Rank the market.
Remove the noise.
AlphaPanel scores every liquid U.S. equity on a 0–100 scale using multi-factor quantitative signals — then tracks what happens next.
Does the score work?
Every stock in the universe is continuously scored. The table below groups stocks by their score and tracks what happened next — the average return over the following 3, 6, and 12 months across all historical snapshots, covering bull markets, drawdowns, rate hikes, and recoveries.
Returns include all market conditions. Not a guarantee of future results.
How it works
The model evaluates cross-sectional momentum, trend structure, and mean-reversion dynamics across the full universe. Each signal is rooted in documented market anomalies from peer-reviewed research.
Individual signals are percentile-ranked and combined into a single composite score from 0–100. Factor weights are calibrated to maximize forward return separation between the top and bottom deciles.
The highest-conviction names form an equal-weight model portfolio. Quality gates filter for liquidity and price integrity before any stock enters the portfolio.
See what the model sees.
Screen the full universe, explore the model portfolio, or read about the methodology.