ML Stock Selection

Backtested performance

Strategy (top-3/bucket)
23.5% / yr
Sharpe 0.93
Max drawdown -40.6%
SPY
15.2% / yr
Sharpe 0.82
Max drawdown -33.7%
QQQ
20.0% / yr
Sharpe 0.86
Max drawdown -35.1%

Backtest window: 2017-06-02 to 2026-08-05 (2 real market crashes included, not just a bull run).

Latest picks

As of 2026-03-31 (mixed vintage: 78 tickers on 2026-03-31, 425 tickers on 2025-12-31 — see ML_STOCK_SELECTION.md's mixed-vintage mode). Model trained through 2025-09-30.

Growth Tech
  • ON+12.6%
  • SATS+11.8%
  • HPQ+9.6%
Cyclical
  • IVZ+9.0%
  • TROW+7.2%
  • ODFL+7.0%
Real Assets
  • CF+5.6%
  • APA+5.6%
  • DD+4.9%
Defensive
  • BSX+3.3%
  • INCY+2.8%
  • CLX+2.8%

Fundamentals are quarterly, filed on scattered dates during earnings season.