Index Performance
+2.09%
PERCPSEL
+4.69%
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 holdings134
What's inside?
Holdings
All holdings as of October 23, 2024
CSV download
| Red Robin Gourmet Burgers, Inc. (RRGB) | 1.13% | $94.28M | 0.50% | 9.00% | 0.50 |
| Century Aluminum Co. (CENX) | 0.88% | $1.56B | -2.55% | 3.64% | 0.94 |
| Masimo Corp. (MASI) | 0.87% | $7.69B | 9.01% | 51.34% | 3.75 |
| East West Bancorp, Inc. (EWBC) | 0.87% | $12.53B | 13.86% | N/A | 2.32 |
| Morgan Stanley (MS) | 0.86% | $191.36B | 10.89% | N/A | 4.68 |
| Corpay, Inc. (CPAY) | 0.86% | $24.23B | 2.90% | 72.80% | 5.99 |
| Wells Fargo & Co. (WFC) | 0.86% | $219.75B | 22.44% | N/A | 3.69 |
| Alaska Air Group, Inc. (ALK) | 0.86% | $5.78B | 2.08% | 25.65% | 0.62 |
| Cogent Communications Holdings, Inc. (CCOI) | 0.85% | $4.03B | 8.61% | 11.61% | 4.18 |
| Ameriprise Financial, Inc. (AMP) | 0.85% | $51.10B | 9.97% | 53.28% | 2.49 |
| MarketAxess Holdings, Inc. (MKTX) | 0.84% | $10.91B | 9.68% | 79.59% | 9.21 |
| Expedia Group, Inc. (EXPE) | 0.82% | $19.74B | 5.96% | 84.06% | 1.26 |
| Triumph Group, Inc. (TGI) | 0.82% | $1.17B | -14.10% | 23.69% | 1.56 |
| Illumina, Inc. (ILMN) | 0.81% | $22.95B | -5.44% | 64.84% | 4.18 |
| Teledyne Technologies, Inc. (TDY) | 0.81% | $20.75B | -3.69% | 39.54% | 3.76 |
| MSCI, Inc. (MSCI) | 0.81% | $46.91B | 13.97% | 75.55% | 15.68 |
| The Hain Celestial Group, Inc. (HAIN) | 0.81% | $750.20M | -3.36% | 21.66% | 0.81 |
| Granite Point Mortgage Trust, Inc. (GPMT) | 0.81% | $149.01M | -28.43% | 93.25% | 7.94 |
| Phibro Animal Health Corp. (PAHC) | 0.81% | $484.44M | 4.07% | 30.71% | 1.07 |
| Rambus, Inc. (RMBS) | 0.80% | $4.46B | 10.27% | 73.86% | 12.58 |
| Under Armour, Inc. (UAA) | 0.80% | $3.27B | -9.82% | 47.23% | 0.60 |
| Blackrock Finance, Inc. (BLK) | 0.80% | $146.25B | 17.59% | 82.10% | N/A |
| Salesforce, Inc. (CRM) | 0.80% | $275.64B | 8.39% | 74.46% | 6.89 |
| Newmont Corp. (NEM) | 0.80% | $67.33B | 59.37% | 32.52% | 3.74 |
| U.S. Bancorp (USB) | 0.80% | $75.73B | 2.31% | N/A | 2.00 |
| IPG Photonics Corp. (IPGP) | 0.80% | $3.30B | -24.22% | 42.77% | 2.48 |
| Booking Holdings, Inc. (BKNG) | 0.80% | $146.76B | 7.27% | 97.58% | 6.11 |
| Daktronics, Inc. (DAKT) | 0.79% | $601.30M | -2.77% | 26.40% | 0.85 |
| Entergy Corp. (ETR) | 0.79% | $29.28B | 3.78% | 29.82% | 4.20 |
| AutoZone, Inc. (AZO) | 0.79% | $54.61B | 5.92% | 53.09% | 3.70 |
| Motorola Solutions, Inc. (MSI) | 0.79% | $77.93B | 9.36% | 49.58% | 6.84 |
| Digital Realty Trust, Inc. (DLR) | 0.79% | $54.28B | -0.70% | 23.89% | 12.43 |
| Tetra Tech, Inc. (TTEK) | 0.79% | $13.06B | 11.20% | 16.60% | 2.34 |
| RenaissanceRe Holdings Ltd. (RNR) | 0.78% | $14.35B | 53.05% | N/A | 1.97 |
| Comcast Corp. (CMCSA) | 0.78% | $160.49B | -2.70% | 61.26% | 2.09 |
| State Street Corp. (STT) | 0.78% | $26.90B | 33.74% | N/A | 2.80 |
| J.B. Hunt Transport Services, Inc. (JBHT) | 0.78% | $17.89B | -3.02% | 10.60% | 1.55 |
| Agilysys, Inc. (AGYS) | 0.78% | $3.03B | 13.29% | 61.06% | 11.47 |
| Norfolk Southern Corp. (NSC) | 0.78% | $58.88B | 2.69% | 41.17% | 5.96 |
| NiSource, Inc. (NI) | 0.78% | $15.59B | -0.49% | 61.45% | 5.39 |
| Yum! Brands, Inc. (YUM) | 0.77% | $37.68B | 4.51% | 49.29% | 6.92 |
| CEVA, Inc. (CEVA) | 0.77% | $564.67M | 8.65% | 89.14% | 3.07 |
| Janus Henderson Group Plc (JHG) | 0.77% | $6.38B | 14.04% | 75.76% | 1.78 |
| Cintas Corp. (CTAS) | 0.77% | $84.58B | 6.80% | 48.40% | 8.75 |
| Wolverine World Wide, Inc. (WWW) | 0.77% | $1.26B | -27.82% | 40.55% | 1.02 |
| The Walt Disney Co. (DIS) | 0.77% | $175.45B | 3.54% | 31.01% | 2.54 |
| ABM Industries, Inc. (ABM) | 0.77% | $3.35B | 3.25% | 11.90% | 0.59 |
| Fifth Third Bancorp (FITB) | 0.77% | $29.69B | 4.22% | N/A | 3.50 |
| Domino's Pizza, Inc. (DPZ) | 0.77% | $14.60B | 5.14% | 39.23% | 4.08 |
| Haynes International, Inc. (HAYN) | 0.76% | $772.47M | 6.96% | 16.59% | 1.37 |
| PepsiCo, Inc. (PEP) | 0.76% | $237.29B | -0.58% | 55.70% | 3.06 |
| The Timken Co. (TKR) | 0.76% | $5.90B | -7.07% | 30.11% | 1.66 |
| Starbucks Corp. (SBUX) | 0.76% | $110.66B | -0.62% | 22.19% | 3.03 |
| Trinity Industries, Inc. (TRN) | 0.76% | $2.87B | 16.47% | 20.91% | 2.52 |
| eBay, Inc. (EBAY) | 0.76% | $31.13B | 2.22% | 71.34% | 2.94 |
| Amphastar Pharmaceuticals, Inc. (AMPH) | 0.76% | $2.43B | 25.17% | 50.47% | 3.48 |
| Parker-Hannifin Corp. (PH) | 0.76% | $80.97B | 4.53% | 35.91% | 3.82 |
| Consolidated Communications Holdings, Inc. (CNSL) | 0.75% | $549.73M | -2.35% | 27.87% | 2.90 |
| American Express Co. (AXP) | 0.75% | $191.07B | 9.21% | 61.49% | 2.74 |
| Vulcan Materials Co. (VMC) | 0.75% | $33.51B | -4.66% | 29.40% | 4.88 |
| Reliance, Inc. (RS) | 0.75% | $15.80B | -6.11% | 27.98% | 1.22 |
| ANSYS, Inc. (ANSS) | 0.75% | $28.46B | 19.64% | 87.30% | 12.03 |
| Lockheed Martin Corp. (LMT) | 0.75% | $135.37B | 1.34% | 12.38% | 2.18 |
| ONE Gas, Inc. (OGS) | 0.75% | $4.18B | -11.05% | 24.82% | 3.31 |
| Deckers Outdoor Corp. (DECK) | 0.75% | $23.49B | 22.13% | 54.82% | 5.31 |
| Everest Group Ltd. (EG) | 0.75% | $16.69B | 15.78% | N/A | 1.23 |
| PPG Industries, Inc. (PPG) | 0.75% | $29.37B | -1.49% | 38.99% | 2.06 |
| Western Digital Corp. (WDC) | 0.75% | $23.03B | 5.56% | 24.53% | 2.37 |
| Aptiv Plc (APTV) | 0.74% | $16.38B | -2.87% | 17.13% | 1.24 |
| Dow, Inc. (DOW) | 0.74% | $36.09B | -4.42% | 11.38% | 1.20 |
| Seagate Technology Holdings Plc (STX) | 0.74% | $21.79B | 49.11% | 32.93% | 3.84 |
| Church & Dwight Co., Inc. (CHD) | 0.74% | $25.11B | 3.92% | 45.09% | 4.59 |
| Costco Wholesale Corp. (COST) | 0.74% | $398.40B | 5.02% | 12.61% | 1.56 |
| Dorman Products, Inc. (DORM) | 0.74% | $3.48B | 4.66% | 39.65% | 1.76 |
| QUALCOMM, Inc. (QCOM) | 0.74% | $185.59B | 11.15% | 55.56% | 6.49 |
| Silicon Laboratories, Inc. (SLAB) | 0.74% | $3.57B | -40.63% | 48.50% | 5.93 |
| Signet Jewelers Ltd. (SIG) | 0.74% | $4.12B | -7.60% | 37.99% | 0.63 |
| Cooper-Standard Holdings, Inc. (CPS) | 0.74% | $244.02M | -2.12% | 11.41% | 0.47 |
| IDEX Corp. (IEX) | 0.73% | $15.51B | -4.61% | 45.44% | 4.98 |
| Advanced Micro Devices, Inc. (AMD) | 0.73% | $247.48B | 8.88% | 42.71% | 11.28 |
| Woodward, Inc. (WWD) | 0.73% | $9.81B | 5.87% | 27.13% | 3.56 |
| Skechers U.S.A., Inc. (SKX) | 0.73% | $8.17B | 7.21% | 52.56% | 1.36 |
| Microchip Technology, Inc. (MCHP) | 0.73% | $40.38B | -45.76% | 49.46% | 8.43 |
| Rogers Corp. (ROG) | 0.73% | $1.87B | -7.20% | 34.13% | 2.49 |
| Crown Castle, Inc. (CCI) | 0.73% | $47.75B | -0.90% | 46.37% | 12.28 |
| Synopsys, Inc. (SNPS) | 0.73% | $75.79B | 2.31% | 78.17% | 13.79 |
| Lancaster Colony Corp. (LANC) | 0.73% | $4.84B | 2.70% | 23.08% | 2.72 |
| AMC Networks, Inc. (AMCX) | 0.73% | $258.30M | -7.76% | 50.92% | 0.92 |
| The Buckle, Inc. (BKE) | 0.73% | $2.16B | -3.43% | 46.93% | 1.62 |
| Littelfuse, Inc. (LFUS) | 0.73% | $6.27B | -8.74% | 34.25% | 3.02 |
| ResMed, Inc. (RMD) | 0.73% | $35.22B | 10.95% | 55.68% | 6.16 |
| MAXIMUS, Inc. (MMS) | 0.72% | $5.23B | 10.62% | 23.48% | 1.22 |
| Teradyne, Inc. (TER) | 0.72% | $20.46B | 6.70% | 58.04% | 8.85 |
| Synaptics, Inc. (SYNA) | 0.72% | $2.90B | -29.20% | 44.04% | 3.80 |
| The Sherwin-Williams Co. (SHW) | 0.72% | $91.35B | 0.75% | 49.13% | 4.72 |
| Mondelez International, Inc. (MDLZ) | 0.72% | $94.25B | -1.93% | 30.03% | 2.97 |
| Customers Bancorp, Inc. (CUBI) | 0.72% | $1.45B | 5.51% | N/A | 2.04 |
| Calavo Growers, Inc. (CVGW) | 0.71% | $483.13M | -30.89% | 11.19% | 0.66 |
| Matthews International Corp. (MATW) | 0.71% | $679.27M | -9.34% | 29.47% | 0.89 |
| Applied Materials, Inc. (AMAT) | 0.71% | $150.62B | 5.52% | 47.29% | 6.32 |
| Dollar General Corp. (DG) | 0.71% | $17.82B | 4.23% | 27.63% | 1.10 |
| Louisiana-Pacific Corp. (LPX) | 0.71% | $7.03B | 33.22% | 32.31% | 2.05 |
| Armada Hoffler Properties, Inc. (AHH) | 0.71% | $881.44M | 11.30% | 16.27% | 3.95 |
| Lennar Corp. (LEN) | 0.71% | $46.47B | 7.57% | 21.82% | 1.34 |
| RH (RH) | 0.71% | $6.02B | 3.64% | 45.17% | 2.89 |
| Ross Stores, Inc. (ROST) | 0.71% | $48.19B | 7.15% | 28.29% | 2.26 |
| Lam Research Corp. (LRCX) | 0.71% | $94.43B | -14.47% | 47.61% | 9.39 |
| Danaher Corp. (DHR) | 0.70% | $188.70B | -15.64% | 58.66% | 9.14 |
| Mettler-Toledo International, Inc. (MTD) | 0.70% | $28.20B | -3.60% | 57.83% | 8.50 |
| FirstCash Holdings, Inc. (FCFS) | 0.70% | $4.93B | 10.71% | 48.13% | 2.01 |
| Korn Ferry (KFY) | 0.70% | $3.62B | -3.33% | 19.93% | 1.37 |
| Universal Health Realty Income Trust (UHT) | 0.70% | $575.70M | 3.90% | 38.75% | 9.24 |
| Guess Inc. (GES) | 0.70% | $915.83M | 10.24% | 43.47% | 0.95 |
| Intuit, Inc. (INTU) | 0.70% | $168.74B | 13.34% | 75.76% | 11.44 |
| Apollo Commercial Real Estate Finance, Inc. (ARI) | 0.70% | $1.21B | 60.59% | 84.54% | 9.69 |
| NIKE, Inc. (NKE) | 0.69% | $95.31B | -10.26% | 44.86% | 2.54 |
| Brunswick Corp. (BC) | 0.69% | $5.10B | -15.18% | 25.81% | 1.26 |
| AZZ, Inc. (AZZ) | 0.69% | $2.27B | 2.63% | 25.31% | 2.19 |
| Visteon Corp. (VC) | 0.69% | $2.44B | 3.15% | 14.50% | 0.76 |
| Rayonier Advanced Materials, Inc. (RYAM) | 0.69% | $488.92M | 8.73% | 11.53% | 0.67 |
| Sally Beauty Holdings, Inc. (SBH) | 0.69% | $1.27B | 1.22% | 47.92% | 0.72 |
| TopBuild Corp. (BLD) | 0.68% | $11.42B | 3.67% | 31.04% | 2.53 |
| LiveRamp Holdings, Inc. (RAMP) | 0.68% | $1.58B | 14.21% | 70.59% | 2.58 |
| Proto Labs, Inc. (PRLB) | 0.68% | $712.43M | 2.75% | 45.01% | 1.33 |
| Cadence Design Systems, Inc. (CDNS) | 0.68% | $68.21B | 8.61% | 86.24% | 20.30 |
| Trex Co., Inc. (TREX) | 0.68% | $6.83B | 5.59% | 44.65% | 6.53 |
| National Storage Affiliates Trust (NSA) | 0.68% | $3.29B | -11.63% | 48.06% | 9.00 |
| First Republic Bank (San Francisco, California) (FRC) | 0.67% | $1.67M | 27.41% | N/A | 5.69 |
| iStar, Inc. (STAR) | 0.65% | $1.67B | 4.35% | 96.21% | 15.12 |
| Wingstop, Inc. (WING) | 0.65% | $10.74B | 45.28% | 82.12% | 23.97 |
| Regeneron Pharmaceuticals, Inc. (REGN) | 0.62% | $104.33B | 12.32% | 83.06% | 8.46 |
| Align Technology, Inc. (ALGN) | 0.61% | $15.75B | 2.63% | 70.80% | 4.44 |
| Neogen Corp. (NEOG) | 0.59% | $3.03B | -5.25% | 39.84% | 4.94 |
| Brookfield Asset Management Ltd. (BAM) | <0.01% | $21.23B | 4.04% | 2.08% | 41.63 |
Market data by FactSet
