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 the average price return of the 130 tickers in the screen, which came in at 3.71%.
The March filter performance was a nice rebound from February’s, bolstering the average outperformance over the SPY and the VecViz ticker universe average.
See below for a comparison of the distribution of the returns for the tickers that met the 3/12/26 filter criteria (orange) and the population they were drawn from (blue), through 4/10/26:
Given 129 tickers with a mean return of 3.71% and a standard deviation of returns across tickers of 9.31%, the odds of choosing 9 tickers with an average return of 5.16% at random is 31.5%.
So what drove the outperformance we saw last month?
The performance of the filter was driven by the V-Score, P/E Ratio and EUB Return (Expected Up Body Return) criteria, as detailed in the table below:
Filter Ticker Count rebounds to 14 at the 4/10/2026 refresh
We applied the same OpenBB Workspace filter criteria to the same ticker universe discussed above, to 4/10/26 closing data (i.e., Friday’s closing data). Fourteen tickers of the 129 tickers met the criteria, described and listed below. This is an increae from March, when only 9 tickers met our criteria, and the highest count since January. The tickers meeting the criteria include:
- Three are “tech” oriented (CSCO, META, QCOM).
- Six are repeats from last month: ACGL, CSCO, JPM, KALU, META, PCG
- Two are homebuilders (DHI and LEN)
- Four are banks (JPM, FITB, TFC, WFC)
- An insurance co (ACGL), a Gold Miner (NEM), a utility (PCG), and a consumer staple (POST) round out the group.
The tickers meeting the filter’s criteria have higher momentum, lower P/E Ratio, less severe 95D and EDB Ret and higher V-Scores than the average (or even median) ticker considered. However, they also had lower 99U Ret.
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 EDB Ret:
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 4/10/26 close, ACGL, CSCO, PCG, DHI, LEN, POST lack that significant volume edge in their Tops and Bottoms. We are retaining them for the sake of diversification (we’d have only 8 tickers without them).
Interested in getting access to VecVIz analytics via API for the OpenBB so you can run this screen or countless variations of it, whenever you want? Reach out to us at coyner@vecviz.com.