Index Performance
+1.51%
PERCPSEL
+4.45%
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 May 3, 2024
CSV download
| Phibro Animal Health Corp. (PAHC) | 1.04% | $340.86M | 2.17% | 31.42% | 0.91 |
| Century Aluminum Co. (CENX) | 1.03% | $1.51B | -11.39% | 3.35% | 0.91 |
| Newmont Corp. (NEM) | 0.90% | $47.34B | 50.58% | 27.24% | 3.71 |
| Western Digital Corp. (WDC) | 0.88% | $22.77B | 23.33% | 28.96% | 2.52 |
| Trinity Industries, Inc. (TRN) | 0.88% | $2.46B | 26.16% | 20.16% | 2.64 |
| Domino's Pizza, Inc. (DPZ) | 0.87% | $17.88B | 5.88% | 38.89% | 4.59 |
| Teradyne, Inc. (TER) | 0.87% | $17.96B | -2.63% | 56.81% | 6.66 |
| Guess?, Inc. (GES) | 0.87% | $1.40B | 3.32% | 43.64% | 0.88 |
| Tetra Tech, Inc. (TTEK) | 0.86% | $10.92B | 8.06% | 16.58% | 2.20 |
| ResMed, Inc. (RMD) | 0.85% | $32.05B | 7.17% | 56.94% | 6.57 |
| Woodward, Inc. (WWD) | 0.85% | $10.13B | 16.31% | 28.06% | 3.15 |
| Cooper-Standard Holdings, Inc. (CPS) | 0.85% | $276.99M | 11.50% | 9.43% | 0.48 |
| Red Robin Gourmet Burgers, Inc. (RRGB) | 0.84% | $116.87M | 2.88% | 9.72% | 0.60 |
| Wingstop, Inc. (WING) | 0.83% | $11.19B | 34.09% | 83.07% | 22.85 |
| Daktronics, Inc. (DAKT) | 0.83% | $467.44M | -7.93% | 24.50% | 0.47 |
| Alaska Air Group, Inc. (ALK) | 0.83% | $5.37B | 1.64% | 6.72% | 0.67 |
| Skechers U.S.A., Inc. (SKX) | 0.82% | $8.79B | 12.47% | 52.48% | 1.28 |
| QUALCOMM, Inc. (QCOM) | 0.80% | $200.99B | 1.23% | 56.27% | 5.32 |
| PepsiCo, Inc. (PEP) | 0.80% | $241.21B | 2.28% | 55.00% | 2.99 |
| NiSource, Inc. (NI) | 0.80% | $12.75B | -5.90% | 55.65% | 4.75 |
| Fifth Third Bancorp (FITB) | 0.80% | $25.22B | 17.16% | N/A | 3.30 |
| Cintas Corp. (CTAS) | 0.80% | $67.20B | 9.87% | 47.68% | 7.16 |
| Wolverine World Wide, Inc. (WWW) | 0.79% | $870.23M | -16.46% | 39.36% | 0.73 |
| Littelfuse, Inc. (LFUS) | 0.79% | $5.95B | -12.20% | 32.12% | 2.82 |
| Lockheed Martin Corp. (LMT) | 0.79% | $111.14B | 13.68% | 11.59% | 1.82 |
| ONE Gas, Inc. (OGS) | 0.79% | $3.73B | -7.99% | 18.94% | 2.78 |
| Entergy Corp. (ETR) | 0.79% | $22.85B | -6.25% | 24.03% | 4.18 |
| Morgan Stanley (MS) | 0.79% | $150.74B | 13.33% | N/A | N/A |
| Armada Hoffler Properties, Inc. (AHH) | 0.79% | $719.70M | 46.80% | 13.86% | 4.50 |
| ABM Industries, Inc. (ABM) | 0.79% | $2.84B | 3.93% | 11.05% | 0.49 |
| American Express Co. (AXP) | 0.78% | $167.24B | 13.32% | 62.03% | 2.31 |
| Digital Realty Trust, Inc. (DLR) | 0.78% | $43.77B | -0.57% | 23.08% | 12.06 |
| The Timken Co. (TKR) | 0.78% | $6.28B | -5.74% | 32.12% | 1.79 |
| Booking Holdings, Inc. (BKNG) | 0.78% | $118.15B | 16.86% | 95.99% | 5.79 |
| Aptiv Plc (APTV) | 0.78% | $21.21B | 1.72% | 15.92% | 1.39 |
| Janus Henderson Group Plc (JHG) | 0.78% | $5.17B | 11.84% | 75.67% | 1.87 |
| Wells Fargo & Co. (WFC) | 0.77% | $211.82B | 12.52% | N/A | 2.16 |
| Universal Health Realty Income Trust (UHT) | 0.77% | $508.76M | 8.25% | 37.64% | 8.99 |
| Agilysys, Inc. (AGYS) | 0.77% | $2.27B | 21.33% | 60.38% | 9.63 |
| State Street Corp. (STT) | 0.77% | $22.10B | 23.49% | N/A | 3.08 |
| AZZ, Inc. (AZZ) | 0.77% | $1.86B | 16.16% | 21.92% | 1.98 |
| Masimo Corp. (MASI) | 0.77% | $7.21B | 0.60% | 49.00% | 3.49 |
| Motorola Solutions, Inc. (MSI) | 0.77% | $56.02B | 10.04% | 48.39% | 6.32 |
| Microchip Technology, Inc. (MCHP) | 0.77% | $48.34B | -18.60% | 54.86% | 6.41 |
| Applied Materials, Inc. (AMAT) | 0.76% | $164.44B | -0.18% | 47.76% | 5.23 |
| Costco Wholesale Corp. (COST) | 0.76% | $324.84B | 5.75% | 12.49% | 1.29 |
| Seagate Technology Holdings Plc (STX) | 0.76% | $18.12B | -11.02% | 25.86% | 3.94 |
| East West Bancorp, Inc. (EWBC) | 0.76% | $10.53B | 23.16% | N/A | 2.56 |
| Church & Dwight Co., Inc. (CHD) | 0.76% | $25.82B | 5.14% | 43.65% | 4.67 |
| Triumph Group, Inc. (TGI) | 0.76% | $1.03B | -13.35% | 21.97% | 2.02 |
| Visteon Corp. (VC) | 0.76% | $3.18B | -3.52% | 12.75% | 0.85 |
| The Walt Disney Co. (DIS) | 0.75% | $206.58B | 0.49% | 28.49% | 2.38 |
| Corpay, Inc. (FLT) | 0.75% | $21.48B | 9.65% | 72.59% | 6.57 |
| The Aaron's Co., Inc. (AAN) | 0.75% | $213.78M | -4.87% | 51.82% | 0.46 |
| Lennar Corp. (LEN) | 0.75% | $42.81B | 12.50% | 22.21% | 1.23 |
| National Storage Affiliates Trust (NSA) | 0.75% | $2.86B | -5.69% | 47.99% | 11.39 |
| Intuit, Inc. (INTU) | 0.75% | $171.92B | 11.34% | 71.20% | 12.21 |
| MAXIMUS, Inc. (MMS) | 0.75% | $4.99B | 6.23% | 20.85% | 1.30 |
| Dorman Products, Inc. (DORM) | 0.75% | $2.81B | 11.31% | 35.52% | 1.70 |
| Consolidated Communications Holdings, Inc. (CNSL) | 0.74% | $512.80M | -6.81% | 25.50% | 2.75 |
| Parker-Hannifin Corp. (PH) | 0.74% | $68.15B | 0.25% | 35.37% | 4.21 |
| Rogers Corp. (ROG) | 0.74% | $2.24B | -12.49% | 31.96% | 2.42 |
| Lam Research Corp. (LRCX) | 0.74% | $115.53B | -1.96% | 47.86% | 8.92 |
| Dow, Inc. (DOW) | 0.74% | $39.96B | -9.16% | 12.54% | 1.25 |
| Ameriprise Financial, Inc. (AMP) | 0.74% | $41.73B | 12.05% | 51.77% | 2.67 |
| Haynes International, Inc. (HAYN) | 0.74% | $762.76M | 11.07% | 16.77% | 1.38 |
| Danaher Corp. (DHR) | 0.74% | $182.83B | -19.13% | 60.16% | 7.59 |
| U.S. Bancorp (USB) | 0.74% | $63.84B | 11.40% | N/A | 1.70 |
| IPG Photonics Corp. (IPGP) | 0.74% | $3.95B | -27.41% | 38.70% | 2.57 |
| Mondelez International, Inc. (MDLZ) | 0.74% | $94.57B | 1.35% | 63.74% | 3.13 |
| Vulcan Materials Co. (VMC) | 0.74% | $34.96B | -6.26% | 19.73% | 5.20 |
| Regeneron Pharmaceuticals, Inc. (REGN) | 0.74% | $101.61B | -0.54% | 82.58% | 7.86 |
| Matthews International Corp. (MATW) | 0.74% | $832.10M | 0.17% | 28.10% | 1.08 |
| The Buckle, Inc. (BKE) | 0.73% | $1.94B | -6.25% | 49.09% | 1.52 |
| Korn Ferry (KFY) | 0.73% | $3.23B | -1.45% | 17.31% | 0.99 |
| Amphastar Pharmaceuticals, Inc. (AMPH) | 0.73% | $2.08B | 29.14% | 53.38% | 5.65 |
| Cogent Communications Holdings, Inc. (CCOI) | 0.73% | $3.01B | 56.92% | 17.48% | 5.69 |
| Calavo Growers, Inc. (CVGW) | 0.73% | $514.61M | -43.59% | 8.44% | 0.61 |
| LiveRamp Holdings, Inc. (RAMP) | 0.73% | $2.15B | 9.62% | 74.16% | 3.28 |
| TopBuild Corp. (BLD) | 0.73% | $13.01B | 3.71% | 30.87% | 2.44 |
| Yum! Brands, Inc. (YUM) | 0.73% | $38.00B | -2.86% | 50.06% | 7.14 |
| FirstCash Holdings, Inc. (FCFS) | 0.73% | $5.22B | 9.65% | 47.85% | 2.33 |
| iStar, Inc. (STAR) | 0.73% | $1.36B | 125.29% | 94.58% | 16.04 |
| Synopsys, Inc. (SNPS) | 0.73% | $79.84B | 21.03% | 77.51% | 13.40 |
| Trex Co., Inc. (TREX) | 0.72% | $9.78B | -1.01% | 41.32% | 8.26 |
| ANSYS, Inc. (ANSS) | 0.72% | $27.46B | -8.41% | 83.97% | 13.59 |
| Customers Bancorp, Inc. (CUBI) | 0.72% | $1.49B | 5.97% | N/A | 2.28 |
| Lancaster Colony Corp. (LANC) | 0.72% | $5.28B | 1.40% | 22.15% | 2.96 |
| AMC Networks, Inc. (AMCX) | 0.72% | $370.17M | -12.42% | 47.73% | 1.09 |
| PPG Industries, Inc. (PPG) | 0.72% | $31.01B | -1.58% | 39.94% | 2.22 |
| Rayonier Advanced Materials, Inc. (RYAM) | 0.72% | $258.89M | -4.31% | 5.36% | 0.60 |
| BlackRock, Inc. (BLK) | 0.71% | $112.75B | 13.22% | 81.87% | N/A |
| eBay, Inc. (EBAY) | 0.71% | $25.06B | 3.43% | 72.56% | 2.70 |
| Granite Point Mortgage Trust, Inc. (GPMT) | 0.71% | $219.43M | 26.84% | 95.76% | 7.73 |
| Louisiana-Pacific Corp. (LPX) | 0.70% | $5.34B | -33.03% | 23.09% | 2.04 |
| Mettler-Toledo International, Inc. (MTD) | 0.70% | $26.73B | -3.35% | 57.26% | 7.60 |
| Everest Group Ltd. (EG) | 0.70% | $16.15B | 25.78% | N/A | 1.34 |
| RH (RH) | 0.70% | $4.80B | -15.63% | 45.86% | 3.01 |
| AutoZone, Inc. (AZO) | 0.70% | $51.25B | 4.56% | 53.89% | 3.32 |
| Cadence Design Systems, Inc. (CDNS) | 0.70% | $75.23B | -1.23% | 87.06% | 20.79 |
| Signet Jewelers Ltd. (SIG) | 0.70% | $4.33B | -8.56% | 39.39% | 0.83 |
| Under Armour, Inc. (UAA) | 0.70% | $2.65B | -5.34% | 44.91% | 0.76 |
| Silicon Laboratories, Inc. (SLAB) | 0.69% | $3.86B | -56.90% | 46.05% | 6.63 |
| Crown Castle, Inc. (CCI) | 0.69% | $41.91B | -7.45% | 45.40% | 10.93 |
| MarketAxess Holdings, Inc. (MKTX) | 0.69% | $7.86B | 4.48% | 79.98% | 14.12 |
| Salesforce, Inc. (CRM) | 0.69% | $263.97B | 11.18% | 67.42% | 7.92 |
| Apollo Commercial Real Estate Finance, Inc. (ARI) | 0.69% | $1.44B | 0.25% | 84.15% | 10.84 |
| The Sherwin-Williams Co. (SHW) | 0.69% | $77.20B | -1.38% | 47.16% | 4.41 |
| Brunswick Corp. (BC) | 0.69% | $5.51B | -21.71% | 26.06% | 1.50 |
| NIKE, Inc. (NKE) | 0.69% | $111.95B | 0.51% | 44.23% | 3.11 |
| Teledyne Technologies, Inc. (TDY) | 0.69% | $18.29B | -2.58% | 39.26% | 4.09 |
| Rambus, Inc. (RMBS) | 0.69% | $5.89B | 3.61% | 73.21% | 13.84 |
| Deckers Outdoor Corp. (DECK) | 0.69% | $21.37B | 16.09% | 57.79% | 3.85 |
| Illumina, Inc. (ILMN) | 0.69% | $19.70B | -1.01% | 66.45% | 5.10 |
| RenaissanceRe Holdings Ltd. (RNR) | 0.68% | $11.52B | 17.75% | N/A | 2.23 |
| Norfolk Southern Corp. (NSC) | 0.68% | $52.82B | -4.09% | 10.39% | 6.20 |
| IDEX Corp. (IEX) | 0.68% | $16.70B | -5.31% | 44.65% | 5.96 |
| Synaptics, Inc. (SYNA) | 0.68% | $3.52B | -32.88% | 44.35% | 4.52 |
| Align Technology, Inc. (ALGN) | 0.68% | $21.57B | 5.76% | 70.33% | 6.10 |
| Proto Labs, Inc. (PRLB) | 0.68% | $800.98M | 1.61% | 44.93% | N/A |
| Comcast Corp. (CMCSA) | 0.68% | $152.00B | 1.24% | 58.83% | 2.22 |
| Sally Beauty Holdings, Inc. (SBH) | 0.68% | $1.15B | -2.69% | 47.30% | 0.80 |
| Dollar General Corp. (DG) | 0.68% | $30.13B | 2.24% | 30.29% | 1.23 |
| Reliance, Inc. (RS) | 0.67% | $16.69B | -8.08% | 29.21% | 1.37 |
| Ross Stores, Inc. (ROST) | 0.67% | $42.81B | 8.99% | 27.36% | 2.42 |
| CEVA, Inc. (CEVA) | 0.66% | $475.74M | -27.65% | 87.46% | 3.83 |
| Expedia Group, Inc. (EXPE) | 0.64% | $17.28B | 8.41% | 80.34% | 1.44 |
| MSCI, Inc. (MSCI) | 0.64% | $37.05B | 14.82% | 74.82% | 18.61 |
| J.B. Hunt Transport Services, Inc. (JBHT) | 0.63% | $16.98B | -8.84% | 10.19% | 1.76 |
| Starbucks Corp. (SBUX) | 0.60% | $84.87B | -1.84% | 19.69% | 3.45 |
| Neogen Corp. (NEOG) | 0.59% | $2.70B | 4.84% | 50.53% | 4.78 |
| The Hain Celestial Group, Inc. (HAIN) | 0.59% | $624.34M | -0.02% | 22.18% | 1.03 |
| Advanced Micro Devices, Inc. (AMD) | 0.59% | $236.22B | 2.24% | 39.61% | 12.84 |
| First Republic Bank (San Francisco, California) (FRC) | 0.53% | $5.96M | 27.41% | N/A | 5.69 |
| Brookfield Asset Management Ltd. (BAM) | 0.24% | $15.07B | 16.11% | 97.54% | 3.74 |
Market data by FactSet
