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 2025-08-23, 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
-0.325
Score ↔ Return Correlation
| Ticker | Score (2025-08-23) | Price Then | Price Now | Forward Return |
|---|---|---|---|---|
| AAPL | 42.1 | $226.92 | $309.35 | 36.32% |
| MSFT | 48.8 | $503.09 | $483.24 | -3.95% |
| GOOGL | 59.4 | $205.5 | $344.82 | 67.79% |
| AMZN | 37.2 | $228.84 | $258.63 | 13.02% |
| META | 59.5 | $752.32 | $549.9 | -26.91% |
| JPM | 40.9 | $290.68 | $351.58 | 20.95% |
| KO | 51.5 | $68.2 | $91.1 | 33.58% |
| WMT | 32.6 | $96.02 | $103.7 | 8.0% |
| XOM | 65.7 | $108.15 | $165.11 | 52.67% |
| JNJ | 46.9 | $174.92 | $270.24 | 54.49% |
| DIS | 52.6 | $117.16 | $107.78 | -8.01% |
| INTC | 33.2 | $24.8 | $90.07 | 263.19% |