Index Performance
+0.26%
PERCPSEL
+5.49%
SPY
Overview
Description
Screen from Erlanger Research where the Call/Put Index was too high (too much enthusiasm). Short term swing turnaround to downside from 02/02/23 date.
- TickerPERCPSEL
- Inception Date02/17/2023
- WeightingEqual
- # of holdings135
What's inside?
Holdings
All holdings as of April 19, 2024
CSV download
| Century Aluminum Co. (CENX) | 1.13% | $1.61B | -21.31% | 4.21% | 0.70 |
| Alaska Air Group, Inc. (ALK) | 0.90% | $5.59B | 1.64% | 9.14% | 0.67 |
| Newmont Corp. (NEM) | 0.88% | $44.44B | -1.46% | 9.94% | 3.53 |
| Cooper-Standard Holdings, Inc. (CPS) | 0.84% | $263.29M | 11.50% | 9.43% | 0.48 |
| Western Digital Corp. (WDC) | 0.84% | $22.28B | -2.41% | 16.23% | 2.15 |
| FirstCash Holdings, Inc. (FCFS) | 0.84% | $5.81B | 15.50% | 48.26% | 2.14 |
| Phibro Animal Health Corp. (PAHC) | 0.83% | $265.20M | 2.17% | 31.42% | 0.91 |
| The Aaron's Co., Inc. (AAN) | 0.83% | $230.15M | -4.87% | 51.82% | 0.46 |
| Domino's Pizza, Inc. (DPZ) | 0.82% | $16.77B | -1.27% | 38.56% | 4.33 |
| Lockheed Martin Corp. (LMT) | 0.82% | $109.69B | 2.41% | 14.55% | 1.94 |
| Agilysys, Inc. (AGYS) | 0.81% | $2.24B | 21.33% | 60.38% | 9.63 |
| PepsiCo, Inc. (PEP) | 0.81% | $236.77B | 5.86% | 54.48% | 2.97 |
| American Express Co. (AXP) | 0.80% | $157.44B | 21.13% | 61.63% | 2.08 |
| Cintas Corp. (CTAS) | 0.80% | $67.21B | 9.87% | 47.68% | 7.16 |
| Wells Fargo & Co. (WFC) | 0.80% | $207.96B | 9.19% | N/A | 4.14 |
| ONE Gas, Inc. (OGS) | 0.80% | $3.52B | -7.99% | 18.94% | 2.78 |
| ABM Industries, Inc. (ABM) | 0.80% | $2.77B | 3.93% | 11.05% | 0.49 |
| Entergy Corp. (ETR) | 0.80% | $22.12B | -11.75% | 26.35% | 3.97 |
| NiSource, Inc. (NI) | 0.79% | $12.26B | -5.90% | 55.65% | 4.75 |
| Rayonier Advanced Materials, Inc. (RYAM) | 0.79% | $279.20M | -4.31% | 5.36% | 0.60 |
| Fifth Third Bancorp (FITB) | 0.79% | $23.39B | 31.84% | N/A | 3.37 |
| Tetra Tech, Inc. (TTEK) | 0.79% | $9.99B | 37.27% | 15.51% | 2.04 |
| AZZ, Inc. (AZZ) | 0.78% | $1.89B | 2.22% | 23.10% | 1.62 |
| Armada Hoffler Properties, Inc. (AHH) | 0.78% | $683.29M | 46.80% | 13.86% | 4.50 |
| Morgan Stanley (MS) | 0.78% | $147.60B | 13.33% | N/A | N/A |
| Guess?, Inc. (GES) | 0.78% | $1.36B | 3.32% | 43.64% | 0.88 |
| Trinity Industries, Inc. (TRN) | 0.78% | $2.15B | 50.88% | 17.43% | 2.71 |
| State Street Corp. (STT) | 0.78% | $22.05B | 28.63% | N/A | 3.04 |
| Masimo Corp. (MASI) | 0.77% | $7.19B | 0.60% | 49.00% | 3.49 |
| Haynes International, Inc. (HAYN) | 0.77% | $771.45M | 11.07% | 16.77% | 1.38 |
| Yum! Brands, Inc. (YUM) | 0.77% | $38.79B | 3.42% | 49.41% | 6.87 |
| The Walt Disney Co. (DIS) | 0.76% | $206.23B | 0.49% | 28.49% | 2.38 |
| The Timken Co. (TKR) | 0.76% | $5.90B | 6.06% | 30.35% | 1.67 |
| Booking Holdings, Inc. (BKNG) | 0.76% | $117.21B | 25.01% | 96.89% | 6.17 |
| Church & Dwight Co., Inc. (CHD) | 0.76% | $25.17B | 9.16% | 41.99% | 4.38 |
| Reliance, Inc. (RS) | 0.76% | $18.39B | -13.03% | 29.06% | 1.14 |
| Wingstop, Inc. (WING) | 0.76% | $10.46B | 28.68% | 81.77% | 17.97 |
| Parker-Hannifin Corp. (PH) | 0.76% | $69.10B | 3.13% | 35.85% | 3.60 |
| Woodward, Inc. (WWD) | 0.76% | $8.85B | 27.18% | 25.97% | 2.93 |
| Corpay, Inc. (FLT) | 0.76% | $21.24B | 9.65% | 72.59% | 6.57 |
| Ameriprise Financial, Inc. (AMP) | 0.76% | $41.34B | 11.98% | 53.01% | 2.45 |
| Dow, Inc. (DOW) | 0.76% | $39.73B | -21.58% | 11.14% | 1.15 |
| National Storage Affiliates Trust (NSA) | 0.76% | $2.82B | 7.05% | 47.44% | 12.46 |
| Apollo Commercial Real Estate Finance, Inc. (ARI) | 0.76% | $1.49B | 21.15% | 84.69% | 10.80 |
| Red Robin Gourmet Burgers, Inc. (RRGB) | 0.76% | $93.25M | 2.88% | 9.72% | 0.60 |
| Consolidated Communications Holdings, Inc. (CNSL) | 0.75% | $493.01M | -6.81% | 25.50% | 2.75 |
| American Equity Investment Life Holding Co. (AEL) | 0.75% | $4.38B | -55.09% | N/A | 3.19 |
| Motorola Solutions, Inc. (MSI) | 0.75% | $56.56B | 9.50% | 48.11% | 5.89 |
| MAXIMUS, Inc. (MMS) | 0.75% | $4.88B | 6.23% | 20.85% | 1.30 |
| Cogent Communications Holdings, Inc. (CCOI) | 0.75% | $2.99B | 56.92% | 17.48% | 5.69 |
| Daktronics, Inc. (DAKT) | 0.75% | $425.87M | -7.93% | 24.50% | 0.47 |
| Calavo Growers, Inc. (CVGW) | 0.75% | $476.69M | -43.59% | 8.44% | 0.61 |
| Janus Henderson Group Plc (JHG) | 0.75% | $4.93B | 2.63% | 75.47% | 1.71 |
| ANSYS, Inc. (ANSS) | 0.75% | $28.33B | 9.90% | 87.06% | 13.98 |
| Digital Realty Trust, Inc. (DLR) | 0.75% | $42.68B | 16.74% | 21.62% | 11.29 |
| Littelfuse, Inc. (LFUS) | 0.74% | $5.63B | -6.02% | 35.32% | 3.00 |
| Costco Wholesale Corp. (COST) | 0.74% | $315.44B | 5.75% | 12.49% | 1.29 |
| Dorman Products, Inc. (DORM) | 0.74% | $2.73B | 11.31% | 35.52% | 1.70 |
| iStar, Inc. (STAR) | 0.74% | $1.35B | 125.29% | 94.58% | 16.04 |
| U.S. Bancorp (USB) | 0.74% | $61.46B | 12.13% | N/A | 1.69 |
| Starbucks Corp. (SBUX) | 0.74% | $98.67B | 8.16% | 21.96% | 3.56 |
| eBay, Inc. (EBAY) | 0.74% | $25.87B | 4.15% | 71.73% | 2.23 |
| Korn Ferry (KFY) | 0.74% | $3.13B | -1.45% | 17.31% | 0.99 |
| Customers Bancorp, Inc. (CUBI) | 0.74% | $1.47B | 58.13% | N/A | 2.42 |
| Mondelez International, Inc. (MDLZ) | 0.74% | $90.44B | 14.35% | 37.02% | 3.26 |
| East West Bancorp, Inc. (EWBC) | 0.74% | $10.05B | 51.97% | N/A | 3.71 |
| Intuit, Inc. (INTU) | 0.74% | $170.33B | 11.34% | 71.20% | 12.21 |
| LiveRamp Holdings, Inc. (RAMP) | 0.74% | $2.13B | 9.62% | 74.16% | 3.28 |
| Teledyne Technologies, Inc. (TDY) | 0.74% | $18.96B | 3.14% | 40.02% | 4.27 |
| Expedia Group, Inc. (EXPE) | 0.74% | $16.78B | 10.05% | 81.46% | 1.94 |
| IPG Photonics Corp. (IPGP) | 0.73% | $3.90B | -9.94% | 41.81% | 3.09 |
| Seagate Technology Holdings Plc (STX) | 0.73% | $17.48B | -17.59% | 23.60% | 3.51 |
| Wolverine World Wide, Inc. (WWW) | 0.73% | $766.34M | -16.46% | 39.36% | 0.73 |
| Universal Health Realty Income Trust (UHT) | 0.73% | $451.91M | 5.46% | 33.95% | 10.04 |
| Brunswick Corp. (BC) | 0.73% | $5.57B | -6.03% | 26.85% | 1.40 |
| Lennar Corp. (LEN) | 0.73% | $42.00B | 12.50% | 22.21% | 1.23 |
| Visteon Corp. (VC) | 0.73% | $2.96B | 5.27% | 17.63% | 0.90 |
| Lam Research Corp. (LRCX) | 0.73% | $116.54B | -28.79% | 47.16% | 7.16 |
| AutoZone, Inc. (AZO) | 0.73% | $51.44B | 4.56% | 53.89% | 3.32 |
| Applied Materials, Inc. (AMAT) | 0.73% | $161.46B | -0.18% | 47.76% | 5.23 |
| Signet Jewelers Ltd. (SIG) | 0.73% | $4.18B | -8.56% | 39.39% | 0.83 |
| First Republic Bank (San Francisco, California) (FRC) | 0.73% | $7.45M | 27.41% | N/A | 5.69 |
| Dollar General Corp. (DG) | 0.73% | $32.00B | 2.24% | 30.29% | 1.23 |
| NIKE, Inc. (NKE) | 0.72% | $115.99B | 0.51% | 44.23% | 3.11 |
| Align Technology, Inc. (ALGN) | 0.72% | $22.68B | 3.42% | 70.39% | 5.21 |
| PPG Industries, Inc. (PPG) | 0.72% | $31.80B | -1.58% | 40.01% | 2.17 |
| RenaissanceRe Holdings Ltd. (RNR) | 0.72% | $11.74B | 80.05% | N/A | 2.01 |
| Granite Point Mortgage Trust, Inc. (GPMT) | 0.72% | $218.92M | 26.84% | 95.76% | 7.73 |
| QUALCOMM, Inc. (QCOM) | 0.72% | $180.17B | 4.99% | 56.60% | 4.55 |
| Lancaster Colony Corp. (LANC) | 0.72% | $5.05B | 1.79% | 24.97% | 2.38 |
| Everest Group Ltd. (EG) | 0.72% | $15.63B | 20.95% | N/A | 1.24 |
| Vulcan Materials Co. (VMC) | 0.72% | $33.73B | 6.38% | 25.04% | 4.35 |
| IDEX Corp. (IEX) | 0.72% | $17.10B | 2.89% | 49.57% | 5.31 |
| Danaher Corp. (DHR) | 0.72% | $175.04B | -24.09% | 58.74% | 7.77 |
| Triumph Group, Inc. (TGI) | 0.72% | $994.65M | -13.35% | 21.97% | 2.02 |
| Norfolk Southern Corp. (NSC) | 0.72% | $54.28B | -4.09% | 7.09% | N/A |
| The Buckle, Inc. (BKE) | 0.72% | $1.86B | -6.25% | 49.09% | 1.52 |
| Under Armour, Inc. (UAA) | 0.72% | $2.60B | -5.34% | 44.91% | 0.76 |
| ResMed, Inc. (RMD) | 0.72% | $26.12B | 12.48% | 54.64% | 5.90 |
| Comcast Corp. (CMCSA) | 0.72% | $156.99B | 0.12% | 57.97% | 2.30 |
| BlackRock, Inc. (BLK) | 0.72% | $111.30B | 13.22% | 81.87% | N/A |
| Cadence Design Systems, Inc. (CDNS) | 0.71% | $77.94B | 14.83% | 88.92% | 18.08 |
| TopBuild Corp. (BLD) | 0.71% | $12.40B | 3.71% | 30.87% | 2.44 |
| Proto Labs, Inc. (PRLB) | 0.71% | $798.92M | 3.17% | 44.06% | 1.83 |
| MSCI, Inc. (MSCI) | 0.71% | $40.07B | 12.47% | 76.99% | 19.52 |
| MarketAxess Holdings, Inc. (MKTX) | 0.71% | $7.69B | 4.48% | 79.98% | 14.12 |
| Teradyne, Inc. (TER) | 0.71% | $15.33B | -15.34% | 54.23% | 6.40 |
| Regeneron Pharmaceuticals, Inc. (REGN) | 0.71% | $96.50B | 7.76% | 82.89% | 6.99 |
| Amphastar Pharmaceuticals, Inc. (AMPH) | 0.71% | $1.89B | 29.14% | 53.38% | 5.65 |
| Synopsys, Inc. (SNPS) | 0.71% | $79.28B | 21.03% | 77.51% | 13.40 |
| Skechers U.S.A., Inc. (SKX) | 0.70% | $7.57B | 7.47% | 49.63% | 1.36 |
| Trex Co., Inc. (TREX) | 0.70% | $9.55B | -1.01% | 41.32% | 8.26 |
| Rogers Corp. (ROG) | 0.70% | $1.99B | -6.46% | 33.81% | 2.63 |
| Microchip Technology, Inc. (MCHP) | 0.70% | $45.51B | -18.60% | 54.86% | 6.41 |
| Ross Stores, Inc. (ROST) | 0.70% | $44.19B | 8.99% | 27.36% | 2.42 |
| Salesforce, Inc. (CRM) | 0.70% | $263.76B | 11.18% | 67.42% | 7.92 |
| Illumina, Inc. (ILMN) | 0.70% | $18.54B | -1.75% | 61.06% | 5.15 |
| Louisiana-Pacific Corp. (LPX) | 0.70% | $5.20B | -33.03% | 23.09% | 2.04 |
| Matthews International Corp. (MATW) | 0.70% | $789.14M | 0.17% | 28.10% | 1.08 |
| The Sherwin-Williams Co. (SHW) | 0.70% | $78.61B | 4.08% | 46.37% | 4.00 |
| Crown Castle, Inc. (CCI) | 0.69% | $41.01B | -7.45% | 45.40% | 10.93 |
| Rambus, Inc. (RMBS) | 0.69% | $6.13B | 1.39% | 69.13% | 15.56 |
| Aptiv Plc (APTV) | 0.69% | $18.90B | 14.65% | 21.85% | 1.54 |
| Mettler-Toledo International, Inc. (MTD) | 0.68% | $25.51B | -3.35% | 57.26% | 7.60 |
| Sally Beauty Holdings, Inc. (SBH) | 0.68% | $1.11B | -2.69% | 47.30% | 0.80 |
| AMC Networks, Inc. (AMCX) | 0.68% | $340.02M | -12.42% | 47.73% | 1.09 |
| Deckers Outdoor Corp. (DECK) | 0.67% | $20.88B | 16.09% | 57.79% | 3.85 |
| Silicon Laboratories, Inc. (SLAB) | 0.67% | $3.75B | -23.62% | 55.64% | 4.91 |
| J.B. Hunt Transport Services, Inc. (JBHT) | 0.66% | $16.96B | -8.84% | 10.19% | 1.76 |
| RH (RH) | 0.63% | $4.49B | -15.63% | 45.86% | 3.01 |
| Synaptics, Inc. (SYNA) | 0.63% | $3.21B | -32.88% | 44.35% | 4.52 |
| CEVA, Inc. (CEVA) | 0.61% | $452.82M | -27.65% | 87.46% | 3.83 |
| Advanced Micro Devices, Inc. (AMD) | 0.58% | $250.63B | -3.90% | 37.88% | 10.44 |
| Neogen Corp. (NEOG) | 0.58% | $2.58B | 4.84% | 50.53% | 4.78 |
| The Hain Celestial Group, Inc. (HAIN) | 0.53% | $529.11M | -0.02% | 22.18% | 1.03 |
Market data by FactSet
