Fallen quality
Down 25% or more from the 52-week high, yet still scoring 18/30 with modest debt.
Markets punish good companies for bad quarters. If the fundamentals behind the score are intact, the drop may be an overreaction; if a check has just turned, it may be the start of a decline. The score breakdown tells you which.
$10,000 in this list since 2016
Rebuilt every month from the data public at the time
- Per year
- +6.8%
- All stocks +9.4%, S&P 500 +13.8%
- Worst fall from a peak
- -34%
- All stocks -35%
- Months ahead of all stocks
- 43%
- 120 months tested
- Stocks held, on average
- 61
- Equal weights
- Past 12 months
- +20.8%
- All stocks +4.1%, S&P 500 +12.4%
- Volatility, per year
- 23%
- All stocks 22%
- Sharpe ratio
- 0.29
- All stocks 0.40; return over cash per unit of volatility
- Replaced each month
- 41%
- Share of the list that changes at a rebalance
Live since Oct 19, 2026. Holding the list as published, rebought at each month end: -0.1% against +2.1% for all stocks and +0.7% for the S&P 500, to Oct 30, 2026. Too short a period to read much into.
- Fallen quality
- All US stocks, equal weight
- S&P 500 (price only)
Year by year
| Portfolio | 2016from Oct 31 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026to Oct 19 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| This list | +20% | -0% | -18% | +26% | +14% | -3% | -12% | +28% | +6% | +6% | +12% |
| All US stocks | +12% | +19% |
90 stocks on the list today
As of the close on Oct 30, 2026; 10 joined and 4 left since Oct 29, 2026
| # | Company | Share price | 1D | Market cap | From 52W high | Score | Margin of safety | P/E | RSI |
|---|---|---|---|---|---|---|---|---|---|
| 1 | $11.47 | +1.2% | $7.7B | −87.3% | 21 | +78.9% | 7.6× | 10.4 | |
| 2 |
Left the list at the latest update
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A list produced by rules, not a recommendation. Past results in the backtest don't predict future returns. How the backtests work.