See whether higher-rated stocks and stronger signals outperform the market.
ShowPreliminary — tracking since Jul 2026
Performance at a Glance
The immediate answer: are we beating the VN30 Index?
vs VN30 Index Index
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Beat VN30 Index
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Avg. Stock Return
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VN30 Index Return
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Do Higher Ratings Perform Better?
Rating → Outperformance vs VN30 Index. The core test of the scoring system.
What Drives Performance?
Break the scoring system apart. Which dimension has predictive value?
Signal Performance
Which signals are associated with better outcomes? VSTVSR
Does Confirmation Help?
Do stocks supported by multiple independent signals perform better?
By Number of Signals
Useful Combinations
Performance by Market Condition
Does the system work when the market isn't going up?
Performance Over Time
Average outperformance vs VN30 Index by exit week. Is the edge consistent?
Recent Results
Latest completed observations. A negative return can still be a win if it beat the VN30 Index.
Top Performers
Stocks with the highest return vs VN30 Index, among completed observations.
How to Read This Page
Beat VN30 Index %
% of stocks in the group whose return exceeded the VN30 Index return over the same period. 100% = every stock beat the index; 50% = half did.
vs VN30 Index
Each stock's return minus the VN30 Index return over the exact same dates. A stock down −5% can still show positive vs VN30 Index if the index fell −8%.
Avg. Return
Raw average price return, not market-adjusted. High return in a rising market is less meaningful than the same return when VN30 was flat.
Score Ratings
Composite score (0–100) from entry quality, fundamentals, and signal evidence. Higher ratings indicate stronger alignment across scoring components.
Signals
VS Analyst rating (Strong Buy / Buy) ·
S Screener technical signal ·
R RSI momentum signal.
A stock can carry multiple signals simultaneously.
Exit Date
The date the return is measured to. Counted as exactly 21 (1m), 63 (3m), or 126 (6m) VN30 trading sessions after the score date — skipping weekends and Vietnamese public holidays. All stocks scored on the same day share the same exit date, so returns are always measured over an identical window.
Horizons
1m = 21 sessions · 3m = 63 sessions · 6m = 126 sessions from score date. Trading sessions keep comparisons consistent across weekends and holidays.
Sample size
Results with n < 10 are not statistically reliable. Model live since July 2026 — 1m exits are most populated; 3m and 6m accumulate through late 2026.
About These Results
Tracking since
July 2026
Benchmark
VN30 Index, same entry and exit dates as each stock
Horizons
1, 3 and 6-month performance is measured after approximately 21, 63 and 126 trading sessions respectively. This keeps comparisons consistent across weekends and market holidays.
Completed results
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Results are preliminary while history accumulates. Outperformance is the stock's return
minus the VN30 Index return over the exact same dates — a negative return can still outperform
if the whole market fell further. Past performance does not guarantee future results.