6/11/2026 9pm
Mixed April 2026 filter performance bolstered by EDB Return, weighted down by P/E Ratio
f purchased at the closing price of 5/12/26, the average of the 16 tickers in our 5/11/2026 close-based filter returned 2.34% through the 6/11/2026 close. This lagged the average price return of the 129 tickers in the screened universe by 2bps (they averaged +2.36%) but beat the SPY, which came in at -0.06%
Here is the updated average monthly performance of the filter tickers against the SPY and the trade universe average since we started tracking it in December of last year. Note that the filter output is always presumed to be purchased at the closing price of the day following its date of being published.
See below for a comparison of the distribution of the returns for the tickers that met the 5/11/26 filter criteria (orange) and the population they were drawn from (blue), through 6/10/26. Filter winners included BBY, VNO, and FITB. Filter laggards included NEM, POST, GILD.
So what drove the performance we saw last month?
As discussed above, EDB Return benefited results but was largely offset by P/E Ratio.
Replacing P/E Ratio and Momentum with VNA Pct Upside /abs(95D_Ret*) > 1.25 For June
This shift broadens the universe to include ETF’s, which were previously ineligible due to the P/E criteria. While we are happy to expand the trade universe we note that the VNA Target Price is new, and we can’t back test it. Thus we encourage considering it as a baseline, to be refined, preferably by expert human analyst review.
VecViz doesn’t have such an analyst so we ran each of these tickers through our agentic VNA Target Price review workflow, using the most recent earnings transcript for each ticker as context. Admittedly, it is a half measure at best relative to what an expert analyst could do, but it brings specific context to bear, via the precision of an MCP tool, employed by a different LLM than that which furnishes the VecEvents behind the baseline VNA Target Price. Notably, half the tickers had their VNA Target Price reduced by this review, but not enough to fall below the 1.25x abs(95D_Ret) threshold.
- the 95D_Ret in this filter is for the 21d (~1 month) forward horizon, as calculate by VecViz’s Vector Model of price probability.