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 5.45%, but trailed the SPY, which came in at +7.75%
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 4/10/26 filter criteria (orange) and the population they were drawn from (blue), through 5/11/26. Filter winners included QCOM, KALU, and CSCO. Filter laggards included WFC, PCG, META.
So what drove the outperformance we saw last month?
The performance of the filter was driven by the V-Score, EUB Return (Expected Up Body Return), and P/E Ratio criteria, as detailed in the table below:
Filter ticker count increases to 16 at the 5/11/2026 refresh
We applied the same OpenBB Workspace filter criteria to the same ticker universe discussed above, to 5/11/26 closing data. Sixteen tickers of the 129 tickers met the criteria, described and listed below. This is an increase from April, when only 14 tickers met our criteria, and the highest count since December 2025. The tickers meeting the criteria include:
- Two are “tech” oriented (MSFT, QCOM).
- Seven are repeats from last month: (ACGL, JPM, DHI, FITB, NEM, POST, QCOM)
- Two are homebuilders (DHI and PHM)
- Three are pharma (AZN, BIIB, GILD)
- Two are consumer staple related (BALL, POST)
- An insurance co (ACGL), a gold miner (NEM), a bank (FITB), a gaming & lodging operator (LVS), a consumer discretionary retailer (BBY), and an office REIT (VNO) round out the group
The number of tickers meeting each element of the screening criteria is given below. The P/E Ratio is the most stringent criteria, followed by the V-Score:
Top and Bottom Volume Significance Overlay
Earlier this year, with the help of Jessie Li, we pointed out that V-Score, and to a lesser extent, Vector Model price probability percentile estimates such as EUB and EDB, are more accurate in tickers for which Top and Bottom trading volume is significantly greater than non-Top and Bottom trading volume.
Of the tickers meeting the criteria as of the 5/13/26 close, ACGL, BALL, BBY, DHI, MSFT, PHM, POST, lack that significant volume edge in their Tops and Bottoms. We are retaining them for the sake of diversification (we’d have only 9 tickers without them).
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