Global Markets · Systematic Analysis

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↑ Latest Aug 8, 2026

Period 17 Review: CANSLIM and Burry Post Career-Best Weeks as a Benchmark Surge Wipes Out the Journal's Last Cumulative Alpha

CANSLIM Rocket and Burry Value Screen post the best results of their histories at +7.34% and +7.03%, as a mining and metals rally lifts five of seven screens together. Quality Growth is the lone decliner at −2.59% — its third straight losing period — as SEZL collapses −23.74%. Both benchmarks post their strongest gains of the journal, erasing Quality Growth's cumulative alpha lead: for the first time, every screen now trails both the S&P 500 and NASDAQ cumulatively. Schloss Dividend overtakes Quality Growth atop the cumulative standings, and the 9.93-point spread between best and worst screen is the widest the journal has recorded.

+7.34% Best screen
Aug 1
2026

Period 16 Review: Piotroski's GLOB-Powered Surge Vaults It from Last to First as Quality Growth's Slide Extends

Piotroski F-Score rockets from last place to the week's best screen at +2.37%, powered almost entirely by GLOB's +16.93% reversal — a stock that was falling just one period earlier. Quality Growth posts its second straight worst-place finish at −2.94%, this time dragged down by FICO's −9.25% rather than the SEZL and DAVE swings that sank it last period. Both benchmarks close positive for the first time in three periods, yet only two of seven screens beat them. The cumulative standings hold their exact Period 15 order for the first time in months, even as CANSLIM Rocket reverses to negative on a second straight MU whipsaw.

+2.37% Best screen
Jul 25
2026

Period 15 Review: Magic Formula's Mining Rebound Powers a Stunning Turnaround as Quality Growth Posts Its Worst Period Yet

Magic Formula rockets from the journal's worst-ranked screen to the week's best at +4.17%, powered by the exact mining cluster — HMY, ORLA, CGAU, IAG — that caused its worst period just seven days earlier. Quality Growth craters to −3.46%, its own worst period on record, as DAVE reverses from +9.90% to −8.54% and newly added APP debuts at −7.67%. Five of seven screens close positive, up from three last period, even as both benchmarks fall again. Magic Formula's surge vaults it past Piotroski F-Score in the cumulative standings, handing Piotroski last place for the first time in the journal.

+4.17% Best screen
Jul 18
2026

Period 14 Review: Quality Growth Reclaims the Lead as CANSLIM Rocket Posts Its Worst Period on Record

Quality Growth reclaims the top spot at +1.57%, almost entirely on the back of DAVE's +9.90% gain, as CANSLIM Rocket posts its worst period on record at −5.24% amid a broad semiconductor selloff led by GLW's −19.01% and CLS's −16.26%. Only three of seven screens close positive, breaking a three-period streak of narrowing spreads as the best-to-worst gap widens back to 6.81 points. Retention swings from six of seven screens at 100% last period to just two this time, as Lunch and CANSLIM churn the most.

+1.57% Best screen
Jul 11
2026

Period 13 Review: Schloss Dividend Ends Quality Growth's Four-Period Reign as CANSLIM Turns Positive

Schloss Dividend posts +1.98% to end Quality Growth's four-period run atop the leaderboard, led by ATHM's +11.66% and GGB's +10.57%. CANSLIM turns positive at +0.27% for the first time in three periods as MU stabilizes, though its cumulative return keeps losing ground to both benchmarks. Six of seven screens post 100% retention — the calmest period yet — even as five of seven close in the red.

+1.98% Best screen
Jul 4
2026

Period 12 Review: Quality Growth's Third Straight Win as CANSLIM Falls Below Both Benchmarks

Twelve periods in, Quality Growth posts +3.38% for a third consecutive period atop the leaderboard, led by DAVE's +11.08% and FICO's +7.44%. CANSLIM falls −2.68% as MU collapses −13.84%, completing a full reversal of its two-period rally — pulling CANSLIM's cumulative return to +7.89%, now below both the S&P 500 (+10.35%) and the NASDAQ (+13.81%) for the first time in the journal.

+3.38% Best screen
Jun 27
2026

Period 11 Review: Quality Growth Surpasses the NASDAQ as the Semiconductor Trade Reverses in CANSLIM

Eleven periods in, a technology selloff reshapes the leaderboard. Quality Growth posts +5.36% — its best period yet — as DAVE surges +10.90% and FICO bounces +7.87% from Period 10's collapse. CANSLIM falls −3.64% as MPWR drops −16% and the semiconductor trade reverses. Quality Growth reaches +16.60% cumulative and leads the NASDAQ for the first time.

+5.36% Best screen
Jun 20
2026

Period 10 Review: SEZL Surges 23% to Give Quality Growth Its Best Period as Piotroski Suffers Its Worst

Ten periods in, a flat market exposes pure factor divergence. Quality Growth leads at +4.50% as SEZL surges +23% for a second consecutive outsized gain and DAVE adds +9.65%. CANSLIM gains +2.90% as Micron rises +15.5% and the semiconductor theme extends. Piotroski records its worst period at −5.25% as GLOB collapses −18% and both Period 9 new entrants immediately implode.

+4.50% Best screen
Jun 13
2026

Period 9 Review: All Seven Screens Positive for the First Time as Quality Growth and Magic Formula Lead the Recovery

Nine periods in, the journal's first all-green sweep. Quality Growth leads at +3.39% on SEZL +14.4% and DAVE +11.1%. Magic Formula rebounds +2.95% as precious metals reverse their Period 8 collapse. CANSLIM holds positive at +0.72% as LRCX surges +20.9% and SMCI collapses −26.9%.

+3.39% Best screen
Jun 6
2026

Period 8 Review: All Seven Screens Red as Precious Metals Collapse and Broadcom Reverses

Second all-red period as precious metals collapse hits three screens at once. PAAS falls 16.5%, Broadcom slides 13.7%, FICO gives back recent gains. Value screens hold better than the NASDAQ's worst single period at −4.68%.

-1.13% Best screen
May 31
2026

Period 7 Review: Micron and SMCI Each Surge 30% in a Week, Sending CANSLIM to a New High

Five screens positive as semiconductor earnings dominate. MU and SMCI each surge ~30% in a week, driving CANSLIM to its best single-period return at +4.84% and a new cumulative high of +14.30%.

+4.84% Best screen
May 23
2026

Period 6 Review: Quality Rebounds to Its Best Period as FUTU Erases Lunch's Season Lead

Four screens positive after an all-red Period 5. Quality Growth posts its best single-period return at +2.98% on a FICO surge, while FUTU's −33% collapse wipes out Lunch's entire cumulative gain.

+2.98% Best screen
May 18
2026

Strategy 4 Has Great Taste — and a Guest List of 68

S4 has great bones — quality, growth, balance sheet discipline. It also has 68 stocks. Here is the one variable, at the right threshold, that turns it into a portfolio.

8 min Read time
May 17
2026

Period 5 Review: The First All-Red Week, and CANSLIM Slips Behind the S&P 500

Seven days, zero screens positive, and the first time CANSLIM has trailed the S&P 500 cumulatively. A flat market week that exposed idiosyncratic risk across every strategy.

-0.41% Best screen
May 10
2026

Period 4 Review: Role Reversals, Heavy Turnover, and CANSLIM's Growing Lead

Eight days, six of seven screens positive, and the most dramatic single-period swing yet — Magic Formula bounces back while Piotroski stumbles. Four periods in.

+4.59% Best screen
May 2
2026

Period 3 Review: A Rising Market and the Point Where Every Screen Lags

Five more days, a market that keeps climbing, and the point at which every systematic screen now trails the S&P 500 cumulatively. Three periods in.

+1.18% Best screen
Apr 27
2026

Period 2 Review: Five Days, a Rebound, and the Signal in Stability

Five trading days, a market rebound, and what the screens reveal about strategy stability and short-term noise.

+2.26% Best screen
Apr 22
2026

Period 1 Review: How 7 Screens Fared compared to the Market

How 7 systematic stock screens performed across 43 days of a declining market. Retention rates, portfolio returns, and early lessons.

+6.2% Best screen
Apr 20
2026

The Stock Market as a Wealth Vehicle — and Why Most People Use It Wrong

Why equities are the most powerful wealth-building tool available to individual investors, what the risks actually are, and how systematic thinking changes your odds.

10 min Read time

What is Signal to Alpha?

Most financial content is noise — opinions dressed as analysis. Signal to Alpha is different. Every post starts with data, builds a testable hypothesis, and shows the full picture including when strategies fail. Written by an engineer who treats markets as systems.