0.991, KMX: -0.955, STT: -0.950, MOH: -0.863, LYB: -0.856, USB: -0.835, TFC: -0.827
Long count
10
Short count
10
Avg long score
2.332
Avg short score
-0.976
| Symbol | Side | Rank | Score |
|---|---|---|---|
| TEL | Long | 1 | 3.919 |
| MU | Long | 2 | 3.028 |
| NVDA | Long | 3 | 2.713 |
| LHX | Long | 4 | 2.293 |
| VRSN | Long | 5 | 2.163 |
| AFL | Long | 6 | 2.140 |
| OXY | Long | 7 | 2.083 |
| FICO | Long | 8 | 1.889 |
| PLTR | Long | 9 | 1.634 |
| LLY | Long | 10 | 1.462 |
| DD | Short | 1 | -1.248 |
| DOW | Short | 2 | -1.202 |
| BA | Short | 3 | -1.035 |
| ENPH | Short | 4 | -0.991 |
| KMX | Short | 5 | -0.955 |
| STT | Short | 6 | -0.950 |
| MOH | Short | 7 | -0.863 |
| LYB | Short | 8 | -0.856 |
| USB | Short | 9 | -0.835 |
| TFC | Short | 10 | -0.827 |
