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Indicators in this group are ranked by market percentile; lower valuation and volatility are better.
Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.
TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
Over 5 occurrences, 20-day forward avg gained 2.9%, beat the market by 1.45 pts; win rate 80%.
Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.
| PE percentile band | Sample days | 240-day avg return | Median | Win rate | Avg excess (vs index) |
|---|---|---|---|---|---|
| 0-20 | 0 | Insufficient data | |||
| 20-40 | 0 | Insufficient data | |||
| 40-60 | 94 | +34% | +30.6% | 100% | +17.2% |
| 60-80 | 451 | +16.6% | +13.8% | 79.8% | +7.5% |
| 80-100 You are here | 890 | +26.5% | +23.5% | 87.2% | +8.5% |
Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.
Current TTM P/E is about 36.04, placing it in the 89.1 own-history percentile, inside the 80-100 bucket.
Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.
Currently in “Expensive (own-history top third) × 60-day momentum up”: across 1004 historical days, 120-day forward avg gained 9%, win rate 73.4%, beat the market by 3.5%.
Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.
Across 94,737 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.40%, a 58.3% positive-return rate, and +3.10 percentage points of average excess return versus the S&P 500.
Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).
Inactive signals still show the stock-specific historical forward-return distribution for context.
Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
25 times historically; 60-day forward avg +4.43%, win rate 62.5%, beating the market by +1.81 pts on average.
The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
25 times historically; 60-day forward avg +5.39%, win rate 80%, beating the market by +3.07 pts on average.
Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.
23 times historically; 60-day forward avg +7.34%, win rate 75%, beating the market by +4.33 pts on average.
Ask AI to research recent events and build a visual report.
Tell your AI:
“Help me set up FinLab and analyze AAPL Apple Inc.: https://finlab.finance/en/setup?stock=AAPL”
This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.