Fundamental
Growth tilt using earnings/revenue growth and profitability quality features available in yfinance fundamentals.
Annual Return
+4.68%
Sharpe
0.463
Max Drawdown
-14.62%
Win Rate
+58.33%
Annual Volatility
+10.11%
Cumulative Return
+31.57%
Rebalance Periods
72
Avg Long / Short Basket
98.3 / 98.3
Minimum symbols required: 35 | Feasibility note: Implemented successfully.
As of: 2026-04-30
Top Longs
TEL: 3.797, MU: 3.096, NVDA: 3.023, LHX: 2.396, VRSN: 2.148, AFL: 2.076, FICO: 1.890, PLTR: 1.654, FIS: 1.557, LLY: 1.470
Top Shorts
DOW: -1.222, BA: -1.042, ENPH: -1.020, KMX: -0.972, STT: -0.969, MOH: -0.881, LYB: -0.876, USB: -0.851, TFC: -0.843, WFC: -0.841
Long count
10
Short count
10
Avg long score
2.311
Avg short score
-0.952
| Symbol | Side | Rank | Score |
|---|---|---|---|
| TEL | Long | 1 | 3.797 |
| MU | Long | 2 | 3.096 |
| NVDA | Long | 3 | 3.023 |
| LHX | Long | 4 | 2.396 |
| VRSN | Long | 5 | 2.148 |
| AFL | Long | 6 | 2.076 |
| FICO | Long | 7 | 1.890 |
| PLTR | Long | 8 | 1.654 |
| FIS | Long | 9 | 1.557 |
| LLY | Long | 10 | 1.470 |
| DOW | Short | 1 | -1.222 |
| BA | Short | 2 | -1.042 |
| ENPH | Short | 3 | -1.020 |
| KMX | Short | 4 | -0.972 |
| STT | Short | 5 | -0.969 |
| MOH | Short | 6 | -0.881 |
| LYB | Short | 7 | -0.876 |
| USB | Short | 8 | -0.851 |
| TFC | Short | 9 | -0.843 |
| WFC | Short | 10 | -0.841 |
