Index Performance
-7.99%
PERCPSEL
-2.47%
SP500
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 holdings137
What's inside?
Holdings
All holdings as of September 29, 2023
CSV download
| Rayonier Advanced Materials, Inc. (RYAM) | 0.85% | $0.231B | -3.46% | 3.80% | 0.54x |
| The Aaron's Co., Inc. (AAN) | 0.81% | $0.323B | -13.11% | 52.73% | 0.48x |
| Wingstop, Inc. (WING) | 0.80% | $5.391B | 27.93% | 81.47% | 15.75x |
| Teradyne, Inc. (TER) | 0.80% | $15.472B | -18.64% | 58.80% | 6.21x |
| FirstCash Holdings, Inc. (FCFS) | 0.79% | $4.528B | 15.91% | 47.16% | 2.00x |
| Western Digital Corp. (WDC) | 0.79% | $14.688B | -40.99% | 7.22% | 1.49x |
| The Hain Celestial Group, Inc. (HAIN) | 0.79% | $0.928B | -2.01% | 22.14% | 1.11x |
| Synaptics, Inc. (SYNA) | 0.78% | $3.491B | -52.29% | 40.78% | 2.43x |
| Seagate Technology Holdings Plc (STX) | 0.78% | $13.708B | -39.04% | 16.73% | 2.42x |
| PGT Innovations, Inc. (PGTI) | 0.78% | $1.619B | -5.31% | 38.30% | 1.65x |
| Skechers U.S.A., Inc. (SKX) | 0.78% | $6.577B | 7.75% | 50.51% | 1.20x |
| Phibro Animal Health Corp. (PAHC) | 0.77% | $0.260B | -0.08% | 30.09% | 1.01x |
| Brunswick Corp. (BC) | 0.77% | $5.517B | -7.26% | 26.79% | 1.23x |
| ResMed, Inc. (RMD) | 0.77% | $21.747B | 22.66% | 53.92% | 7.95x |
| Synopsys, Inc. (SNPS) | 0.77% | $69.802B | 19.65% | 76.34% | 12.46x |
| Costco Wholesale Corp. (COST) | 0.77% | $250.361B | 9.50% | 12.31% | 0.97x |
| IPG Photonics Corp. (IPGP) | 0.77% | $4.810B | -9.83% | 41.61% | 3.92x |
| Trinity Industries, Inc. (TRN) | 0.77% | $1.993B | 73.32% | 16.47% | 3.28x |
| Advanced Micro Devices, Inc. (AMD) | 0.77% | $166.123B | -18.18% | 36.61% | 8.32x |
| The Timken Co. (TKR) | 0.76% | $5.221B | 10.28% | 30.80% | 1.80x |
| Korn Ferry (KFY) | 0.76% | $2.500B | 0.44% | 17.43% | 0.93x |
| Lam Research Corp. (LRCX) | 0.76% | $82.873B | -30.54% | 45.78% | 4.69x |
| Microchip Technology, Inc. (MCHP) | 0.76% | $42.485B | 16.55% | 61.47% | 6.30x |
| Amphastar Pharmaceuticals, Inc. (AMPH) | 0.76% | $2.247B | 18.02% | 50.13% | 6.31x |
| Customers Bancorp, Inc. (CUBI) | 0.76% | $1.078B | 65.50% | N/A | 2.90x |
| Reliance Steel & Aluminum Co. (RS) | 0.76% | $15.355B | -17.11% | 29.94% | 1.06x |
| Rambus, Inc. (RMBS) | 0.76% | $6.088B | -1.07% | 71.81% | 14.65x |
| AutoZone, Inc. (AZO) | 0.76% | $46.116B | 6.40% | 52.71% | 3.21x |
| Applied Materials, Inc. (AMAT) | 0.76% | $115.818B | -1.09% | 46.28% | 4.82x |
| Tabula Rasa Healthcare, Inc. (TRHC) | 0.76% | $0.279B | 24.02% | 18.24% | 1.40x |
| Cadence Design Systems, Inc. (CDNS) | 0.76% | $63.680B | 13.88% | 89.64% | 16.79x |
| Daktronics, Inc. (DAKT) | 0.76% | $0.408B | 35.26% | 30.60% | 0.39x |
| Regeneron Pharmaceuticals, Inc. (REGN) | 0.76% | $87.843B | 10.53% | 83.91% | 5.97x |
| Visteon Corp. (VC) | 0.76% | $3.893B | 15.92% | 10.58% | 1.04x |
| The Buckle, Inc. (BKE) | 0.75% | $1.684B | -3.16% | 47.33% | 1.37x |
| American Equity Investment Life Holding Co. (AEL) | 0.75% | $4.200B | -36.68% | N/A | 2.37x |
| Parker-Hannifin Corp. (PH) | 0.75% | $50.027B | 21.68% | 36.07% | 3.31x |
| NIKE, Inc. (NKE) | 0.75% | $117.142B | 1.91% | 44.21% | 3.12x |
| AMC Networks, Inc. (AMCX) | 0.75% | $0.377B | -8.05% | 48.76% | 0.94x |
| RenaissanceRe Holdings Ltd. (RNR) | 0.75% | $10.130B | 114.70% | N/A | 2.30x |
| eBay, Inc. (EBAY) | 0.75% | $23.463B | 4.68% | 71.38% | 2.57x |
| QUALCOMM, Inc. (QCOM) | 0.75% | $123.943B | -22.72% | 55.13% | 3.48x |
| ABM Industries, Inc. (ABM) | 0.75% | $2.622B | 3.41% | 11.99% | 0.55x |
| Matthews International Corp. (MATW) | 0.75% | $1.185B | 11.90% | 27.69% | 1.15x |
| Everest Group Ltd. (EG) | 0.74% | $16.132B | 28.80% | N/A | 1.28x |
| LiveRamp Holdings, Inc. (RAMP) | 0.74% | $1.909B | 8.31% | 70.39% | 2.37x |
| Teledyne Technologies, Inc. (TDY) | 0.74% | $19.234B | 5.20% | 40.02% | 4.06x |
| Deckers Outdoor Corp. (DECK) | 0.74% | $13.435B | 10.16% | 49.35% | 3.55x |
| Guess?, Inc. (GES) | 0.74% | $1.160B | 3.40% | 44.02% | 0.92x |
| Proto Labs, Inc. (PRLB) | 0.74% | $0.689B | -3.65% | 43.45% | 1.75x |
| Littelfuse, Inc. (LFUS) | 0.74% | $6.156B | -1.04% | 35.61% | 3.16x |
| Domino's Pizza, Inc. (DPZ) | 0.74% | $13.293B | -3.81% | 39.49% | 3.68x |
| Lennar Corp. (LEN) | 0.74% | $31.908B | -2.07% | 25.04% | 0.99x |
| Comcast Corp. (CMCSA) | 0.74% | $182.490B | 1.66% | 59.40% | 2.24x |
| Yum! Brands, Inc. (YUM) | 0.74% | $35.010B | 3.12% | 50.50% | 7.34x |
| Booking Holdings, Inc. (BKNG) | 0.74% | $110.073B | 27.20% | 97.07% | 5.13x |
| The Sherwin-Williams Co. (SHW) | 0.74% | $65.586B | 6.27% | 46.03% | 3.52x |
| Consolidated Communications Holdings, Inc. (CNSL) | 0.74% | $0.399B | -7.78% | 24.95% | 2.40x |
| Danaher Corp. (DHR) | 0.74% | $183.185B | -7.66% | 56.46% | 6.30x |
| Lockheed Martin Corp. (LMT) | 0.73% | $102.989B | 8.07% | 12.52% | 1.93x |
| IDEX Corp. (IEX) | 0.73% | $15.727B | 6.29% | 44.67% | 5.25x |
| PPG Industries, Inc. (PPG) | 0.73% | $30.570B | 3.86% | 38.24% | 2.33x |
| J.B. Hunt Transport Services, Inc. (JBHT) | 0.73% | $19.483B | -18.37% | 11.54% | 1.45x |
| MSCI, Inc. (MSCI) | 0.73% | $40.579B | 12.57% | 77.23% | 17.60x |
| TopBuild Corp. (BLD) | 0.73% | $7.990B | 3.37% | 32.02% | 1.86x |
| Norfolk Southern Corp. (NSC) | 0.73% | $44.706B | -8.31% | 18.69% | 5.22x |
| Mondelez International, Inc. (MDLZ) | 0.73% | $94.413B | 16.95% | 37.43% | 3.52x |
| Expedia Group, Inc. (EXPE) | 0.73% | $14.698B | 5.56% | 81.95% | 1.29x |
| Dorman Products, Inc. (DORM) | 0.73% | $2.386B | 15.13% | 34.02% | 1.72x |
| Woodward, Inc. (WWD) | 0.73% | $7.507B | 30.33% | 25.53% | 2.88x |
| Church & Dwight Co., Inc. (CHD) | 0.73% | $22.545B | 9.74% | 41.80% | 4.79x |
| Aptiv Plc (APTV) | 0.73% | $27.884B | 28.17% | 14.90% | 1.76x |
| AZZ, Inc. (AZZ) | 0.73% | $1.140B | 24.32% | 24.82% | 1.38x |
| Agilysys, Inc. (AGYS) | 0.73% | $1.677B | 18.00% | 56.55% | 8.49x |
| Lancaster Colony Corp. (LANC) | 0.73% | $4.543B | 0.50% | 20.35% | 3.00x |
| Motorola Solutions, Inc. (MSI) | 0.73% | $45.469B | 12.29% | 47.61% | 5.85x |
| East West Bancorp, Inc. (EWBC) | 0.73% | $7.458B | 67.14% | N/A | 3.47x |
| Vulcan Materials Co. (VMC) | 0.73% | $26.842B | 8.12% | 27.61% | 4.55x |
| Ross Stores, Inc. (ROST) | 0.73% | $38.249B | 7.68% | 27.67% | 2.08x |
| Dow, Inc. (DOW) | 0.72% | $36.251B | -27.09% | 13.16% | 1.03x |
| ANSYS, Inc. (ANSS) | 0.72% | $25.825B | 4.80% | 85.14% | 13.44x |
| Century Aluminum Co. (CENX) | 0.72% | $0.664B | -32.82% | 2.76% | 0.59x |
| Wolverine World Wide, Inc. (WWW) | 0.72% | $0.641B | -17.45% | 43.66% | 0.91x |
| Tetra Tech, Inc. (TTEK) | 0.72% | $8.095B | 35.80% | 15.62% | 2.34x |
| Haynes International, Inc. (HAYN) | 0.72% | $0.592B | 10.55% | 18.11% | 1.30x |
| Silicon Laboratories, Inc. (SLAB) | 0.72% | $3.693B | -6.95% | 56.10% | 4.68x |
| Digital Realty Trust, Inc. (DLR) | 0.72% | $36.634B | 19.92% | 20.71% | 11.02x |
| Wells Fargo & Co. (WFC) | 0.72% | $149.498B | 112.20% | N/A | 2.28x |
| MarketAxess Holdings, Inc. (MKTX) | 0.72% | $8.049B | -1.32% | 79.75% | 12.90x |
| Ameriprise Financial, Inc. (AMP) | 0.72% | $33.834B | -33.86% | 71.46% | 2.54x |
| Intuit, Inc. (INTU) | 0.72% | $143.196B | 12.34% | 69.25% | 10.29x |
| Trex Co., Inc. (TREX) | 0.72% | $6.691B | -7.69% | 43.88% | 7.55x |
| Crown Castle, Inc. (CCI) | 0.72% | $39.911B | 7.67% | 48.69% | 10.84x |
| PepsiCo, Inc. (PEP) | 0.72% | $233.248B | 10.36% | 54.64% | 3.27x |
| Starbucks Corp. (SBUX) | 0.72% | $104.541B | 12.51% | 23.16% | 3.85x |
| Mettler-Toledo International, Inc. (MTD) | 0.72% | $24.228B | 0.38% | 57.58% | 7.85x |
| The Walt Disney Co. (DIS) | 0.72% | $148.103B | 3.63% | 29.22% | 2.46x |
| Salesforce, Inc. (CRM) | 0.71% | $197.305B | 11.44% | 67.33% | 6.75x |
| Cogent Communications Holdings, Inc. (CCOI) | 0.71% | $3.026B | 61.54% | 20.76% | 6.92x |
| Louisiana-Pacific Corp. (LPX) | 0.71% | $3.985B | -45.93% | 19.48% | 2.08x |
| Signet Jewelers Ltd. (SIG) | 0.71% | $3.223B | -8.05% | 37.83% | 0.75x |
| U.S. Bancorp (USB) | 0.71% | $50.680B | 57.92% | N/A | 1.85x |
| Entergy Corp. (ETR) | 0.71% | $19.560B | -16.17% | 28.53% | 3.54x |
| Alaska Air Group, Inc. (ALK) | 0.71% | $4.717B | 6.77% | 28.33% | 0.80x |
| Illumina, Inc. (ILMN) | 0.71% | $21.731B | 1.20% | 62.24% | 6.97x |
| Janus Henderson Group Plc (JHG) | 0.71% | $4.277B | 17.33% | 74.82% | 1.57x |
| MAXIMUS, Inc. (MMS) | 0.71% | $4.539B | 5.59% | 20.27% | 1.37x |
| FLEETCOR Technologies, Inc. (FLT) | 0.71% | $18.884B | 10.09% | 73.27% | 6.31x |
| Under Armour, Inc. (UAA) | 0.71% | $2.710B | -2.23% | 45.95% | 0.70x |
| Rogers Corp. (ROG) | 0.71% | $2.447B | -8.39% | 33.06% | 3.20x |
| BlackRock, Inc. (BLK) | 0.71% | $96.523B | 16.31% | 77.13% | 6.02x |
| Cintas Corp. (CTAS) | 0.71% | $49.263B | 8.12% | 48.74% | 6.09x |
| State Street Corp. (STT) | 0.70% | $21.336B | 56.55% | N/A | 2.81x |
| National Storage Affiliates Trust (NSA) | 0.70% | $2.832B | 8.36% | 47.20% | 9.29x |
| Newmont Corp. (NEM) | 0.70% | $29.368B | -14.48% | 20.11% | 3.31x |
| Morgan Stanley (MS) | 0.70% | $135.324B | 62.79% | N/A | 5.66x |
| Fifth Third Bancorp (FITB) | 0.70% | $17.247B | 41.14% | N/A | 3.23x |
| Apollo Commercial Real Estate Finance, Inc. (ARI) | 0.70% | $1.432B | -6.22% | 76.42% | 11.28x |
| iStar, Inc. (STAR) | 0.70% | $0.247B | -40.35% | 27.89% | 5.93x |
| Align Technology, Inc. (ALGN) | 0.70% | $23.367B | 3.36% | 71.69% | 7.02x |
| CEVA, Inc. (CEVA) | 0.69% | $0.458B | -21.16% | 77.53% | 3.88x |
| Sally Beauty Holdings, Inc. (SBH) | 0.69% | $0.903B | -3.17% | 48.33% | 0.79x |
| Universal Health Realty Income Trust (UHT) | 0.69% | $0.559B | 7.37% | 31.02% | 10.82x |
| Dollar General Corp. (DG) | 0.69% | $23.221B | 3.93% | 28.95% | 1.41x |
| American Express Co. (AXP) | 0.69% | $109.872B | 20.88% | 61.14% | 2.16x |
| Granite Point Mortgage Trust, Inc. (GPMT) | 0.68% | $0.252B | 39.30% | 95.69% | 9.44x |
| Armada Hoffler Properties, Inc. (AHH) | 0.68% | $0.696B | 64.98% | 16.46% | 4.82x |
| ONE Gas, Inc. (OGS) | 0.68% | $3.798B | -7.19% | 20.52% | 2.74x |
| Neogen Corp. (NEOG) | 0.68% | $4.010B | 72.61% | 50.94% | 5.40x |
| NiSource, Inc. (NI) | 0.67% | $10.199B | -7.88% | 55.50% | 4.47x |
| Calavo Growers, Inc. (CVGW) | 0.67% | $0.448B | -24.01% | 8.86% | 0.79x |
| Cooper-Standard Holdings, Inc. (CPS) | 0.66% | $0.231B | 19.45% | 9.78% | 0.48x |
| Triumph Group, Inc. (TGI) | 0.66% | $0.588B | -6.37% | 23.93% | 1.73x |
| RH (RH) | 0.66% | $4.864B | -19.28% | 47.48% | 3.81x |
| Masimo Corp. (MASI) | 0.66% | $4.631B | -19.46% | 48.58% | 4.47x |
| Red Robin Gourmet Burgers, Inc. (RRGB) | 0.61% | $0.128B | 1.55% | 8.88% | 0.62x |
| First Republic Bank (San Francisco, California) (FRC) | 0.54% | $0.013B | 51.28% | N/A | 13.29x |
Market data by FactSet
