10 matches among 56 securities

Screening report

prices to 30 Oct 2026
56 securities · 10 matches

13 of 56 securities pass all 6 rules. The 10 with the highest 3-year Sharpe ratio are shown.

Securities

prices from 3 Jan 2005

Matches

of 13 that pass every rule

Rules

sorted by 3-year Sharpe ratio

Prices to

30 Oct 2026

the date measured to

How the rules narrow the list

Each bar is how many securities are left after that rule and the ones above it.

All securities

1-year return above 0%45 of 56 pass this rule on its own

1-year volatility below 30%38 of 56 pass this rule on its own

Price above its 200-day average37 of 56 pass this rule on its own

RSI (14 days) between 30 and 7045 of 56 pass this rule on its own

3-year max drawdown better than −30%33 of 56 pass this rule on its own

Sector is not Utilities50 of 56 pass this rule on its own; 1 has no sector

Top 10 by 3-year Sharpe ratio

Matches

Sorted by 3-year Sharpe ratio, highest first

#	Ticker	Name	Sector	3-year Sharpe ratio	1-year return	1-year volatility	Price vs 200-day avg.	RSI (14 days)	3-year max drawdown
1	WELL	Welltower	Real Estate	1.67	31.6%	23.3%	+7.8%	52.7	−13.0%
2	RTX	RTX Corporation	Industrials	1.36	14.3%	25.2%	+2.8%	60.8	−20.1%
3	JPM	JPMorgan Chase	Financials	1.34	11.0%	22.1%	+5.2%	49.6	−24.4%
4	SPG	Simon Property Group	Real Estate	1.22	31.4%	19.2%	+7.4%	◆68.9	−24.3%
5	WMB	Williams Companies	Energy	1.21	33.0%	25.0%	+3.8%	57.5	−13.1%
6	JNJ	Johnson & Johnson	Health Care	1.16	47.8%	20.7%	+11.4%	60.4	−14.4%
7	KO	The Coca-Cola Company	Consumer Staples	1.07	40.0%	18.9%	+15.6%	62.7	−15.5%
8	COST	Costco	Consumer Staples	0.96	10.8%	19.9%	+4.6%	◆66.9	−20.7%
9	BRK-B	Berkshire Hathaway	Financials	0.83	13.4%	14.6%	+9.4%	◆66.8	−14.9%
10	LIN	Linde plc	Materials	0.52	21.2%	19.0%	+4.8%	◆69.4	−19.2%

◆ close to a rule's limit: within 10% of it (for a limit of 0, within 10% of a typical value).

Also pass every rule, outside the top 10: EQIX (0.51), AMT (0.22), PG (0.17).

Near misses

Securities that fail just one rule, and by how much

UNP Union Pacific CorporationRSI (14 days) 70.1, needs 30 to 70
WMT WalmartRSI (14 days) 72.7, needs 30 to 70
CVX Chevron CorporationRSI (14 days) 72.9, needs 30 to 70
XOM ExxonMobilRSI (14 days) 73.0, needs 30 to 70
ECL EcolabRSI (14 days) 73.2, needs 30 to 70
DIS The Walt Disney Company3-year max drawdown −32.9%, needs better than −30%
DE Deere & Company1-year volatility 33.0%, needs below 30%
AAPL Apple Inc.3-year max drawdown −33.4%, needs better than −30%
VZ VerizonPrice vs 200-day average −1.7%, needs above its average
SHW Sherwin-Williams1-year return −3.5%, needs above 0%
TMO Thermo Fisher Scientific3-year max drawdown −37.3%, needs better than −30%
MS Morgan StanleyPrice vs 200-day average −4.1%, needs above its average
AEP American Electric PowerIn Utilities, a sector the rules leave out
D Dominion EnergyIn Utilities, a sector the rules leave out
DUK Duke EnergyIn Utilities, a sector the rules leave out
SO Southern CompanyIn Utilities, a sector the rules leave out

Closest to passing first.

Where the limits fall

Each dot is a security. The shaded side of the line passes the rule.

matchpasses this rulefails itpassing sidelimit

1-year return above 0%45 of 56 pass · 1 lower and 1 higher shown at the edge

‹ −18.6%146.0% ›

1-year volatility below 30%38 of 56 pass · 1 lower and 1 higher shown at the edge

30%

‹ 12.4%71.2% ›

Price above its 200-day average37 of 56 pass · 1 higher shown at the edge

its average

−24.9%+32.3% ›

RSI (14 days) between 30 and 7045 of 56 pass · 1 lower and 1 higher shown at the edge

‹ 21.880.0 ›

3-year max drawdown better than −30%33 of 56 pass · 1 higher shown at the edge

−30%

−63.3%−11.0% ›

All measures (28)

Measure	Lowest	25%	Median	75%	Highest
Returns
1-week return	−12.6%	−1.1%	1.1%	3.0%	11.3%
1-month return	−23.0%	−1.1%	4.6%	11.0%	23.1%
3-month return	−22.9%	−3.5%	1.3%	8.8%	30.3%
6-month return	−33.7%	−4.2%	4.2%	15.5%	71.1%
Return this year	−33.8%	3.3%	11.5%	27.3%	210.2%
1-year return	−43.0%	1.6%	14.5%	31.9%	295.4%
3-year return, per year	−6.5%	14.8%	22.3%	34.0%	138.2%
5-year return, per year	−7.5%	3.4%	13.3%	19.6%	67.3%
Risk
1-year volatility	0.1%	21.0%	26.3%	32.9%	81.9%
3-year volatility	0.2%	21.1%	24.6%	29.4%	65.0%
Downside volatility	0.1%	14.3%	17.2%	21.3%	49.6%
1-year max drawdown	−46.4%	−25.5%	−20.2%	−15.5%	0.0%
3-year max drawdown	−63.0%	−34.5%	−27.2%	−20.0%	0.0%
Below its high	−53.6%	−21.1%	−10.1%	−3.9%	0.0%
1-year Sharpe ratio	−1.50	0.04	0.50	1.12	2.39
3-year Sharpe ratio	−0.19	0.56	0.83	1.16	2.78
Sortino ratio	−2.24	0.07	0.73	1.62	3.80
Calmar ratio	−0.11	0.50	1.02	1.40	3.45
Value at risk, 1 day	0.0%	2.0%	2.4%	2.9%	7.0%
Technicals
Price vs 20-day average	−16.2%	−0.7%	+2.6%	+5.1%	+13.8%
Price vs 50-day average	−20.3%	−4.1%	+3.2%	+6.4%	+18.4%
Price vs 200-day average	−23.9%	−3.9%	+4.0%	+12.4%	+40.5%
50-day average above 200-day	yes for 35 of 56
RSI (14 days)	21.4	45.8	58.6	67.1	100.0
MACD histogram	−9.63	−0.09	0.44	1.22	15.22
Below 52-week high	−46.4%	−17.3%	−7.2%	−2.6%	0.0%
Above 52-week low	0.1%	14.9%	21.2%	44.1%	339.9%
20-day volatility	0.1%	21.2%	26.5%	34.1%	67.1%

Over the securities that are not stale. A quarter of them are below the 25% column and a quarter above the 75% column. Calmar ratio: 55 of 56 have a value.

Data

All 56 securities have prices to 30 Oct 2026. None is stale or too short. Every history starts on 3 Jan 2005.

Risk-free rate: 4% a year.

Every figure is computed by Finalytics 1.0.0-rc.7 from the closes of 56 securities up to 30 Oct 2026; the same inputs give the same report, identified by the input digest 94976046e39a.