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.
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 Year | Vantage Quant Strategy | S&P 500 (SPY) | Excess Alpha | Macroeconomic 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 |
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.
Quality (Q)
Identifies capital-efficient compounders with durable pricing power, high operating margins, and low leverage.
Valuation (V)
Prevents overpaying for momentum by evaluating earnings yield and historical multiples across 10-year peer cohorts.
Momentum (M)
Detects institutional accumulation and capital rotation early, filtering out stagnant value traps.
Growth (G)
Prioritizes companies with accelerating fundamental metrics and consensus analyst upward estimate drift.
Resilience (R)
Shields your capital during market downturns by stress-testing solvency and liquidity buffers.
Volatility (Vol)
Caps tail risk and limits drawdowns during macroeconomic regime shifts and liquidity contractions.
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.
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.