Earnings growing strongly and still accelerating, a price that has not run ahead of them, and the market itself in an uptrend.
+2.93%
Booked, per closed position
1 closed · average excess vs the market
100%
Closed positions ahead of the market
median +2.93%
+0.04%
Open book, marked to market
12 names still held
1
Average sessions held
window is 60 sessions
Only 1 positions have closed. That is a blotter, not evidence — a handful of trades tells you almost nothing about a rule set, and the numbers above will move a lot as it fills.
The rule, as implemented here
every condition, in the order it is applied
Latest quarterly profit at least 20% above the same quarter a year ago.
Revenue also at least 10% higher year on year.
Profit higher than the previous quarter.
Price-earnings multiple below 43.
Price above the 200-day average.
Ranking: Most growth per unit of multiple first. Portfolio is the top 12 names, equal-weighted.
Where our version differs: Zweig’s tests use annual and quarterly EPS over several years; here quarterly profit growth year on year and quarter on quarter stand in. The P/E ceiling of 43 is his.
How these numbers were made. Computed here from NSE and BSE end-of-day bhavcopy, adjusted for splits and bonuses, not supplied by anyone being measured. Portfolios are recorded on the day they are published and scored forward from that date, so no figure on this page could have been chosen after the outcome was known. The code that produced them is stamped in build.json.
This is our implementation, not Martin Zweig’s portfolio. Zweig’s tests use annual and quarterly EPS over several years; here quarterly profit growth year on year and quarter on quarter stand in. The P/E ceiling of 43 is his. None of the authors named on this site are associated with it, and nothing here is advice or a recommendation to buy or sell anything.