Strategies, tracked in public
Seven classic ways to rank stocks and eight ready-made screens, each followed forward from the day it was formed. No backtests, no do-overs.
Seven factor strategies
Each month every investable stock is ranked on each strategy, and its top tenth (the 10% with the highest rank) is followed to the next month. Listed in a fixed order: the full score, each factor, then each pair.
The MoatMap Score
Quality, Value and Momentum combined into one score from 0 to 100.
Not measured yet.
Today's list: MoatMap Score 90 or more, worth $250M or moreQuality
Businesses that earn a lot on what they own, turn profit into cash and carry little debt.
Not measured yet.
Today's list: Quality 90 or more, worth $250M or moreValue
Shares that look cheap against the company's earnings, cash flow, assets and sales.
Not measured yet.
Today's list: Value 90 or more, worth $250M or moreMomentum
Shares in a strong price trend whose earnings forecasts are rising.
Not measured yet.
Today's list: Momentum 90 or more, worth $250M or moreQuality + Value
Good businesses at cheap prices: Quality and Value, weighted equally.
Not measured yet.
A similar screen: Quality 80 or more and Value 80 or more, worth $250M or moreQuality + Momentum
Good businesses already in a rising trend: Quality and Momentum, weighted equally.
Not measured yet.
A similar screen: Quality 80 or more and Momentum 80 or more, worth $250M or moreValue + Momentum
Cheap shares that have started to climb: Value and Momentum, weighted equally.
Not measured yet.
A similar screen: Value 80 or more and Momentum 80 or more, worth $250M or more
Eight ready-made screens
Each screen is a fixed set of rules. On the 10th of each month we store the stocks it matches and measure the investable ones a month later. A screen's record is the equal-weighted average return of every stock it matched, in US dollars with dividends: a measurement, not a portfolio. A list formed by a rule is research, not advice.
Buffett (high quality, fair price)
High returns at a fair price: ROIC and operating margin above 20%, debt under half of equity, a P/E under 20, worth $250M or more.
Open this screenDruckenmiller (momentum and earnings)
Strong price trends backed by earnings: Momentum rank 80 or more, a one-year return 5 points ahead of its own market's index, quarterly earnings up 20%+, worth over $2B.
Open this screenLynch (growth at a fair price)
Growth at a reasonable price: a PEG under 1, earnings up 15%+, return on equity above 15%, worth under $10B.
Open this screenCathie Wood (disruptive growth)
Fast growers with room in their margins: revenue up 30%+, gross margin above 40%, a Quality rank of 70 or more, worth over $1B.
Open this screenConviction Trifecta (Quant + Insider + AI)
Three signals at once: a MoatMap Score above 80, directors buying more than $10,000 of shares in the last 90 days, and an AI pick or AI screen pass.
Open this screenCannibals (heavy buybacks)
Companies eating themselves: over 1% of shares bought back in the last 180 days, a Value rank of 70 or more so the stock they buy is cheap, worth over $100M. Buyback disclosure varies by market.
Open this screenEquity Income (sustainable yield)
A dividend yield above 5%, paid from under 70% of earnings, with a Quality rank of 80 or more to screen out likely yield traps, in companies worth $250M or more.
Open this screen100 Baggers (Chris Mayer)
Chris Mayer's profile of a future 100-bagger: small (worth $100M to $2B), ROE above 20%, gross margin above 35%, earnings up 15%+, a P/E under 25, and insiders and major holders owning 10% or more.
Open this screen