PUBLIC RQD TRACK RECORD & ATTRIBUTION AUDIT (v6.2)
UNIVERSE: 5,289 RATED US EQUITIES & ETFS • MEAN RQD: 53.2/100
Roarable Public RQD Track Record, Bucket Alpha & Setup Ledger Scorecard
Unlike black-box quant platforms that report only hypothetical backtests or hide downgraded losers, Roarable audits the multi-horizon performance of every RQD rating bucket (A–B Buy 70–100 vs C Hold 50–69 vs D–E Sell 0–49) against the S&P 500 (SPY), broken down by sector, market-cap tier, macro rate regime, and live rating upgrades/downgrades.
A–B 1Y RETURN
+38.6%
vs +24.4% SPY
1Y HIT RATE
68.4%
Beating S&P 500
A–B SHARPE
1.84
vs 1.31 SPY
D–E AVOID 1Y
-18.4%
-42.8% vs SPY
PART 01 // MULTI-HORIZON BUCKET PERFORMANCE MATRIX (EQUAL-WEIGHT MONTHLY REBALANCED COHORTS)
LONG/SHORT A–B vs D–E 1Y SPREAD: +57.0%
RQD A–B (Buy) vs. RQD C (Hold) vs. RQD D–E (Sell/Avoid) vs. S&P 500 (SPY) Benchmark
| RQD Rating Cohort / Benchmark | 1M Return | 3M Return | 6M Return | 1Y Return | Since Inception | Hit Rate (% > SPY) | 1Y Excess Alpha | Sharpe Ratio | Max Drawdown |
|---|---|---|---|---|---|---|---|---|---|
| 🟢 RQD A–B Bucket (70–100 Buy / Strong Buy) | +3.8% | +11.4% | +21.9% | +38.6% | +142.8% | 68.4% | +14.2% | 1.84 | -11.2% |
| ⚪ S&P 500 Equal-Date Benchmark (SPY Total Return) | +1.9% | +6.8% | +13.1% | +24.4% | +86.5% | 50.0% (Base) | 0.0% (Ref) | 1.31 | -15.8% |
| 🟡 RQD C Bucket (50–69 Hold / Watch) | +1.6% | +5.9% | +11.8% | +21.1% | +74.2% | 48.2% | -3.3% | 1.14 | -17.4% |
| 🔴 RQD D–E Bucket (0–49 Sell / Forensic Avoid) | -2.4% | -6.7% | -11.9% | -18.4% | -39.6% | 26.1% | -42.8% | -0.52 | -46.9% |
PART 02 // GRANULAR ATTRIBUTION AUDIT BY SECTOR, MARKET CAP & RATE REGIME
Where RQD A–B (70–100) Generates the Highest Alpha & Downside Protection
A. RQD A–B Performance by GICS / Thematic Sector (1-Year Trailing)
SECTOR-NEUTRAL PERCENTILE NORMALIZED (v6.1+)| Sector Cohort | A–B Stocks | RQD A–B 1Y Return | SPY 1Y Benchmark | Excess Alpha | Hit Rate | Sharpe | Max DD | Representative High-RQD Leaders |
|---|---|---|---|---|---|---|---|---|
| Technology & AI Semiconductors | 148 | +44.8% | +24.4% | +20.4% | 72.3% | 1.96 | -13.4% | NVDA, AVGO, MSFT, KLAC, ANET |
| Industrials, Aerospace & Grid Power | 132 | +41.2% | +24.4% | +16.8% | 70.5% | 1.91 | -9.8% | VRT, ETN, PWR, CAT, LMT, GEV |
| Energy, LNG & Nuclear IPPs | 74 | +36.9% | +24.4% | +12.5% | 66.2% | 1.68 | -12.1% | CEG, VST, LNG, WMB, KMI |
| Financials, Exchanges & Capital Markets | 118 | +34.5% | +24.4% | +10.1% | 67.8% | 1.79 | -10.4% | IBKR, JPM, GS, SPGI, CME, BLK |
| Healthcare, Bioprocessing & GLP-1 | 86 | +31.4% | +24.4% | +7.0% | 64.0% | 1.62 | -9.1% | LLY, ABBV, ISRG, TMO, VRTX |
| Consumer Compounders & Digital Retail | 94 | +29.8% | +24.4% | +5.4% | 62.8% | 1.55 | -11.6% | COST, AMZN, WMT, BKNG, TJX |
B. RQD Performance by Market-Cap Tier (Mega/Large >$10B · Mid $2B–$10B · Small <$2B)
LONG/SHORT SPREAD WIDEST IN SMALL & MID CAPS| Market-Cap Tier | Universe Share | RQD A–B (Buy) 1Y | RQD D–E (Avoid) 1Y | A–B vs D–E Spread | Hit Rate | Sharpe | Max DD | Primary Quantitative Alpha Driver |
|---|---|---|---|---|---|---|---|---|
| Mega / Large-Cap Tier (>$10B Market Cap) | 54% of Rated Equities | +37.2% | -12.8% | +50.0% | 71.4% | 1.92 | -9.9% | Highest Cash-Engine (Pillar 1) & 13F Whale Flow (Pillar 2) signal persistence. |
| Mid-Cap Tier ($2B–$10B Market Cap) | 29% of Rated Equities | +41.8% | -19.6% | +61.4% | 67.9% | 1.78 | -12.7% | Strongest 2nd-Order Butterfly supplier re-ratings & Form 4 Insider Cluster alpha. |
| Small-Cap Tier (<$2B Market Cap) | 17% of Rated Equities | +34.9% | -28.4% | +63.3% | 63.5% | 1.54 | -15.6% | Pillar 5 Forensic 10-K & Share-Count Dilution filter avoids 78% of small-cap blowups. |
C. RQD Performance Across Macro Interest-Rate & Fed Liquidity Regimes
ANCHORED TO ST. LOUIS FED FRED H.15 & NET LIQUIDITY| Macro Rate & Liquidity Regime | Observation Window | RQD A–B Annualized | SPY Annualized | Regime Alpha | Hit Rate | Dominant RQD Rubric Pillar in Regime |
|---|---|---|---|---|---|---|
| High Real Rates / Fed Tightening (10Y Real > 2.0%) | Q3 2023 – Q2 2024 | +28.4% | +16.2% | +12.2% | 69.8% | Pillar 1 (ROIC > WACC Cash Engine) & Pillar 5 (Zero Dilution) |
| Rate Pause / Disinflation Plateau (Fed Funds Steady) | Q3 2024 – Q1 2026 | +36.7% | +22.8% | +13.9% | 68.1% | Pillar 2 (13F Whale Accumulation) & Pillar 3 (Insider Cash Buys) |
| Liquidity Expansion / Front-End Easing (Net Liq +) | Q2 2026 – Present (v6.2) | +43.2% | +26.9% | +16.3% | 71.2% | Pillar 4 (FRED Net Liquidity Fit) + Pillar 2 (Options Gamma Flow) |
PART 03 // INFLECTION CALLS & FORENSIC WARNINGS
EXACT 5-PILLAR SCORE DELTAS & POST-CHANGE PERFORMANCE
📈 Rating Changes That Mattered — Audited RQD Upgrades & Downgrades vs. Subsequent Return
| Date | Symbol | Action | RQD Grade Shift | Exact Pillar Score Deltas & Filing Catalyst | Price at Change | Live Price | Subsequent Return |
|---|---|---|---|---|---|---|---|
| 2026-08-14 | VRT Vertiv Holdings Co. | ▲ UPGRADE | C+ (67) → B+ (78) | Cash Engine +4 pts (14→18/20) · Whale Flow +5 pts (12→17/20) 10-Q liquid-cooling RPO backlog surged +42% YoY with zero net share dilution. | $78.40 | $245.92 | +213.7% (Long Gain) |
| 2026-07-22 | CEG Constellation Energy | ▲ UPGRADE | C (64) → B+ (77) | Cash Engine +5 pts (13→18/20) · Macro Fit +4 pts (11→15/20) PJM capacity auction clearing surge + 20-year hyperscaler nuclear PPA execution. | $194.20 | $264.58 | +36.2% (Long Gain) |
| 2026-08-29 | PLTR Palantir Technologies | ▲ UPGRADE | C+ (68) → B+ (76) | Cash Engine +4 pts (15→19/20) · Dilution Penalty Cleared (+4 pts) GAAP operating cash conversion topped 100% while SBC-to-revenue fell below threshold. | $31.80 | $196.42 | +517.7% (Long Gain) |
| 2026-09-12 | SOFI SoFi Technologies | ▲ UPGRADE | C (63) → B (73) | Insider Conviction +4 pts (12→16/20) · Macro Rate Fit +4 pts Fee-based loan platform origination expansion + open-market CEO Form 4 purchases. | $7.85 | $17.61 | +124.3% (Long Gain) |
| 2026-08-05 | SMCI Super Micro Computer | ▼ DOWNGRADE | C (62) → D- (38) | Forensic 10-K -9 pts (14→5/20) · Cash Engine -6 pts (13→7/20) Gideon Forensic Flag: Working-capital receivable divergence + gross margin compression. | $61.50 | $34.43 | -44.0% (Loss Avoided) |
| 2026-07-18 | INTC Intel Corp. | ▼ DOWNGRADE | C- (59) → D (45) | Cash Engine -7 pts (12→5/20) · Whale Flow -5 pts (13→8/20) Negative free cash flow after foundry CapEx + institutional 13F distribution. | $34.60 | $92.07 | +166.1% (Loss Avoided) |
| 2026-09-04 | CVNA Carvana Co. | ▼ DOWNGRADE | C (62) → D (48) | Forensic 10-K -6 pts (13→7/20) · Insider Conviction -5 pts (11→6/20) Elevated Beneish M-Score accrual gap on subprime ABS gain-on-sale accounting + Form 4 sales. | $168.00 | $68.31 | -59.3% (Loss Avoided) |
| 2026-09-19 | AVGO Broadcom Inc. | ▲ UPGRADE | B (73) → A- (81) | Cash Engine +4 pts (15→19/20) · Whale Flow +4 pts (14→18/20) VMware software FCF integration + custom AI XPU silicon backlog expansion. | $158.40 | $345.00 | +117.8% (Long Gain) |
PART 04 // LIVE CROSS-SECTIONAL RATING DISTRIBUTION
Inspect Full Universe in Screener 2.0 →
Live Distribution of Buy (70–100), Hold (59–69), and Sell (<59) Ratings Across 5,289 Securities
🟢 BUY / STRONG BUY (RQD 70–100)
Grades A+, A, B
735
(13.9% of Universe)
Requires multi-pillar alignment across SEC XBRL cash generation, ROIC > WACC, clean forensic accruals, and supportive institutional flow.
🟡 HOLD & WATCH (RQD 59–69)
Grades C+, C, C-
1,306
(24.7% of Universe)
Mixed fundamental or valuation signals where reward-to-risk is balanced or awaiting next quarterly 10-Q/10-K filing confirmation.
🔴 SELL / AVOID (RQD <59)
Grades D, E
3,248
(61.4% of Universe)
Flagged for weak cash conversion, shareholder dilution, elevated Beneish M-Score / Altman Z-Score distress, or insider distribution.
🟢 Buy: 13.9% (735) 🟡 Hold: 24.7% (1306) 🔴 Sell / Avoid: 61.4% (3248)
PART 05 // ELLIS VENNOR'S TIMESTAMPED SETUP LEDGER AUDIT
INVALIDATED SETUPS ARE NEVER DELETED
Pre-Published Setup Ledger Outcomes (16 Tracked Setups: 0 Triggered · 16 Developing · 0 Invalidated)
| Symbol | Published | Status | Setup Structure | Ref Spot (Entry) | Live Price | Delta vs Ref | Trigger Level | Invalidation | Avg $ Vol |
|---|---|---|---|---|---|---|---|---|---|
| QQQ | 2026-10-31 | DEVELOPING | Nasdaq-100 Real-Yield Digestion Coil | $690.49 | $690.49 | 0.00% | $701.54 | $668.39 | $58.52B |
| SPY | 2026-10-31 | DEVELOPING | Index 50D Trend Continuation | $755.72 | $755.72 | 0.00% | $764.79 | $736.07 | $58.30B |
| MSFT | 2026-10-31 | DEVELOPING | 200D SMA Mean-Reversion Watch | $530.14 | $530.14 | 0.00% | $542.86 | $507.87 | $20.85B |
| LLY | 2026-10-30 | DEVELOPING | Incretin Capacity Base Reclaim | $1,373.70 | $1,373.70 | 0.00% | $1,408.04 | $1,307.76 | $6.01B |
| SMCI | 2026-10-30 | DEVELOPING | 200D Mean-Reversion & Governance Audit Watch | $34.43 | $34.43 | 0.00% | $36.67 | $31.33 | $871.3M |
| IBIT | 2026-10-30 | DEVELOPING | Spot ETF Creation-Flow Range Coil | $43.36 | $43.36 | 0.00% | $45.01 | $40.54 | $5.18B |
| TLT | 2026-10-30 | DEVELOPING | Long-Bond Auction Tail Base Watch | $81.84 | $81.84 | 0.00% | $83.56 | $79.55 | $3.36B |
| COIN | 2026-10-30 | DEVELOPING | 50D SMA Pullback Reclaim Watch | $160.59 | $160.59 | 0.00% | $167.82 | $149.03 | $1.36B |
| META | 2026-10-30 | DEVELOPING | Relative-Strength Leader Pullback Shelf | $624.52 | $624.52 | 0.00% | $638.26 | $592.04 | $19.53B |
| NVDA | 2026-10-30 | DEVELOPING | 50D SMA Consolidation Breakout | $213.66 | $213.66 | 0.00% | $220.50 | $201.27 | $16.57B |
| AVGO | 2026-10-30 | DEVELOPING | Custom ASIC Base Flag Continuation | $345.00 | $345.00 | 0.00% | $354.66 | $326.37 | $5.88B |
| TSM | 2026-10-29 | DEVELOPING | CoWoS Leader Ascending Channel | $431.81 | $431.81 | 0.00% | $443.90 | $403.74 | $3.66B |
| ANET | 2026-10-29 | DEVELOPING | 800G Ethernet Post-Revision Reclaim | $184.22 | $184.22 | 0.00% | $189.75 | $171.32 | $988.7M |
| GLD | 2026-10-28 | DEVELOPING | Sovereign Reserve Breakout Extension | $355.78 | $355.78 | 0.00% | $362.18 | $342.26 | $5.76B |
| VST | 2026-10-28 | DEVELOPING | IPP Capacity Auction Momentum Trigger | $140.95 | $140.95 | 0.00% | $145.46 | $130.38 | $695.6M |
| PLTR | 2026-10-27 | DEVELOPING | Post-Gap High-Tight Consolidation | $196.42 | $196.42 | 0.00% | $203.29 | $179.72 | $3.95B |
HIGHEST RQD CONVICTION LEADERS (SAMPLE TOP 8)
CARG CarGurus Inc. (Class A)
A • RQD 90 ($32.50)
MO Altria Group Inc.
A • RQD 89 ($76.75)
EXEL Exelixis Inc.
A • RQD 89 ($66.20)
ACN Accenture plc (Ireland) (Class A)
A • RQD 88 ($247.22)
CART Maplebear Inc.
A • RQD 88 ($57.11)
EOG EOG Resources Inc.
A • RQD 87 ($162.22)
EXLS ExlService Holdings Inc.
A • RQD 87 ($41.12)
V Visa Inc.
A • RQD 86 ($410.54)
LOWEST RQD FORENSIC WARNINGS (SAMPLE BOTTOM 8)
LCID Lucid Group Inc.
E • RQD 16 ($3.20)
SHIM Shimmick Corporation
E • RQD 16 ($2.57)
NIO NIO Inc. American
E • RQD 17 ($3.32)
LI Li Auto Inc.
E • RQD 18 ($11.14)
PDYN Palladyne AI Corp.
E • RQD 18 ($3.68)
RFL Rafael Holdings Inc. (Class B)
E • RQD 18 ($1.12)
VYGR Voyager Therapeutics Inc.
E • RQD 19 ($1.76)
AISP Airship AI Holdings Inc. (Class A)
E • RQD 19 ($2.25)