Quant research programme (retired): the final snapshot
The output of the last run of a cross-sectional one-month ranking model across 30 U.S. mega-caps. The programme was retired after this run; the snapshot is kept as a record of the method. Model estimates only; not investment advice. Options structures are hypothetical; read the ODD before trading options.
- Status
- Retired after the last run
- Last run
- 2026-04-29 · V12
- Evaluation window
- 2026-04-29 → 2026-05-29 (closed)
- Realised outcome
- Not computed; no evaluation published
Sample: 30 U.S. mega-caps; training lookback about three years of daily data; walk-forward out-of-sample panel 2024-09-30 → 2026-03-31 (19 months); prediction horizon one month. The page date is not a model date. Definitions and provenance of every metric are on the Research Validation page, and the unedited output file is published at /data/signals.json.
The information below represents quantitative model outputs for educational and research purposes only. These are NOT investment recommendations. Model estimates are hypothetical and do not account for your individual financial situation, risk tolerance, or investment objectives.
Read full disclaimerSignal (z): the cross-section z-score of the model's one-month estimate, in standard deviations from the 30-name mean. The rank is the signal; the raw percentage is low-information about absolute direction. Cross-section mean +1.27%, σ 1.07%.
Tier, as coded: rank by estimate × rank score / 100 (the rank score is monotone in the estimate, so this is the estimate’s own ordering with the score breaking ties); the first quintile (ranks 1–6 of 30) is HIGH if the estimate exceeds 2%; the second quintile (ranks 7–12) is MED if the estimate exceeds 0.5%; everything else is LOW; every name is forced LOW when the walk-forward IC falls below 0.02. Rank score: model rank score (30–95, monotone in the estimate; not a probability). It is the percentile rank of the estimate within the 30-name cross-section, floored at 30 and capped at 95, computed on the unrounded estimate. It is a rescaling of the estimate’s rank, carries no calibration, and is not a confidence; the walk-forward IC on the Validation page is the measure of what the ranking is worth.
Opt ROC / Opt Win: forward Monte Carlo return on capital and win rate for the assigned options structure, net of a half-spread per leg from the chain observed at run time. Not a backtest. N/A where no structure was assigned (LOW tier).
| # | Ticker | Sector | Tier | Signal (z) | Rank score | Strategy | Opt ROC | Opt Win | Vol Edge | Liq |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | NFLX | Communication Services | HIGH | +1.05σ | 83 | OTM Call 20 | 172% | 23.2% | +7.9% | HIGH |
| 2 | INTC | Technology | HIGH | +2.74σ | 95 | OTM Call 20 | 119.7% | 17.1% | +15% | HIGH |
| 3 | ORCL | Technology | HIGH | +1.43σ | 93 | OTM Call 20 | 191% | 18.9% | +4.2% | HIGH |
| 4 | AMD | Technology | HIGH | +2.74σ | 95 | ATM Call | 10.9% | 30.6% | -11.1% | HIGH |
| 5 | UNH | Healthcare | MED | -0.16σ | 67 | ATM Call | 109.4% | 40.3% | +11.7% | MED |
| 6 | AVGO | Technology | HIGH | +1.05σ | 90 | ATM Call | 16.4% | 32.6% | -0.7% | HIGH |
| 7 | PLTR | Technology | HIGH | +1.05σ | 87 | Bull Spread | 2.7% | 40.8% | -7.1% | HIGH |
| 8 | NKE | Consumer Cyclical | MED | +0.21σ | 73 | ATM Call | 41.7% | 35.9% | +14.6% | HIGH |
| 9 | PYPL | Financial Services | MED | +0.96σ | 80 | Put Credit | 10.6% | 62.5% | -25.2% | HIGH |
| 10 | NVDA | Technology | MED | +0.31σ | 77 | Put Credit | 4.5% | 61.8% | -12% | HIGH |
| 11 | META | Communication Services | LOW | -0.26σ | 60 | Stock only | N/A | N/A | -3% | HIGH |
| 12 | GOOGL | Communication Services | LOW | -0.35σ | 53 | Stock only | N/A | N/A | -8.2% | HIGH |
| 13 | TSLA | Consumer Cyclical | LOW | -0.35σ | 57 | Stock only | N/A | N/A | +2.5% | HIGH |
| 14 | AAPL | Technology | LOW | -0.44σ | 47 | Stock only | N/A | N/A | -7.3% | HIGH |
| 15 | AMZN | Consumer Cyclical | LOW | -0.44σ | 40 | Stock only | N/A | N/A | -16.4% | HIGH |
| 16 | MSFT | Technology | LOW | -0.44σ | 43 | Stock only | N/A | N/A | -13% | HIGH |
| 17 | WMT | Consumer Defensive | LOW | -0.44σ | 50 | Stock only | N/A | N/A | -12.3% | HIGH |
| 18 | LLY | Healthcare | MED | -0.26σ | 63 | Put Credit | 4.7% | 62.5% | -15% | MED |
| 19 | BAC | Financial Services | LOW | -0.63σ | 37 | Stock only | N/A | N/A | -4.3% | HIGH |
| 20 | JPM | Financial Services | LOW | -0.63σ | 30 | Stock only | N/A | N/A | -2% | HIGH |
| 21 | RTX | Industrials | LOW | -0.63σ | 30 | Stock only | N/A | N/A | -5.9% | MED |
| 22 | SCHW | Financial Services | LOW | -0.63σ | 33 | Stock only | N/A | N/A | +4% | HIGH |
| 23 | VZ | Communication Services | LOW | -0.63σ | 30 | Stock only | N/A | N/A | -4.6% | HIGH |
| 24 | WFC | Financial Services | LOW | -0.63σ | 30 | Stock only | N/A | N/A | -0.3% | HIGH |
| 25 | HD | Consumer Cyclical | LOW | -0.82σ | 30 | Stock only | N/A | N/A | -6.4% | MED |
| 26 | T | Communication Services | LOW | -0.82σ | 30 | Stock only | N/A | N/A | -1.8% | HIGH |
| 27 | XOM | Energy | MED | -0.16σ | 70 | Put Credit | 4.9% | 64.9% | -2.6% | HIGH |
| 28 | KO | Consumer Defensive | LOW | -0.91σ | 30 | Stock only | N/A | N/A | -0.9% | HIGH |
| 29 | PG | Consumer Defensive | LOW | -0.91σ | 30 | Stock only | N/A | N/A | -2.7% | HIGH |
| 30 | PFE | Healthcare | LOW | -1.00σ | 30 | Stock only | N/A | N/A | -4.5% | HIGH |
Every row is bit-identical to the pipeline output of 2026-04-29, in the run's own order (descending modelled options P&L, which is why the row number is not the rank-score order). Nothing has been edited by hand, and the realised one-month returns for this window were never computed, so no row can be described as right or wrong. The file itself is published at /data/signals.json.
Tier distribution at publication
What this snapshot is
The last output of a retired programme: how a candidate signal was built, gated and validated. The tiers above were produced by a model with a walk-forward IC of 0.027 over 19 months; the validation record and the provenance of every metric are on the Validation page.