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 […]
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5/11/2026 (9:16pm) Strong April 2026 filter performance driven by V-Score, EUB Return, and P/E criteria If purchased at the closing price of 4/13/26, the average of the 14 tickers in our 4/10/2026 close-based filter returned 6.06% through the 5/11/2026 close. This beat the average price return of the 129 tickers in the screen, which came in at
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4/30/2026, 9:30 pm What do the 12 strategies we developed in summer 2025 and blogged about here say as we head into May 2026? Before we share that let us first note that the strategies utilize volatility constraints ranging from 10% to 20%, and ticker concentration constraints ranging from 3% to 10%. VecViz has no idea where
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April 28, 2026 I wrote “Quantifying the Kindling” in mid March, after hearing Lloyd Blankfein on a podcast comparing market conditions to an abundance of kindling on a forest floor. I knew then that it was a precursor to something more comprehensive I wanted to share on the subject of macro risk, which is the
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4/13/2026 Strong March 2026 filter performance driven by V-Score, P/E and EUB Return criteria If purchased at the closing price of 3/13/26, the average of the 9 tickers in our 3/12/2026 close-based filter returned 5.16% through the 4/10/2026 close. This compares well with both the SPY, with a price return of 2.59% for the same period, and
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4/1/2026, 7:00am What do the 12 strategies we developed in summer 2025 and blogged about here say as we head into April 2026? Before we share that let us first note that the strategies utilize volatility constraints ranging from 10% to 20%, and ticker concentration constraints ranging from 3% to 10%. VecViz has no idea where your
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March 18, 2026 I heard former Goldman Sachs CEO, Lloyd Blankfein, say the following on Preet Bharara’s “Stay Tuned with Preet” podcast this last weekend: ““We’ve just gotten through a market with equities on record high levels with a very, very favorable financing environment and a lot still hasn’t been sold, really? So is it
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3/12/2026 Weak February 2026 performance driven by P/E Ratio and EUB Return criteria If purchased at the closing price of 2/11/26, the average of the 11 tickers in our 2/10/2026 close-based filter returned -10.93% through the 3/12/2026 close. This compares poorly with both the SPY, with a price return of -3.74% for the same period, and
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March 2, 2026 What do the 12 strategies we developed this summer and blogged about here say as we head into March 2026? Before we share that let us first note that the strategies utilize volatility constraints ranging from 10% to 20%, and ticker concentration constraints ranging from 3% to 10%. VecViz has no idea where your
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Considering GAF-Trained CNNs in relation to and in combination with VecViz’s Vector Model and V-Score Our thanks to Tyler (Foster) Shelbert for his contributions to this post. Convolutional Neural Networks (CNNs) can excel at time series forecasting As a form of “Deep Learning”, CNNs can automatically extract complex, non-linear features from raw data without manual
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