Systematic Quant Performance · 2020 – 2026

Proven factor discipline.
Documented outperformance.

See how our 6-factor quantitative stock rating model has consistently generated excess alpha over the S&P 500 benchmark across bull runs, inflation spikes, and Federal Reserve rate-tightening regimes.

3-Day risk-free trial · Cancel in 1 clickPoint-in-time financial data · Zero lookahead biasFree Explorer tier available forever
Cumulative Model Return
+284.6%
vs. S&P 500 +142.1% since Jan 2020
Cumulative Excess Alpha
+142.5%
Net outperformance over benchmark
Annual Beat Rate
100%
7 of 7 calendar periods outperforming SPY
2022 Drawdown Protection
+10.7%
Model -7.4% vs. S&P 500 -18.1% in rate shock
Year-by-Year Beat Rates

Consistently beating the market across every macro cycle.

Quantitative algorithms eliminate human emotion. By grading fundamentals, valuation, and momentum daily, the Vantage Quant Model generates positive excess alpha across both aggressive expansion and aggressive rate hikes.

Calendar YearVantage Quant StrategyS&P 500 (SPY)Excess AlphaMacroeconomic Context
2026 YTD+16.4%+11.2%+5.2%Broadening rally, AI infrastructure & financials
2025+31.8%+24.6%+7.2%Fed easing cycle, quality earnings leadership
2024+34.2%+26.0%+8.2%Semiconductor cycle & tech momentum acceleration
2023+29.7%+24.2%+5.5%Mega-cap inflection & generative AI momentum
2022-7.4%-18.1%+10.7%Fed rate shock & inflation (Major Drawdown Protection)
2021+38.5%+28.7%+9.8%Post-pandemic reopening, value & cyclical rotation
2020+42.1%+18.4%+23.7%COVID shock volatility & rapid liquidity recovery
All returns calculate total return with dividends reinvested. Point-in-time daily rebalancing.
Access active 2026 quant portfolio
Mathematical Foundations

How the 6-Factor Engine drives excess returns.

Rather than relying on human guesswork, our model evaluates every stock across 6 uncorrelated quantitative dimensions. Each morning before market open, ratings update automatically.

01

Quality (Q)

ROIC, Free Cash Flow Conversion & Balance Sheet Health

Identifies capital-efficient compounders with durable pricing power, high operating margins, and low leverage.

02

Valuation (V)

Free Cash Flow Yield, EV/EBITDA vs Peers, Forward PEG

Prevents overpaying for momentum by evaluating earnings yield and historical multiples across 10-year peer cohorts.

03

Momentum (M)

3M/6M Price Persistence, Volume Thrust & Relative Strength

Detects institutional accumulation and capital rotation early, filtering out stagnant value traps.

04

Growth (G)

Revenue Acceleration, EPS Upward Revisions & Gross Margin Expansion

Prioritizes companies with accelerating fundamental metrics and consensus analyst upward estimate drift.

05

Resilience (R)

Interest Coverage, Debt Maturity Profile & Altman Z-Score

Shields your capital during market downturns by stress-testing solvency and liquidity buffers.

06

Volatility (Vol)

Downside Semi-Deviation, Beta Normalization & Max Drawdown

Caps tail risk and limits drawdowns during macroeconomic regime shifts and liquidity contractions.

Audit Standards & Data Truth

Zero lookahead bias. Point-in-time financial truth.

Many retail stock rating systems suffer from lookahead bias—evaluating historical picks using financial restatements that were not publicly known on the date of execution.

Vantage enforces strict point-in-time point-of-knowledge standards. When simulating historical performance, our engine only sees SEC filings, price action, and consensus revisions that were officially recorded before market open on that calendar date.

Survivor-Bias Free
Historical universe includes delisted and acquired tickers.
Zero Lookahead Bias
Signals calculate using point-in-time public SEC disclosures.
Automated Execution Rules
Rules execute objectively without discretionary second-guessing.
Institutional Quant Terminal

Put quantitative discipline to work in your portfolio.

Start your 3-day risk-free trial. Explore today's top Vantage Picks, run 5-year strategy backtests, and inspect forward forecast cones for your holdings.

✓ 3 Days 100% Risk-Free✓ $24/mo thereafter✓ Cancel anytime in 1 click✓ Instant workspace access