Did high-ranked names make money? Equal-weight portfolio returns from real daily closes.
Method: each night we snapshot the Top N list. Entry = close on selection day (or next session ≤5d). Forward returns use trading days from price_history (+5d ≈ 1 week, +21d ≈ 1 month, +63d ≈ 3 months). Portfolio return = equal-weight average of names with prices that day. Benchmark = SPY over the same windows.
Data: 93 ranking days (2026-06-07 to 2026-09-10) · price history 2026-05-08 to 2026-09-09 (3493 tickers) · 181/182 ever-Top-100 names have closes
Stocks that were actually on the Top 25 list, ranked by how much money they made after that selection day. Entry = close on pick day.
Single selection days in Top 25 with a completed ~1-month window. Same name can appear multiple days if it stayed ranked.
| # | Ticker | Company | Picked | Rank then | Score | Entry $ | +5d | +21d | Since |
|---|
Hindsight only — these are the winners after the fact, not a live signal. Use it to learn which kinds of picks worked.
| Basket | +5d avg | +5d vs SPY | +21d avg | +21d vs SPY | +63d avg | +63d vs SPY | Hit +21d |
|---|
Equal-weight return of that day's Top 10 from entry to each horizon (blank = not enough follow-up trading days yet).
| Date | N priced | +5d | +21d | +63d | Since entry |
|---|
Avg forward return = mean of each day the name was in the Top 100 (completed windows only). Ret since = first Top-100 appearance → latest close.
| Ticker | Company | Days | Best rank | Now | Avg +5d | Avg +21d | Avg +63d | Since 1st |
|---|
Source: daily_rankings + price_history (yfinance closes). Rank movement is not used as the primary KPI — price is.
MarketBeat Top MarketRank comparison uses the same equal-weight method when that archive has data (91 days).