SURVYR

Models

Retired models

Models we published and later retired, kept here so the record includes the ones that didn't work. They are read-only: no current holdings, no updates and no alerts. Figures are hypothetical backtests, not live results.

Models we stopped tracking, and why. Kept so the record stays complete.

Core + Leaders (reference)Retired
Retired 2026-10-18 · Reference replication of the Core/Leaders rules; retired by the author to keep the line-up focused
Per year, 2016–2026
+17.1%
SPY +15.2%
Max drop
-37.8%
Sharpe 0.72
2016–2021: +21.0% vs SPY +18.3% · 2022–2026: +12.9% vs SPY +12.0%
Test rules
  • Replication of Jason's published Core/Leaders rules without the regime switch, price/volume only (no value tilt or revenue filter historically).
  • Weekly rebuild.
  • Trading costs: 10 bps per side.
Quality + MomentumRetired
Retired 2026-10-18 · Trailed SPY
Per year, 2016–2026
+12.8%
SPY +15.2%
Max drop
-28.7%
Sharpe 0.68
2016–2021: +18.6% vs SPY +18.3% · 2022–2026: +6.6% vs SPY +12.0%
Test rules
  • Checklist of 7: ROE >= 15%, gross profit/assets top 40%, long-term debt < 80% of equity, cash-backed earnings, above the 200-day average, 12-1 momentum top 30%, within 25% of the 52-week high.
  • Eligible: at least 6 of 7 pass (missing data = fail). Top 15 by checks passed then momentum, max 4 per sector, equal weight, monthly.
  • Analyst upside and estimate revisions are shown on the live page as information only (no history).
  • Trading costs: 10 bps per side.
Undervalued QualityRetired
Retired 2026-10-18 · Trailed SPY
Per year, 2016–2026
+9.9%
SPY +15.2%
Max drop
-32.5%
Sharpe 0.57
2016–2021: +15.6% vs SPY +18.3% · 2022–2026: +4.0% vs SPY +12.0%
Test rules
  • Profitable, FCF-positive companies whose quality score (ROE, gross profit/assets, low accruals, low leverage; within sector) is in the top 40% of their sector and whose momentum is not in the bottom 20%.
  • The 20 cheapest of those on earnings and free-cash-flow yield (within sector), max 5 per sector, equal weight, monthly.
  • Forward P/E and the DCF value are shown on the live page as information only (no point-in-time history).
  • Trading costs: 10 bps per side.
Growth LeadersRetired
Retired 2026-10-19 · Trailed SPY in-sample (2016-21) and over the full period in the strict point-in-time test
Per year, 2016–2026
+10.3%
SPY +15.2%
Max drop
-53.2%
Sharpe 0.46
2016–2021: +6.3% vs SPY +18.3% · 2022–2026: +14.9% vs SPY +12.0%
Test rules
  • Backtest is a price/volume proxy: an 8%+ gap on 2x volume stands in for an earnings gap, and the 25% revenue-growth rule is NOT applied historically (no point-in-time data).
  • Backtest only counts stocks after they joined the S&P 1500. Point-in-time S&P 500/400/600 membership; S&P 600 changes before Dec 2019 are not available, so small-cap membership before then uses the Dec 2019 list.
  • Only 5 names: volatility ~45% a year.
  • Trading costs: 10 bps per side.
  • Backtest only counts stocks after they joined the S&P 1500.
Momentum Top 15 + SPY 10-month brakeRetired
Retired 2026-10-19 · Brake variant of Momentum Top 15; trailed SPY in every window of the strict point-in-time test
Per year, 2016–2026
+5.7%
SPY +15.2%
Max drop
-32.0%
Sharpe 0.38
2016–2021: +3.9% vs SPY +18.3% · 2022–2026: +7.6% vs SPY +12.0%
Test rules
  • Brake ON (100% cash, 0% return) in 20 of 120 months.
  • Backtest only counts stocks after they joined the S&P 500.
  • Trading costs: 10 bps per side.
Backtest figures are hypothetical: rules applied to past prices and filings after trading costs. Past results don't predict future returns. Research only, not personal advice. Current models ›
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Systematic research · Not investment advice · Hypothetical unless marked Live · Data: Yahoo Finance (15-min delayed), SEC EDGAR, House Clerk · Important disclosures · Contact desk@coteau.app

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Coteau 0.9 · Oct 21, 2026