Fundamental
Composite quality ranking from profitability, efficiency, and balance-sheet strength metrics.
Annual Return
+5.46%
Sharpe
0.732
Max Drawdown
-12.11%
Win Rate
+61.11%
Annual Volatility
+7.46%
Cumulative Return
+37.60%
Rebalance Periods
72
Avg Long / Short Basket
98.2 / 98.2
Minimum symbols required: 35 | Feasibility note: Implemented successfully.
As of: 2026-04-30
Top Longs
VRSN: 2.912, VICI: 2.907, NVDA: 2.566, FICO: 2.233, TPL: 1.994, MO: 1.688, PLTR: 1.579, CPRT: 1.375, MU: 1.358, MSCI: 1.345
Top Shorts
MRNA: -3.809, IT: -1.292, CLX: -1.012, ARE: -0.906, LYV: -0.861, CAH: -0.825, MCK: -0.759, BA: -0.747, IP: -0.698, F: -0.698
Long count
10
Short count
10
Avg long score
1.996
Avg short score
-1.161
| Symbol | Side | Rank | Score |
|---|---|---|---|
| VRSN | Long | 1 | 2.912 |
| VICI | Long | 2 | 2.907 |
| NVDA | Long | 3 | 2.566 |
| FICO | Long | 4 | 2.233 |
| TPL | Long | 5 | 1.994 |
| MO | Long | 6 | 1.688 |
| PLTR | Long | 7 | 1.579 |
| CPRT | Long | 8 | 1.375 |
| MU | Long | 9 | 1.358 |
| MSCI | Long | 10 | 1.345 |
| MRNA | Short | 1 | -3.809 |
| IT | Short | 2 | -1.292 |
| CLX | Short | 3 | -1.012 |
| ARE | Short | 4 | -0.906 |
| LYV | Short | 5 | -0.861 |
| CAH | Short | 6 | -0.825 |
| MCK | Short | 7 | -0.759 |
| BA | Short | 8 | -0.747 |
| IP | Short | 9 | -0.698 |
| F | Short | 10 | -0.698 |
