Stonks Run

Systematic Trend & Momentum Screen · S&P 500 + S&P 400

Through: —

Screen History & Track Record

The screen re-ranks the market every hour, so on its own it only tells you about now. This page keeps the record: the final list from every trading session, and what those stocks did over the following 1, 5, 10 and 20 sessions compared with the S&P 500. Nothing is removed after the fact — the misses stay in alongside the hits.

It is a record of a mechanical screen, not a trading strategy: there are no entries, exits, position sizes or costs here. How the numbers are calculated.

List
Period

01

What Happened Next

Average price change of the listed stocks after the session they appeared, measured close to close, next to the S&P 500 (SPY) over exactly the same windows.

Screen picks (average) S&P 500 over the same windows

02

Breadth Over Time

How many of the ~890 scanned stocks passed the Trend Template at each session's close. Rising counts mean strength is broadening; falling counts mean fewer stocks are carrying the market.

Stocks passing the Trend Template Market: confirmed uptrend Mixed Under pressure

Market status strip: SPY versus its 50- and 200-day averages at each close. Values for every session are in the archive below.

03

Sector Rotation

How many of each session's listed stocks came from each sector. Brighter means more. Hover for the names; click a cell to open that session in the archive.

Scale: dim = 1 stock, brightest = the most from any sector in one session.

04

Most Persistent Names

Stocks that kept qualifying session after session. “Since first flagged” runs from the close of the first session a stock appeared to the latest close. Click any row for its full record.

05

Session Archive

The final list from each session, exactly as published, with what each stock did afterwards.

How these numbers are calculated.
  • Which list counts: the last scan of each trading day — normally the 4:17pm ET post-close run. If that run failed, the latest scan from that day is used and marked “intraday”. A later weekend or holiday rerun never replaces a finished session.
  • Returns: price change from the close of the session a stock was listed to the close 1, 5, 10 and 20 trading sessions later, and to the latest close (“to date”). The S&P 500 figure is SPY over exactly the same windows. Price returns only — dividends excluded for both.
  • Averaging: every appearance counts, so a stock listed ten sessions running is counted ten times, each from its own starting close. Tick New entries only to count a stock only on sessions where it was not on either list the session before.
  • What it leaves out: no trading costs, slippage, taxes, stops or position sizing. The windows overlap, the sample is short, and a few months of one market regime say little about another. Sessions before September 29, 2026 have no daily % change because of a since-fixed data issue; their prices and rankings are unaffected.
  • Not a recommendation: past results of a screen do not predict future results. See methodology and terms.