Dec 30 CQNS "UP" run results

Spreadsheet Results

We ran our analysis last night.  UP run that looks for efficient stocks and portfolios.  These are stocks and portfolios that should outperform the S&P 500 (more specifically the ETF SPY) for approximately one month.  They should have more return relative to risk.

We start with all 11,040 US Listed stock that traded on December 29, 2021.  3,531 stocks pass data validation and are included in our results.

We provide extra information with our tickers, as follows:

• • Force rank
  • CQNS score (the more negative, the stronger the ‘down’ signal)
  • Expected return (annual, based on BETA)
  • Last day volume / average volume
  • Last day price / average price
  • Variance / average price
  • Annual Dividend Yield

Top 50 UP stocks (in order):
0 MARA MARATHON DIGITAL HOLDINGS  INC. -0.06888 0.72 0.46 0.95 3.83911441
1 UAVS AgEagle Aerial Systems Inc. -0.03669 0.67 0.63 0.29 1.68875488
2 RIOT Riot Blockchain Inc -0.01993 0.63 0.39 0.67 3.45650871
3 CLSK Cleanspark Inc -0.01435 0.60 1.79 0.52 2.23897461
4 SI Silvergate Capital Corp -0.01022 0.58 0.76 1.17 10.05594450
5 EQOS Eqonex Ltd -0.00765 0.58 0.39 0.25 2.91310222
6 KOPN Kopin Corp. -0.00751 0.57 0.41 0.58 0.68148341
7 MVIS Microvision Inc. -0.00741 0.58 0.47 0.40 1.53430815
8 BTBT Bit Digital Inc -0.00571 0.59 0.23 0.52 1.97856167
9 EXPI eXp World Holdings Inc -0.00283 0.52 0.39 0.78 2.54183742
10 MOGO Mogo Inc -0.00263 0.54 0.41 0.54 0.55824928
11 PACB Pacific Biosciences of California Inc -0.00182 0.50 0.81 0.67 0.93292526
12 ACLS Axcelis Technologies Inc -0.00170 0.48 0.85 1.63 2.07673822
13 ICHR Ichor Holdings Ltd -0.00161 0.48 0.32 0.99 0.88735766
14 VUZI Vuzix Corporation -0.00146 0.52 0.71 0.55 1.68911187
15 AOSL Alpha & Omega Semiconductor Ltd -0.00106 0.47 2.33 1.86 1.74414793
16 SPT Sprout Social Inc -0.00105 0.48 0.59 1.02 8.22082692
17 MXL MaxLinear Inc -0.00098 0.46 0.54 1.65 3.36823518
18 ATOM Atomera Inc -0.00073 0.51 0.36 0.84 1.19670329
19 AREC American Resources Corporation -0.00059 0.51 0.21 0.66 0.45829556
20 BEEM Beam Global -0.00058 0.50 1.28 0.52 4.38878378
21 UCTT Ultra Clean Hldgs Inc -0.00043 0.45 0.35 1.17 0.80156090
22 SKLZ Skillz Inc -0.00040 0.49 0.74 0.42 3.74325662
23 LSCC Lattice Semiconductor Corp. -0.00035 0.43 0.41 1.36 2.48135481
24 TWST Twist Bioscience Corp -0.00033 0.48 0.69 0.62 5.29622485
25 APAM Artisan Partners Asset Management Inc -0.00002 0.39 0.49 0.98 0.08333036
26 MIC Macquarie Infrastructure Holdings LLC -0.00001 0.34 0.26 1.20 0.06541658
27 PNM PNM Resources Inc 0.00004 0.03 0.64 0.95 0.02552450
28 BCE BCE Inc 0.00005 0.09 0.55 1.09 0.27388075
29 FTS Fortis Inc. 0.00006 0.07 1.23 1.10 0.13237301
30 SOLN Southern Company 0.00006 0.08 0.14 1.07 0.06069304
31 TU Telus Corp. 0.00007 0.10 0.74 1.09 0.07080840
32 DCUE Dominion Energy Inc 0.00008 0.08 0.22 1.05 0.09222630
33 EQC Equity Commonwealth 0.00008 0.04 0.65 0.97 0.04324885
34 TTMI TTM Technologies Inc 0.00008 0.10 0.54 1.04 0.02631898
35 VZ Verizon Communications Inc 0.00008 0.05 0.82 0.96 0.05391452
36 PG Procter & Gamble Co. 0.00008 0.08 0.68 1.19 0.54071743
37 RY Royal Bank Of Canada 0.00008 0.14 0.68 1.09 0.68591047
38 JNJ Johnson & Johnson 0.00008 0.08 0.50 1.05 0.17718417
39 HSY Hershey Company 0.00009 0.08 0.47 1.15 1.03979965
40 PEP PepsiCo Inc 0.00009 0.11 0.47 1.17 0.86199556
41 WCN Waste Connections Inc 0.00009 0.12 0.53 1.14 1.27417342
42 CL Colgate-Palmolive Co. 0.00009 0.06 0.61 1.08 0.09945792
43 KO Coca-Cola Co 0.00009 0.11 0.63 1.11 0.15280151
44 MCD McDonald`s Corp 0.00009 0.13 0.48 1.16 1.11869654
45 BRK.B Berkshire Hathaway Inc. 0.00009 0.14 0.58 1.10 1.35500392
46 MDLZ Mondelez International Inc. 0.00010 0.10 0.67 1.11 0.16119842
47 CM Canadian Imperial Bank Of Commerce 0.00010 0.12 0.75 1.09 1.31046603
48 BIP Brookfield Infrastructure Partners L.P 0.00010 0.09 1.24 1.12 0.15045089
49 WM Waste Management  Inc. 0.00010 0.11 0.48 1.19 2.12867328

Top multi-stock portfolios found by our solvers:
-0.0546 ['MARA', 'UAVS'] 2 

-0.0402 ['EQOS', 'MARA', 'UAVS'] 3 

-0.0375 ['KMB', 'MARA', 'UAVS'] 3 

-0.0375 ['ED', 'MARA', 'UAVS'] 3 

-0.0375 ['ES', 'MARA', 'UAVS'] 3 

-0.0375 ['MARA', 'PEP', 'UAVS'] 3 

-0.0374 ['CCI', 'MARA', 'UAVS'] 3 

-0.0374 ['MARA', 'UAVS', 'V'] 3 

-0.0364 ['BEEM', 'MARA'] 2 

-0.0361 ['GNL', 'MARA'] 2 

-0.0337 ['ICHR', 'MARA', 'RIOT', 'UAVS'] 4 

-0.0336 ['AOSL', 'MARA', 'RIOT', 'UAVS'] 4 

-0.0335 ['FGBI', 'MARA', 'RIOT', 'UAVS'] 4 

-0.0325 ['CLSK', 'MARA', 'PACB', 'UAVS'] 4 

-0.0321 ['CLSK', 'MARA', 'RIOT', 'SI', 'UAVS'] 5 

-0.0304 ['CLSK', 'MARA', 'PACB', 'RIOT', 'UAVS'] 5 

-0.0301 ['CLSK', 'HURN', 'MARA', 'RIOT', 'UAVS'] 5 

-0.0278 ['MARA', 'MVIS', 'SSRM'] 3 

-0.0274 ['CLSK', 'MARA', 'PACB', 'RIOT', 'SI', 'UAVS'] 6 

-0.0273 ['CLSK', 'EQOS', 'MARA', 'PACB', 'RIOT', 'UAVS'] 6 

-0.0260 ['AXTA', 'CLSK', 'EXPI', 'MARA', 'RIOT', 'UAVS'] 6 

-0.0259 ['AIR', 'CLSK', 'MARA', 'MOGO', 'RIOT', 'UAVS'] 6 

-0.0256 ['CLSK', 'GIS', 'HAS', 'MARA', 'RIOT', 'UAVS'] 6 

-0.0256 ['CLSK', 'D', 'MARA', 'RIOT', 'RMD', 'UAVS'] 6 

-0.0256 ['CHKP', 'CLSK', 'MARA', 'ORCL', 'RIOT', 'UAVS'] 6 

-0.0255 ['ADP', 'CLSK', 'CVS', 'MARA', 'RIOT', 'UAVS'] 6 

-0.0251 ['CLSK', 'EQOS', 'MARA', 'PACB', 'RIOT', 'SI', 'UAVS'] 7 

-0.0242 ['MARA', 'RILY', 'SNPS'] 3 

-0.0242 ['LILA', 'MARA', 'QLYS'] 3 

-0.0239 ['JCI', 'MARA', 'RIOT', 'TRN'] 4 

-0.0235 ['CLSK', 'EQOS', 'MARA', 'MVIS', 'PACB', 'RIOT', 'SI', 'UAVS'] 8 

-0.0220 ['ANAT', 'CLSK', 'LIVN', 'MARA', 'MGRC', 'RIOT', 'UAVS'] 7 

-0.0218 ['CLSK', 'EBC', 'HZNP', 'MARA', 'RIOT', 'SPPI', 'UAVS'] 7 

-0.0218 ['BBWI', 'CLSK', 'MARA', 'OTIC', 'RBB', 'RIOT', 'UAVS'] 7 

-0.0213 ['AREC', 'CLSK', 'EQOS', 'MARA', 'MVIS', 'PACB', 'RIOT', 'SI', 'UAVS'] 9 

-0.0212 ['MARA', 'MVIS', 'SLGN', 'TSQ'] 4 

-0.0211 ['BTBT', 'DRRX', 'MARA', 'NRIM'] 4 

The most inefficient stocks, or "DOWN" stocks are expected to decline faster than the S&P 500.  These are the most inefficient stocks with the most risk relative to expected return.

Bottom 50 "DOWN" Stocks:
1 IPA ImmunoPrecise Antibodies Ltd 0.05172 0.04 0.62
2 LWLG Lightwave Logic Inc 0.03350 3.21 3.20
3 PATH UiPath Inc 0.03245 0.71 1.01
4 AADI Aadi Biosciences Inc 0.02772 0.02 2.39
5 HUT Hut 8 Mining Corp 0.02654 1.29 1.49
6 PTSI P.A.M. Transportation Services  Inc. 0.02221 0.20 3.25
7 PHUN Phunware Inc 0.01888 0.35 1.44
8 BRCN Burcon Nutrascience Corp 0.01708 1.47 0.80
9 EGLX Enthusiast Gaming Holdings Inc. 0.01602 1.32 0.77
10 RGC Regencell Bioscience Holdings Ltd 0.01585 0.01 1.70
11 OCGN Ocugen Inc 0.01480 0.34 0.59
12 TROO TROOPS Inc 0.01470 0.02 1.25
13 BSQR BSquare Corp 0.01397 0.10 0.57
14 NRXP NRX Pharmaceuticals Inc 0.01375 2.58 0.24
15 BTX Brooklyn ImmunoTherapeutics Inc 0.01282 0.30 0.38
16 ACY Aerocentury Corp. 0.01281 0.43 2.64
17 CRTX Cortexyme Inc 0.01242 1.28 0.27
18 ANVS Annovis Bio Inc 0.01180 0.21 0.48
19 BKKT Bakkt Holdings Inc 0.01111 0.89 0.65
20 FREQ Frequency Therapeutics Inc 0.01078 0.24 0.33
21 BYSI BeyondSpring Inc 0.01068 0.63 0.33
22 SAVA Cassava Sciences Inc 0.01052 0.33 0.76
23 CYT Cyteir Therapeutics Inc 0.01031 0.20 0.26
24 MMAT Meta Materials Inc 0.01002 0.34 0.73
25 GRTX Galera Therapeutics Inc 0.00996 1.41 0.58
26 PROG Progenity Inc 0.00975 0.77 0.60
27 GOED 1847 Goedeker Inc 0.00975 0.69 0.42
28 PETZ TDH Holdings Inc 0.00953 0.44 1.54
29 GRTS Gritstone Oncology Inc 0.00936 0.69 1.18
30 VTNR Vertex Energy Inc 0.00922 0.13 0.97
31 RFL Ordinary Shares - Class B 0.00899 0.98 0.14
32 DCPH Deciphera Pharmaceuticals Inc 0.00897 1.48 0.27
33 ATER Aterian Inc 0.00896 0.61 0.23
34 ASXC Asensus Surgical Inc 0.00888 0.28 0.42
35 CABA Cabaletta Bio Inc 0.00885 0.69 0.36
36 BNGO Bionano Genomics Inc 0.00878 0.29 0.46
37 EAR Eargo Inc 0.00829 0.65 0.14
38 CCXI ChemoCentryx Inc 0.00817 0.12 1.07
39 VXRT Vaxart Inc 0.00812 0.33 0.86
40 OCG Oriental Culture Holding Ltd 0.00791 0.52 1.01
41 UONE Urban One Inc 0.00780 0.07 0.65
42 SESN Sesen Bio Inc. 0.00759 0.28 0.36
43 LKCO Luokung Technology Corp 0.00758 0.30 0.47
44 OEG Orbital Energy Group Inc 0.00734 0.38 0.52
45 LZ LegalZoom.com Inc. 0.00713 1.29 0.20
46 LIVE Live Ventures Inc 0.00712 0.28 0.88
47 REPX Riley Exploration Permian Inc. 0.00707 0.25 0.75
48 AMTX Aemetis Inc 0.00694 0.24 0.87
49 PTGX Protagonist Therapeutics Inc 0.00693 0.48 1.04
50 ACRS Aclaris Therapeutics Inc 0.00691 0.15 0.80

For more information, please visit our RESEARCH page on this website and access our published pre-print research and results.  We post a series of explanatory articles, and experimental results on Research Gate, and on arXiv and Medium.