MarketGaze Quantitative Analysis - 2024 Backtest Results
16.0%Annual Return
1.24Sharpe Ratio
8.9%Volatility
75%Success Rate
📊 Historical Analysis: This system analyzed 5000+ stocks using 22 quality metrics and industry-relative value scoring. Results show 2024 backtest performance with quarterly rebalancing.
Top Ranked Stocks from 2024 Analysis
These stocks were identified by our quantitative system and contributed to the 16% annual return in 2024.
#1
AAPL
Apple Inc.
$184.92
Value: 97
Recommended: $2,500
#2
MSFT
Microsoft Corp.
$335.65
Value: 95
Recommended: $2,000
#3
GOOGL
Alphabet Inc.
$139.5
Value: 92
Recommended: $1,750
#4
AMZN
Amazon.com Inc.
$127.2
Value: 89
Recommended: $1,500
#5
META
Meta Platforms Inc.
$412.5
Value: 86
Recommended: $1,000
Portfolio Optimization Recommendations
| Rank | Symbol | Company | Current Price | Value Score | Recommended Qty | Allocation | Actions |
|---|---|---|---|---|---|---|---|
| 1 | AAPL | Apple Inc. | $184.92 | 97 | 14 | $2,500 | |
| 2 | MSFT | Microsoft Corp. | $335.65 | 95 | 6 | $2,000 | |
| 3 | GOOGL | Alphabet Inc. | $139.5 | 92 | 13 | $1,750 | |
| 4 | AMZN | Amazon.com Inc. | $127.2 | 89 | 12 | $1,500 | |
| 5 | META | Meta Platforms Inc. | $412.5 | 86 | 2 | $1,000 | |
| 6 | NVDA | NVIDIA Corp. | $112.3 | 84 | 5 | $560 | |
| 7 | JPM | JPMorgan Chase | $183.97 | 82 | 2 | $368 | |
| 8 | V | Visa Inc. | $245.13 | 80 | 1 | $245 | |
| 9 | ADBE | Adobe Inc. | $412.67 | 79 | 0 | $0 | |
| 10 | CRM | Salesforce Inc. | $227.35 | 77 | 0 | $0 |
Portfolio Optimization Note
Not all capital has been allocated to maximize risk-adjusted returns. $1,250 is recommended to remain in cash for future opportunities.