Подпишитесь на наш телеграмм канал и получайте профитные торговые сигналы прямо на свой смартфон. Изучите подробные данные прошлых сделок канала, за прошедший период. Выберете для себя подходящую стратегию по стилю торговли и риск менеджменту, основываясь на подробной статистике перед вами.
Сигналов / Месяц Сигналов в день: 5
150 сигналов
Среднее количество торговых сигналов в месяц. При подписке на канал вы будете получать приблизительно такое количество сигналов.
Ср. Время сделки 0.1 от до 0 час.
0 час.
Среднее время сделки в часах. Выбирайте стратегию по вашему стилю торговли, чтобы торговать успешно.
СТРАТЕГИЯ
Эта стратегия предназначена для успешных трейдеров, которые спокойно и стабильно хотят приумножать капитал. С параметром риск/прибыль 3:1 стратегия выдерживает большинство рыночных манипуляций, но за счет высокой проходимости сигналов на среднем периоде времени приносит прибыль стабильно. Главным аспектом стратегии является увеличенный стоп-лосс, который дает возможность использовать плечо в размере до х15. Все сигналы приходят с указанным тейк-профитом и точным уровнем стоп-лосса. С увеличенным стоп-лоссом вы обеспечиваете более спокойный вход в сделки.
РИСК МЕНЕДЖМЕНТ
Данная стратегия имеет максимальную проходимость сигналов с увеличенной пропорцией риск/прибыль 3:1.
РИСК/ПРИБЫЛЬ
1:5
МАКС. ПЛЕЧО
x5
Доходность стратегии
Обновлено | 2024-07-04
Ежемесячно
+8.05%
Средний процент доходности по торговым сигналам за последний месяц.
Ежегодно
+96.6%
Средний процент доходности по сигналам за год при сохранении динамики.
Плечо x2 / год
+193.2%
Приблизительный процент доходности по сигналам за год при торговле с плечом.
Плечо x3 / год
+289.8%
Приблизительный процент доходности по сигналам за год при торговле с плечом.
Плечо x5 / год
+483%
Приблизительный процент доходности по сигналам за год при торговле с плечом.
Преимущества стратегии
- Цена двигается в направлении сигнала в 95% убыточных сигналов. Поэтому закрыть сделку в плюс возможно практически всегда.
- Возможность зайти в сигнал, даже через время после его формирования по более лучшей цене.
- Максимальная проходимость сигналов, вопреки стандартным правилам риск менеджмента.
- Защита позиции от манипуляций и резких колебаний рынка.
- Наилучшие точки зайти в контр-трендовые движения, за счет увеличенного стопа.
- Стоп в 6% дает возможность торговли с плечом x15.
- После выхода по стопу, вероятность отработки следующего сигнала повышается до 95%
Риски
- Увеличенное время сделки, в отличии от агрессивных стратегий
- Повышенный риск менеджмент 3:1
- Использование небольших плечей, до x15
S&P500 715 | Статистика по активам
Детальная статистика по торговым сигналам для каждого актива. Статистика дана за прошедшие 45 дней. Мы стараемся обновлять данные каждый месяц, чтобы всегда показывать актуальную информацию. Все сигналы даются в разное время, поэтому ваша актуальная профитность сможет быть только выше, если входить во все сделки.
Перейти в Telegram канал| Тикер | Процент профитности | Профит фактор | Общий доход | x20 Плечо | Всего сделок | Ср. время сделки / Час | Коэф. Шарпа | Коэф. Сортино |
|---|---|---|---|---|---|---|---|---|
| APPLE INCAAPL | 45.45% | 4.227 | 759.46% | 15189.2% | 22 | 0 | 0.063 | 0.287 |
| ARCH CAPITAL GROUP LTDACGL | 46.15% | 5.466 | 488.53% | 9770.6% | 13 | 0 | 0.064 | 0.396 |
| ADOBE INCADBE | 44.44% | 4.737 | 628.35% | 12567% | 18 | 0 | 0.073 | 0.513 |
| ANALOG DEVICES, INCADI | 30.77% | 4.602 | 995.67% | 19913.4% | 26 | 0 | 0.038 | 2.084 |
| AUTOMATIC DATA PROCESSING, INCADP | 57.14% | 8.677 | 734.01% | 14680.2% | 14 | 0 | 0.048 | 0.909 |
| AUTODESK, INCADSK | 37.93% | 3.646 | 747.51% | 14950.2% | 29 | 0 | 0.074 | 0.415 |
| AMERICAN ELECTRIC POWER COMPANY, INCAEP | 29.41% | 2.358 | 287.2% | 5744% | 17 | 0 | 0.031 | 0.151 |
| AKAMAI TECHNOLOGIES, INCAKAM | 27.78% | 2.41 | 296.52% | 5930.4% | 18 | 0 | -0.092 | -0.094 |
| ALIGN TECHNOLOGY, INCALGN | 33.33% | 3.062 | 428.17% | 8563.4% | 18 | 0 | 0.093 | 0.611 |
| APPLIED MATERIALS, INCAMAT | 37.93% | 5.695 | 1368.79% | 27375.8% | 29 | 0 | 0.04 | 2.746 |
| ADVANCED MICRO DEVICES INCAMD | 28.33% | 9.246 | 5510.77% | 110215.4% | 60 | 0 | 0.041 | 37.321 |
| AMGEN INCAMGN | 62.5% | 11.827 | 484.4% | 9688% | 8 | 0 | 0.07 | 1.14 |
| AMAZON.COM, INCAMZN | 44.44% | 5.522 | 349.65% | 6993% | 9 | 0 | 0.075 | 0.479 |
| ANSYS, INCANSS | 50% | 6.596 | 255.48% | 5109.6% | 6 | 0 | 0.09 | 0.726 |
| APA CORPORATIONAPA | 25% | 2.614 | 552.77% | 11055.4% | 28 | 0 | 0.033 | 0.604 |
| BROADCOM INCAVGO | 33.33% | 2.766 | 62.81% | 1256.2% | 3 | 0 | 0.105 | 0.457 |
| AXON ENTERPRISE, INCAXON | 38.46% | 4.023 | 375.9% | 7518% | 13 | 0 | 0.085 | 0.446 |
| BIOGEN INCBIIB | 30% | 3.23 | 238.64% | 4772.8% | 10 | 0 | 0.067 | 0.664 |
| BOOKING HOLDINGS INC. COMMON STOCKBKNG | 57.14% | 7.628 | 331.06% | 6621.2% | 7 | 0 | 0.085 | 0.679 |
| BAKER HUGHES COMPANYBKR | 19.23% | 1.55 | 180.45% | 3609% | 26 | 0 | 0.047 | 0.218 |
| CADENCE DESIGN SYSTEMS, INCCDNS | 34.62% | 2.811 | 578.25% | 11565% | 26 | 0 | 0.08 | 0.361 |
| CDW CORPORATIONCDW | 100% | 1337.66 | 100.17% | 2003.4% | 1 | 0 | 0.152 | 13.126 |
| C.H. ROBINSON WORLDWIDE, INCCHRW | 22.22% | 1.798 | 88.43% | 1768.6% | 9 | 0 | 0.053 | 0.277 |
| CHARTER COMMUNICATIONS, INCCHTR | 22.22% | 1.854 | 90.72% | 1814.4% | 9 | 0 | 0.097 | 0.563 |
| CINCINNATI FINANCIAL CORPORATIONCINF | 43.48% | 4.32 | 657.22% | 13144.4% | 23 | 0 | 0.05 | 0.465 |
| COMCAST CORPORATIONCMCSA | 40% | 9.042 | 1509.71% | 30194.2% | 20 | 0 | 0.039 | 6.476 |
| CME GROUP INCCME | 27.27% | 2.492 | 181% | 3620% | 11 | 0 | 0.063 | 0.391 |
| COSTCO WHOLESALE CORPORATIONCOST | 60% | 9.845 | 537.04% | 10740.8% | 10 | 0 | 0.065 | 0.418 |
| COPART, INCCPRT | 62.5% | 10.796 | 456% | 9120% | 8 | 0 | 0.076 | 0.72 |
| CISCO SYSTEMS, INCCSCO | 21.43% | 1.709 | 123.99% | 2479.8% | 14 | 0 | -0.075 | -0.076 |
| COSTAR GROUP, INCCSGP | 44.44% | 4.647 | 314.1% | 6282% | 9 | 0 | 0.08 | 0.626 |
| CSX CORPORATIONCSX | 41.67% | 4.62 | 403.23% | 8064.6% | 12 | 0 | 0.054 | 0.417 |
| CINTAS CORPORATIONCTAS | 43.75% | 4.987 | 557.82% | 11156.4% | 16 | 0 | 0.054 | 0.34 |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATIONCTSH | 37.5% | 4.045 | 228.83% | 4576.6% | 8 | 0 | 0.069 | 0.432 |
| CAESARS ENTERTAINMENT, INCCZR | 0% | 0 | -44.21% | -884.2% | 3 | 0 | -0.34 | -0.328 |
| DOLLAR TREE, INCDLTR | 62.5% | 11.187 | 461.82% | 9236.4% | 8 | 0 | 0.085 | 1.021 |
| DEXCOM, INCDXCM | 50% | 4.866 | 237.88% | 4757.6% | 6 | 0 | 0.098 | 0.591 |
| ELECTRONIC ARTS INCEA | 11.11% | 0.82 | -21.89% | -437.8% | 9 | 0 | -0.081 | -0.081 |
| EBAY INCEBAY | 25% | 2.19 | 219.59% | 4391.8% | 16 | 0 | -0.058 | -0.065 |
| ENPHASE ENERGY, INCENPH | 0% | 0 | -15.03% | -300.6% | 1 | 0 | -0.527 | -0.466 |
| EQUINIX, INCEQIX | 50% | 6.565 | 335.95% | 6719% | 8 | 0 | 0.083 | 0.518 |
| ETSY, INCETSY | 0% | 0 | -30.44% | -608.8% | 2 | 0 | -0.526 | -0.466 |
| Evergy, Inc.EVRG | 31.58% | 3.096 | 412.04% | 8240.8% | 19 | 0 | 0.039 | 0.277 |
| EXELON CORPORATIONEXC | 26.32% | 1.993 | 248.31% | 4966.2% | 19 | 0 | 0.034 | 0.256 |
| EXPEDIA GROUP, INCEXPE | 28.57% | 2.581 | 123.24% | 2464.8% | 7 | 0 | 0.07 | 0.482 |
| DIAMONDBACK ENERGY, INCFANG | 33.33% | 3.25 | 134.4% | 2688% | 6 | 0 | 0.142 | 0.869 |
| FASTENAL COMPANYFAST | 40% | 4.35 | 308.55% | 6171% | 10 | 0 | 0.064 | 0.426 |
| F5, INCFFIV | 30% | 2.627 | 187.36% | 3747.2% | 10 | 0 | 0.068 | 0.355 |
| FIFTH THIRD BANCORPFITB | 21.62% | 1.538 | 253.59% | 5071.8% | 37 | 0 | -0.043 | -0.043 |
| FOX CORPORATIONFOX | 0% | 0 | -0.07% | -1.4% | 0 | 0 | 0 | 0 |
| FOX CORPORATIONFOXA | 0% | 0 | -0.08% | -1.6% | 0 | 0 | 0 | 0 |
| FIRST SOLAR, INCFSLR | 33.33% | 3.303 | 352.5% | 7050% | 15 | 0 | 0.108 | 0.562 |
| FORTINET, INCFTNT | 100% | 0 | 100.59% | 2011.8% | 1 | 0 | 0 | 0 |
| Gen Digital Inc.GEN | 15.38% | 1.202 | 34.02% | 680.4% | 13 | 0 | 0.031 | 0.145 |
| GILEAD SCIENCES, INCGILD | 28.57% | 2.605 | 124.18% | 2483.6% | 7 | 0 | 0.037 | 0.232 |
| ALPHABET INC (GOOGLE) CLASS CGOOG | 50% | 6.432 | 83.71% | 1674.2% | 2 | 0 | 0.145 | 1.999 |
| ALPHABET INC (GOOGLE) CLASS AGOOGL | 44.44% | 5.265 | 329.16% | 6583.2% | 9 | 0 | 0.087 | 0.438 |
| HASBRO, INCHAS | 29.63% | 2.586 | 489.11% | 9782.2% | 27 | 0 | 0.043 | 0.258 |
| HUNTINGTON BANCSHARES INCORPORATEDHBAN | 36.67% | 3.62 | 768.2% | 15364% | 30 | 0 | 0.055 | 0.411 |
| HOLOGIC, INCHOLX | 31.25% | 3.009 | 342.66% | 6853.2% | 16 | 0 | 0.058 | 0.34 |
| HONEYWELL INTERNATIONAL INCHON | 31.82% | 3.031 | 467.43% | 9348.6% | 22 | 0 | 0.034 | 0.188 |
| HENRY SCHEIN, INCHSIC | 27.27% | 2.334 | 172.43% | 3448.6% | 11 | 0 | 0.05 | 0.304 |
| HOST HOTELSHST | 24.39% | 2.071 | 519.71% | 10394.2% | 41 | 0 | 0.041 | 0.227 |
| IDEXX LABORATORIES, INCIDXX | 54.55% | 6.559 | 508.01% | 10160.2% | 11 | 0 | 0.076 | 0.469 |
| ILLUMINA, INCILMN | 23.53% | 2.041 | 206.19% | 4123.8% | 17 | 0 | 0.083 | 0.59 |
| INCYTE CORPORATIONINCY | 29.03% | 2.448 | 537.82% | 10756.4% | 31 | 0 | 0.078 | 0.42 |
| INTEL CORPORATIONINTC | 28.57% | 2.685 | 536.41% | 10728.2% | 28 | 0 | 0.044 | 0.357 |
| INTUIT INCINTU | 83.33% | 33.05 | 484.83% | 9696.6% | 6 | 0 | 0.084 | 1.265 |
| INTUITIVE SURGICAL, INCISRG | 60% | 8.343 | 263.67% | 5273.4% | 5 | 0 | 0.084 | 0.565 |
| J.B. HUNT TRANSPORT SERVICES, INCJBHT | 37.5% | 3.564 | 428.83% | 8576.6% | 16 | 0 | 0.05 | 0.254 |
| JACK HENRY & ASSOCIATES, INCJKHY | 40% | 3.691 | 439.88% | 8797.6% | 15 | 0 | 0.049 | 0.3 |
| KEURIG DR PEPPER INCKDP | 66.67% | 11.988 | 171.48% | 3429.6% | 3 | 0 | 0.093 | 1.719 |
| THE KRAFT HEINZ COMPANYKHC | 12.5% | 0.905 | -11.07% | -221.4% | 8 | 0 | -0.113 | -0.112 |
| KLA CORPORATIONKLAC | 29.03% | 2.45 | 492.31% | 9846.2% | 31 | 0 | 0.048 | 0.654 |
| LKQ CORPORATIONLKQ | 60% | 10.111 | 277.34% | 5546.8% | 5 | 0 | 0.09 | 1.452 |
| ALLIANT ENERGY CORPORATIONLNT | 40% | 4.383 | 307.09% | 6141.8% | 10 | 0 | 0.031 | 0.199 |
| LAM RESEARCH CORPORATIONLRCX | 27.59% | 2.473 | 474.95% | 9499% | 29 | 0 | -0.002 | -0.002 |
| LULULEMON ATHLETICA INCLULU | 50% | 5.735 | 162.72% | 3254.4% | 4 | 0 | 0.091 | 0.583 |
| MARRIOTT INTERNATIONALMAR | 55.56% | 8.004 | 439% | 8780% | 9 | 0 | 0.09 | 0.763 |
| MICROCHIP TECHNOLOGY INCORPORATEDMCHP | 33.33% | 3.287 | 208.47% | 4169.4% | 9 | 0 | 0.062 | 0.343 |
| MONDELEZ INTERNATIONAL, INCMDLZ | 40% | 4.361 | 153.96% | 3079.2% | 5 | 0 | 0.055 | 0.352 |
| META PLATFORMS, INCMETA | 28.57% | 2.251 | 109.62% | 2192.4% | 7 | 0 | 0.122 | 0.606 |
| MARKETAXESS HOLDINGS, INCMKTX | 25% | 2.145 | 52.27% | 1045.4% | 4 | 0 | 0.073 | 0.487 |
| MONSTER BEVERAGE CORPORATIONMNST | 41.94% | 1.351 | 336.75% | 6735% | 31 | 0 | 0.05 | 0.403 |
| MONOLITHIC POWER SYSTEMS, INCMPWR | 40% | 4.373 | 153.11% | 3062.2% | 5 | 0 | 0.152 | 0.906 |
| MICROSOFT CORP.MSFT | 40% | 4.441 | 155.16% | 3103.2% | 5 | 0 | 0.053 | 0.33 |
| MATCH GROUP, INCMTCH | 30% | 2.495 | 352.84% | 7056.8% | 20 | 0 | 0.066 | 0.528 |
| MICRON TECHNOLOGY, INCMU | 23.33% | 2.04 | 363.57% | 7271.4% | 30 | 0 | 0.057 | 0.263 |
| NASDAQ, INCNDAQ | 50% | 6.655 | 254.58% | 5091.6% | 6 | 0 | 0.074 | 0.63 |
| NORDSON CORPORATIONNDSN | 42.86% | 4.77 | 483.43% | 9668.6% | 14 | 0 | 0.046 | 0.277 |
| NETFLIX, INCNFLX | 33.33% | 3.173 | 238.51% | 4770.2% | 9 | 0 | 0.088 | 0.692 |
| NETAPP, INCNTAP | 37.5% | 3.794 | 447.49% | 8949.8% | 16 | 0 | 0.087 | 0.512 |
| NORTHERN TRUST CORPORATIONNTRS | 33.33% | 2.792 | 380.62% | 7612.4% | 21 | 0 | 0.038 | 0.191 |
| NVIDIA CORPORATIONNVDA | 40% | 3.891 | 289.37% | 5787.4% | 10 | 0 | 0.081 | 0.432 |
| NEWS CORPORATIONNWS | 20% | 1.61 | 38.49% | 769.8% | 5 | 0 | 0.079 | 0.426 |
| NEWS CORPORATIONNWSA | 20% | 1.744 | 46.07% | 921.4% | 5 | 0 | 0.075 | 0.427 |
| NXP SEMICONDUCTORS N.VNXPI | 25% | 2.114 | 50.84% | 1016.8% | 4 | 0 | 0.091 | 0.519 |
| OLD DOMINION FREIGHT LINE, INCODFL | 26.32% | 2.278 | 288.81% | 5776.2% | 19 | 0 | 0.06 | 0.484 |
| ON SEMICONDUCTOR CORPORATIONON | 36.36% | 3.713 | 289.36% | 5787.2% | 11 | 0 | 0.087 | 0.458 |
| O'REILLY AUTOMOTIVE, INCORLY | 60% | 9.881 | 539.35% | 10787% | 10 | 0 | 0.081 | 0.804 |
| PALO ALTO NETWORKS, INCPANW | 50% | 6.136 | 83.78% | 1675.6% | 2 | 0 | 0.147 | 1.738 |
| PARAMOUNT GLOBALPARA | 17.86% | 1.225 | 79.83% | 1596.6% | 28 | 0 | 0.069 | 1.179 |
| PAYCHEX, INCPAYX | 42.86% | 4.744 | 476.21% | 9524.2% | 14 | 0 | 0.059 | 0.421 |
| PACCAR INCPCAR | 47.62% | 5.904 | 826.04% | 16520.8% | 21 | 0 | 0.059 | 0.654 |
| PEPSICO, INCPEP | 62.5% | 10.803 | 454.24% | 9084.8% | 8 | 0 | 0.04 | 0.581 |
| PRINCIPAL FINANCIAL GROUP INCPFG | 22.22% | 1.831 | 89.47% | 1789.4% | 9 | 0 | 0.055 | 0.261 |
| INSULET CORPORATIONPODD | 16.67% | 1.343 | 25.87% | 517.4% | 6 | 0 | 0.068 | 0.326 |
| POOL CORPORATIONPOOL | 23.08% | 1.902 | 142.19% | 2843.8% | 13 | 0 | -0.063 | -0.069 |
| PTC INCPTC | 33.33% | 3.222 | 624.84% | 12496.8% | 27 | 0 | 0.081 | 0.42 |
| PAYPAL HOLDINGS, INCPYPL | 0% | 0 | -60.1% | -1202% | 4 | 0 | -0.177 | -0.225 |
| QUALCOMM INCORPORATEDQCOM | 45.45% | 5.428 | 414.43% | 8288.6% | 11 | 0 | 0.073 | 0.496 |
| QORVO, INCQRVO | 50% | 6.519 | 168.14% | 3362.8% | 4 | 0 | 0.167 | 2.383 |
| REGENCY CENTERS CORPORATIONREG | 30.77% | 3.04 | 279.07% | 5581.4% | 13 | 0 | 0.056 | 0.377 |
| REGENERON PHARMACEUTICALS, INCREGN | 34.62% | 2.933 | 545.59% | 10911.8% | 26 | 0 | 0.061 | 0.417 |
| Roper Technologies, Inc.ROP | 53.85% | 7.736 | 610.08% | 12201.6% | 13 | 0 | 0.075 | 0.471 |
| ROSS STORES, INCROST | 47.06% | 5.311 | 647.85% | 12957% | 17 | 0 | -0.049 | -0.049 |
| SBA COMMUNICATIONS CORPORATIONSBAC | 42.86% | 4.96 | 236.74% | 4734.8% | 7 | 0 | 0.079 | 0.614 |
| STARBUCKS CORPORATIONSBUX | 30.77% | 2.801 | 253.3% | 5066% | 13 | 0 | 0.062 | 0.296 |
| SUPER MICRO COMPUTER, INCSMCI | 30% | 2.43 | 177.09% | 3541.8% | 10 | 0 | 0.094 | 0.456 |
| SYNOPSYS, INCSNPS | 50% | 5.395 | 336.6% | 6732% | 8 | 0 | 0.077 | 0.384 |
| STEEL DYNAMICS, INCSTLD | 33.33% | 3.276 | 349.16% | 6983.2% | 15 | 0 | 0.081 | 0.542 |
| SEAGATE TECHNOLOGY HOLDINGS PLCSTX | 20% | 1.637 | 155.52% | 3110.4% | 20 | 0 | -0.112 | -0.114 |
| SKYWORKS SOLUTIONS, INCSWKS | 23.4% | 2.412 | 786.45% | 15729% | 47 | 0 | 0.037 | 0.569 |
| BIO-TECHNE CORPTECH | 37.5% | 3.59 | 435.92% | 8718.4% | 16 | 0 | 0.048 | 0.349 |
| TERADYNE, INCTER | 27.78% | 2.448 | 580% | 11600% | 36 | 0 | 0.049 | 0.256 |
| T-MOBILE US, INCTMUS | 60% | 8.418 | 264.58% | 5291.6% | 5 | 0 | 0.119 | 1.262 |
| TRIMBLE INCTRMB | 34.78% | 3.223 | 557.65% | 11153% | 23 | 0 | 0.078 | 0.431 |
| T. ROWE PRICE GROUP, INCTROW | 45% | 5.314 | 727.11% | 14542.2% | 20 | 0 | 0.074 | 0.77 |
| TRACTOR SUPPLY COMPANYTSCO | 33.33% | 3.141 | 336.6% | 6732% | 15 | 0 | 0.06 | 0.314 |
| TESLA, INCTSLA | 40% | 4.147 | 150.4% | 3008% | 5 | 0 | 0.115 | 0.574 |
| TAKE-TWO INTERACTIVE SOFTWARE, INCTTWO | 29.41% | 2.585 | 293.61% | 5872.2% | 17 | 0 | 0.083 | 0.408 |
| TEXAS INSTRUMENTS INCORPORATEDTXN | 33.33% | 3.268 | 696.53% | 13930.6% | 30 | 0 | 0.049 | 0.335 |
| UNITED AIRLINES HOLDINGS, INCUAL | 33.33% | 3.259 | 134.44% | 2688.8% | 6 | 0 | 0.09 | 0.682 |
| ULTA BEAUTY, INCULTA | 50% | 6.533 | 166.41% | 3328.2% | 4 | 0 | 0.095 | 0.942 |
| PARAMOUNT GLOBALPARA | 17.86% | 1.225 | 79.83% | 1596.6% | 28 | 0 | 0.069 | 1.179 |
| VERISK ANALYTICS, INCVRSK | 66.67% | 13.048 | 183.68% | 3673.6% | 3 | 0 | 0.117 | 2.4 |
| VERISIGN, INCVRSN | 50% | 6.487 | 337.6% | 6752% | 8 | 0 | 0.082 | 0.579 |
| VERTEX PHARMACEUTICALS INCORPORATEDVRTX | 41.18% | 4.512 | 557.08% | 11141.6% | 17 | 0 | 0.079 | 0.414 |
| VIATRIS INCVTRS | 35% | 3.55 | 509.12% | 10182.4% | 20 | 0 | 0.053 | 0.69 |
| WALGREENS BOOTS ALLIANCE, INCWBA | 29.41% | 2.721 | 318.02% | 6360.4% | 17 | 0 | 0.027 | 0.262 |
| WARNER BROS. DISCOVERY, INC. - SERIES AWBD | 22.73% | 1.669 | 173.04% | 3460.8% | 22 | 0 | 0.066 | 0.348 |
| WESTERN DIGITAL CORPORATIONWDC | 24.24% | 1.935 | 747.82% | 14956.4% | 66 | 0 | 0.048 | 0.208 |
| WILLIS TOWERS WATSON PUBLIC LIMITED COMPANYWTW | 33.33% | 3.13 | 134.65% | 2693% | 6 | 0 | 0.054 | 0.295 |
| WYNN RESORTS, LIMITEDWYNN | 29.17% | 2.766 | 456.25% | 9125% | 24 | 0 | 0.075 | 0.556 |
| XCEL ENERGY INCXEL | 37.5% | 3.743 | 435.68% | 8713.6% | 16 | 0 | 0.033 | 0.187 |
| ZEBRA TECHNOLOGIES CORPORATIONZBRA | 31.25% | 2.91 | 329.42% | 6588.4% | 16 | 0 | 0.064 | 0.388 |
| AGILENT TECHNOLOGIES, INCA | 71.43% | 16.506 | 474.91% | 9498.2% | 7 | 0 | 0.086 | 0.592 |
| ABBVIE INCABBV | 66.67% | 12.934 | 182.44% | 3648.8% | 3 | 0 | 0.121 | 1.693 |
| ABBOTT LABORATORIESABT | 66.67% | 13.486 | 764.54% | 15290.8% | 12 | 0 | 0.047 | 1.106 |
| ACCENTURE PLCACN | 60% | 9.893 | 268.75% | 5375% | 5 | 0 | 0.083 | 0.69 |
| ARCHER-DANIELS-MIDLAND COMPANYADM | 37.5% | 5.769 | 752.42% | 15048.4% | 16 | 0 | 0.034 | 1.526 |
| AMEREN CORPORATIONAEE | 40% | 3.674 | 288.14% | 5762.8% | 10 | 0 | 0.028 | 0.139 |
| THE AES CORPORATIONAES | 20% | 1.655 | 199.58% | 3991.6% | 25 | 0 | 0.05 | 0.249 |
| AFLAC INCORPORATEDAFL | 41.18% | 4.559 | 557.81% | 11156.2% | 17 | 0 | 0.049 | 0.359 |
| AMERICAN INTERNATIONAL GROUP, INC. NEWAIG | 25.71% | 2.311 | 525.25% | 10505% | 35 | 0 | 0.046 | 0.327 |
| ASSURANT, INCAIZ | 38.46% | 4.155 | 380.25% | 7605% | 13 | 0 | 0.078 | 0.44 |
| ARTHUR J. GALLAGHER & COAJG | 50% | 6.521 | 506.43% | 10128.6% | 12 | 0 | 0.052 | 0.321 |
| ALBEMARLE CORPORATIONALB | 23.53% | 2.002 | 200.09% | 4001.8% | 17 | 0 | 0.048 | 0.262 |
| ALLSTATE CORPORATION (THE)ALL | 26.32% | 2.181 | 268.49% | 5369.8% | 19 | 0 | 0.056 | 0.347 |
| ALLEGION PLCALLE | 100% | 1357.16 | 99.44% | 1988.8% | 1 | 0 | 0.1 | 6.207 |
| AMCOR PLCAMCR | 0% | 0 | -30.38% | -607.6% | 2 | 0 | -0.187 | -0.208 |
| AMETEK, INCAME | 64.29% | 11.679 | 819.48% | 16389.6% | 14 | 0 | 0.054 | 0.678 |
| AMERIPRISE FINANCIAL, INCAMP | 37.5% | 3.999 | 226.97% | 4539.4% | 8 | 0 | 0.103 | 0.764 |
| AMERICAN TOWER CORPORATION (REIT)AMT | 42.86% | 4.935 | 237.67% | 4753.4% | 7 | 0 | 0.074 | 0.484 |
| ARISTA NETWORKS, INCANET | 100% | 0 | 101.95% | 2039% | 1 | 0 | 0 | 0 |
| AON PLCAON | 45% | 4.942 | 717.3% | 14346% | 20 | 0 | 0.066 | 0.535 |
| A.O. SMITH CORPORATIONAOS | 34.78% | 3.402 | 565.53% | 11310.6% | 23 | 0 | 0.052 | 0.289 |
| AIR PRODUCTS AND CHEMICALS, INCAPD | 57.89% | 10.978 | 1218.02% | 24360.4% | 19 | 0 | 0.04 | 1.768 |
| AMPHENOL CORPORATIONAPH | 47.06% | 5.806 | 665.51% | 13310.2% | 17 | 0 | 0.084 | 0.631 |
| APTIV PLCAPTV | 16.67% | 1.448 | 33.51% | 670.2% | 6 | 0 | 0.047 | 0.26 |
| ALEXANDRIA REAL ESTATE EQUITIES, INCARE | 37.5% | 3.982 | 224.52% | 4490.4% | 8 | 0 | 0.058 | 0.414 |
| ATMOS ENERGY CORPORATIONATO | 44.44% | 5.195 | 318.33% | 6366.6% | 9 | 0 | 0.046 | 0.325 |
| AVALONBAY COMMUNITIES, INCAVB | 30% | 2.816 | 192.51% | 3850.2% | 10 | 0 | 0.053 | 0.298 |
| AVERY DENNISON CORPORATIONAVY | 42.86% | 3.923 | 447.81% | 8956.2% | 14 | 0 | 0.036 | 0.158 |
| AMERICAN WATER WORKS COMPANY, INCAWK | 66.67% | 12.988 | 184.16% | 3683.2% | 3 | 0 | 0.087 | 1.711 |
| AMERICAN EXPRESS COMPANYAXP | 33.33% | 2.919 | 523.55% | 10471% | 24 | 0 | 0.042 | 0.214 |
| AUTOZONE, INCAZO | 54.55% | 7.884 | 509.68% | 10193.6% | 11 | 0 | 0.067 | 0.415 |
| BOEING COMPANY (THE)BA | 32.35% | 3.706 | 946.58% | 18931.6% | 34 | 0 | 0.038 | 0.884 |
| BANK OF AMERICA CORPORATIONBAC | 27.03% | 2.193 | 551.09% | 11021.8% | 37 | 0 | 0.044 | 0.184 |
| BALL CORPORATIONBALL | 46.67% | 5.736 | 577.65% | 11553% | 15 | 0 | 0.051 | 0.489 |
| BAXTER INTERNATIONAL INCBAX | 34.78% | 3.384 | 557.27% | 11145.4% | 23 | 0 | 0.041 | 0.257 |
| BATH & BODY WORKS, INCBBWI | 34.29% | 5.254 | 1547.93% | 30958.6% | 35 | 0 | 0.039 | 3.898 |
| BEST BUY CO., INCBBY | 21.43% | 1.721 | 251.87% | 5037.4% | 28 | 0 | 0.049 | 0.237 |
| BECTON, DICKINSON AND COMPANYBDX | 71.43% | 10.115 | 449.88% | 8997.6% | 7 | 0 | 0.035 | 0.172 |
| FRANKLIN RESOURCES, INCBEN | 23.81% | 2.012 | 249.76% | 4995.2% | 21 | 0 | 0.044 | 0.267 |
| BROWN FORMAN INCBF.B | 53.33% | 7.739 | 725.68% | 14513.6% | 15 | 0 | 0.044 | 0.597 |
| BUNGE LIMITED BUNGE LIMITEDBG | 25% | 2.182 | 107.07% | 2141.4% | 8 | 0 | 0.058 | 0.279 |
| BIO-RAD LABORATORIES, INCBIO | 38.1% | 3.73 | 546.53% | 10930.6% | 21 | 0 | 0.056 | 0.283 |
| THE BANK OF NEW YORK MELLON CORPORATIONBK | 26.67% | 2.332 | 459.86% | 9197.2% | 30 | 0 | 0.038 | 0.204 |
| BUILDERS FIRSTSOURCE, INCBLDR | 33.33% | 3.358 | 370.27% | 7405.4% | 15 | 0 | -0.037 | -0.046 |
| BLACKROCK, INCBLK | 44.44% | 5.192 | 324.72% | 6494.4% | 9 | 0 | 0.079 | 0.737 |
| BRISTOL-MYERS SQUIBB COMPANYBMY | 33.33% | 3.015 | 266.56% | 5331.2% | 12 | 0 | 0.023 | 0.185 |
| BROADRIDGE FINANCIAL SOLUTIONS, INCBR | 100% | 0 | 297.66% | 5953.2% | 3 | 0 | 0.108 | 5.932 |
| BERKSHIRE HATHAWAY INC. NEWBRK.B | 44.44% | 5.411 | 331.07% | 6621.4% | 9 | 0 | 0.061 | 0.382 |
| BROWN & BROWN, INCBRO | 58.33% | 6.06 | 432.42% | 8648.4% | 12 | 0 | 0.06 | 0.214 |
| BOSTON SCIENTIFIC CORPORATIONBSX | 16% | 1.24 | 78.52% | 1570.4% | 25 | 0 | -0.074 | -0.076 |
| BORGWARNER INCBWA | 29.41% | 2.69 | 316.73% | 6334.6% | 17 | 0 | 0.057 | 0.332 |
| BLACKSTONE INCBX | 50% | 6.58 | 171.13% | 3422.6% | 4 | 0 | 0.094 | 0.704 |
| BOSTON PROPERTIES, INCBXP | 22.22% | 1.906 | 96.77% | 1935.4% | 9 | 0 | 0.037 | 0.176 |
| CITIGROUP, INCC | 23.08% | 1.978 | 297.15% | 5943% | 26 | 0 | 0.051 | 0.263 |
| CONAGRA BRANDS, INCCAG | 60% | 10.796 | 597.51% | 11950.2% | 10 | 0 | 0.042 | 0.817 |
| CARDINAL HEALTH, INCCAH | 37.5% | 3.898 | 446.02% | 8920.4% | 16 | 0 | 0.052 | 0.37 |
| CARRIER GLOBAL CORPORATIONCARR | 0% | 0 | -0.07% | -1.4% | 0 | 0 | 0 | 0 |
| CATERPILLAR, INCCAT | 34.62% | 3.408 | 632.52% | 12650.4% | 26 | 0 | 0.044 | 0.271 |
| CHUBB LIMITEDCB | 46.67% | 5.663 | 566.3% | 11326% | 15 | 0 | 0.078 | 0.507 |
| CBRE GROUP INCCBRE | 50% | 6.433 | 329.94% | 6598.8% | 8 | 0 | 0.109 | 0.787 |
| CROWN CASTLE INCCCI | 50% | 6.559 | 337.29% | 6745.8% | 8 | 0 | 0.085 | 0.842 |
| CARNIVAL CORPORATIONCCL | 21.43% | 1.696 | 248.98% | 4979.6% | 28 | 0 | 0.047 | 0.237 |
| CELANESE CORPORATION CELANESE CORPORATIONCE | 50% | 6.815 | 347.42% | 6948.4% | 8 | 0 | 0.112 | 1.767 |
| CF INDUSTRIES HOLDINGS, INCCF | 15.38% | 1.22 | 36.39% | 727.8% | 13 | 0 | 0.071 | 0.747 |
| CITIZENS FINANCIAL GROUP, INCCFG | 16.67% | 1.349 | 26.63% | 532.6% | 6 | 0 | 0.082 | 0.428 |
| CHURCH & DWIGHT COMPANY, INCCHD | 73.33% | 15.754 | 919.93% | 18398.6% | 15 | 0 | 0.081 | 0.876 |
| CIGNA CORPORATIONCI | 46.67% | 5.085 | 560.72% | 11214.4% | 15 | 0 | 0.061 | 0.394 |
| COLGATE-PALMOLIVE COMPANYCL | 85.71% | 38.122 | 585.23% | 11704.6% | 7 | 0 | 0.042 | 0.359 |
| CLOROX COMPANY (THE)CLX | 40% | 4.392 | 464.37% | 9287.4% | 15 | 0 | 0.036 | 0.266 |
| COMERICA INCORPORATEDCMA | 27.59% | 2.255 | 401.06% | 8021.2% | 29 | 0 | 0.039 | 0.186 |
| CHIPOTLE MEXICAN GRILL, INCCMG | 28.57% | 2.644 | 124.9% | 2498% | 7 | 0 | 0.083 | 0.606 |
| CUMMINS INCCMI | 28.57% | 2.617 | 500.41% | 10008.2% | 28 | 0 | 0.039 | 0.197 |
| CMS ENERGY CORPORATIONCMS | 19.35% | 1.403 | 172.22% | 3444.4% | 31 | 0 | -0.032 | -0.04 |
| CENTENE CORPORATIONCNC | 50% | 6.533 | 168.24% | 3364.8% | 4 | 0 | 0.059 | 0.382 |
| CENTERPOINT ENERGY, INC (HOLDING CO)CNP | 26.09% | 2.189 | 327.01% | 6540.2% | 23 | 0 | 0.03 | 0.157 |
| CAPITAL ONE FINANCIAL CORPORATIONCOF | 25% | 2.175 | 214.81% | 4296.2% | 16 | 0 | 0.065 | 0.333 |
| COTERRA ENERGY INCCTRA | 29.41% | 2.769 | 324.86% | 6497.2% | 17 | 0 | 0.054 | 0.334 |
| CONOCOPHILLIPSCOP | 37.5% | 4.34 | 809.51% | 16190.2% | 24 | 0 | 0.04 | 0.758 |
| Cencora, Inc.COR | 38.46% | 4.027 | 372.91% | 7458.2% | 13 | 0 | 0.061 | 0.35 |
| CAMPBELL SOUP COMPANYCPB | 50% | 6.38 | 418.79% | 8375.8% | 10 | 0 | 0.036 | 0.5 |
| CAMDEN PROPERTY TRUSTCPT | 36.36% | 3.807 | 297.31% | 5946.2% | 11 | 0 | 0.058 | 0.414 |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INCCRL | 44.44% | 5.338 | 324.39% | 6487.8% | 9 | 0 | 0.076 | 0.47 |
| SALESFORCE, INCCRM | 60% | 10.129 | 268.49% | 5369.8% | 5 | 0 | 0.149 | 2.31 |
| CATALENT, INCCTLT | 20% | 1.154 | 13.95% | 279% | 5 | 0 | 0.082 | 0.329 |
| COTERRA ENERGY INCCTRA | 29.41% | 2.769 | 324.86% | 6497.2% | 17 | 0 | 0.054 | 0.334 |
| CORTEVA, INCCTVA | 0% | 0 | -15.07% | -301.4% | 1 | 0 | -0.009 | -0.013 |
| CVS HEALTH CORPORATIONCVS | 45.45% | 4.785 | 791.01% | 15820.2% | 22 | 0 | 0.051 | 0.647 |
| CHEVRON CORPORATIONCVX | 50% | 6.312 | 586.34% | 11726.8% | 14 | 0 | 0.043 | 0.48 |
| DOMINION ENERGY, INCD | 33.33% | 2.625 | 267.52% | 5350.4% | 12 | 0 | 0.031 | 0.227 |
| DELTA AIR LINES, INCDAL | 28.57% | 2.609 | 121.39% | 2427.8% | 7 | 0 | 0.087 | 0.656 |
| DUPONT DE NEMOURS, INCDD | 28.57% | 2.616 | 494.57% | 9891.4% | 28 | 0 | 0.04 | 0.264 |
| DEERE & COMPANYDE | 50% | 7.893 | 944.91% | 18898.2% | 18 | 0 | 0.039 | 1.052 |
| DECKERS OUTDOOR CORPORATIONDECK | 20.83% | 1.656 | 199.45% | 3989% | 24 | 0 | 0.064 | 0.448 |
| DISCOVER FINANCIAL SERVICESDFS | 33.33% | 3.349 | 143.46% | 2869.2% | 6 | 0 | 0.086 | 0.488 |
| DOLLAR GENERAL CORPORATIONDG | 25% | 2.134 | 52.58% | 1051.6% | 4 | 0 | 0.062 | 0.413 |
| QUEST DIAGNOSTICS INCORPORATEDDGX | 50% | 6.554 | 168.3% | 3366% | 4 | 0 | 0.058 | 0.432 |
| D.R. HORTON, INCDHI | 20% | 1.662 | 120.73% | 2414.6% | 15 | 0 | 0.049 | 0.276 |
| DANAHER CORPORATIONDHR | 66.67% | 6.363 | 1002.32% | 20046.4% | 18 | 0 | 0.047 | 0.326 |
| WALT DISNEY COMPANY (THE)DIS | 42.11% | 4.554 | 622.99% | 12459.8% | 19 | 0 | 0.046 | 0.536 |
| DIGITAL REALTY TRUST, INCDLR | 50% | 6.448 | 166.72% | 3334.4% | 4 | 0 | 0.077 | 0.575 |
| DOVER CORPORATIONDOV | 40% | 4.964 | 726.68% | 14533.6% | 20 | 0 | 0.04 | 0.619 |
| DOW INCDOW | 0% | 0 | -15.38% | -307.6% | 1 | 0 | -0.057 | -0.075 |
| DOMINO'S PIZZA INCDPZ | 25% | 2.17 | 159.79% | 3195.8% | 12 | 0 | -0.075 | -0.075 |
| DARDEN RESTAURANTS, INCDRI | 30.77% | 2.807 | 254.95% | 5099% | 13 | 0 | 0.062 | 0.319 |
| DTE ENERGY COMPANYDTE | 37.5% | 2.685 | 188.85% | 3777% | 8 | 0 | 0.031 | 0.229 |
| DUKE ENERGY CORPORATION (HOLDING COMPANY)DUK | 35.71% | 3.033 | 336.16% | 6723.2% | 14 | 0 | 0.032 | 0.157 |
| DAVITA INCDVA | 41.67% | 4.769 | 403.01% | 8060.2% | 12 | 0 | 0.061 | 0.374 |
| DEVON ENERGY CORPORATIONDVN | 29.63% | 2.732 | 504.64% | 10092.8% | 27 | 0 | 0.06 | 0.336 |
| ECOLAB INCECL | 46.15% | 4.58 | 467.41% | 9348.2% | 13 | 0 | 0.04 | 0.199 |
| CONSOLIDATED EDISON, INCED | 42.86% | 4.207 | 227.5% | 4550% | 7 | 0 | 0.026 | 0.137 |
| EQUIFAX, INCEFX | 50% | 5.379 | 654.16% | 13083.2% | 16 | 0 | 0.045 | 0.204 |
| Everest Group, Ltd.EG | 50% | 6.588 | 336.05% | 6721% | 8 | 0 | 0.062 | 0.324 |
| EDISON INTERNATIONALEIX | 27.78% | 2.233 | 276.67% | 5533.4% | 18 | 0 | 0.029 | 0.144 |
| ESTEE LAUDER COMPANIES, INC. (THE)EL | 25% | 2.249 | 169.62% | 3392.4% | 12 | 0 | 0.046 | 0.293 |
| Elevance Health, Inc.ELV | 40% | 4.353 | 305.12% | 6102.4% | 10 | 0 | 0.072 | 0.442 |
| EASTMAN CHEMICAL COMPANYEMN | 25% | 2.124 | 207.9% | 4158% | 16 | 0 | 0.051 | 0.278 |
| EMERSON ELECTRIC COMPANYEMR | 53.85% | 7.707 | 606.05% | 12121% | 13 | 0 | 0.046 | 0.707 |
| EOG RESOURCES, INCEOG | 33.33% | 3.027 | 469.84% | 9396.8% | 21 | 0 | 0.068 | 0.398 |
| EPAM SYSTEMS, INCEPAM | 0% | 0 | -35.05% | -701% | 2 | 0 | -0.322 | -0.306 |
| EQUITY RESIDENTIALEQR | 27.78% | 2.562 | 305.74% | 6114.8% | 18 | 0 | 0.061 | 0.437 |
| EQT CORPORATIONEQT | 41.38% | 4.651 | 942.15% | 18843% | 29 | 0 | 0.058 | 0.445 |
| EVERSOURCE ENERGY (D/B/A)ES | 33.33% | 2.662 | 311.56% | 6231.2% | 15 | 0 | 0.033 | 0.156 |
| ESSEX PROPERTY TRUST, INCESS | 40% | 4.373 | 305.02% | 6100.4% | 10 | 0 | 0.065 | 0.454 |
| EATON CORPORATION, PLCETN | 52.94% | 7.505 | 790.51% | 15810.2% | 17 | 0 | 0.052 | 0.656 |
| ENTERGY CORPORATIONETR | 28.57% | 2.252 | 220.45% | 4409% | 14 | 0 | 0.038 | 2.039 |
| EDWARDS LIFESCIENCES CORPORATIONEW | 71.43% | 15.44 | 473.25% | 9465% | 7 | 0 | 0.102 | 1.841 |
| EXTRA SPACE STORAGE INCEXR | 21.43% | 1.751 | 127.57% | 2551.4% | 14 | 0 | 0.014 | 0.021 |
| FORD MTR CO DELF | 19.05% | 1.544 | 285.82% | 5716.4% | 42 | 0 | 0.034 | 0.246 |
| FREEPORT-MCMORAN, INCFCX | 21.21% | 1.746 | 301.11% | 6022.2% | 33 | 0 | 0.062 | 0.344 |
| FACTSET RESEARCH SYSTEMS INCFDS | 75% | 20.065 | 571.46% | 11429.2% | 8 | 0 | 0.09 | 1.245 |
| FEDEX CORPORATIONFDX | 36% | 3.511 | 644.31% | 12886.2% | 25 | 0 | 0.063 | 0.447 |
| FIRSTENERGY CORPFE | 25% | 1.855 | 184.84% | 3696.8% | 16 | 0 | 0.036 | 0.607 |
| Fiserv, Inc.FI | 55.56% | 8.37 | 444.42% | 8888.4% | 9 | 0 | 0.065 | 0.581 |
| FAIR ISAAC CORPORATIONFICO | 43.75% | 4.985 | 553.32% | 11066.4% | 16 | 0 | 0.082 | 0.525 |
| FIDELITY NATIONAL INFORMATION SERVICES, INCFIS | 25% | 2.199 | 164.62% | 3292.4% | 12 | 0 | 0.06 | 0.36 |
| FMC CORPORATIONFMC | 33.33% | 3.191 | 622.6% | 12452% | 27 | 0 | 0.044 | 0.329 |
| FORTIVE CORPORATIONFTV | 0% | 0 | -18.29% | -365.8% | 1 | 0 | 0.064 | 0.228 |
| GENERAL DYNAMICS CORPORATIONGD | 42.86% | 7.16 | 1130.57% | 22611.4% | 21 | 0 | 0.037 | 2.013 |
| GENERAL ELECTRIC COMPANYGE | 21.43% | 1.784 | 262.62% | 5252.4% | 28 | 0 | 0.025 | 0.158 |
| GENERAL MILLS, INCGIS | 50% | 6.474 | 676.69% | 13533.8% | 16 | 0 | 0.047 | 0.583 |
| GLOBE LIFE INCGL | 33.33% | 3.011 | 466.07% | 9321.4% | 21 | 0 | 0.038 | 0.192 |
| CORNING INCORPORATEDGLW | 30.77% | 2.707 | 763.21% | 15264.2% | 39 | 0 | 0.039 | 0.245 |
| GENERAL MOTORS COMPANYGM | 14.29% | 1.188 | 17.14% | 342.8% | 7 | 0 | 0.06 | 0.318 |
| GENERAC HOLDLINGS INCGNRC | 25% | 2.162 | 105.88% | 2117.6% | 8 | 0 | 0.092 | 0.512 |
| GENUINE PARTS COMPANYGPC | 46.67% | 6.414 | 653.82% | 13076.4% | 15 | 0 | 0.039 | 0.698 |
| GLOBAL PAYMENTS INCGPN | 28.57% | 2.585 | 120.99% | 2419.8% | 7 | 0 | 0.047 | 0.342 |
| GARMIN LTDGRMN | 33.33% | 3.31 | 354.87% | 7097.4% | 15 | 0 | 0.081 | 0.4 |
| GOLDMAN SACHS GROUP, INC. (THE)GS | 30% | 2.869 | 192.37% | 3847.4% | 10 | 0 | 0.064 | 0.374 |
| W.W. GRAINGER, INCGWW | 45% | 5.349 | 725.5% | 14510% | 20 | 0 | 0.052 | 0.372 |
| HALLIBURTON COMPANYHAL | 28.21% | 3.305 | 1003.79% | 20075.8% | 39 | 0 | 0.037 | 1.184 |
| HCA HEALTHCARE, INCHCA | 66.67% | 11.124 | 179.52% | 3590.4% | 3 | 0 | 0.141 | 1.776 |
| HOME DEPOT, INC. (THE)HD | 35% | 3.004 | 417.95% | 8359% | 20 | 0 | 0.048 | 0.222 |
| HESS CORPORATIONHES | 28.57% | 2.628 | 495.02% | 9900.4% | 28 | 0 | 0.043 | 0.268 |
| HARTFORD FINANCIAL SERVICES GROUP, INC. (THE)HIG | 20% | 1.632 | 155.47% | 3109.4% | 20 | 0 | 0.054 | 0.254 |
| HUNTINGTON INGALLS INDUSTRIES, INCHII | 33.33% | 3.29 | 137.77% | 2755.4% | 6 | 0 | 0.096 | 0.663 |
| HILTON WORLDWIDE HOLDINGS INCHLT | 66.67% | 12.99 | 184.88% | 3697.6% | 3 | 0 | 0.145 | 2.095 |
| HEWLETT PACKARD ENTERPRISE COMPANYHPE | 33.33% | 3.273 | 69.7% | 1394% | 3 | 0 | 0.093 | 0.566 |
| HP INCHPQ | 36.67% | 3.876 | 880.66% | 17613.2% | 30 | 0 | 0.044 | 0.734 |
| HORMEL FOODS CORPORATIONHRL | 80% | 26.619 | 780.57% | 15611.4% | 10 | 0 | 0.049 | 1.191 |
| THE HERSHEY COMPANYHSY | 53.33% | 7.564 | 693.76% | 13875.2% | 15 | 0 | 0.045 | 0.362 |
| HUBBELL INCHUBB | 45% | 5.211 | 726.68% | 14533.6% | 20 | 0 | 0.049 | 0.468 |
| HUMANA INCHUM | 25% | 2.545 | 644.55% | 12891% | 32 | 0 | 0.036 | 0.543 |
| HOWMET AEROSPACE INCHWM | 50% | 6.348 | 169.13% | 3382.6% | 4 | 0 | 0.157 | 0.782 |
| INTERNATIONAL BUSINESS MACHINES CORPORATIONIBM | 26.32% | 2.324 | 285.93% | 5718.6% | 19 | 0 | 0.029 | 0.146 |
| INTERCONTINENTAL EXCHANGE INCICE | 50% | 6.397 | 167.5% | 3350% | 4 | 0 | 0.092 | 1.286 |
| IDEX CORPORATIONIEX | 50% | 6.548 | 423.57% | 8471.4% | 10 | 0 | 0.065 | 0.7 |
| INTERNATIONAL FLAVORS & FRAGRANCES, INCIFF | 40% | 4.206 | 454.99% | 9099.8% | 15 | 0 | 0.039 | 0.386 |
| INVITATION HOMES INCINVH | 33.33% | 3.242 | 67.08% | 1341.6% | 3 | 0 | 0.098 | 0.648 |
| INTERNATIONAL PAPER COMPANYIP | 29.17% | 2.753 | 450.71% | 9014.2% | 24 | 0 | 0.038 | 0.206 |
| INTERPUBLIC GROUP OF COMPANIES, INC. (THE)IPG | 34.62% | 4.074 | 873.17% | 17463.4% | 26 | 0 | 0.039 | 1.051 |
| IQVIA HOLDINGS, INCIQV | 50% | 6.64 | 170.39% | 3407.8% | 4 | 0 | 0.116 | 1.377 |
| INGERSOLL RAND INCIR | 100% | 0 | 97.55% | 1951% | 1 | 0 | 0 | 0 |
| IRON MOUNTAIN INCORPORATED (DELAWARE)IRM | 36.36% | 3.757 | 294.61% | 5892.2% | 11 | 0 | 0.065 | 0.417 |
| GARTNER, INCIT | 19.05% | 1.603 | 157.33% | 3146.6% | 21 | 0 | 0.063 | 1.789 |
| ILLINOIS TOOL WORKS INCITW | 64.29% | 11.798 | 823.39% | 16467.8% | 14 | 0 | 0.059 | 0.894 |
| INVESCO LTDIVZ | 22.58% | 1.912 | 339.96% | 6799.2% | 31 | 0 | 0.064 | 0.375 |
| JACOBS SOLUTIONS INCJ | 47.62% | 5.843 | 825.78% | 16515.6% | 21 | 0 | 0.048 | 0.493 |
| JABIL INCJBL | 29.17% | 2.625 | 437.63% | 8752.6% | 24 | 0 | 0.096 | 0.471 |
| JOHNSON CONTROLS INTERNATIONAL PLCJCI | 21.74% | 2.042 | 292.23% | 5844.6% | 23 | 0 | 0.028 | 0.205 |
| JOHNSON & JOHNSONJNJ | 46.67% | 4.918 | 556% | 11120% | 15 | 0 | 0.041 | 0.197 |
| JUNIPER NETWORKS, INCJNPR | 17.65% | 1.382 | 82.69% | 1653.8% | 17 | 0 | 0.059 | 0.289 |
| JP MORGAN CHASE & COJPM | 27.03% | 2.258 | 555.37% | 11107.4% | 37 | 0 | 0.041 | 0.171 |
| KELLOGG COMPANYK | 45.45% | 5.454 | 405.75% | 8115% | 11 | 0 | 0.032 | 0.252 |
| KEYCORPKEY | 22.58% | 1.82 | 304.7% | 6094% | 31 | 0 | 0.036 | 0.16 |
| KEYSIGHT TECHNOLOGIES INCKEYS | 0% | 0 | -0.07% | -1.4% | 0 | 0 | 0 | 0 |
| KIMCO REALTY CORPORATIONKIM | 33.33% | 3.361 | 354.78% | 7095.6% | 15 | 0 | 0.062 | 0.385 |
| KIMBERLY-CLARK CORPORATIONKMB | 71.43% | 8.724 | 442.08% | 8841.6% | 7 | 0 | 0.035 | 0.162 |
| KINDER MORGAN, INCKMI | 0% | 0 | -138.54% | -2770.8% | 9 | 0 | -0.072 | -0.09 |
| CARMAX INCKMX | 45.45% | 5.513 | 412.71% | 8254.2% | 11 | 0 | 0.09 | 0.661 |
| COCA-COLA COMPANY (THE)KO | 71.43% | 16.407 | 469.63% | 9392.6% | 7 | 0 | 0.036 | 0.679 |
| KROGER COMPANY (THE)KR | 45% | 5.365 | 739.82% | 14796.4% | 20 | 0 | 0.05 | 0.5 |
| LOEWS CORPORATIONL | 44.44% | 5.198 | 638.69% | 12773.8% | 18 | 0 | 0.049 | 0.518 |
| LEIDOS HOLDINGS, INCLDOS | 33.33% | 2.952 | 131.52% | 2630.4% | 6 | 0 | 0.07 | 0.398 |
| LENNAR CORPORATIONLEN | 32.35% | 3.469 | 867.97% | 17359.4% | 34 | 0 | 0.045 | 0.721 |
| LABORATORY CORPORATION OF AMERICA HOLDINGSLH | 25% | 2.156 | 269.2% | 5384% | 20 | 0 | 0.032 | 0.073 |
| L3HARRIS TECHNOLOGIES, INCLHX | 30.77% | 2.946 | 531.9% | 10638% | 26 | 0 | 0.042 | 0.261 |
| ELI LILLY AND COMPANYLLY | 33.33% | 3.062 | 336.82% | 6736.4% | 15 | 0 | 0.037 | 0.191 |
| LOCKHEED MARTIN CORPORATIONLMT | 33.33% | 3.08 | 268.38% | 5367.6% | 12 | 0 | 0.056 | 2.266 |
| LOWE'S COMPANIES, INCLOW | 40% | 3.773 | 683.61% | 13672.2% | 25 | 0 | 0.046 | 0.239 |
| SOUTHWEST AIRLINES COMPANYLUV | 24% | 2.04 | 305.89% | 6117.8% | 25 | 0 | 0.04 | 0.223 |
| LAS VEGAS SANDS CORPLVS | 26.32% | 2.384 | 297.67% | 5953.4% | 19 | 0 | 0.076 | 0.451 |
| LAMB WESTON HOLDINGS, INCLW | 25% | 2.214 | 56.12% | 1122.4% | 4 | 0 | 0.094 | 0.438 |
| LYONDELLBASELL INDUSTRIES NVLYB | 20% | 1.665 | 40.44% | 808.8% | 5 | 0 | 0.061 | 0.331 |
| LIVE NATION ENTERTAINMENT, INCLYV | 50% | 6.826 | 264.34% | 5286.8% | 6 | 0 | 0.1 | 0.757 |
| MASTERCARD INCORPORATEDMA | 50% | 6.239 | 83.91% | 1678.2% | 2 | 0 | 0.09 | 1.121 |
| MID-AMERICA APARTMENT COMMUNITIES, INCMAA | 40% | 4.399 | 308.6% | 6172% | 10 | 0 | 0.058 | 0.42 |
| MASCO CORPORATIONMAS | 33.33% | 3.397 | 813.65% | 16273% | 33 | 0 | 0.046 | 0.528 |
| MCDONALD'S CORPORATIONMCD | 44.44% | 5.06 | 641.19% | 12823.8% | 18 | 0 | 0.046 | 0.284 |
| MCKESSON CORPORATIONMCK | 38.46% | 4.042 | 375.42% | 7508.4% | 13 | 0 | 0.071 | 0.435 |
| MOODY'S CORPORATIONMCO | 21.43% | 1.818 | 136.47% | 2729.4% | 14 | 0 | -0.042 | -0.049 |
| MEDTRONIC PLCMDT | 30% | 3.174 | 476.91% | 9538.2% | 20 | 0 | 0.036 | 0.457 |
| METLIFE, INCMET | 16.67% | 1.284 | 43.01% | 860.2% | 12 | 0 | 0.059 | 0.385 |
| MGM RESORTS INTERNATIONALMGM | 39.13% | 4.062 | 667.03% | 13340.6% | 23 | 0 | 0.075 | 0.515 |
| MOHAWK INDUSTRIES, INCMHK | 35% | 3.385 | 494.56% | 9891.2% | 20 | 0 | 0.073 | 0.53 |
| MCCORMICK & COMPANY, INCORPORATEDMKC | 63.64% | 10.863 | 645.35% | 12907% | 11 | 0 | 0.046 | 0.341 |
| MARTIN MARIETTA MATERIALS, INCMLM | 40% | 4.23 | 458.52% | 9170.4% | 15 | 0 | 0.07 | 0.426 |
| MARSH & MCLENNAN COMPANIES, INCMMC | 57.14% | 7.995 | 698.3% | 13966% | 14 | 0 | 0.049 | 0.6 |
| 3M COMPANYMMM | 43.75% | 5.17 | 564.11% | 11282.2% | 16 | 0 | 0.038 | 0.518 |
| ALTRIA GROUP, INCMO | 42.86% | 6.071 | 945.78% | 18915.6% | 21 | 0 | 0.038 | 1.515 |
| MOLINA HEALTHCARE INCMOH | 28.57% | 2.583 | 120.72% | 2414.4% | 7 | 0 | 0.051 | 0.305 |
| MOSAIC COMPANY (THE)MOS | 20.59% | 1.65 | 272.63% | 5452.6% | 34 | 0 | 0.049 | 0.22 |
| MARATHON PETROLEUM CORPORATIONMPC | 42.86% | 5.07 | 243.07% | 4861.4% | 7 | 0 | 0.132 | 0.813 |
| MERCK & COMPANY, INCMRK | 26.32% | 2.3 | 281.79% | 5635.8% | 19 | 0 | 0.035 | 0.179 |
| MARATHON OIL CORPORATIONMRO | 24.24% | 2.007 | 401.59% | 8031.8% | 33 | 0 | 0.037 | 0.172 |
| MORGAN STANLEYMS | 30% | 2.637 | 374.65% | 7493% | 20 | 0 | 0.071 | 0.365 |
| MSCI INCMSCI | 66.67% | 12.938 | 182.05% | 3641% | 3 | 0 | 0.083 | 0.691 |
| MOTOROLA SOLUTIONS, INCMSI | 31.43% | 2.885 | 715.76% | 14315.2% | 35 | 0 | 0.051 | 0.386 |
| M&T BANK CORPORATIONMTB | 42.11% | 3.442 | 515.25% | 10305% | 19 | 0 | 0.04 | 0.184 |
| METTLER-TOLEDO INTERNATIONAL, INCMTD | 41.67% | 4.718 | 389.46% | 7789.2% | 12 | 0 | 0.075 | 0.461 |
| NORWEGIAN CRUISE LINE HOLDINGS LTDNCLH | 9.09% | 0.619 | -58.9% | -1178% | 11 | 0 | 0.061 | 0.234 |
| NEXTERA ENERGY, INCNEE | 50% | 5.847 | 496.78% | 9935.6% | 12 | 0 | 0.037 | 0.203 |
| NEWMONT CORPORATIONNEM | 27.27% | 2.431 | 525.15% | 10503% | 33 | 0 | 0.041 | 0.273 |
| NISOURCE INCNI | 30.43% | 2.421 | 405.73% | 8114.6% | 23 | 0 | 0.038 | 0.879 |
| NIKE, INCNKE | 42.86% | 4.606 | 704.32% | 14086.4% | 21 | 0 | 0.052 | 0.289 |
| NORTHROP GRUMMAN CORPORATIONNOC | 40% | 5.027 | 735.61% | 14712.2% | 20 | 0 | 0.038 | 0.705 |
| SERVICENOW, INCNOW | 50% | 5.968 | 81.09% | 1621.8% | 2 | 0 | 0.212 | 1.476 |
| NRG ENERGY, INCNRG | 26.67% | 2.351 | 226.04% | 4520.8% | 15 | 0 | 0.074 | 0.42 |
| NORFOLK SOUTHERN CORPORATIONNSC | 42.86% | 4.948 | 719.97% | 14399.4% | 21 | 0 | 0.047 | 0.348 |
| NUCOR CORPORATIONNUE | 40.91% | 7.361 | 1280.84% | 25616.8% | 22 | 0 | 0.038 | 3.652 |
| NVR, INCNVR | 26.67% | 2.181 | 418.68% | 8373.6% | 30 | 0 | 0.059 | 0.251 |
| REALTY INCOME CORPORATIONO | 37.5% | 3.944 | 223.69% | 4473.8% | 8 | 0 | 0.052 | 0.334 |
| ONEOK, INCOKE | 39.13% | 4.108 | 676.63% | 13532.6% | 23 | 0 | 0.048 | 0.354 |
| OMNICOM GROUP INCOMC | 31.58% | 4.116 | 618.77% | 12375.4% | 19 | 0 | 0.037 | 0.908 |
| ORACLE CORPORATIONORCL | 50% | 6.659 | 517.28% | 10345.6% | 12 | 0 | 0.08 | 0.692 |
| OTIS WORLDWIDE CORPORATIONOTIS | 0% | 0 | -0.07% | -1.4% | 0 | 0 | 0 | 0 |
| OCCIDENTAL PETROLEUM CORPORATIONOXY | 26.32% | 2.349 | 286.36% | 5727.2% | 19 | 0 | 0.029 | 0.16 |
| PAYCOM SOFTWARE, INCPAYC | 0% | 0 | -71.24% | -1424.8% | 3 | 0 | -0.344 | -0.326 |
| PACIFIC GAS & ELECTRIC COPCG | 24% | 1.802 | 268.77% | 5375.4% | 25 | 0 | 0.029 | 0.125 |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATEDPEG | 33.33% | 2.771 | 255.56% | 5111.2% | 12 | 0 | 0.029 | 0.14 |
| PFIZER, INCPFE | 35.29% | 3.521 | 429.86% | 8597.2% | 17 | 0 | 0.035 | 0.335 |
| PROCTER & GAMBLE COMPANY (THE)PG | 66.67% | 13.313 | 555.95% | 11119% | 9 | 0 | 0.043 | 0.824 |
| PROGRESSIVE CORPORATION (THE)PGR | 44% | 6.333 | 1172.19% | 23443.8% | 25 | 0 | 0.04 | 2.214 |
| PARKER-HANNIFIN CORPORATIONPH | 52.17% | 7.28 | 1042.23% | 20844.6% | 23 | 0 | 0.059 | 0.585 |
| PULTEGROUP, INCPHM | 27.5% | 4.252 | 1456.4% | 29128% | 40 | 0 | 0.039 | 3.906 |
| PACKAGING CORPORATION OF AMERICAPKG | 36.36% | 3.79 | 299.06% | 5981.2% | 11 | 0 | 0.066 | 0.426 |
| PROLOGIS, INCPLD | 40% | 4.233 | 298.29% | 5965.8% | 10 | 0 | 0.063 | 0.333 |
| PHILIP MORRIS INTERNATIONAL INCPM | 0% | 0 | -30.09% | -601.8% | 2 | 0 | -0.002 | -0.005 |
| PNC FINANCIAL SERVICES GROUP, INC. (THE)PNC | 25% | 2.075 | 308.84% | 6176.8% | 24 | 0 | 0.038 | 0.197 |
| PENTAIR PLCPNR | 40.91% | 5.263 | 851.98% | 17039.6% | 22 | 0 | 0.043 | 0.992 |
| PINNACLE WEST CAPITAL CORPORATIONPNW | 20.69% | 1.66 | 237.19% | 4743.8% | 29 | 0 | 0.036 | 0.218 |
| PPG INDUSTRIES, INCPPG | 40.91% | 4.56 | 703.64% | 14072.8% | 22 | 0 | 0.048 | 0.469 |
| PPL CORPORATIONPPL | 18.75% | 1.341 | 75.98% | 1519.6% | 16 | 0 | 0.02 | 0.091 |
| PRUDENTIAL FINANCIAL, INCPRU | 16.67% | 1.314 | 48.14% | 962.8% | 12 | 0 | 0.062 | 0.368 |
| PUBLIC STORAGEPSA | 35.29% | 3.549 | 434.57% | 8691.4% | 17 | 0 | 0.044 | 0.254 |
| PHILLIPS 66PSX | 25% | 1.941 | 48.63% | 972.6% | 4 | 0 | 0.059 | 0.329 |
| QUANTA SERVICES, INCPWR | 33.33% | 3.279 | 277.23% | 5544.6% | 12 | 0 | 0.079 | 0.492 |
| D/B/A ROYAL CARIBBEAN CRUISES LTDRCL | 31.25% | 3.02 | 687.79% | 13755.8% | 32 | 0 | 0.084 | 0.409 |
| REGIONS FINANCIAL CORPORATIONRF | 32% | 2.995 | 547.11% | 10942.2% | 25 | 0 | 0.044 | 0.212 |
| ROBERT HALF INTERNATIONAL INCRHI | 29.73% | 2.453 | 615.95% | 12319% | 37 | 0 | 0.051 | 0.264 |
| RAYMOND JAMES FINANCIAL, INCRJF | 42.86% | 4.957 | 722.49% | 14449.8% | 21 | 0 | 0.065 | 0.416 |
| RALPH LAUREN CORPORATIONRL | 33.33% | 3.318 | 354.41% | 7088.2% | 15 | 0 | 0.076 | 0.513 |
| RESMED INCRMD | 44.44% | 5.353 | 331.4% | 6628% | 9 | 0 | 0.073 | 0.561 |
| ROCKWELL AUTOMATION, INCROK | 34.78% | 3.471 | 571.13% | 11422.6% | 23 | 0 | 0.042 | 0.317 |
| ROLLINS, INCROL | 50% | 5.623 | 575.06% | 11501.2% | 14 | 0 | 0.039 | 0.222 |
| REPUBLIC SERVICES, INCRSG | 50% | 6.614 | 339.52% | 6790.4% | 8 | 0 | 0.083 | 0.628 |
| RAYTHEON TECHNOLOGIES CORPORATIONRTX | 47.06% | 5.787 | 657.6% | 13152% | 17 | 0 | 0.047 | 0.465 |
| Revvity, Inc.RVTY | 38.46% | 4.011 | 755.23% | 15104.6% | 26 | 0 | 0.049 | 0.483 |
| CHARLES SCHWAB CORPORATION (THE)SCHW | 37.5% | 3.972 | 453.36% | 9067.2% | 16 | 0 | 0.064 | 0.458 |
| SHERWIN-WILLIAMS COMPANY (THE)SHW | 61.54% | 7.371 | 698.39% | 13967.8% | 13 | 0 | 0.042 | 0.192 |
| J.M. SMUCKER COMPANY (THE) NEWSJM | 50% | 6.365 | 589.85% | 11797% | 14 | 0 | 0.041 | 0.288 |
| SCHLUMBERGER N.VSLB | 26.67% | 5.111 | 1432.16% | 28643.2% | 30 | 0 | 0.036 | 5.056 |
| SNAP-ON INCORPORATEDSNA | 35% | 3.562 | 504.77% | 10095.4% | 20 | 0 | 0.043 | 0.322 |
| SOUTHERN COMPANY (THE)SO | 50% | 4.319 | 383.72% | 7674.4% | 10 | 0 | 0.036 | 0.155 |
| SIMON PROPERTY GROUP, INCSPG | 23.53% | 1.978 | 196.57% | 3931.4% | 17 | 0 | 0.051 | 0.244 |
| S&P GLOBAL INCSPGI | 58.82% | 9.491 | 892.39% | 17847.8% | 17 | 0 | 0.056 | 0.879 |
| DBA SEMPRASRE | 28.57% | 2.416 | 233.36% | 4667.2% | 14 | 0 | 0.028 | 0.139 |
| STERIS PLC (IRELAND)STE | 50% | 6.585 | 424.91% | 8498.2% | 10 | 0 | 0.067 | 0.416 |
| STATE STREET CORPORATIONSTT | 25.71% | 1.753 | 343.09% | 6861.8% | 35 | 0 | 0.038 | 0.143 |
| CONSTELLATION BRANDS, INCSTZ | 41.67% | 4.356 | 390.01% | 7800.2% | 12 | 0 | 0.059 | 0.402 |
| STANLEY BLACK & DECKER, INCSWK | 35.71% | 3.911 | 792.27% | 15845.4% | 28 | 0 | 0.044 | 0.707 |
| SYNCHRONY FINANCIALSYF | 20% | 1.745 | 45.45% | 909% | 5 | 0 | 0.083 | 0.499 |
| STRYKER CORPORATIONSYK | 66.67% | 13.067 | 550.64% | 11012.8% | 9 | 0 | 0.059 | 0.504 |
| SYSCO CORPORATIONSYY | 54.55% | 8.011 | 546.37% | 10927.4% | 11 | 0 | 0.046 | 0.622 |
| AT&T INCT | 26.67% | 2.382 | 230.7% | 4614% | 15 | 0 | 0.04 | 0.335 |
| MOLSON COORS BEVERAGE COMPANYTAP | 30% | 2.51 | 359.73% | 7194.6% | 20 | 0 | 0.038 | 0.341 |
| TRANSDIGM GROUP INCTDG | 100% | 0 | 298.51% | 5970.2% | 3 | 0 | 0.136 | 8.995 |
| TELEDYNE TECHNOLOGIES INCORPORATEDTDY | 42.86% | 4.458 | 232.45% | 4649% | 7 | 0 | 0.073 | 0.417 |
| TE CONNECTIVITY LTD. NEW SWITZERLAND REGISTERED SHARESTEL | 66.67% | 13.82 | 194.86% | 3897.2% | 3 | 0 | 0.086 | 0.758 |
| TRUIST FINANCIAL CORPORATIONTFC | 28.57% | 2.498 | 475.95% | 9519% | 28 | 0 | 0.044 | 0.239 |
| TELEFLEX INCORPORATEDTFX | 50% | 9.336 | 1133.01% | 22660.2% | 18 | 0 | 0.037 | 2.586 |
| TARGET CORPORATIONTGT | 38.89% | 3.987 | 522% | 10440% | 18 | 0 | 0.043 | 0.479 |
| TJX COMPANIES, INC. (THE)TJX | 38.1% | 2.906 | 526.63% | 10532.6% | 21 | 0 | 0.047 | 0.252 |
| THERMO FISHER SCIENTIFIC INCTMO | 40.74% | 4.512 | 873.71% | 17474.2% | 27 | 0 | 0.054 | 0.457 |
| TAPESTRY, INCTPR | 22.22% | 1.866 | 188.93% | 3778.6% | 18 | 0 | 0.072 | 0.326 |
| TARGA RESOURCES, INCTRGP | 15.38% | 1.173 | 29.39% | 587.8% | 13 | 0 | 0.047 | 0.09 |
| THE TRAVELERS COMPANIES, INCTRV | 43.75% | 5.048 | 557.28% | 11145.6% | 16 | 0 | 0.045 | 0.269 |
| TYSON FOODS, INCTSN | 36.84% | 4.42 | 622.09% | 12441.8% | 19 | 0 | 0.04 | 0.702 |
| TRANE TECHNOLOGIES PLCTT | 37.5% | 3.894 | 661.1% | 13222% | 24 | 0 | 0.042 | 0.25 |
| TEXTRON INCTXT | 28.13% | 2.508 | 546.4% | 10928% | 32 | 0 | 0.04 | 0.221 |
| TYLER TECHNOLOGIES, INCTYL | 30% | 2.76 | 620.76% | 12415.2% | 30 | 0 | 0.043 | 0.359 |
| UDR, INCUDR | 28.57% | 2.64 | 251.48% | 5029.6% | 14 | 0 | 0.037 | 0.201 |
| UNIVERSAL HEALTH SERVICES, INCUHS | 30% | 2.754 | 191.65% | 3833% | 10 | 0 | 0.052 | 0.251 |
| UNITEDHEALTH GROUP INCORPORATEDUNH | 33.33% | 3.029 | 341.11% | 6822.2% | 15 | 0 | 0.049 | 0.289 |
| UNION PACIFIC CORPORATIONUNP | 38.89% | 4.51 | 592.4% | 11848% | 18 | 0 | 0.042 | 0.502 |
| UNITED PARCEL SERVICE, INCUPS | 33.33% | 3.161 | 135.15% | 2703% | 6 | 0 | 0.045 | 0.261 |
| UNITED RENTALS, INCURI | 35% | 3.553 | 510.16% | 10203.2% | 20 | 0 | 0.105 | 0.647 |
| U.S. BANCORPUSB | 30.77% | 2.442 | 411.69% | 8233.8% | 26 | 0 | 0.04 | 0.245 |
| VISA INCV | 100% | 1361.98 | 99.66% | 1993.2% | 1 | 0 | 0.09 | 5.048 |
| VALERO ENERGY CORPORATIONVLO | 23.33% | 1.981 | 346.79% | 6935.8% | 30 | 0 | 0.047 | 0.229 |
| VULCAN MATERIALS COMPANY (HOLDING COMPANY)VMC | 45% | 6.306 | 889.83% | 17796.6% | 20 | 0 | 0.039 | 1.234 |
| VISTRA CORPVST | 33.33% | 3.357 | 72.29% | 1445.8% | 3 | 0 | 0.109 | 0.756 |
| VENTAS, INCVTR | 20% | 1.663 | 201.89% | 4037.8% | 25 | 0 | -0.002 | -0.002 |
| VERIZON COMMUNICATIONS INCVZ | 33.33% | 3.189 | 206.58% | 4131.6% | 9 | 0 | 0.035 | 0.307 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATIONWAB | 30.77% | 2.925 | 264.14% | 5282.8% | 13 | 0 | 0.053 | 0.306 |
| WATERS CORPORATIONWAT | 40% | 4.31 | 306.48% | 6129.6% | 10 | 0 | 0.065 | 0.394 |
| WEC ENERGY GROUP, INCWEC | 50% | 6.572 | 423.55% | 8471% | 10 | 0 | 0.035 | 0.243 |
| WELLTOWER INCWELL | 42.86% | 5.01 | 479.52% | 9590.4% | 14 | 0 | 0.051 | 0.477 |
| WELLS FARGO & COMPANYWFC | 44.44% | 5.287 | 653.21% | 13064.2% | 18 | 0 | 0.047 | 0.431 |
| WASTE MANAGEMENT, INCWM | 40% | 3.453 | 375.89% | 7517.8% | 15 | 0 | 0.059 | 0.266 |
| WILLIAMS COMPANIES, INC. (THE)WMB | 35.14% | 3.314 | 866.09% | 17321.8% | 37 | 0 | 0.053 | 0.357 |
| WALMART INCWMT | 50% | 9.943 | 542.43% | 10848.6% | 8 | 0 | 0.036 | 1.405 |
| W.R. BERKLEY CORPORATIONWRB | 39.13% | 4.916 | 852.66% | 17053.2% | 23 | 0 | 0.042 | 1.048 |
| WESTROCK COMPANYWRK | 14.29% | 1.145 | 13.32% | 266.4% | 7 | 0 | 0.091 | 0.498 |
| WEST PHARMACEUTICAL SERVICES, INCWST | 50% | 6.555 | 689.26% | 13785.2% | 16 | 0 | 0.055 | 0.662 |
| WEYERHAEUSER COMPANYWY | 34.78% | 3.49 | 677.65% | 13553% | 23 | 0 | 0.046 | 0.308 |
| EXXON MOBIL CORPORATIONXOM | 50% | 6.474 | 504.34% | 10086.8% | 12 | 0 | 0.039 | 0.433 |
| XYLEM INCXYL | 40% | 4.396 | 154.76% | 3095.2% | 5 | 0 | 0.114 | 1.182 |
| YUM! BRANDS, INCYUM | 66.67% | 13.078 | 376.94% | 7538.8% | 6 | 0 | 0.083 | 1.656 |
| ZIMMER BIOMET HOLDINGS, INCZBH | 14.29% | 1.086 | 7.96% | 159.2% | 7 | 0 | 0.04 | 0.29 |
| ZOETIS INCZTS | 25% | 2.197 | 54.78% | 1095.6% | 4 | 0 | 0.065 | 0.452 |
FAQ | Что означают эти цифры?
Для ознакомления ниже приведена статистика данных, которые генерирует индикатор. Все эти числа требуют особого внимания. Они доказывает эффективность и надежность стратегии, а также помогают разобраться в положении того или иного инструмента на рынке. Данные учитывают торговую комиссию (0.075 для криптовалют, 0.025 для акций и других инструментов).
Общий доход
Общая прибыль или потеря (в выбранной валюте) полученная по стратегии за тот или иной период. Это значение является суммой всех значений прибыли по инструменту.
Процент профитности
Это процентное соотношение выигрышных торгов, которые получены по стратегии. Получается делением числа прибыльных торгов на общее число торгов.
Коэффициент Шарпа
Лауреат Нобелевской премии Уильям Шарп ввел коэффициент Шарпа в 1966 году под названием «отношение вознаграждения к изменчивости». Коэффициент Шарпа широко используется портфельными менеджерами и отдельными трейдерами, чтобы показать, какой риск был принят для достижения конкретной прибыли. Формула коэффициента Шарпа: SR = (MR - RFR)/SD, где MR — средняя доходность за период (ежемесячно при торговом периоде 3 и более месяцев или ежедневно при торговом периоде 3 и более дней), RFR — безрисковая норма доходности (по умолчанию 2% в год). SD — стандартное отклонение доходности. Таким образом, эта формула дает значение, которое можно свободно определить как доход на единицу риска, если мы примем предпосылку, что изменчивость Это риск. Чем выше коэффициент Шарпа, тем более плавная кривая капитала. Наличие гладкой кривой капитала является важной целью для многих трейдеров.
Профит фактор
Это количество денег, полученных по стратегии, на каждую денежную единицу, которая была при этом потеряна. Рассчитывается делением прибыли на убыток.
Всего сделок
Общее число закрытых сделок (прибыльных и убыточных). Большое число сделок подтверждает достоверность статистики, а также то, что сигналы появляются довольно часто для успешной торговли.
Дата первой сделки
Собственно, дата первой сделки. Это показывает то, что статистика ведется с самого начала графика по выбранному инструменту. Полезно узнать, когда был дан первый сигнал.
Коэффициент Сортино
Коэффициент Сортино является разновидностью коэффициента Шарпа. В отличие от коэффициента Шарпа, он рассчитывается с использованием стандартного отклонения риска снижения, а не всего риска (повышения + снижения). В связи с этим считается, что он дает лучшее представление об эффективности портфеля с поправкой на риск, поскольку положительная волатильность считается преимуществом. Формула коэффициента Сортино: SR = (MR - RFR)/DD, где MR — средняя доходность за период (ежемесячно при торговом периоде 3 и более месяцев или ежедневно при торговом периоде 3 и более дней), RFR — безрисковая норма доходности (по умолчанию 2% годовых. DD — отклонение доходности вниз = sqrt(sum(min(0, Xi — T))^2/N), где Xi — i-я доходность. , N – общее количество возвратов, T – целевой доход.
