Fundamental
Composite quality ranking from profitability, efficiency, and balance-sheet strength metrics.
Annual Return
+4.63%
Sharpe
0.646
Max Drawdown
-11.96%
Win Rate
+59.72%
Annual Volatility
+7.17%
Cumulative Return
+31.20%
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
VRSN: 2.938, VICI: 2.816, NVDA: 2.474, FICO: 2.235, TPL: 1.944, MO: 1.712, CPRT: 1.600, PLTR: 1.528, MSCI: 1.362, MU: 1.351
Top Shorts
MRNA: -3.797, TTWO: -1.375, IT: -1.250, CLX: -1.008, ARE: -0.882, CAH: -0.808, MCK: -0.775, VTRS: -0.749, BA: -0.741, F: -0.687
Long count
10
Short count
10
Avg long score
1.996
Avg short score
-1.207
| Symbol | Side | Rank | Score |
|---|---|---|---|
| VRSN | Long | 1 | 2.938 |
| VICI | Long | 2 | 2.816 |
| NVDA | Long | 3 | 2.474 |
| FICO | Long | 4 | 2.235 |
| TPL | Long | 5 | 1.944 |
| MO | Long | 6 | 1.712 |
| CPRT | Long | 7 | 1.600 |
| PLTR | Long | 8 | 1.528 |
| MSCI | Long | 9 | 1.362 |
| MU | Long | 10 | 1.351 |
| MRNA | Short | 1 | -3.797 |
| TTWO | Short | 2 | -1.375 |
| IT | Short | 3 | -1.250 |
| CLX | Short | 4 | -1.008 |
| ARE | Short | 5 | -0.882 |
| CAH | Short | 6 | -0.808 |
| MCK | Short | 7 | -0.775 |
| VTRS | Short | 8 | -0.749 |
| BA | Short | 9 | -0.741 |
| F | Short | 10 | -0.687 |
