Index Performance
+4.87%
PERCPSEL
+7.28%
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 holdings136
What's inside?
Holdings
All holdings as of July 26, 2024
CSV download
| Customers Bancorp, Inc. (CUBI) | 1.06% | $2.03B | 2.33% | N/A | N/A |
| Daktronics, Inc. (DAKT) | 1.02% | $681.02M | 8.47% | 27.19% | 0.50 |
| Cogent Communications Holdings, Inc. (CCOI) | 0.95% | $3.26B | 73.30% | 9.90% | 4.54 |
| RH (RH) | 0.93% | $4.81B | -1.65% | 43.47% | 2.86 |
| East West Bancorp, Inc. (EWBC) | 0.88% | $12.11B | 15.30% | N/A | 2.23 |
| Cooper-Standard Holdings, Inc. (CPS) | 0.87% | $237.57M | -0.88% | 8.97% | 0.48 |
| iStar, Inc. (STAR) | 0.87% | $1.63B | 21.02% | 96.30% | 15.33 |
| TopBuild Corp. (BLD) | 0.86% | $14.16B | 1.07% | 30.28% | 2.82 |
| State Street Corp. (STT) | 0.85% | $25.40B | 22.29% | N/A | 2.95 |
| Fifth Third Bancorp (FITB) | 0.85% | $28.61B | 9.70% | N/A | 3.35 |
| ONE Gas, Inc. (OGS) | 0.84% | $3.91B | -26.53% | 21.89% | 3.23 |
| Lennar Corp. (LEN) | 0.84% | $46.65B | 9.17% | 23.22% | 1.23 |
| Guess Inc. (GES) | 0.83% | $1.23B | 3.89% | 42.00% | 0.95 |
| Proto Labs, Inc. (PRLB) | 0.83% | $871.13M | 1.61% | 44.93% | 1.62 |
| MarketAxess Holdings, Inc. (MKTX) | 0.83% | $8.37B | 4.18% | 81.02% | 10.45 |
| The Sherwin-Williams Co. (SHW) | 0.83% | $86.46B | 0.50% | 48.85% | 3.82 |
| U.S. Bancorp (USB) | 0.83% | $70.36B | 6.18% | N/A | 1.74 |
| Universal Health Realty Income Trust (UHT) | 0.83% | $597.52M | 3.90% | 38.75% | 9.24 |
| Rayonier Advanced Materials, Inc. (RYAM) | 0.82% | $405.26M | -16.95% | 9.48% | 0.68 |
| Louisiana-Pacific Corp. (LPX) | 0.82% | $6.86B | 23.97% | 29.42% | 2.27 |
| The Buckle, Inc. (BKE) | 0.81% | $2.04B | -7.20% | 45.98% | 1.56 |
| Crown Castle, Inc. (CCI) | 0.81% | $45.91B | -12.91% | 45.76% | 10.83 |
| Lockheed Martin Corp. (LMT) | 0.81% | $124.28B | 8.56% | 12.23% | 1.81 |
| Agilysys, Inc. (AGYS) | 0.81% | $2.97B | 13.29% | 61.06% | 11.47 |
| Matthews International Corp. (MATW) | 0.81% | $884.14M | -1.74% | 29.97% | 0.98 |
| Newmont Corp. (NEM) | 0.80% | $52.70B | 59.37% | 32.52% | 3.74 |
| MSCI, Inc. (MSCI) | 0.80% | $42.33B | 13.97% | 75.55% | 15.68 |
| Illumina, Inc. (ILMN) | 0.80% | $18.69B | -1.01% | 61.99% | 5.12 |
| NiSource, Inc. (NI) | 0.79% | $13.93B | -13.21% | 60.90% | 5.18 |
| Triumph Group, Inc. (TGI) | 0.79% | $1.26B | -13.57% | 24.60% | 1.52 |
| Sally Beauty Holdings, Inc. (SBH) | 0.79% | $1.14B | -1.13% | 48.04% | 0.78 |
| Armada Hoffler Properties, Inc. (AHH) | 0.79% | $789.45M | 34.13% | 15.09% | 3.95 |
| Parker-Hannifin Corp. (PH) | 0.79% | $70.07B | 0.25% | 35.43% | 4.21 |
| Norfolk Southern Corp. (NSC) | 0.79% | $50.36B | -4.09% | 10.39% | 6.20 |
| J.B. Hunt Transport Services, Inc. (JBHT) | 0.79% | $17.62B | -6.51% | 10.55% | 1.45 |
| Apollo Commercial Real Estate Finance, Inc. (ARI) | 0.79% | $1.51B | 0.25% | 84.15% | 10.84 |
| BlackRock, Inc. (BLK) | 0.78% | $123.98B | 4.59% | 81.30% | N/A |
| Corpay, Inc. (CPAY) | 0.78% | $20.07B | 3.76% | 71.47% | 6.93 |
| Trinity Industries, Inc. (TRN) | 0.78% | $2.72B | 26.16% | 20.16% | 2.64 |
| Teledyne Technologies, Inc. (TDY) | 0.78% | $19.71B | -3.67% | 43.13% | 3.76 |
| Morgan Stanley (MS) | 0.78% | $168.30B | 12.54% | N/A | 4.42 |
| Rambus, Inc. (RMBS) | 0.78% | $6.12B | 3.61% | 73.21% | 13.84 |
| Phibro Animal Health Corp. (PAHC) | 0.78% | $382.96M | 7.14% | 29.96% | 0.95 |
| Reliance, Inc. (RS) | 0.77% | $17.70B | -6.11% | 27.98% | 1.22 |
| Brunswick Corp. (BC) | 0.77% | $5.34B | -15.18% | 27.08% | 1.24 |
| Dorman Products, Inc. (DORM) | 0.77% | $3.05B | 0.42% | 38.71% | 1.88 |
| Janus Henderson Group Plc (JHG) | 0.77% | $5.82B | 12.12% | 75.73% | 1.86 |
| Danaher Corp. (DHR) | 0.77% | $195.06B | -19.76% | 59.69% | 8.11 |
| Cintas Corp. (CTAS) | 0.77% | $76.59B | 8.86% | 47.15% | 7.54 |
| Entergy Corp. (ETR) | 0.77% | $23.79B | -6.25% | 24.03% | 4.18 |
| Salesforce, Inc. (CRM) | 0.77% | $248.57B | 10.74% | 68.23% | 7.29 |
| CEVA, Inc. (CEVA) | 0.77% | $466.45M | -23.19% | 87.94% | 3.95 |
| Silicon Laboratories, Inc. (SLAB) | 0.77% | $3.72B | -40.63% | 48.50% | 5.93 |
| American Express Co. (AXP) | 0.77% | $170.75B | 10.00% | 60.72% | 2.34 |
| First Republic Bank (San Francisco, California) (FRC) | 0.77% | $2.98M | 27.41% | N/A | 5.69 |
| Trex Co., Inc. (TREX) | 0.76% | $8.53B | 56.52% | 45.40% | 9.02 |
| Vulcan Materials Co. (VMC) | 0.76% | $33.56B | -6.26% | 19.73% | 5.20 |
| The Hain Celestial Group, Inc. (HAIN) | 0.76% | $668.44M | -3.71% | 21.77% | 0.86 |
| Consolidated Communications Holdings, Inc. (CNSL) | 0.76% | $535.30M | -0.53% | 29.34% | 2.83 |
| FirstCash Holdings, Inc. (FCFS) | 0.76% | $5.10B | 10.71% | 44.39% | 2.01 |
| AZZ, Inc. (AZZ) | 0.75% | $2.37B | 5.71% | 24.85% | 2.04 |
| Amphastar Pharmaceuticals, Inc. (AMPH) | 0.75% | $2.06B | 22.72% | 50.80% | 3.94 |
| Korn Ferry (KFY) | 0.75% | $3.66B | -2.39% | 19.34% | 0.97 |
| MAXIMUS, Inc. (MMS) | 0.75% | $5.57B | 11.73% | 21.95% | 1.25 |
| ABM Industries, Inc. (ABM) | 0.75% | $3.43B | 1.72% | 11.95% | 0.50 |
| Wolverine World Wide, Inc. (WWW) | 0.75% | $1.15B | -34.12% | 45.53% | 0.86 |
| Neogen Corp. (NEOG) | 0.75% | $3.69B | 4.84% | 50.53% | 4.78 |
| National Storage Affiliates Trust (NSA) | 0.75% | $3.21B | -5.69% | 47.99% | 11.39 |
| Visteon Corp. (VC) | 0.75% | $3.12B | 3.15% | 14.50% | 0.76 |
| The Timken Co. (TKR) | 0.75% | $5.89B | -5.74% | 32.12% | 1.79 |
| PepsiCo, Inc. (PEP) | 0.75% | $234.91B | 0.80% | 56.06% | 2.87 |
| Comcast Corp. (CMCSA) | 0.75% | $147.72B | -2.70% | 61.26% | 2.09 |
| Wells Fargo & Co. (WFC) | 0.75% | $208.13B | 8.62% | N/A | 4.06 |
| IPG Photonics Corp. (IPGP) | 0.75% | $3.90B | -27.41% | 38.70% | 2.57 |
| AutoZone, Inc. (AZO) | 0.74% | $51.78B | 3.54% | 53.49% | 3.58 |
| Haynes International, Inc. (HAYN) | 0.74% | $760.07M | -0.21% | 17.72% | 1.44 |
| Granite Point Mortgage Trust, Inc. (GPMT) | 0.74% | $155.66M | -17.27% | 93.80% | 7.81 |
| Regeneron Pharmaceuticals, Inc. (REGN) | 0.73% | $115.32B | -0.54% | 82.58% | 7.86 |
| The Aaron's Co., Inc. (AAN) | 0.73% | $313.33M | -7.73% | 53.06% | 0.43 |
| Motorola Solutions, Inc. (MSI) | 0.73% | $64.32B | 10.04% | 48.39% | 6.32 |
| IDEX Corp. (IEX) | 0.73% | $15.37B | -5.31% | 44.65% | 5.96 |
| Everest Group Ltd. (EG) | 0.73% | $16.24B | 25.78% | N/A | 1.32 |
| Rogers Corp. (ROG) | 0.73% | $2.29B | -7.20% | 34.13% | N/A |
| Seagate Technology Holdings Plc (STX) | 0.73% | $21.83B | -11.28% | 23.45% | 4.00 |
| Lancaster Colony Corp. (LANC) | 0.72% | $5.10B | 1.40% | 22.15% | 2.96 |
| Mondelez International, Inc. (MDLZ) | 0.72% | $89.05B | 1.35% | 63.74% | 3.13 |
| Intuit, Inc. (INTU) | 0.72% | $175.09B | 11.95% | 82.38% | 11.35 |
| LiveRamp Holdings, Inc. (RAMP) | 0.72% | $2.02B | 10.57% | 72.79% | 3.05 |
| RenaissanceRe Holdings Ltd. (RNR) | 0.72% | $11.61B | 53.05% | N/A | 1.97 |
| eBay, Inc. (EBAY) | 0.72% | $26.67B | 3.43% | 72.56% | 2.70 |
| Woodward, Inc. (WWD) | 0.72% | $10.93B | 16.31% | 28.06% | 3.16 |
| Tetra Tech, Inc. (TTEK) | 0.72% | $11.14B | 8.06% | 16.58% | 2.20 |
| Ameriprise Financial, Inc. (AMP) | 0.72% | $43.87B | 9.69% | 49.93% | 2.49 |
| AMC Networks, Inc. (AMCX) | 0.71% | $336.33M | -16.86% | 50.14% | 0.98 |
| PPG Industries, Inc. (PPG) | 0.71% | $29.38B | -1.60% | 39.74% | 1.98 |
| Mettler-Toledo International, Inc. (MTD) | 0.71% | $30.14B | -0.30% | 57.23% | 8.11 |
| Digital Realty Trust, Inc. (DLR) | 0.71% | $47.59B | -0.70% | 23.89% | N/A |
| Synaptics, Inc. (SYNA) | 0.71% | $3.46B | -27.34% | 44.80% | 4.29 |
| Under Armour, Inc. (UAA) | 0.71% | $2.68B | -2.81% | 46.11% | 0.68 |
| Expedia Group, Inc. (EXPE) | 0.71% | $15.86B | 8.41% | 80.34% | 1.44 |
| Calavo Growers, Inc. (CVGW) | 0.71% | $426.31M | -24.65% | 11.20% | 0.68 |
| Dow, Inc. (DOW) | 0.70% | $37.16B | -4.42% | 11.83% | 1.21 |
| Littelfuse, Inc. (LFUS) | 0.70% | $6.34B | -12.20% | 32.12% | 2.82 |
| Costco Wholesale Corp. (COST) | 0.69% | $361.74B | 9.07% | 12.55% | 1.37 |
| ANSYS, Inc. (ANSS) | 0.69% | $27.12B | -8.41% | 83.97% | 13.59 |
| Alaska Air Group, Inc. (ALK) | 0.69% | $4.91B | 2.08% | 27.68% | 0.62 |
| ResMed, Inc. (RMD) | 0.69% | $30.61B | 7.17% | 56.94% | 6.57 |
| Yum! Brands, Inc. (YUM) | 0.68% | $35.80B | -2.86% | 50.06% | 7.22 |
| Microchip Technology, Inc. (MCHP) | 0.68% | $45.62B | -9.53% | 56.57% | 7.20 |
| Ross Stores, Inc. (ROST) | 0.68% | $47.07B | 8.08% | 28.15% | 2.16 |
| Century Aluminum Co. (CENX) | 0.67% | $1.41B | -11.39% | 3.35% | 0.91 |
| Church & Dwight Co., Inc. (CHD) | 0.67% | $24.42B | 5.14% | 43.65% | 4.67 |
| Booking Holdings, Inc. (BKNG) | 0.67% | $124.17B | 16.86% | 95.99% | 5.79 |
| Starbucks Corp. (SBUX) | 0.66% | $83.05B | -1.84% | 19.69% | 3.45 |
| Signet Jewelers Ltd. (SIG) | 0.66% | $3.69B | -9.42% | 37.87% | 0.72 |
| Dollar General Corp. (DG) | 0.66% | $26.02B | 6.11% | 27.84% | 1.21 |
| Aptiv Plc (APTV) | 0.66% | $18.45B | 1.72% | 15.92% | 1.39 |
| Deckers Outdoor Corp. (DECK) | 0.66% | $21.38B | 22.13% | 56.95% | N/A |
| Align Technology, Inc. (ALGN) | 0.65% | $17.02B | 2.63% | 70.65% | 4.43 |
| Synopsys, Inc. (SNPS) | 0.65% | $82.54B | 3.95% | 76.10% | 13.18 |
| Western Digital Corp. (WDC) | 0.65% | $21.71B | 23.33% | 28.96% | 2.52 |
| Skechers U.S.A., Inc. (SKX) | 0.64% | $8.43B | 7.21% | 54.89% | N/A |
| The Walt Disney Co. (DIS) | 0.63% | $162.63B | 1.35% | 29.98% | 3.02 |
| Wingstop, Inc. (WING) | 0.63% | $10.58B | 34.09% | 83.07% | 22.85 |
| Applied Materials, Inc. (AMAT) | 0.63% | $167.52B | 0.32% | 47.39% | 6.37 |
| Advanced Micro Devices, Inc. (AMD) | 0.62% | $223.57B | 2.24% | 39.61% | 12.84 |
| Lam Research Corp. (LRCX) | 0.61% | $115.59B | -1.96% | 47.86% | 8.92 |
| Teradyne, Inc. (TER) | 0.61% | $19.41B | 6.70% | 58.15% | 8.85 |
| QUALCOMM, Inc. (QCOM) | 0.61% | $195.74B | 1.23% | 56.27% | 5.32 |
| Masimo Corp. (MASI) | 0.60% | $5.84B | -12.78% | 49.05% | 4.43 |
| Cadence Design Systems, Inc. (CDNS) | 0.58% | $70.75B | 8.61% | 86.24% | 20.30 |
| Domino's Pizza, Inc. (DPZ) | 0.58% | $14.87B | 7.14% | 39.81% | 4.99 |
| Red Robin Gourmet Burgers, Inc. (RRGB) | 0.55% | $90.19M | -7.04% | 8.57% | 0.51 |
| NIKE, Inc. (NKE) | 0.54% | $86.51B | 0.33% | 44.56% | 2.84 |
| GRAIL, Inc. (GRAL) | 0.02% | $457.97M | 36.03% | -81.99% | N/A |
| Brookfield Asset Management Ltd. (BAM) | <0.01% | $17.42B | 4.04% | 45.14% | 42.30 |
Market data by FactSet
