Asked Sep 16, 10:07 AM EDT (morning session). Claude Opus 5, Muse Spark 1.1, DeepSeek V3, Gemini 1.5 Pro and GPT-6 answered the same standard prompt independently. Window: from Sep 16, 10:07 AM EDT to Sep 17, 10:07 AM EDT, the same time one session later. Benchmark: SPY.
Equal-weight portfolio, split-adjusted returns excluding dividends, fees and taxes, compared with SPY. In each chart SPY is on the left and the picks on the right, every candle drawn from zero to that asset's move; ✓ marks a pick that beat SPY.
| Model | Beat SPY | Hit rate | Return | SPY | Alpha |
|---|---|---|---|---|---|
| Claude Opus 5 | 1/5 | 20.00% | -0.36% | 0.14% | -0.50% |
| Muse Spark 1.1 | 0/5 | 0.00% | -2.05% | 0.14% | -2.19% |
| DeepSeek V3 | 3/5 | 60.00% | 0.31% | 0.14% | 0.17% |
| Gemini 1.5 Pro | 1/5 | 20.00% | -0.66% | 0.14% | -0.80% |
| GPT-6 | 1/5 | 20.00% | 1.55% | 0.14% | 1.40% |
Claude Opus 5
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This window is unlike the previous ones because it contains the event rather than the run-up to it. The FOMC decision lands today at 14:00 ET with Chair Warsh's press conference at 14:30, and the window does not close until 10:07 ET Thursday, so it captures the decision, the Summary of Economic Projections, the dot plot and the reaction. CME FedWatch has a quarter-point hike at 92.9%, taking the target range to 3.75%-4.00%, the first increase since July 2023 after six cuts totalling 175 basis points; odds of a further hike are 39.1% for October and 26.4% for December (cnbc.com/2026/09/15/stock-market-today-live-updates.html, cnbc.com/2026/09/16/fed-meeting-today-live-updates.html). Because the decision itself is almost fully discounted, the variance sits in the projections and the press conference. The dot plot will include 2029 expectations for the first time, and the June grid already showed nine officials expecting at least one hike this year and six expecting at least two, with Warsh not submitting a forecast (tradingeconomics.com/united-states/interest-rate). Wolfe Research's Chris Senyek called Warsh a wildcard given the Fed's newfound lack of forward guidance and noted that if the Fed hikes, prior cycles suggest near-term downward pressure on stocks. CNBC separately observes that Fed days have not been kind to the market in 2026. The backdrop: the 10-year is at its highest since the financial crisis after touching 5.04% Tuesday, oil continues its ascent with Saudi cargo cancellations to European refiners, and August retail sales reaccelerated to 1.2% against 0.9% expected after July's 0.5% decline, so the consumer is strong enough that this is a tightening story, not a recession story. Komal Sri-Kumar argued on CNBC that even 25 basis points may push the 10-year significantly above 5% again and steepen the curve. This morning's tape is mildly risk-on, with the S&P 500 up 0.2%, the Nasdaq up 0.4% and the Dow down 101 points. Given that SPY's largest weights are long-duration technology, my construction tilts toward sectors that gain from a steeper curve and a supply-driven energy shock, with one high-beta technology leg deliberately included as a hedge against the relief-rally scenario. The honest weakness of this basket is that it is diversified across scenarios rather than concentrated on one, which caps its upside against the benchmark.
- XLE — confidence 58.0000%. Thesis: the sector whose earnings are being revised up by the same shock that is forcing the Fed's hand, and the one least exposed to whatever the dot plot says. Oil has continued what Schwab called its relentless ascent, with Reuters reporting Saudi Arabia cancelling September crude cargoes to European refiners after the East-West pipeline closure, and the EIA's September Short-Term Energy Outlook assuming Middle East export constraints persist into 2027 with global inventories still falling. Energy has been the best-performing S&P sector of 2026, up 43% year to date as of the start of September. Crucially for a Fed-day window, the sector is valued off near-term cash flow rather than terminal value, so a hawkish dot plot that lifts the 10-year further does comparatively little damage to it while compressing the multiples on SPY's heaviest weights. Risks: energy equities have repeatedly lagged the crude move this week, which suggests the market may be pricing demand destruction rather than margin expansion, and a hike that raises recession fears would deepen that. About 40% of the fund sits in Exxon and Chevron, which trail spot crude on sharp moves. Any Hormuz de-escalation headline unwinds the premium quickly; on 11 March Brent fell more than 9% in a session on intervention reporting. Source: www.schwab.com/learn/story/stock-market-update-open, www.eia.gov/outlooks/steo/report/global_oil.php
Return: -1.30%; alpha: -1.44%. - XLF — confidence 56.0000%. Thesis: the most direct equity beneficiary of the specific policy outcome the market expects. A first hike in three years lifts the short-rate side of bank net interest margins immediately, and Komal Sri-Kumar argued on CNBC that even a quarter-point increase may push the 10-year significantly over 5% again and steepen the curve, which is precisely the configuration that widens lending spreads. The macro precondition is in place: August retail sales reaccelerated to 1.2% against 0.9% expected, so consumer credit quality is not deteriorating in the way that usually spoils this trade. Financials also carry far less duration risk than the technology block that dominates SPY, so they should outperform on a relative basis if the projections lean hawkish. Risks: this is the leg most vulnerable to the Fed hiking into visible stress. Mast Investments CIO Yung-Shin Kung argued the hike would disproportionately strain the bottom of a K-shaped economy, raising debt-servicing costs without relief, which is a direct credit-cost threat to banks. If the curve flattens rather than steepens because the long end rallies on growth fears, the thesis inverts. Banks also tend to sell off with the broad market on Fed days regardless of the rate logic. Source: www.cnbc.com/2026/09/14/stock-market-today-live-updates.html, finance.yahoo.com/markets/live/stock-market-today-wednesday-september-16-dow-sp-500-nasdaq-fed-meeting-decision-080356525.html
Return: -1.67%; alpha: -1.81%. - XLV — confidence 55.0000%. Thesis: the defensive that works if Warsh is hawkish, and the only pick here that does not depend on either the energy premium or a steepening curve. Health care has a beta near 0.8, no AI capex exposure, minimal crude input sensitivity, and cash flows that are near-term and contractual rather than bond-proxy in character, which is what separates it from utilities, staples and real estate now that the 10-year is at its highest since the financial crisis. Wolfe Research's note that prior first-hike episodes produced near-term downward pressure on equities is the scenario this leg is built for: in a post-decision drawdown led by long-duration mega-caps, a low-beta, low-duration defensive beats the benchmark without needing to rise. Schwab's sector research frames the group as driven by operational efficiency and biotechnology advances rather than by the rate or commodity cycle. Risks: XLV is roughly a 10% weight inside SPY, so even a correct call produces modest relative outperformance. If Warsh frames this as one-and-done and equities stage a relief rally led by technology, defensives lag badly and this underperforms outright. Drug-pricing and policy headlines remain an unforecastable single-session risk. Source: www.schwab.com/learn/story/stock-sector-outlook, www.cnbc.com/2026/09/16/fed-meeting-today-live-updates.html
Return: 0.12%; alpha: -0.03%. - SMH — confidence 53.0000%. Thesis: the deliberate hedge against the scenario the rest of this basket would lose in. CNBC has reported that the market could do something unusual this week and rally on a rate hike, on the logic that a 92.9%-priced decision removes uncertainty rather than adding it; in that outcome the relief bid goes straight into the highest-beta growth, and a basket with no technology leg would trail SPY badly. The tape is already leaning that way, with the Nasdaq up 0.4% against the S&P's 0.2% and the Dow down 101 points this morning, continuing the rebound from Monday's 5.9% semiconductor drop, which was caused by an opinion essay on AI development pacing rather than any change to orders or guidance. SMH concentrates roughly 20.8% in Nvidia and 9.6% in Taiwan Semiconductor per VettaFi, giving about twice SPY's sensitivity to the names that would lead such a move. Risks: substantial, and it is ranked fourth for that reason. Semiconductors are the longest-duration equity exposure available, so a hawkish dot plot hits them hardest, and Morgan Stanley has flagged weakening DRAM demand with building inventory and NAND oversupply. SOXX saw $393 million of outflows in the week to 7 September, including $259 million in one session. This leg is designed to be wrong when ranks 1 to 3 are right. Source: www.cnbc.com/2026/09/14/the-stock-market-could-do-something-strange-this-week-after-the-fed-decision.html, www.etftrends.com/equity-etf-content-hub/semiconductor-etfs-draw-cash-chip-stocks-rally/
Return: 1.74%; alpha: 1.60%. - ITA — confidence 51.0000%. Thesis: the leg indexed to the geopolitical driver rather than to the Fed. The energy shock behind the inflation the FOMC is responding to originates in the Iran conflict, which keeps escalating rather than resolving: Saudi Arabia shut its East-West pipeline and is now cancelling September cargoes to European refiners, Houthi forces have struck Saudi energy facilities, and reporting has indicated senior advisers view the conflict as potentially running for years. Defence procurement responds to the market's estimate of conflict duration, not to the funds rate, and the sector carries no exposure to the AI-pacing narrative that has whipsawed technology all week. That independence is what earns it a place in a window dominated by a single binary event. Risks: the lowest-conviction pick, and ranked last accordingly. It overlaps XLE's dependence on the Middle East premium, so a de-escalation headline hits both together and cancels the diversification it appears to provide. Its beta to a broad post-FOMC risk-off session is close to one, so the likeliest failure is not a decline but simply tracking SPY. Industrials have been among the lagging sectors in this week's declines, and appropriations headlines are an unpredictable single-session risk. Source: finance.yahoo.com/markets/live/stock-market-today-tuesday-september-15-dow-sp-500-nasdaq-081307838.html, www.schwab.com/learn/story/stock-market-update-open
Return: -0.68%; alpha: -0.82%.
Muse Spark 1.1
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Sep 16 2026 Fed Day: Morningstar reports stock futures rose and oil edged lower as sentiment stabilized ahead of Fed decision Wednesday, markets near-certain 91% quarter-point hike per LSEG, Chair Kevin Warsh remarks eyed. Motley Fool notes futures repriced from 59% to 88% in a week due to oil topping $100 and Brent near $107. SEDaily reports hike odds 86.5% from 72.4% prior day, up from 48.4% month ago. ING expects brief statement avoiding forward guidance. Cautious optimism heralds Fed Day suggests post-hike relief for financials and energy consolidation vs broad SPY.
- XLF — confidence 74.0000%. Financials directly benefit from 91% hike odds per Morningstar LSEG. NIM expansion and trading volatility into FOMC decision. With oil paring gains, rotation from energy to banks likely outperforms SPY post-decision. Risk: dovish hold would hurt banks if yields fall.
Return: -1.67%; alpha: -1.81%. - JPM — confidence 72.0000%. JPMorgan top bank beneficiary of quarter-point hike priced 86.5-91% per SEDaily and Morningstar. Large trading desk gains from FOMC vol and higher rates. Outperforms SPY on Fed Day when hike already priced. Risk: loan loss provisions if sentiment sours.
Return: -1.54%; alpha: -1.68%. - XLE — confidence 69.0000%. Energy still elevated Brent $106-107 after Saudi pipeline shut and Hormuz stall per Sep 15 TalkMarkets, though paring gains Sep 16 per Morningstar still supports earnings. Even with futures up, XLE provides commodity hedge if Warsh hawkish on inflation. Risk: oil edging lower continues.
Return: -1.30%; alpha: -1.44%. - OXY — confidence 67.0000%. Occidental levered to WTI $102+ and Permian, gained 1.63% premarket Sep 15 per Kitco on surge. With 91% hike odds, real assets outperform nominal growth. Substantive supply risk premium remains. Risk: crude pullback if Fed hawkish dents demand.
Return: -3.66%; alpha: -3.81%. - BAC — confidence 65.0000%. Bank of America rate-sensitive with large deposit base benefits from Fed hiking cycle repriced from 44.4% Aug 7 to 60.6% Sep 8 to 91% Sep 16 per BigGo and Morningstar. Outperforms SPY if hike delivered as expected and statement avoids dovish surprise per ING. Risk: yield curve flattening.
Return: -2.07%; alpha: -2.21%.
DeepSeek V3
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US equities are showing mixed momentum with tech leadership fading and small caps gaining traction. I favor high-momentum names with recent analyst upgrades and strong earnings revisions.
- ANF — confidence 75.0000%. Abercrombie & Fitch was added to the Zacks Rank #1 (Strong Buy) list on September 16, 2026, with its consensus earnings estimate rising 8% over the last 60 days. The stock also appears on momentum buy lists, indicating strong price and earnings momentum that could continue outperforming SPY over the next session. Risks include a potential pullback if retail sector sentiment weakens or if the broader market sells off.
Return: 0.65%; alpha: 0.50%. - APH — confidence 73.0000%. Amphenol was added to the Zacks Rank #1 (Strong Buy) list on September 16, 2026, with its consensus earnings estimate increasing 9% over the last 60 days. The company's exposure to electronic connectors and sensors for diverse industries provides a tailwind as industrial and tech demand remains resilient. Risks include a slowdown in global manufacturing or a rotation away from industrial tech names.
Return: -0.94%; alpha: -1.08%. - PARR — confidence 71.0000%. Par Pacific Holdings was added to the Zacks Rank #1 (Strong Buy) list on September 16, 2026, with its consensus earnings estimate rising 19.5% over the last 60 days. The energy sector is benefiting from elevated oil prices, which is driving a sector-rotation story into energy and infrastructure names. Risks include a sharp decline in crude oil prices or a broader market risk-off move.
Return: 1.00%; alpha: 0.86%. - HPQ — confidence 69.0000%. HP Inc. was added to the Zacks Rank #1 (Strong Buy) list on September 16, 2026, with its consensus earnings estimate increasing 8.4% over the last 60 days. The personal computing and printing company is seeing improved demand and cost management, which could drive near-term outperformance. Risks include weakening PC demand or competitive pricing pressure.
Return: -2.09%; alpha: -2.24%. - SBLK — confidence 67.0000%. Star Bulk Carriers was added to the Zacks Rank #1 (Strong Buy) list on September 16, 2026, with its consensus earnings estimate rising 14.6% over the last 60 days. The dry-bulk shipping company is benefiting from strong global trade and elevated freight rates, which could support a one-session outperformance versus SPY. Risks include a sudden drop in shipping demand or geopolitical disruptions affecting trade routes.
Return: 2.92%; alpha: 2.78%.
Gemini 1.5 Pro
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The stock market is exhibiting cautious volatility ahead of today's pivotal FOMC interest rate decision. Markets are pricing in a greater than 90% probability of a 25-basis-point rate hike by Fed Chair Kevin Warsh, driven by sticky August CPI data and surging energy costs, with Brent crude hovering near $108 per barrel and the 10-year Treasury yield testing 5%. Concurrently, the technology sector is under pressure from rising borrowing costs and a sudden industry debate over AI safety following prominent executive warnings. In this high-rate, stagflationary environment, defensive sectors, cash-rich financial institutions, and energy-linked equities are best positioned to outperform the broader SPY index.
- XLE — confidence 85.0000%. Thesis: Brent crude is trading near $108 per barrel and WTI above $104 due to persistent supply constraints. The energy sector provides a direct hedge against the inflation data that is currently forcing the Fed's hand, positioning XLE to capture robust cash flows while the broader SPY struggles with multiple compression and tech-sector weakness. Risks: A surprisingly dovish FOMC statement or a sudden macroeconomic deterioration could trigger a sharp unwinding of the commodity risk premium, causing energy equities to underperform.
Return: -1.30%; alpha: -1.44%. - XOM — confidence 80.0000%. Thesis: Exxon Mobil is a premier beneficiary of structurally high energy prices. The company's massive operational scale, robust dividend yield, and fortress balance sheet provide a strong inflation hedge and defensive ballast, making it highly likely to outperform the SPY in a high-rate environment. Risks: A sudden diplomatic breakthrough regarding global supply constraints could rapidly deflate the geopolitical risk premium currently priced into crude oil, dragging XOM shares lower.
Return: -2.31%; alpha: -2.46%. - VLO — confidence 75.0000%. Thesis: Refining crack spreads remain highly elevated, underscored by U.S. diesel prices recently hitting $6 per gallon amid global supply shortages. Valero's strong free cash flow generation and aggressive capital return program make it an attractive value play to outpace the S&P 500 in an energy-driven inflationary environment. Risks: Refining margins are highly volatile; any sudden increase in refinery utilization rates or a drop in consumer fuel demand could quickly compress crack spreads and weigh on the stock.
Return: 1.73%; alpha: 1.59%. - JPM — confidence 75.0000%. Thesis: With markets pricing in a 90% probability of a 25-basis-point rate hike today, JPMorgan Chase stands to benefit from expanded net interest margins. Its best-in-class balance sheet and diversified revenue streams position it to weather macroeconomic uncertainty and outperform the broader index in a hawkish regime. Risks: If the Fed hike is accompanied by a severe warning about economic contraction or rising loan defaults, major bank stocks could sell off sharply due to credit risk fears, overriding the benefit of higher interest rates.
Return: -1.54%; alpha: -1.68%. - XLV — confidence 70.0000%. Thesis: The healthcare sector offers strong defensive characteristics and inelastic demand. With capital rotating out of high-beta technology stocks due to sudden AI safety concerns and valuation compression from 5% Treasury yields, XLV should provide lower-beta stability and relative outperformance against SPY. Risks: Healthcare is susceptible to idiosyncratic regulatory or political headlines, and in the event of a powerful, broad-based market relief rally post-FOMC, this defensive sector will likely lag behind higher-beta peers.
Return: 0.12%; alpha: -0.03%.
GPT-6
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I favor a mix of defensive equities and company-specific catalysts over SPY, with 20% allocated to each selection. August retail sales increased 1.2% in nominal terms, sustaining the possibility of restrictive Fed guidance despite this morning's easing in oil and yields. Sources: [Census release](https://www.census.gov/retail/marts/www/marts_current.pdf), [AP market report](https://apnews.com/article/e2e82957e490b7be205db6013f621c3d). The Fed decision and press conference fall inside this window; neither outcome is assumed. Source: [Federal Reserve calendar](https://www.federalreserve.gov/newsevents/2026-september.htm). A reassuring Fed message and strong technology rebound are the main portfolio risks. Confidence represents subjective, uncalibrated probability of outperforming SPY. Retrieved quotes are asynchronous; moves before the baseline do not count toward forecast returns.
- XLV — confidence 59.0000%. Healthcare offers relatively persistent demand and less dependence on discretionary spending or AI investment expectations. I expect that resilience to attract allocation if restrictive Fed guidance pressures SPY's growth-heavy holdings. The retrieved 13:45 UTC snapshot showed a 0.45% gain, providing modest evidence of demand before the baseline. Risks include drug-pricing or reimbursement headlines, concentrated holdings and a technology-led relief rally. Source: [XLV quote and portfolio](https://stockanalysis.com/etf/xlv/).
Return: 0.12%; alpha: -0.03%. - XLP — confidence 58.0000%. Staples combine essential-consumption exposure with a potential benefit from easing energy-related cost pressure. My relative thesis is that durable demand will matter more than aggressive growth expectations if the Fed emphasizes inflation persistence. Strong nominal retail sales support spending, although they do not establish stronger real consumption. Risks are input-cost inflation, valuation sensitivity to rising yields and investors rotating toward more cyclical sectors. Source: [XLP sector exposure](https://stockanalysis.com/etf/xlp/).
Return: -0.23%; alpha: -0.38%. - BBNX — confidence 57.0000%. FDA clearance of the Mint patch pump supplies a substantive product catalyst that could sustain company-specific outperformance through the next morning. Pricing the financing also removes uncertainty about its terms, although it adds dilution: the public offering priced common shares at $17.25. The retrieved early quote was already substantially higher, so further outperformance requires continued demand rather than credit for the opening rally. Risks include profit-taking, new-share supply and commercialization delays; clearance of Mint should not be confused with clearance of every announced future algorithm. Sources: [Company product announcement](https://investors.betabionics.com/news-releases/news-release-details/beta-bionics-announces-fda-clearance-minttm-companys), [Offering announcement](https://www.streetinsider.com/Globe%2BNewswire/Beta%2BBionics%2BAnnounces%2BPricing%2Bof%2BPublic%2BOffering%2Bof%2BCommon%2BStock%2Band%2BPre-Funded%2BWarrants/27066379.html).
Return: 8.37%; alpha: 8.23%. - RLGT — confidence 55.0000%. Radiant's latest quarter showed revenue growth of 18.5% and adjusted EBITDA growth of 31.6%, providing an earnings-based reason for continued reassessment. My forecast is a recovery from early profit-taking as investors weigh improved profitability and freight conditions. The retrieved 13:43 UTC quote was down 4.28%, which directly weakens the momentum case and limits confidence. Risks include continued reversal after the previous rally, tariff disruption, fuel costs and small-cap sensitivity to Fed guidance. Sources: [Company results](https://www.prnewswire.com/news-releases/radiant-logistics-announces-results-for-the-fourth-fiscal-quarter-and-year-ended-june-30-2026-302878063.html), [RLGT quote](https://stockanalysis.com/stocks/rlgt/).
Return: -0.05%; alpha: -0.20%. - USMV — confidence 54.0000%. A diversified portfolio targeting lower-volatility U.S. equities could outperform SPY if the Fed event renews broad selling. This is a prospective defensive thesis, not confirmed momentum: the retrieved price was yesterday's close, when USMV declined 1.02%. Its overlap with staples and healthcare increases the basket's shared defensive exposure. Risks are a strong risk-on rally, interest-rate pressure on defensive sectors and correlations changing during the announcement. Sources: [iShares strategy description](https://www.ishares.com/us/products/239695/USMV?referrer=tickerSearch), [USMV price overview](https://stockanalysis.com/etf/usmv/).
Return: -0.46%; alpha: -0.61%.
How models have done in AI Picked
ForecastNest's own settled AI Picked runs at this horizon, up to and including this one. Members' own research is not counted. Runs created after their scoring window began, or with an unverified start time, are excluded. The chart is the average alpha over SPY per run: how much the model's five equally weighted picks beat or trailed the benchmark. A bar drawn pale is inside its own sample noise -- the runs behind it scatter too widely for that average to separate from zero -- so read the ordering as provisional until a record is deep enough to carry it. The table below adds how many of the picks beat SPY, which is a steadier measure on a short record because it counts five picks a run rather than one portfolio.
Chart note — “within noise”: The pale bar means the observed average is not clearly separated from zero by this chart's rule, or there is not enough information to assess it. A solid bar requires an average at least two standard errors from zero (standard error = sample standard deviation ÷ √runs). Fewer than two runs, missing variability, or zero measured variability remain pale. This is a rough uncertainty indicator, not proof of no effect or a guarantee of future performance.
| Model | Runs | Avg picks that beat SPY | Avg alpha vs SPY |
|---|---|---|---|
| GPT-6 | 3 | 33.33% | +0.47% |
| Kimi | 1 | 20.00% | -0.70% |
| Gemini 1.5 Pro | 6 | 40.00% | -0.75% |
| Gemini 3 Pro | 1 | 40.00% | -0.88% |
| Claude Opus 5 | 6 | 23.33% | -1.38% |
| Grok 4.5 | 6 | 26.67% | -1.45% |
| GPT-5.6 Sol | 4 | 30.00% | -1.84% |
| DeepSeek | 6 | 43.33% | -2.07% |
| Muse Spark 1.1 | 6 | 13.33% | -2.22% |
View settlement prices
| Symbol | Start | End | Source | Notes |
|---|---|---|---|---|
| ANF | 139.07000000 | 139.97000000 | https://finance.yahoo.com/quote/ANF/history/ | |
| APH | 78.07000000 | 77.34000000 | https://finance.yahoo.com/quote/APH/history/ | |
| BAC | 58.71500000 | 57.50000000 | https://finance.yahoo.com/quote/BAC/history/ | |
| BBNX | 20.18000000 | 21.87000000 | https://finance.yahoo.com/quote/BBNX/history/ | |
| HPQ | 33.68000000 | 32.97500000 | https://finance.yahoo.com/quote/HPQ/history/ | |
| ITA | 215.51200000 | 214.05000000 | https://finance.yahoo.com/quote/ITA/history/ | |
| JPM | 351.02000000 | 345.63000000 | https://finance.yahoo.com/quote/JPM/history/ | |
| OXY | 60.89000000 | 58.66000000 | https://finance.yahoo.com/quote/OXY/history/ | |
| PARR | 82.60000000 | 83.43000000 | https://finance.yahoo.com/quote/PARR/history/ | |
| RLGT | 9.22500000 | 9.22000000 | https://finance.yahoo.com/quote/RLGT/history/ | |
| SBLK | 30.79000000 | 31.69000000 | https://finance.yahoo.com/quote/SBLK/history/ | |
| SMH | 550.38000000 | 559.97000000 | https://finance.yahoo.com/quote/SMH/history/ | |
| SPY | 759.44500000 | 760.54000000 | https://finance.yahoo.com/quote/SPY/history/ | |
| USMV | 99.15840000 | 98.70000000 | https://finance.yahoo.com/quote/USMV/history/ | |
| VLO | 393.85000000 | 400.67000000 | https://finance.yahoo.com/quote/VLO/history/ | |
| XLE | 64.64500000 | 63.80500000 | https://finance.yahoo.com/quote/XLE/history/ | |
| XLF | 56.57000000 | 55.62500000 | https://finance.yahoo.com/quote/XLF/history/ | |
| XLP | 83.56500000 | 83.37000000 | https://finance.yahoo.com/quote/XLP/history/ | |
| XLV | 168.02000000 | 168.21500000 | https://finance.yahoo.com/quote/XLV/history/ | |
| XOM | 165.76500000 | 161.93000000 | https://finance.yahoo.com/quote/XOM/history/ |
Standard prompt stock-selection-v7, SHA-256 8b21b8ded3938926b4721ae02814a3e1be1782f4c8ec755d1deb2883100a0058. The prompt is available to ForecastNest members; the fingerprint shows it was not changed after the fact.
Calculation: equal-weight-alpha-v1.