Decision summary
Question: Strong Momentum + Strong Fundamentals
Momentum + revenue growth >15% produced a 27.9% median 24-month return versus 25.2% for all eligible observations. The loss greater than 20% rate was 13.0% versus 13.7% baseline.
- Future return potential: Momentum + revenue growth >15% median 27.9% versus All eligible observations 25.2%; excess 2.7%.
- Correction/drawdown risk: loss greater than 20% 13.0% versus baseline 13.7%; excess -0.7%. Median max drawdown -10.2%.
- Entry timing risk: entry condition Favorable based on loss risk and forward drawdown.
- Use: buying/holding/trimming decisions require entry condition, thesis condition, and current position. No simple Buy/Sell label is inferred from price history alone.
Baseline comparison
| Group | Median return | 25th pct | 75th pct | 10th pct downside | Finished positive | Loss >20% | Loss >30% | Loss >50% | Median max drawdown | Sample size |
|---|---|---|---|---|---|---|---|---|---|---|
| Momentum + revenue growth >15% | 27.9% | -0.6% | 61.2% | -28.1% | 74.4% | 13.0% | 9.2% | 2.5% | -10.2% | 874 |
| All eligible observations | 25.2% | -2.0% | 55.1% | -27.5% | 73.5% | 13.7% | 9.0% | 3.4% | -10.4% | 4,650 |
| EW broad index | 28.3% | 13.9% | 51.5% | -0.9% | 85.9% | 3.6% | 3.1% | 0.0% | -9.6% | 4,641 |
| Signal excess vs baseline | 2.7% | -0.7% | 0.1% | -0.8% | 0.2% |
Distribution by bucket
| Group | Median return | 25th pct | 75th pct | 10th pct downside | Finished positive | Loss >20% | Loss >30% | Loss >50% | Median max drawdown | Sample size |
|---|---|---|---|---|---|---|---|---|---|---|
| Momentum + revenue growth >15% | 25.7% | -2.9% | 60.9% | -28.0% | 72.7% | 13.4% | 9.0% | 3.2% | -12.2% | 4,786 |
| Momentum only | 25.3% | -1.9% | 54.7% | -27.2% | 73.4% | 13.4% | 8.8% | 3.1% | -9.1% | 16,323 |
| Fundamentals only | 31.7% | 2.5% | 68.9% | -25.0% | 76.8% | 12.0% | 7.8% | 2.8% | -11.3% | 5,117 |
| Neither | 24.6% | -1.7% | 54.9% | -26.6% | 73.5% | 13.0% | 8.5% | 3.2% | -9.6% | 27,363 |
Current ticker mapping
| Ticker | Current signal | Historical median return | Loss >20% | Entry condition | Suggested action |
|---|---|---|---|---|---|
| ADI | Momentum 75.7%, revenue growth 25.9% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| AMD | Momentum 263.7%, revenue growth 35.0% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| ANET | Momentum 55.9%, revenue growth 30.6% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| APH | Momentum 51.4%, revenue growth 54.4% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| AVGO | Momentum 63.0%, revenue growth 25.2% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| BBY | Momentum 21.0%, revenue growth 39.3% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| BLK | Momentum 129.4%, revenue growth 22.3% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| BMY | Momentum 29.7%, revenue growth 177.6% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| CF | Momentum 24.7%, revenue growth 20.9% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| CRWD | Momentum 43.5%, revenue growth 21.7% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| D | Momentum 23.7%, revenue growth 18.9% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| DDOG | Momentum 84.1%, revenue growth 29.5% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| FTNT | Momentum 30.5%, revenue growth 15.7% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| GE | Momentum 26.5%, revenue growth 30.6% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| GOOGL | Momentum 116.3%, revenue growth 17.5% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| HOOD | Momentum 71.6%, revenue growth 41.5% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| INTC | Momentum 412.0%, revenue growth 135.5% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| LLY | Momentum 42.8%, revenue growth 47.4% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| LRCX | Momentum 228.5%, revenue growth 26.5% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| MPWR | Momentum 115.3%, revenue growth 23.9% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| MRVL | Momentum 165.6%, revenue growth 42.1% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| MU | Momentum 689.7%, revenue growth 85.5% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| NEM | Momentum 90.5%, revenue growth 26.9% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| NVDA | Momentum 33.7%, revenue growth 65.5% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| PANW | Momentum 37.7%, revenue growth 15.4% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| SEDG | Momentum 274.3%, revenue growth 43.1% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| STX | Momentum 514.2%, revenue growth 28.9% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| TER | Momentum 317.3%, revenue growth 30.3% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
| WDC | Momentum 732.2%, revenue growth 32.0% | 27.9% | 13.0% | Acceptable with staged entry | Stage adds while thesis is Intact |
Suggested actions
| Situation | Suggested action |
|---|---|
| No position | Starter or staged entry is supported if thesis condition is Intact and valuation/liquidity filters pass. |
| Partial position | Hold and add in stages while thesis remains Intact. |
| Full position | Hold; new adds require portfolio room. |
| Overweight position | Do not add solely because the base rate is favorable. |
| Thesis deteriorating | Reduce or avoid regardless of historical base rate. |
What this signal does not mean
This signal does not create a simple Buy/Sell label. It is a historical base-rate input for entry sizing, holding discipline, and thesis monitoring.
Dataset disclosure
Universe: local database stocks with adjusted monthly prices from 2001-01-31 to 2026-06-26. Historical S&P 500 snapshot membership exists, but the studies use the available local stock universe rather than fully reconstructed historical constituents. Filters: adjusted price at least $5, trailing 3-month average daily dollar volume at least $1 million, market cap at least $300 million when available. Survivorship-bias risk remains.
Methodology
Observations use monthly adjusted prices when available, 24-month forward returns, forward maximum drawdown from the observation price, and a 12-month cooldown to reduce overlapping signals. Baseline uses all eligible observations that pass the same price/data availability filters. EW broad-market index is used because SPY price history is not available in the local service.
Historical patterns do not guarantee future results.