Hi, @alojoh : Thank you for your excellent weekly updates on U.S. tech. As a quant, my instinct is to backtest strategies before fully implementing them. To evaluate the efficiency of the system and determine how to best utilize your research, I built a weekly-rebalancing portfolio based on your "most and least attractive" lists. The results have been impressive. Between Jan 9 and April 17, both the long and short 90-day corridors significantly outperformed the QQQ benchmark. As expected, the 1-year corridor was less effective under a weekly rebalancing frequency, suggesting it may require a longer holding period. While a "Long Best/Short Worst" approach yielded nearly 30% on paper during this period, I have reservations about shorting these specific names; given that the pool consists of the world's strongest tech companies with solid fundamentals, I prefer a long-only approach. Backtest Parameters: Sample Period: 01/09/2026 – 04/10/2026 (based on the earliest available reports). Portfolios: I tracked four sleeves: Best 1Y, Best 90D, Worst 1Y, and Worst 90D. Methodology: Portfolios were rebalanced every weekend with an equal 33.33% weight across the top three names. Note: I used the raw rankings for this test and have not yet adjusted for the qualitative nuances in your reports (such as the TSLA/SpaceX commentary). Looking forward to your thoughts!