Earnings Revision Investor

Based on the research paper by Wayne Thorp - Last Updated: 1/21/2023

Since 2009, this portfolio has returned 640.5%, outperforming the market by 263.0% using its optimal quarterly rebalancing period and 20 stock portfolio size.

Earnings Revision
S&P 500
* Returns are model returns and do not reflect actual trading. Full performance disclaimer

This strategy looks for companies with upward revisions in analyst earnings estimates.

Annual Return: 15.4% S&P 500: 11.8%
Year To Date: 1.1% S&P 500: 3.5%
Beta: 1.20 Accuracy: 55.2%
Full Return History

Portfolio Holdings


Ticker Date Added Return
HP 11/11/2022 -10.13%
PTEN 11/11/2022 -17.10%
PI 8/19/2022 36.31%
PARR 11/11/2022 11.76%
ELF 11/11/2022 9.24%
BL 11/11/2022 4.87%
ANET 11/11/2022 -10.44%
HEES 11/11/2022 15.01%
RES 8/19/2022 12.09%
SANM 11/11/2022 -10.38%
EVBG 11/11/2022 -8.95%
ESMT 11/11/2022 -2.56%
CVLG 11/11/2022 -3.75%
CHGG 11/11/2022 -27.12%
TGLS 11/11/2022 34.27%
TRMK 11/11/2022 -10.30%
HFWA 11/11/2022 -12.69%
MEDP 11/11/2022 3.63%
TENB 11/11/2022 1.89%
NFE 11/11/2022 -30.08%

Latest Changes

Last Rebalancing: 11/11/2022  Next Rebalancing: 2/3/2023

Additions Deletions
ESMT 55448
NFE AIRC
TENB ALB
BL AXTI
ELF CDAY
EVBG CLH
MEDP DQ
ANET ERJ
PARR INSW
TGLS LTC
CHGG LTHM
SANM MUSA
HEES NATI
PTEN OTTR
HFWA SMCI
TRMK SWAV
HP TNK
CVLG ZIP

Current Top Rated Stocks

The stocks that would be in this portfolio if it were rebalanced today.

Ticker Current
Score
EXK 100%
ANF 100%
LW 100%
PTEN 100%
ALKS 100%
FRG 100%
PAGP 100%
EQIX 100%
PI 100%
INSW 100%
OSW 100%
ACLS 100%
SNOW 100%
METC 100%
REG 100%
UNF 100%
NEP 100%
ARHS 100%
MDRX 100%
IPAR 100%
Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.