All Reports / Report #234

Simulation Report

Large Cap Revenue Scale Top 12

The simulation finished up 126.38% versus contributed principal.
Created at 2026-07-16 07:51:03 / v2 / Updated by Colin ZHao

Simulation Report

Large Cap Revenue Scale Top 12

The simulation finished up 126.38% versus contributed principal.

Created at 2026-07-16 07:51:03 / Updated by Colin ZHao

Thesis

No forward-looking thesis was provided.

Goal

Test new TTM revenue, operating-income, and free-cash-flow factors over rolling 5-year windows

Primary metric: Annualized edge over equal-weight S&P 500 with drawdown context

Period

Simulation range
2016-07-05 -> 2021-07-06
Starting value
202,021.11
Principal contributed
345,000.00
Ending cash
14,068.26

Strategy Rules

Large Cap Revenue Scale Top 12 qf-2016-revenue-scale-top12-rb6

  • Large-cap, liquid, profitable universe only
  • TTM fundamentals must already exist on the sim date; no look-ahead
  • Pure TTM-column runs first, then feed-informed hybrid runs

Result

Ending value
780,994.02Portfolio value at the final available date
Total gain/loss
+435,994.02+126.38%
Avg yearly gain
+21.63%Money-weighted annualized return using the recorded deposit schedule
S&P 500 (EW) yearly gain
+19.07%S&P 500 (EW) ending value: 712,477.61
Max drawdown
-33.62%12 open positions at the end of the run

Run Facts

Largest position
14.44%
Cash position
14,068.26 (1.80%)
Unique stocks traded
20

Tax Profile

Unrealized gain exposure
+335,845.21
Long-term tax
5,779.14
Short-term tax
8,083.15
Dividend tax
5,801.99
Total estimated tax
19,730.21

Strategy Check

  • The strategy followed the trading-universe rule: 20 user-selected stocks were traded, with 90 buys and 56 sells.
  • The strategy met the capital-growth goal in absolute terms, finishing with a 126.38% return on contributed principal.
  • The path was volatile: maximum drawdown reached -33.62%.

Note

Revenue scale quality: hold liquid large-cap profitable companies with the largest trailing revenue bases, tempered by operating quality.

Positions At Report Date

Symbol Quantity Last Price Market Value Unit Cost Total Cost $ Gain/Loss % Gain/Loss % of Group
AAPL 780 142.02 110,775.60 25.12 19,589.83 +91,185.78 +465.48% 14.44%
INTC 942 56.09 52,836.78 54.79 51,615.57 +1,221.21 +2.37% 6.89%
MCD 254 232.75 59,118.50 167.84 42,632.08 +16,486.42 +38.67% 7.71%
META 208 352.78 73,378.24 121.12 25,193.03 +48,185.21 +191.26% 9.57%
MO 993 46.67 46,343.31 40.84 40,554.12 +5,789.19 +14.28% 6.04%
MSFT 282 277.66 78,300.12 98.77 27,852.90 +50,447.22 +181.12% 10.21%
ORCL 843 83.08 70,036.44 54.42 45,875.28 +24,161.16 +52.67% 9.13%
PLD 545 122.54 66,784.30 90.60 49,378.09 +17,406.21 +35.25% 8.71%
SPGI 161 415.67 66,922.87 171.01 27,533.05 +39,389.82 +143.06% 8.73%
TXN 250 191.20 47,800.00 162.22 40,555.00 +7,245.00 +17.86% 6.23%
V 248 239.60 59,420.80 80.33 19,921.93 +39,498.87 +198.27% 7.75%
VRTX 176 200.05 35,208.80 229.43 40,379.68 -5,170.88 -12.81% 4.59%

As of 2021-07-06

Show types
Date Action Symbol Qty Price Acquired Term Cash Note
2021-07-01 INTEREST — — — — — +0.11 —
2021-06-15 DIVIDEND PLD 545 0.63 — — +343.35 —
2021-06-14 DIVIDEND MO 993 0.86 — — +853.98 —
2021-06-01 INTEREST — — — — — +0.10 —
2021-05-28 DIVIDEND MCD 254 1.29 — — +327.66 —
2021-05-25 DIVIDEND SPGI 161 0.77 — — +123.97 —
2021-05-19 DIVIDEND MSFT 282 0.56 — — +157.92 —
2021-05-13 DIVIDEND V 248 0.32 — — +79.36 —
2021-05-07 DIVIDEND AAPL 780 0.22 — — +171.60 —
2021-05-06 DIVIDEND INTC 942 0.35 — — +327.82 —
2021-05-03 INTEREST — — — — — +0.09 —
2021-04-30 DIVIDEND TXN 250 1.02 — — +255.00 —
2021-04-07 DIVIDEND ORCL 843 0.32 — — +269.76 —
2021-04-06 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2021-04-01 INTEREST — — — — — +0.02 —
2021-03-24 DIVIDEND MO 993 0.86 — — +853.98 —
2021-03-18 DIVIDEND PLD 545 0.63 — — +343.35 —
2021-03-01 INTEREST — — — — — +0.01 —
2021-02-26 DIVIDEND MCD 254 1.29 — — +327.66 —
2021-02-23 DIVIDEND SPGI 161 0.77 — — +123.97 —
2021-02-17 DIVIDEND MSFT 282 0.56 — — +157.92 —
2021-02-11 DIVIDEND V 248 0.32 — — +79.36 —
2021-02-05 DIVIDEND AAPL 780 0.2 — — +159.90 —
2021-02-04 DIVIDEND INTC 942 0.35 — — +327.82 —
2021-02-01 INTEREST — — — — — +0.01 —
2021-01-29 DIVIDEND TXN 250 1.02 — — +255.00 —
2021-01-06 DIVIDEND ORCL 843 0.24 — — +202.32 —
2021-01-04 BUY INTC 453 49.67 — — -22500.51 revenue-scale buy: INTC, revenue 77.9B, op margin 30.4%, FCF yield 9.78%, momentum -17.4%, target weight 8.3%.
2021-01-04 BUY MCD 15 210.22 — — -3153.30 revenue-scale buy: MCD, revenue 19.2B, op margin 38.1%, FCF yield 3.07%, momentum 5.1%, target weight 8.3%.
2021-01-04 BUY PLD 65 96.04 — — -6242.60 revenue-scale buy: PLD, revenue 4.4B, op margin 47.7%, FCF yield n/a, momentum 7.4%, target weight 8.3%.
2021-01-04 BUY VRTX 176 229.43 — — -40379.68 revenue-scale buy: VRTX, revenue 6.2B, op margin 46.0%, FCF yield 5.08%, momentum 5.3%, target weight 8.3%.
2021-01-04 BUY TXN 250 162.22 — — -40555.00 revenue-scale buy: TXN, revenue 14.5B, op margin 40.8%, FCF yield 3.72%, momentum 26.9%, target weight 8.3%.
2021-01-04 BUY ORCL 36 63.75 — — -2295.00 revenue-scale buy: ORCL, revenue 39.4B, op margin 37.1%, FCF yield 6.87%, momentum 18.6%, target weight 8.3%.
2021-01-04 BUY SPGI 5 333.25 — — -1666.25 revenue-scale buy: SPGI, revenue 7.4B, op margin 48.6%, FCF yield 3.33%, momentum 20.3%, target weight 8.3%.
2021-01-04 BUY MO 993 40.84 — — -40554.12 revenue-scale buy: MO, revenue 26.2B, op margin 41.6%, FCF yield 11.74%, momentum -17.7%, target weight 8.3%.
2021-01-04 BUY V 6 217.76 — — -1306.56 revenue-scale buy: V, revenue 21.5B, op margin 64.8%, FCF yield 2.27%, momentum 14.9%, target weight 8.3%.
2021-01-04 SELL MA 15 351.49 2020-07-06 SHORT +5272.35 Exit MA: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL MA 132 351.49 2020-01-03 LONG +46396.68 Exit MA: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL AMGN 3 226.66 2020-07-06 SHORT +679.98 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL AMGN 4 226.66 2020-01-03 LONG +906.64 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL AMGN 20 226.66 2019-07-05 LONG +4533.20 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL AMGN 7 226.66 2018-07-03 LONG +1586.62 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL AMGN 22 226.66 2018-01-02 LONG +4986.52 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL AMGN 5 226.66 2017-07-03 LONG +1133.30 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL AMGN 15 226.66 2017-04-03 LONG +3399.90 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL AMGN 109 226.66 2016-07-01 LONG +24705.94 Exit AMGN: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL SPG 247 82.81 2020-07-06 SHORT +20454.07 Exit SPG: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL SPG 91 82.81 2020-01-03 LONG +7535.71 Exit SPG: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL SPG 29 82.81 2019-07-05 LONG +2401.49 Exit SPG: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL SPG 15 82.81 2018-07-03 LONG +1242.15 Exit SPG: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL SPG 22 82.81 2018-01-02 LONG +1821.82 Exit SPG: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL SPG 18 82.81 2017-07-03 LONG +1490.58 Exit SPG: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL SPG 31 82.81 2017-04-03 LONG +2567.11 Exit SPG: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL SPG 7 82.81 2016-09-30 LONG +579.67 Exit SPG: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 SELL SPG 77 82.81 2016-07-01 LONG +6376.37 Exit SPG: no longer in the top 12 revenue-scale factor set as of 2021-01-04.
2021-01-04 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2021-01-04 INTEREST — — — — — +4.91 —
2020-12-23 DIVIDEND SPG 537 1.3 — — +698.10 —
2020-12-17 DIVIDEND PLD 480 0.58 — — +278.40 —
2020-12-01 INTEREST — — — — — +4.39 —
2020-11-30 DIVIDEND MCD 239 1.29 — — +308.31 —
2020-11-24 DIVIDEND SPGI 156 0.67 — — +104.52 —
2020-11-18 DIVIDEND MSFT 282 0.56 — — +157.92 —
2020-11-13 DIVIDEND AMGN 185 1.6 — — +296.00 —
2020-11-12 DIVIDEND V 242 0.32 — — +77.44 —
2020-11-06 DIVIDEND AAPL 780 0.2 — — +159.90 —
2020-11-05 DIVIDEND INTC 489 0.33 — — +161.37 —
2020-11-02 INTEREST — — — — — +4.43 —
2020-10-08 DIVIDEND MA 147 0.4 — — +58.80 —
2020-10-08 DIVIDEND SPG 537 1.3 — — +698.10 —
2020-10-07 DIVIDEND ORCL 807 0.24 — — +193.68 —
2020-10-02 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2020-10-01 INTEREST — — — — — +1.13 —
2020-09-16 DIVIDEND PLD 480 0.58 — — +278.40 —
2020-09-01 INTEREST — — — — — +0.82 —
2020-08-31 DIVIDEND MCD 239 1.25 — — +298.75 —
2020-08-25 DIVIDEND SPGI 156 0.67 — — +104.52 —
2020-08-19 DIVIDEND MSFT 282 0.51 — — +143.82 —
2020-08-14 DIVIDEND AMGN 185 1.6 — — +296.00 —
2020-08-13 DIVIDEND V 242 0.3 — — +72.60 —
2020-08-07 DIVIDEND AAPL 780 0.2 — — +159.90 —
2020-08-06 DIVIDEND INTC 489 0.33 — — +161.37 —
2020-08-03 INTEREST — — — — — +1.35 —
2020-07-14 DIVIDEND ORCL 807 0.24 — — +193.68 —
2020-07-09 DIVIDEND SPG 537 1.3 — — +698.10 —
2020-07-08 DIVIDEND MA 147 0.4 — — +58.80 —
2020-07-06 BUY MA 15 305.57 — — -4583.55 revenue-scale buy: MA, revenue 24.5B, op margin 36.6%, FCF yield 2.92%, momentum 12.3%, target weight 8.3%.
2020-07-06 BUY MCD 25 188.5 — — -4712.50 revenue-scale buy: MCD, revenue 19.3B, op margin 38.2%, FCF yield 2.55%, momentum -10.8%, target weight 8.3%.
2020-07-06 BUY AMGN 3 256.25 — — -768.75 revenue-scale buy: AMGN, revenue 24.3B, op margin 37.9%, FCF yield 7.11%, momentum 37.8%, target weight 8.3%.
2020-07-06 BUY ORCL 69 56.6 — — -3905.40 revenue-scale buy: ORCL, revenue 39.1B, op margin 35.6%, FCF yield 7.38%, momentum -4.5%, target weight 8.3%.
2020-07-06 BUY SPG 247 68.93 — — -17025.71 revenue-scale buy: SPG, revenue 5.3B, op margin 48.6%, FCF yield 9.01%, momentum -57.7%, target weight 8.3%.
2020-07-06 BUY INTC 489 59.54 — — -29115.06 revenue-scale buy: INTC, revenue 79.0B, op margin 32.9%, FCF yield 8.46%, momentum 23.8%, target weight 8.3%.
2020-07-06 BUY PLD 37 95.56 — — -3535.72 revenue-scale buy: PLD, revenue 4.0B, op margin 52.6%, FCF yield n/a, momentum 15.9%, target weight 8.3%.
2020-07-06 BUY V 3 197.76 — — -593.28 revenue-scale buy: V, revenue 22.9B, op margin 64.1%, FCF yield 3.08%, momentum 11.9%, target weight 8.3%.
2020-07-06 SELL ABBV 447 99.01 2020-01-03 SHORT +44257.47 Exit ABBV: no longer in the top 12 revenue-scale factor set as of 2020-07-06.
2020-07-06 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2020-07-01 INTEREST — — — — — +4.84 —
2020-06-15 DIVIDEND PLD 443 0.58 — — +256.94 —
2020-06-01 INTEREST — — — — — +4.72 —
2020-05-29 DIVIDEND MCD 214 1.25 — — +267.50 —
2020-05-26 DIVIDEND SPGI 156 0.67 — — +104.52 —
2020-05-20 DIVIDEND MSFT 282 0.51 — — +143.82 —
2020-05-15 DIVIDEND AMGN 182 1.6 — — +291.20 —
2020-05-13 DIVIDEND V 239 0.3 — — +71.70 —
2020-05-08 DIVIDEND AAPL 780 0.2 — — +159.90 —
2020-05-01 INTEREST — — — — — +4.11 —
2020-04-14 DIVIDEND ABBV 447 1.18 — — +527.46 —
2020-04-08 DIVIDEND ORCL 738 0.24 — — +177.12 —
2020-04-08 DIVIDEND MA 132 0.4 — — +52.80 —
2020-04-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2020-04-01 INTEREST — — — — — +1.31 —
2020-03-13 DIVIDEND PLD 443 0.58 — — +256.94 —
2020-03-02 INTEREST — — — — — +0.90 —
2020-02-28 DIVIDEND MCD 214 1.25 — — +267.50 —
2020-02-25 DIVIDEND SPGI 156 0.67 — — +104.52 —
2020-02-19 DIVIDEND MSFT 282 0.51 — — +143.82 —
2020-02-13 DIVIDEND AMGN 182 1.6 — — +291.20 —
2020-02-13 DIVIDEND SPG 290 2.1 — — +609.00 —
2020-02-13 DIVIDEND V 239 0.3 — — +71.70 —
2020-02-07 DIVIDEND AAPL 780 0.19 — — +150.15 —
2020-02-03 INTEREST — — — — — +0.73 —
2020-01-14 DIVIDEND ABBV 447 1.18 — — +527.46 —
2020-01-08 DIVIDEND ORCL 738 0.24 — — +177.12 —
2020-01-08 DIVIDEND MA 132 0.4 — — +52.80 —
2020-01-03 BUY ORCL 738 53.76 — — -39674.88 revenue-scale buy: ORCL, revenue 39.6B, op margin 34.7%, FCF yield 8.20%, momentum 20.1%, target weight 8.3%.
2020-01-03 BUY MA 132 300.43 — — -39656.76 revenue-scale buy: MA, revenue 25.0B, op margin 38.7%, FCF yield 2.81%, momentum 65.8%, target weight 8.3%.
2020-01-03 BUY META 1 208.67 — — -208.67 revenue-scale buy: META, revenue 70.7B, op margin 33.9%, FCF yield 4.00%, momentum 58.4%, target weight 8.3%.
2020-01-03 BUY SPGI 2 276.91 — — -553.82 revenue-scale buy: SPGI, revenue 6.7B, op margin 48.2%, FCF yield 3.05%, momentum 68.5%, target weight 8.3%.
2020-01-03 BUY ABBV 447 88.7 — — -39648.90 revenue-scale buy: ABBV, revenue 33.3B, op margin 39.0%, FCF yield 8.14%, momentum 2.8%, target weight 8.3%.
2020-01-03 BUY AMGN 4 238.47 — — -953.88 revenue-scale buy: AMGN, revenue 23.4B, op margin 41.4%, FCF yield 6.39%, momentum 26.2%, target weight 8.3%.
2020-01-03 BUY SPG 91 145.35 — — -13226.85 revenue-scale buy: SPG, revenue 5.8B, op margin 50.5%, FCF yield 6.51%, momentum -11.8%, target weight 8.3%.
2020-01-03 BUY MCD 32 200.08 — — -6402.56 revenue-scale buy: MCD, revenue 21.1B, op margin 43.0%, FCF yield 4.00%, momentum 14.4%, target weight 8.3%.
2020-01-03 BUY PLD 443 89.39 — — -39599.77 revenue-scale buy: PLD, revenue 3.3B, op margin 55.5%, FCF yield n/a, momentum 58.0%, target weight 8.3%.
2020-01-03 SELL INTC 103 60.1 2019-07-05 SHORT +6190.30 Exit INTC: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL INTC 569 60.1 2019-01-03 SHORT +34196.90 Exit INTC: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL MU 30 54.53 2019-07-05 SHORT +1635.90 Exit MU: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL MU 299 54.53 2019-01-03 SHORT +16304.47 Exit MU: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL MU 28 54.53 2018-07-03 LONG +1526.84 Exit MU: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL MU 545 54.53 2018-01-02 LONG +29718.85 Exit MU: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL TXN 2 127.85 2019-07-05 SHORT +255.70 Exit TXN: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL TXN 23 127.85 2019-01-03 SHORT +2940.55 Exit TXN: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL TXN 37 127.85 2017-07-03 LONG +4730.45 Exit TXN: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL TXN 49 127.85 2017-04-03 LONG +6264.65 Exit TXN: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL TXN 203 127.85 2016-09-30 LONG +25953.55 Exit TXN: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL GILD 57 65.07 2019-07-05 SHORT +3708.99 Exit GILD: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL GILD 21 65.07 2019-01-03 SHORT +1366.47 Exit GILD: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL GILD 44 65.07 2018-07-03 LONG +2863.08 Exit GILD: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL GILD 47 65.07 2018-01-02 LONG +3058.29 Exit GILD: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL GILD 15 65.07 2017-07-03 LONG +976.05 Exit GILD: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL GILD 79 65.07 2017-04-03 LONG +5140.53 Exit GILD: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL GILD 23 65.07 2016-09-30 LONG +1496.61 Exit GILD: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 SELL GILD 198 65.07 2016-07-01 LONG +12883.86 Exit GILD: no longer in the top 12 revenue-scale factor set as of 2020-01-03.
2020-01-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2020-01-02 INTEREST — — — — — +19.50 —
2019-12-12 DIVIDEND GILD 484 0.63 — — +304.92 —
2019-12-02 INTEREST — — — — — +18.90 —
2019-11-29 DIVIDEND MCD 182 1.25 — — +227.50 —
2019-11-25 DIVIDEND SPGI 154 0.57 — — +87.78 —
2019-11-20 DIVIDEND MSFT 282 0.51 — — +143.82 —
2019-11-14 DIVIDEND AMGN 178 1.45 — — +258.10 —
2019-11-14 DIVIDEND SPG 199 2.1 — — +417.90 —
2019-11-14 DIVIDEND V 239 0.3 — — +71.70 —
2019-11-07 DIVIDEND AAPL 780 0.19 — — +150.15 —
2019-11-06 DIVIDEND INTC 672 0.32 — — +211.68 —
2019-11-01 INTEREST — — — — — +16.19 —
2019-10-30 DIVIDEND TXN 314 0.9 — — +282.60 —
2019-10-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2019-10-01 INTEREST — — — — — +3.68 —
2019-09-12 DIVIDEND GILD 484 0.63 — — +304.92 —
2019-09-03 INTEREST — — — — — +2.73 —
2019-08-30 DIVIDEND MCD 182 1.16 — — +211.12 —
2019-08-26 DIVIDEND SPGI 154 0.57 — — +87.78 —
2019-08-15 DIVIDEND SPG 199 2.1 — — +417.90 —
2019-08-15 DIVIDEND V 239 0.25 — — +59.75 —
2019-08-14 DIVIDEND MSFT 282 0.46 — — +129.72 —
2019-08-14 DIVIDEND AMGN 178 1.45 — — +258.10 —
2019-08-09 DIVIDEND AAPL 780 0.19 — — +150.15 —
2019-08-06 DIVIDEND INTC 672 0.32 — — +211.68 —
2019-08-01 INTEREST — — — — — +3.19 —
2019-07-30 DIVIDEND TXN 314 0.77 — — +241.78 —
2019-07-05 BUY GILD 57 68.53 — — -3906.21 revenue-scale buy: GILD, revenue 22.4B, op margin 37.7%, FCF yield 8.60%, momentum -3.9%, target weight 8.3%.
2019-07-05 BUY INTC 103 48.08 — — -4952.24 revenue-scale buy: INTC, revenue 70.4B, op margin 31.8%, FCF yield 6.53%, momentum -2.8%, target weight 8.3%.
2019-07-05 BUY TXN 2 115.75 — — -231.50 revenue-scale buy: TXN, revenue 15.2B, op margin 41.6%, FCF yield 5.63%, momentum 6.3%, target weight 8.3%.
2019-07-05 BUY SPG 29 162.96 — — -4725.84 revenue-scale buy: SPG, revenue 5.7B, op margin 50.7%, FCF yield 5.84%, momentum -4.8%, target weight 8.3%.
2019-07-05 BUY AMGN 20 185.94 — — -3718.80 revenue-scale buy: AMGN, revenue 23.6B, op margin 41.8%, FCF yield 8.71%, momentum 0.1%, target weight 8.3%.
2019-07-05 BUY MU 30 39.42 — — -1182.60 revenue-scale buy: MU, revenue 27.0B, op margin 41.2%, FCF yield 13.96%, momentum -23.4%, target weight 8.3%.
2019-07-05 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2019-07-01 INTEREST — — — — — +17.67 —
2019-06-13 DIVIDEND GILD 427 0.63 — — +269.01 —
2019-06-03 INTEREST — — — — — +19.23 —
2019-05-31 DIVIDEND MCD 182 1.16 — — +211.12 —
2019-05-28 DIVIDEND SPGI 154 0.57 — — +87.78 —
2019-05-16 DIVIDEND AMGN 158 1.45 — — +229.10 —
2019-05-16 DIVIDEND SPG 170 2.05 — — +348.50 —
2019-05-16 DIVIDEND V 239 0.25 — — +59.75 —
2019-05-15 DIVIDEND MSFT 282 0.46 — — +129.72 —
2019-05-10 DIVIDEND AAPL 780 0.19 — — +150.15 —
2019-05-06 DIVIDEND INTC 569 0.32 — — +179.24 —
2019-05-03 DIVIDEND TXN 312 0.77 — — +240.24 —
2019-05-01 INTEREST — — — — — +14.67 —
2019-04-04 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2019-04-01 INTEREST — — — — — +3.50 —
2019-03-14 DIVIDEND GILD 427 0.63 — — +269.01 —
2019-03-01 INTEREST — — — — — +1.82 —
2019-02-28 DIVIDEND MCD 182 1.16 — — +211.12 —
2019-02-25 DIVIDEND SPGI 154 0.57 — — +87.78 —
2019-02-20 DIVIDEND MSFT 282 0.46 — — +129.72 —
2019-02-14 DIVIDEND AMGN 158 1.45 — — +229.10 —
2019-02-14 DIVIDEND V 239 0.25 — — +59.75 —
2019-02-13 DIVIDEND SPG 170 2.05 — — +348.50 —
2019-02-08 DIVIDEND AAPL 780 0.18 — — +142.35 —
2019-02-06 DIVIDEND INTC 569 0.32 — — +179.24 —
2019-02-01 INTEREST — — — — — +1.12 —
2019-01-30 DIVIDEND TXN 312 0.77 — — +240.24 —
2019-01-03 BUY SPGI 154 164.37 — — -25312.98 revenue-scale buy: SPGI, revenue 6.3B, op margin 44.6%, FCF yield 3.77%, momentum -2.2%, target weight 8.3%.
2019-01-03 BUY GILD 21 65.25 — — -1370.25 revenue-scale buy: GILD, revenue 22.1B, op margin 37.1%, FCF yield 9.31%, momentum -11.9%, target weight 8.3%.
2019-01-03 BUY AAPL 77 35.55 — — -2737.16 revenue-scale buy: AAPL, revenue 261.6B, op margin 26.0%, FCF yield 11.62%, momentum -17.5%, target weight 8.3%.
2019-01-03 BUY INTC 569 44.49 — — -25314.81 revenue-scale buy: INTC, revenue 70.8B, op margin 32.9%, FCF yield 7.36%, momentum -5.0%, target weight 8.3%.
2019-01-03 BUY TXN 23 88.88 — — -2044.24 revenue-scale buy: TXN, revenue 15.8B, op margin 42.5%, FCF yield 7.49%, momentum -15.8%, target weight 8.3%.
2019-01-03 BUY MSFT 48 97.4 — — -4675.20 revenue-scale buy: MSFT, revenue 118.5B, op margin 32.8%, FCF yield 4.41%, momentum 13.3%, target weight 8.3%.
2019-01-03 BUY META 53 131.74 — — -6982.22 revenue-scale buy: META, revenue 55.8B, op margin 44.6%, FCF yield 4.59%, momentum -27.4%, target weight 8.3%.
2019-01-03 BUY MU 299 31 — — -9269.00 revenue-scale buy: MU, revenue 31.5B, op margin 49.7%, FCF yield 26.01%, momentum -29.0%, target weight 8.3%.
2019-01-03 SELL MO 120 49.04 2018-07-03 SHORT +5884.80 Exit MO: no longer in the top 12 revenue-scale factor set as of 2019-01-03.
2019-01-03 SELL MO 75 49.04 2018-01-02 LONG +3678.00 Exit MO: no longer in the top 12 revenue-scale factor set as of 2019-01-03.
2019-01-03 SELL MO 12 49.04 2017-07-03 LONG +588.48 Exit MO: no longer in the top 12 revenue-scale factor set as of 2019-01-03.
2019-01-03 SELL MO 12 49.04 2017-04-03 LONG +588.48 Exit MO: no longer in the top 12 revenue-scale factor set as of 2019-01-03.
2019-01-03 SELL MO 32 49.04 2016-09-30 LONG +1569.28 Exit MO: no longer in the top 12 revenue-scale factor set as of 2019-01-03.
2019-01-03 SELL MO 244 49.04 2016-07-01 LONG +11965.76 Exit MO: no longer in the top 12 revenue-scale factor set as of 2019-01-03.
2019-01-03 SELL MA 189 181.18 2016-07-01 LONG +34243.02 Exit MA: no longer in the top 12 revenue-scale factor set as of 2019-01-03.
2019-01-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2019-01-02 INTEREST — — — — — +14.62 —
2018-12-24 DIVIDEND MO 495 0.8 — — +396.00 —
2018-12-13 DIVIDEND GILD 406 0.57 — — +231.42 —
2018-12-03 INTEREST — — — — — +14.17 —
2018-11-30 DIVIDEND MCD 182 1.16 — — +211.12 —
2018-11-15 DIVIDEND AMGN 158 1.32 — — +208.56 —
2018-11-15 DIVIDEND SPG 170 2 — — +340.00 —
2018-11-15 DIVIDEND V 239 0.25 — — +59.75 —
2018-11-14 DIVIDEND MSFT 234 0.46 — — +107.64 —
2018-11-08 DIVIDEND AAPL 703 0.18 — — +128.30 —
2018-11-01 INTEREST — — — — — +12.46 —
2018-10-30 DIVIDEND TXN 289 0.77 — — +222.53 —
2018-10-05 DIVIDEND MA 189 0.25 — — +47.25 —
2018-10-02 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2018-10-01 INTEREST — — — — — +2.50 —
2018-09-13 DIVIDEND MO 495 0.8 — — +396.00 —
2018-09-13 DIVIDEND GILD 406 0.57 — — +231.42 —
2018-09-04 INTEREST — — — — — +1.86 —
2018-08-31 DIVIDEND MCD 182 1.01 — — +183.82 —
2018-08-16 DIVIDEND AMGN 158 1.32 — — +208.56 —
2018-08-16 DIVIDEND SPG 170 2 — — +340.00 —
2018-08-16 DIVIDEND V 239 0.21 — — +50.19 —
2018-08-15 DIVIDEND MSFT 234 0.42 — — +98.28 —
2018-08-10 DIVIDEND AAPL 703 0.18 — — +128.30 —
2018-08-01 INTEREST — — — — — +1.24 —
2018-07-30 DIVIDEND TXN 289 0.62 — — +179.18 —
2018-07-06 DIVIDEND MA 189 0.25 — — +47.25 —
2018-07-03 BUY MO 120 56.46 — — -6775.20 revenue-scale buy: MO, revenue 25.2B, op margin 37.9%, FCF yield 6.88%, momentum -24.2%, target weight 8.3%.
2018-07-03 BUY MSFT 234 99.05 — — -23177.70 revenue-scale buy: MSFT, revenue 110.4B, op margin 31.8%, FCF yield 4.38%, momentum 45.3%, target weight 8.3%.
2018-07-03 BUY SPG 15 171.15 — — -2567.25 revenue-scale buy: SPG, revenue 5.6B, op margin 51.1%, FCF yield 5.42%, momentum 3.6%, target weight 8.3%.
2018-07-03 BUY AMGN 7 185.71 — — -1299.97 revenue-scale buy: AMGN, revenue 23.2B, op margin 44.2%, FCF yield 10.23%, momentum 7.5%, target weight 8.3%.
2018-07-03 BUY MCD 28 156.48 — — -4381.44 revenue-scale buy: MCD, revenue 21.6B, op margin 44.6%, FCF yield 3.17%, momentum 2.6%, target weight 8.3%.
2018-07-03 BUY GILD 44 71.33 — — -3138.52 revenue-scale buy: GILD, revenue 23.2B, op margin 45.4%, FCF yield n/a, momentum 0.9%, target weight 8.3%.
2018-07-03 BUY MU 28 51.48 — — -1441.44 revenue-scale buy: MU, revenue 28.1B, op margin 46.7%, FCF yield 13.22%, momentum 76.7%, target weight 8.3%.
2018-07-03 BUY META 4 192.73 — — -770.92 revenue-scale buy: META, revenue 48.5B, op margin 49.0%, FCF yield 3.61%, momentum 29.8%, target weight 8.3%.
2018-07-03 SELL ORCL 106 44.72 2018-01-02 SHORT +4740.32 Exit ORCL: no longer in the top 12 revenue-scale factor set as of 2018-07-03.
2018-07-03 SELL ORCL 15 44.72 2017-04-03 LONG +670.80 Exit ORCL: no longer in the top 12 revenue-scale factor set as of 2018-07-03.
2018-07-03 SELL ORCL 37 44.72 2016-09-30 LONG +1654.64 Exit ORCL: no longer in the top 12 revenue-scale factor set as of 2018-07-03.
2018-07-03 SELL ORCL 412 44.72 2016-07-01 LONG +18424.64 Exit ORCL: no longer in the top 12 revenue-scale factor set as of 2018-07-03.
2018-07-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2018-07-02 INTEREST — — — — — +13.95 —
2018-06-14 DIVIDEND MO 375 0.7 — — +262.50 —
2018-06-14 DIVIDEND GILD 362 0.57 — — +206.34 —
2018-06-01 INTEREST — — — — — +12.97 —
2018-06-01 DIVIDEND MCD 154 1.01 — — +155.54 —
2018-05-17 DIVIDEND V 239 0.21 — — +50.19 —
2018-05-16 DIVIDEND AMGN 151 1.32 — — +199.32 —
2018-05-16 DIVIDEND SPG 155 1.95 — — +302.25 —
2018-05-11 DIVIDEND AAPL 703 0.18 — — +128.30 —
2018-05-04 DIVIDEND TXN 289 0.62 — — +179.18 —
2018-05-01 INTEREST — — — — — +10.80 —
2018-04-16 DIVIDEND ORCL 570 0.19 — — +108.30 —
2018-04-06 DIVIDEND MA 189 0.25 — — +47.25 —
2018-04-04 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2018-04-02 INTEREST — — — — — +2.35 —
2018-03-15 DIVIDEND GILD 362 0.57 — — +206.34 —
2018-03-14 DIVIDEND MO 375 0.7 — — +262.50 —
2018-03-01 INTEREST — — — — — +1.25 —
2018-02-28 DIVIDEND MCD 154 1.01 — — +155.54 —
2018-02-15 DIVIDEND V 239 0.21 — — +50.19 —
2018-02-14 DIVIDEND AMGN 151 1.32 — — +199.32 —
2018-02-13 DIVIDEND SPG 155 1.95 — — +302.25 —
2018-02-09 DIVIDEND AAPL 703 0.16 — — +110.72 —
2018-02-01 INTEREST — — — — — +0.60 —
2018-01-30 DIVIDEND TXN 289 0.62 — — +179.18 —
2018-01-09 DIVIDEND ORCL 570 0.19 — — +108.30 —
2018-01-08 DIVIDEND MA 189 0.25 — — +47.25 —
2018-01-02 BUY ORCL 106 46.63 — — -4942.78 revenue-scale buy: ORCL, revenue 38.8B, op margin 33.1%, FCF yield 9.71%, momentum 21.3%, target weight 8.3%.
2018-01-02 BUY MU 545 43.67 — — -23800.15 revenue-scale buy: MU, revenue 23.2B, op margin 37.2%, FCF yield 10.78%, momentum 99.2%, target weight 8.3%.
2018-01-02 BUY MO 75 70.74 — — -5305.50 revenue-scale buy: MO, revenue 25.6B, op margin 37.2%, FCF yield 3.88%, momentum 4.6%, target weight 8.3%.
2018-01-02 BUY SPG 22 172.42 — — -3793.24 revenue-scale buy: SPG, revenue 5.5B, op margin 50.6%, FCF yield 5.35%, momentum -3.0%, target weight 8.3%.
2018-01-02 BUY MCD 24 173.22 — — -4157.28 revenue-scale buy: MCD, revenue 22.8B, op margin 41.9%, FCF yield 2.98%, momentum 42.3%, target weight 8.3%.
2018-01-02 BUY AMGN 22 177 — — -3894.00 revenue-scale buy: AMGN, revenue 22.8B, op margin 43.6%, FCF yield 10.61%, momentum 21.1%, target weight 8.3%.
2018-01-02 BUY GILD 47 74.1 — — -3482.70 revenue-scale buy: GILD, revenue 26.1B, op margin 54.1%, FCF yield n/a, momentum 3.5%, target weight 8.3%.
2018-01-02 SELL ABBV 33 98.41 2017-04-03 SHORT +3247.53 Exit ABBV: no longer in the top 12 revenue-scale factor set as of 2018-01-02.
2018-01-02 SELL ABBV 14 98.41 2016-09-30 LONG +1377.74 Exit ABBV: no longer in the top 12 revenue-scale factor set as of 2018-01-02.
2018-01-02 SELL ABBV 268 98.41 2016-07-01 LONG +26373.88 Exit ABBV: no longer in the top 12 revenue-scale factor set as of 2018-01-02.
2018-01-02 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2018-01-02 INTEREST — — — — — +5.46 —
2017-12-20 DIVIDEND MO 300 0.66 — — +198.00 —
2017-12-14 DIVIDEND GILD 315 0.52 — — +163.80 —
2017-12-01 INTEREST — — — — — +4.31 —
2017-11-30 DIVIDEND MCD 130 1.01 — — +131.30 —
2017-11-16 DIVIDEND AMGN 129 1.15 — — +148.35 —
2017-11-16 DIVIDEND V 239 0.2 — — +46.61 —
2017-11-15 DIVIDEND SPG 133 1.85 — — +246.05 —
2017-11-10 DIVIDEND AAPL 703 0.16 — — +110.72 —
2017-11-01 INTEREST — — — — — +4.07 —
2017-10-30 DIVIDEND TXN 289 0.62 — — +179.18 —
2017-10-12 DIVIDEND ABBV 315 0.64 — — +201.60 —
2017-10-10 DIVIDEND ORCL 464 0.19 — — +88.16 —
2017-10-05 DIVIDEND MA 189 0.22 — — +41.58 —
2017-10-02 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2017-10-02 INTEREST — — — — — +0.85 —
2017-09-14 DIVIDEND MO 300 0.66 — — +198.00 —
2017-09-14 DIVIDEND GILD 315 0.52 — — +163.80 —
2017-09-01 INTEREST — — — — — +0.62 —
2017-08-30 DIVIDEND MCD 130 0.94 — — +122.20 —
2017-08-16 DIVIDEND V 239 0.17 — — +39.44 —
2017-08-15 DIVIDEND AMGN 129 1.15 — — +148.35 —
2017-08-15 DIVIDEND SPG 133 1.8 — — +239.40 —
2017-08-10 DIVIDEND AAPL 703 0.16 — — +110.72 —
2017-08-01 INTEREST — — — — — +0.36 —
2017-07-27 DIVIDEND TXN 289 0.5 — — +144.50 —
2017-07-17 DIVIDEND ORCL 464 0.19 — — +88.16 —
2017-07-12 DIVIDEND ABBV 315 0.64 — — +201.60 —
2017-07-05 DIVIDEND MA 189 0.22 — — +41.58 —
2017-07-03 BUY MCD 130 152.5 — — -19825.00 revenue-scale buy: MCD, revenue 24.2B, op margin 34.9%, FCF yield 3.62%, momentum 26.7%, target weight 8.3%.
2017-07-03 BUY TXN 37 76.41 — — -2827.17 revenue-scale buy: TXN, revenue 14.2B, op margin 38.4%, FCF yield 5.52%, momentum 23.0%, target weight 8.3%.
2017-07-03 BUY MO 12 74.53 — — -894.36 revenue-scale buy: MO, revenue 25.9B, op margin 35.3%, FCF yield 3.48%, momentum 8.0%, target weight 8.3%.
2017-07-03 BUY SPG 18 165.18 — — -2973.24 revenue-scale buy: SPG, revenue 5.5B, op margin 49.9%, FCF yield 5.38%, momentum -23.9%, target weight 8.3%.
2017-07-03 BUY AMGN 5 172.8 — — -864.00 revenue-scale buy: AMGN, revenue 23.1B, op margin 44.7%, FCF yield 10.05%, momentum 12.0%, target weight 8.3%.
2017-07-03 BUY META 3 148.43 — — -445.29 revenue-scale buy: META, revenue 33.2B, op margin 46.4%, FCF yield 3.42%, momentum 30.0%, target weight 8.3%.
2017-07-03 BUY GILD 15 70.7 — — -1060.50 revenue-scale buy: GILD, revenue 28.5B, op margin 57.8%, FCF yield 15.03%, momentum -16.7%, target weight 8.3%.
2017-07-03 BUY V 7 93.35 — — -653.45 revenue-scale buy: V, revenue 17.8B, op margin 65.1%, FCF yield 4.65%, momentum 25.3%, target weight 8.3%.
2017-07-03 SELL SPGI 143 145.72 2017-04-03 SHORT +20837.96 Exit SPGI: no longer in the top 12 revenue-scale factor set as of 2017-07-03.
2017-07-03 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2017-07-03 INTEREST — — — — — +0.76 —
2017-06-14 DIVIDEND GILD 300 0.52 — — +156.00 —
2017-06-13 DIVIDEND MO 288 0.61 — — +175.68 —
2017-06-01 INTEREST — — — — — +0.55 —
2017-05-24 DIVIDEND SPGI 143 0.41 — — +58.63 —
2017-05-17 DIVIDEND V 232 0.17 — — +38.28 —
2017-05-15 DIVIDEND AMGN 124 1.15 — — +142.60 —
2017-05-15 DIVIDEND SPG 115 1.75 — — +201.25 —
2017-05-11 DIVIDEND AAPL 703 0.16 — — +110.72 —
2017-05-01 INTEREST — — — — — +0.31 —
2017-04-27 DIVIDEND TXN 252 0.5 — — +126.00 —
2017-04-11 DIVIDEND ABBV 315 0.64 — — +201.60 —
2017-04-10 DIVIDEND ORCL 464 0.19 — — +88.16 —
2017-04-05 DIVIDEND MA 189 0.22 — — +41.58 —
2017-04-03 BUY TXN 49 80.36 — — -3937.64 revenue-scale buy: TXN, revenue 13.8B, op margin 36.9%, FCF yield 5.30%, momentum 39.2%, target weight 8.3%.
2017-04-03 BUY MO 12 71.62 — — -859.44 revenue-scale buy: MO, revenue 25.8B, op margin 35.0%, FCF yield 2.86%, momentum 13.3%, target weight 8.3%.
2017-04-03 BUY ORCL 15 44.61 — — -669.15 revenue-scale buy: ORCL, revenue 37.4B, op margin 33.7%, FCF yield 9.43%, momentum 8.6%, target weight 8.3%.
2017-04-03 BUY ABBV 33 65.03 — — -2145.99 revenue-scale buy: ABBV, revenue 26.2B, op margin 36.1%, FCF yield n/a, momentum 9.8%, target weight 8.3%.
2017-04-03 BUY SPG 31 174.06 — — -5395.86 revenue-scale buy: SPG, revenue 5.4B, op margin 49.8%, FCF yield 4.97%, momentum -16.6%, target weight 8.3%.
2017-04-03 BUY AMGN 15 163.89 — — -2458.35 revenue-scale buy: AMGN, revenue 22.9B, op margin 43.5%, FCF yield 10.98%, momentum 6.0%, target weight 8.3%.
2017-04-03 BUY SPGI 143 129.35 — — -18497.05 revenue-scale buy: SPGI, revenue 5.8B, op margin 60.5%, FCF yield 3.71%, momentum 31.7%, target weight 8.3%.
2017-04-03 BUY V 6 89.36 — — -536.16 revenue-scale buy: V, revenue 16.8B, op margin 53.2%, FCF yield 2.99%, momentum 14.8%, target weight 8.3%.
2017-04-03 BUY GILD 79 67.1 — — -5300.90 revenue-scale buy: GILD, revenue 29.1B, op margin 57.6%, FCF yield 17.19%, momentum -28.8%, target weight 8.3%.
2017-04-03 SELL GOOGL 474 42.84 2016-07-01 SHORT +20304.97 Exit GOOGL: no longer in the top 12 revenue-scale factor set as of 2017-04-03.
2017-04-03 DEPOSIT — — — — — +10000.00 Monthly contribution x4
2017-04-03 INTEREST — — — — — +4.48 —
2017-03-14 DIVIDEND GILD 221 0.52 — — +114.92 —
2017-03-13 DIVIDEND MO 276 0.61 — — +168.36 —
2017-03-01 INTEREST — — — — — +3.68 —
2017-02-15 DIVIDEND V 226 0.17 — — +37.29 —
2017-02-13 DIVIDEND AMGN 109 1.15 — — +125.35 —
2017-02-10 DIVIDEND SPG 84 1.75 — — +147.00 —
2017-02-09 DIVIDEND AAPL 703 0.14 — — +100.18 —
2017-02-01 INTEREST — — — — — +3.65 —
2017-01-27 DIVIDEND TXN 203 0.5 — — +101.50 —
2017-01-11 DIVIDEND ABBV 282 0.64 — — +180.48 —
2017-01-05 DIVIDEND MA 189 0.22 — — +41.58 —
2017-01-03 INTEREST — — — — — +0.43 —
2017-01-03 DIVIDEND ORCL 449 0.15 — — +67.35 —
2016-12-30 DEPOSIT — — — — — +7500.00 Monthly contribution x3
2016-12-20 DIVIDEND MO 276 0.61 — — +168.36 —
2016-12-13 DIVIDEND GILD 221 0.47 — — +103.87 —
2016-12-01 INTEREST — — — — — +0.04 —
2016-11-16 DIVIDEND V 226 0.17 — — +37.29 —
2016-11-14 DIVIDEND AMGN 109 1 — — +109.00 —
2016-11-14 DIVIDEND SPG 84 1.65 — — +138.60 —
2016-11-03 DIVIDEND TXN 203 0.5 — — +101.50 —
2016-11-03 DIVIDEND AAPL 703 0.14 — — +100.18 —
2016-11-01 INTEREST — — — — — +0.02 —
2016-10-12 DIVIDEND ABBV 282 0.57 — — +160.74 —
2016-10-07 DIVIDEND ORCL 449 0.15 — — +67.35 —
2016-10-05 DIVIDEND MA 189 0.19 — — +35.91 —
2016-10-03 INTEREST — — — — — +0.07 —
2016-09-30 BUY TXN 203 70.18 — — -14246.54 revenue-scale buy: TXN, revenue 13.1B, op margin 35.2%, FCF yield 5.67%, momentum 44.9%, target weight 8.3%.
2016-09-30 BUY MO 32 63.23 — — -2023.36 revenue-scale buy: MO, revenue 25.8B, op margin 33.8%, FCF yield 4.62%, momentum 16.6%, target weight 8.3%.
2016-09-30 BUY ORCL 37 39.28 — — -1453.36 revenue-scale buy: ORCL, revenue 37.2B, op margin 33.9%, FCF yield 11.41%, momentum 8.4%, target weight 8.3%.
2016-09-30 BUY ABBV 14 63.07 — — -882.98 revenue-scale buy: ABBV, revenue 25.2B, op margin 36.2%, FCF yield 6.23%, momentum 14.4%, target weight 8.3%.
2016-09-30 BUY SPG 7 207.01 — — -1449.07 revenue-scale buy: SPG, revenue 5.4B, op margin 50.7%, FCF yield 3.92%, momentum 11.4%, target weight 8.3%.
2016-09-30 BUY GILD 23 79.12 — — -1819.76 revenue-scale buy: GILD, revenue 31.6B, op margin 60.8%, FCF yield 17.30%, momentum -19.5%, target weight 8.3%.
2016-09-30 SELL VZ 299 51.98 2016-07-01 SHORT +15542.02 Exit VZ: no longer in the top 12 revenue-scale factor set as of 2016-09-30.
2016-09-30 DEPOSIT — — — — — +5000.00 Monthly contribution x2
2016-09-14 DIVIDEND GILD 198 0.47 — — +93.06 —
2016-09-13 DIVIDEND MO 244 0.61 — — +148.84 —
2016-09-01 INTEREST — — — — — +0.06 —
2016-08-17 DIVIDEND V 226 0.14 — — +31.64 —
2016-08-15 DIVIDEND AMGN 109 1 — — +109.00 —
2016-08-15 DIVIDEND SPG 77 1.65 — — +127.05 —
2016-08-04 DIVIDEND AAPL 703 0.14 — — +100.18 —
2016-08-01 INTEREST — — — — — +0.04 —
2016-07-13 DIVIDEND ABBV 268 0.57 — — +152.76 —
2016-07-06 DIVIDEND VZ 299 0.56 — — +168.93 —
2016-07-06 DIVIDEND MA 189 0.19 — — +35.91 —
2016-07-01 BUY VZ 299 56.23 — — -16812.77 revenue-scale buy: VZ, revenue 130.1B, op margin 22.9%, FCF yield 6.71%, momentum 19.1%, target weight 8.3%.
2016-07-01 BUY GOOGL 474 35.51 — — -16832.93 revenue-scale buy: GOOGL, revenue 81.8B, op margin 26.2%, FCF yield 4.53%, momentum 29.8%, target weight 8.3%.
2016-07-01 BUY MO 244 69.02 — — -16840.88 revenue-scale buy: MO, revenue 25.6B, op margin 33.8%, FCF yield 4.59%, momentum 40.9%, target weight 8.3%.
2016-07-01 BUY ABBV 268 62.71 — — -16806.28 revenue-scale buy: ABBV, revenue 24.8B, op margin 35.0%, FCF yield 6.88%, momentum -8.1%, target weight 8.3%.
2016-07-01 BUY ORCL 412 40.86 — — -16834.32 revenue-scale buy: ORCL, revenue 37.0B, op margin 34.0%, FCF yield 10.82%, momentum 1.2%, target weight 8.3%.
2016-07-01 BUY META 147 114.19 — — -16785.93 revenue-scale buy: META, revenue 22.2B, op margin 39.5%, FCF yield 2.45%, momentum 30.8%, target weight 8.3%.
2016-07-01 BUY AMGN 109 154.28 — — -16816.52 revenue-scale buy: AMGN, revenue 22.5B, op margin 40.7%, FCF yield 8.77%, momentum 0.7%, target weight 8.3%.
2016-07-01 BUY AAPL 703 23.97 — — -16852.67 revenue-scale buy: AAPL, revenue 220.3B, op margin 28.5%, FCF yield 14.13%, momentum -24.2%, target weight 8.3%.
2016-07-01 BUY SPG 77 217.14 — — -16719.78 revenue-scale buy: SPG, revenue 5.4B, op margin 50.7%, FCF yield 3.45%, momentum 24.3%, target weight 8.3%.
2016-07-01 BUY MA 189 88.85 — — -16792.65 revenue-scale buy: MA, revenue 10.2B, op margin 51.1%, FCF yield 5.02%, momentum -5.7%, target weight 8.3%.
2016-07-01 BUY V 226 74.48 — — -16832.48 revenue-scale buy: V, revenue 14.4B, op margin 52.4%, FCF yield 3.06%, momentum 9.1%, target weight 8.3%.
2016-07-01 BUY GILD 198 84.86 — — -16802.28 revenue-scale buy: GILD, revenue 32.4B, op margin 63.0%, FCF yield 16.07%, momentum -26.2%, target weight 8.3%.
2016-07-01 DEPOSIT — — — — — +2500.00 Monthly contribution (first month)
2016-07-01 DEPOSIT — — — — — +200000.00 Initial capital
storage/stock-reports/234/values.log
Snapshots
1,260
First value
202,021.11
Latest value
780,994.02
Net change
578,972.91
Total Value 780,994.02
+578,972.91 (+286.59%) 2016-07-05 -> 2021-07-06