How to Rank 19 Mega-Cap Tech Stocks with a 15-Line Momentum + Quality Model (Reproducible, 2026 Data)
Most "stock pickers" on the internet can't reproduce their own picks. So I built a tiny, fully reproducible factor model, ran it on real market data, and published the exact numbers. Here's the whole thing — method, code, and results — so you can run it yourself and disagree with me if you want.
The model in one paragraph
Score each stock on two things:
- Momentum — equal-weight z-scores of its 1-month, 3-month, 6-month, and 12-month returns.
- Quality — the lower its 12-month realized volatility and 12-month max drawdown, the higher the score (i.e. a penalty for being wild and for deep drawdowns).
Then combine them: Composite = 0.6 × Momentum + 0.4 × Quality.
That's it. No black box, no "proprietary alpha." Cross-sectional z-scores over a 19-stock universe of large/mega-cap US tech & growth names, 499 trading days of split/dividend-adjusted closes pulled straight from yfinance.
The results (data as of 2026-09-11)
Top 5 by composite:
| # | Ticker | 3m ret | 12m ret | 12m vol | 12m maxDD | Composite |
|---|---|---|---|---|---|---|
| 1 | CRM | +48.8% | +3.0% | 47.2% | −43.3% | 0.721 |
| 2 | AMD | +5.7% | +223.5% | 71.7% | −27.8% | 0.650 |
| 3 | MSFT | +27.2% | −0.1% | 32.4% | −34.5% | 0.283 |
| 4 | AAPL | +12.5% | +47.1% | 25.1% | −13.8% | 0.246 |
| 5 | MSTR | +9.0% | −59.9% | 79.7% | −77.1% | 0.157 |
Bottom 5:
| # | Ticker | 3m ret | 12m ret | Composite |
|---|---|---|---|---|
| 15 | TSLA | −8.5% | +5.1% | −0.183 |
| 16 | UBER | +3.1% | −23.9% | −0.218 |
| 17 | SHOP | +16.6% | −9.4% | −0.294 |
| 18 | ORCL | −18.1% | −53.7% | −0.396 |
| 19 | AVGO | −6.0% | −1.3% | −0.496 |
The interesting part
- CRM wins because it has a strong 3-month run and acceptable quality — the cleanest composite.
- AMD is a pure momentum story: +223% over 12 months but 72% volatility and a negative quality score. The model still ranks it #2 because momentum carries 60% of the weight. That's a feature, not a bug — but it's exactly the kind of thing you should understand before you trust any ranking.
- AAPL is the quality anchor: lowest vol (25%) and shallowest drawdown (−14%) in the whole universe.
- AVGO / ORCL are the clear laggards: negative 3m and 12m returns with elevated vol.
Why reproducibility matters more than the pick
Anyone can post a table. The point is that this one is reproducible: yfinance download, 252-day windows, cross-sectional z-scores, fixed 0.6/0.4 weighting. If you run it on a different date you get a different ranking — and that's the whole point of a factor model over a "hot tip."
Not investment advice. This is a research artifact built from public data.
Want the full report + the complete 19-row factor table (CSV)? It's published by LaunchTower, an independent market-data desk. Grab the full report and dataset here:
👉 LaunchTower — Momentum + Quality Factor Report (2026-09-11)
LaunchTower — independent market-data desk. Generated from public data; not personalized investment advice.
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