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Profitable, 9/16/2024 Chicago Quantum Net Score (long) Full U.S. Stock Market Analysis - for immediate download - copy
This is our full U.S. stock market analysis, using the Chicago Quantum Net Score, for the market ending September 16, 2024, market closed.
We created a new run, to focus on lower risk companies. You might like this one better!
This is a full analysis performed by the Chicago Quantum Net Score model.
Hope you find it valuable. Please let us know any feedback or suggestions.
You will receive the Text Report (the full market report) and a .CSV file of every stock that made it through data validation and was included in the report.
In this report, we focused on 1,337 profitable, U.S. and Canadian companies in the analysis. We require stocks to have a little more liquidity, and avoiding anomalous BETA values.
The 'edge' is smaller, but the risk is lower, and likely more sustainable for most investors.
9/10/2024 Chicago Quantum Net Score (long) Full U.S. Stock Market Analysis - for immediate download
This is our full U.S. stock market analysis, using the Chicago Quantum Net Score, for the market ending September 10, 2024, market closed.
This is a full analysis performed by the Chicago Quantum Net Score model.
Hope you find it valuable. Please let us know any feedback or suggestions.
You will receive the Text Report (the full market report) and a .CSV file of every stock that made it through data validation and was included in the report.
In a recent report, 3,190 stocks make it into the analysis.
Chicago Quantum Net Score - Sample Report - 2024
We make available a sample report from our Chicago Quantum Net Score model run. This is the text file, with all the explanatory text and placeholders for each analysis (with headers) that is more than 10 pages long (without the actual stock data).
The sample report helps you understand our daily service deliverables to determine whether this will have value for your business. It also helps facilitate a discussion if you would like a customized report from us.
Please pay five dollars for this sample report (with actual data removed). It validates that our website works for you as a means of interacting with us (vs. picking up the phone or email / text / whatsapp) and that we accept your payment type.
We do accept an invoice/check payment process for repeat clients.
You have two days to download the report after purchasing. Once you read the report, please feel free to reach out with questions or comments. We are excited to welcome you to the 'client' family.
Jeffrey Cohen
US Advanced Computing Infrastructure, Inc.
cell: +1.312.515.7333
email: [email protected]
whatsapp: +1.312.515.7333
US stock market analysis (SHORT)
This service is a comprehensive analysis of the US stock market to find a portfolio of stocks to short or avoid in your portfolio. It is performed after market close. It checks ~10,000 US tickers that trade, finds those that pass data validation (~3,000 currently), then it searches within a very great many U.S. stock portfolio combinations to find the optimal US-listed common stock portfolio to avoid, or short.
It takes us a few hours to run the analysis on our powerful in-house server using our proprietary software platform and code, accessing a full set of premium, market data services from Intrinio with every run.
Finally, we then spend a few minutes reviewing the results and pulling them together into an email or data drop for you.
The optimal "DOWN or SHORT" US-listed common stock portfolio is one with the largest net historical risk less expected future return. It should perform worse than a passive US equity index fund such as the famous 500, technology 100 or small cap 2000.
We invented the Chicago Quantum Net Score and wrote the code to determine the best way to do this. We released the ideas into the public domain before COVID via three arXiv articles and have been cited numerous times in other academic works. The logic still holds.
We don't like the idea of giving a potential investor only one option as it could cause crowding into a specific portfolio. Therefore, we give clients the top 25 portfolios in order of their Chicago Quantum Net Score. We also provide a spreadsheet with summary statistics for all stocks that passed data validation.
We also provide other interesting statistics about the stocks we analyzed that are produced by our model (see list).
How does this work for investors?
The optimal "DOWN" portfolio, if things continue as they were, is expected to underperform the US equity market by having higher price volatility and lower expected returns. That should result in a portfolio that moves erratically but does not advance quickly and steadily when markets advance.
What we found anecdotally is that these stocks are often MEME stocks or move very quickly without a true sense of direction. They often seem like 'scam' stocks. They are very risky stocks to hold, and tend to fall in price.
This portfolio can be used as a hedge for long US stock portfolios to protect against downside market risk. We did that when we ran our portfolio simulation for our separately managed accounts. We hedged the optimal long portfolio with the optimal short portfolio since that made the most logical sense to us.
By way of a proof point, we have run A/B analysis of profitable and unprofitable company stocks. Unprofitable company stocks tend to have far higher price volatility. Couple that with a company that is not 'going anywhere' and you can start to build a picture. With supporting fundamental analysis, you can select short stocks with significantly negative net income, negative book value, and debt to really drive poor stock performance.
If you become a repeat client, you can ask us to customize things.
What you receive:
A set of 25 optimized stock portfolios that are the most inefficient, and have the worst risk-return trade-off, along with their portfolio CQNS score. This allows our clients to tailor their holdings with known impacts to their mathematical advantage over a passive US equity index.
These tend to be very small portfolios of one to three stocks, because diversification improves them too much. When we used this analysis for our separate managed accounts simulation, we only had three short stocks at a time. A client can pick a few short names from the ordered list of stocks and usually back up the quantitative analysis with supporting fundamental analysis.
In addition to finding and providing a set of optimized stock portfolios by CQNS score, we provide additional analytical deliverables, as follows:
For each stock that passed data validation, over the past 253 trading days:
- CQNS score for each stock
- Volume for each stock (% prior year average)
- Price Change (% prior year average)
- BETA (vs. SPY)
- Dividends paid (% prior year average price)
- Expected returns (% for next year)
- Equity market capitalization ($)
- Stock variance for each stock, normalized to allow comparison.
For stocks that beat a threshold value over the past 253 trading days:
- Non-normal distributions in fourth-order price distribution (kurtosis) and low daily price variance
- Non-normal distributions in the third-order price distribution (skewness)
- Stocks with negative, high, or low BETA values (BETA vs. SPY).
- Stocks with large price changes (% of average)
- Stocks with volume spikes (# of days volume)
Timing:
Once we see that you purchased the service, we initiate the analysis after 7pm ET to ensure complete trading day information.
We email, upload or file transfer to you the model output in a text file with a spreadsheet (.CSV) before the next market open, and sometimes before midnight ET.
What you do:
- You provide us with the following information as you place your order:Your name, physical address, email address & phone number
- Any special requests, instructions, or actionable objectives
- How you would like to receive your report and spreadsheet (if not by email). We use Google Drive, Slack, Microsoft Teams/Office, and other collaboration technologies.
- You may also call or email us with your information.Email: [email protected]
- Cell: +1.312.515.7333
For repeat orders, you may request an invoice. We accept payment via check, ACH, or through an online payment processor (secure).
We will not sell or share your information unless legally required.
Thank you for your order and your business.
US stock market analysis (LONG)
A comprehensive, quantitative analysis of the US stock market to find optimal portfolios.
It is performed daily after market close based on a year of historical data. It checks ~10,000 US tickers that traded that day, finds those that pass data validation (~3,000), then searches through potential U.S. equity portfolio combinations to find optimal US-listed common stock portfolios.
We run the analysis on our in-house platform using data provided by Intrinio, our premium, market data services provider. Once complete, we review and send you a report and data files.
Our model finds the U.S. common stock portfolio with the largest net difference between expected returns and historical risk, on a normalized basis (equalize the units, then subtract the values). This finds portfolios with the largest difference between historical risk and expected returns (using BETA values calculated using the S&P 500 Equity Index ETF, applied against historical U.S. stock market returns and current risk-free interest rates).
For more information on the math and logic, we released the Chicago Quantum Net Score into the academic domain via via three arXiv pre-print articles that have been cited numerous times in other academic works.
We provide clients with the top 25 U.S. equity portfolios in order of their Chicago Quantum Net Score. We also provide a spreadsheet with summary statistics, in order of their individual Chicago Quantum Net Score, for all stocks that pass data validation.
We provide numerous descriptive statistics about the stocks we analyze that are produced by our model and highlight non-normal distributions we find interesting.
How does this work for investors?
Optimized portfolios near the top of the list may outperform the US equity market by having lower price volatility and higher expected returns because it attracts investor attention and investment. Optimized at portfolio should advance aggressively and with less volatility as markets advance. We have seen significant investor attention and volume in stocks at or near the top of our Chicago Quantum Net Score stocks. Anecdotal evidence suggests that this model currently works. The stocks at the top of the list are doing well, stocks rising towards to top of the list do well, and many of these stocks have risen (and fallen) aggressively as they trend higher.
In our managed separate accounts offering based on this model, we typically hedge against market declines as markets do not move in a single direction.
Clients may suggest change requests to evolve our analysis.
What you receive:
A system generated output text report, containing the results of the analysis, including the 25 most optimized U.S. common stock portfolios we found that day. The report includes the following:
- Market index variance
- Expected market return to risk, and risk-free rate
- Calibration: Normalizing our 'all stock portfolio' and what it looks like.
- 25 stocks with the best CQNS scores
- 25 stocks with the worst CQNS scores
- 25 stocks with the highest relative volume vs. 253 day average
- 25 stocks with the lowest relative volume
- 25 stocks with the largest increases in stock price
- 25 stocks with the largest decrease in stock price
- 25 stocks with the largest BETA
- 25 stocks with the smallest, positive BETA
- All stocks with excessive positive skewness
- All stocks with excessive negative skewness
- All stocks that are extremely leptokurtic and have low variance
- All stocks that are extremely platykurtic and have low variance
- 25 optimized portfolios (in order of CQNS)
- All stocks that passed data validation, in order of CQNS score, with the following values:
- Rank (integer)
- Ticker (text)
- Company Name (text)
- CQNS Score (decimal)
- Expected Return (%)
- Actual Dividend Yield (1 + % yield)
- BETA (decimal)
- Market Capitalization (equity, $)
- All stocks that paid 7% or more in dividends or distributions in the past year
- All stocks with negative BETA (this list may contain select ETFs)
A spreadsheet with individual, descriptive metrics on each stock that passed data validation, including individual Chicago Quantum Net Scores. The spreadsheet contains a row for each stock including:
- Company ticker and name
- CQNS ranking & score (a decimal value)
- Expected returns (% for next year)
- Volume for each stock (% prior year average)
- Price Change (% prior year average)
- Stock variance (one year actual, normalized to allow comparison)
- Dividends paid (% prior year average price)
- BETA (vs. SPY, daily over one year)
- Equity market capitalization ($)
We are considering to add new statistics we use such as skewness and kurtosis. Please let us know your preferences for future runs.
Timing:
We run our analysis each night after 6pm ET to ensure complete trading day information, and will send you the report and spreadsheet once completed.
What you do:
You provide us with the following information as you place your order:
- Your name, physical address, email address & phone number
- Any special requests, instructions, or actionable objectives
- How you would like to receive your report and spreadsheet (if not by email). We use Google Drive, Slack, Whatsapp, Microsoft Teams/Office, and other collaboration technologies.
You may also call or email us with your information.
- Email: [email protected]
- Cell: +1.312.515.7333
Please pay at the time of online order. You may request and pay based on an invoice. We accept payment via cash, check, ACH, or through online payment processor.
- We will never sell, nor use your personal information.
- We will only share your information if legally required. We request your physical address for FINRA/U.S. S.E.C./State reporting purposes.
Thank you for your order and your business.
We updated our brochure. You may update the latest version here (we lowered our fees).
All investing, stock forecasts, and investment strategies include the risk of loss of your capital. Please do your due diligence and research before investing. Statements made on our website or in social media are not investment advice. They do not take into account your unique circumstances, risk tolerance or investing objectives. Please consider our website and social media outlets as for informational purposes only.
The stocks mentioned may not be suitable for all investors. As with any investment there is risk. Past performance is not an indication of future results. We make no guarantees for your financial results. You bear the risk and earn the gains or losses from your investments.
Unauthorized reproduction or redistribution of this information or the analysis provided in any form is strictly prohibited.