Backtest: does a higher score predict better returns?
Each ticker is scored using only fundamentals that were actually filed with the SEC on or before 2025-10-22, 1 year(s) back, so nothing leaks in from the future. That score is then held up against the real price return from that date to today.
12/12
Tickers scored
-0.263
Score ↔ Return Correlation
| Ticker | Score (2025-10-22) | Price Then | Price Now | Forward Return |
|---|---|---|---|---|
| AAPL | 41.1 | $257.5 | $343.99 | 33.59% |
| MSFT | 47.4 | $516.29 | $532.95 | 3.23% |
| GOOGL | 59.7 | $251.04 | $334.76 | 33.35% |
| AMZN | 37.0 | $217.95 | $262.37 | 20.38% |
| META | 56.4 | $730.93 | $697.52 | -4.57% |
| JPM | 41.4 | $288.55 | $335.19 | 16.16% |
| KO | 51.3 | $68.98 | $92.68 | 34.36% |
| WMT | 30.7 | $106.25 | $117.8 | 10.88% |
| XOM | 62.1 | $111.48 | $178.09 | 59.75% |
| JNJ | 45.4 | $188.69 | $257.78 | 36.62% |
| DIS | 52.2 | $111.47 | $111.83 | 0.33% |
| INTC | 32.8 | $36.92 | $92.96 | 151.79% |