Quality Value
free during launchCheap on earnings AND cash flow, margin-screened; vintage-honest XBRL fundamentals.
Ranks a quality-screened universe on earnings yield and free-cash-flow yield (cheap relative to what the business actually produces). The quality screen comes FIRST and is the point: every candidate must clear $2B in market value, an 8% return on invested capital, a 20% gross margin and a financial-health score of 5, because a cheapness ranking with no quality floor reaches for the cheapest names in the market, which is the textbook value trap. About 700 names qualify, so this is mid-cap territory and up, not the megacaps it used to be limited to. Quarterly, because value works in years, not weeks. It lags in momentum-led rallies and shines when multiples compress.
Live record, paper-traded nightly since 2026-07-26
VZ · ADBE · PFE · ACN · NEE · IBM · META · CRM · SPGI · JNJ
The record accrues live from 2026-07-26 and is never backfilled.
Standing backtest · 2012-01-03 → 2026-09-18
| Year | Strategy | Benchmark |
|---|---|---|
| 2012 | +3.3% | +14.2% |
| 2013 | +47.0% | +32.3% |
| 2014 | +18.0% | +13.5% |
| 2015 | +18.2% | +1.2% |
| 2016 | +22.7% | +12.0% |
| 2017 | +32.7% | +21.7% |
| 2018 | +5.0% | -4.6% |
| 2019 | +39.2% | +31.2% |
| 2020 | +31.5% | +18.3% |
| 2021 | +37.9% |
Track records shown are paper-traded model performance, not client returns, and never a promise of future results. Nothing here is personalized investment advice.