How AIBROKER Ranks Stocks

Step 1 — Universe construction

We use point-in-time index membership snapshots for the S&P 500, NASDAQ 100, FTSE 100, Nikkei 225, and EURO STOXX 50, plus curated baskets for sector ETFs, leveraged ETFs, inverse ETFs, single-stock ETFs, and crypto. A name is only eligible on a given date if it was a member of the index on that date — there is no survivorship bias.

Step 2 — Momentum scoring

Each eligible name receives a multi-horizon momentum score combining 1-month, 3-month, 6-month, and 12-month total returns, each volatility-adjusted. The score is then normalized within the universe to produce a percentile rank. The exact weighting and lookback windows are published and unchanged since launch.

Step 3 — Regime overlay

A two-state regime model (rolling realized volatility plus market-breadth) classifies every trading day as risk-on, neutral, or risk-off. The overlay does not change the per-name ranking — it tells subscribers when momentum has historically worked and when it has historically failed.

Step 4 — Cryptographic verification

Each daily ranking is concatenated, SHA-256 hashed, and the hash is published at 06:00 UTC before any US market opens. The full ranking is revealed after 30 days. Registered users (free account) can verify that the revealed ranking matches the original hash.

Backtest assumptions

• Point-in-time data only — no look-ahead, no survivorship bias.
• Daily rebalancing with realistic transaction costs (5 bps per side, plus a small-cap slippage adjustment).
• Equal-weighted top-K portfolios across the configurable holding horizons.
• All results are simulated. Past performance does not guarantee future returns.