The report has two editions per trading day: the opening one, before Wall Street opens, and the closing one, with what the session did. Each covers the model's forecast when there is one, the ranking changes, what insiders filed with the SEC and how the portfolios stand. Separately, the research: long measurements that do not expire with the session.
Quant500 daily report: the model puts a 76.0% chance on today moving more than usual and expects a 0.74% move, with a range of 7,439 to 7,699 that has contained the close eight times out of ten over the last 1,112 out-of-sample sessions; 3 insider sales filed with the SEC; and the five factor portfolios on point-in-time data.
Read the full report →In-depth pieces with their data and method: what we measured, what came out and what does not work.
Cap-weighted index, equal-weight or factors: what each one is and what it delivered in 1998-2026, with drawdowns, costs and currency. No recommendations.
Form 4, code P and pre-planned sales: only 993 of 42,295 insider transactions are purchases with their own money. Plus the September 2026 buys.
A 20-stock S&P 500 momentum portfolio would have returned 9.93% a year in 1998-2026, vs 10.37% for equal-weight. What momentum is and how it is measured.
64,938 earnings announcements from 808 companies since 2003, with the New York time, whether they landed before the open or after the close, and a link to the SEC filing. CC0, no account.
Zacks publishes 23.89% a year since 1988. Its own disclaimer calls those portfolios hypothetical, with zero transaction costs.
Our price history was missing 144 of the 498 S&P 500 members of 2011 — the ones that collapsed. With 49 series added, every curve we publish went down.
Low volatility, PEAD, eleven factor definitions, net issuance and short interest: five measurements, zero adoptions, and three of our rejections revisited.
Every edition of the report, by date ↓
Free: save your simulator portfolios, your personal portfolio and your Academy progress. And the thing almost nobody catches in time: the big insider buys — executives and major shareholders putting in their own money, the same day they report them to the SEC. One click in your profile turns it on; one click turns it off.
This is not investment advice. Quant500 publishes data and its historical reconstruction. No figure here is a suggestion to buy or sell, nor does it account for your personal situation.
Browse all previous opening and closing market report editions.
Two editions every trading day: one before the open with the forecast, one at the close with what happened.
Quant500 daily report: the model puts a 76.0% chance on today moving more than usual and expects a 0.74% move, with a range of 7,439 to 7,699 that has contained the close eight times out of ten over the last 1,112 out-of-sample sessions; 3 insider sales filed with the SEC; and the five factor portfolios on point-in-time data.
Quant500 daily report: the S&P 500 closes the session of November 3 at 7,568.92, +0.36%. The close lands inside the 7,439–7,644 range the model published that morning. Biggest riser: FISV (+12.46%); biggest faller: IT (-13.19%), out of 503 in the index. Plus 3 insider sales filed with the SEC and the five factor portfolios on point-in-time data.
Quant500 daily report: the model puts a 69.4% chance on today moving more than usual and expects a 0.59% move, with a range of 7,439 to 7,644 that has contained the close eight times out of ten over the last 1,111 out-of-sample sessions; 3 insider sales filed with the SEC; and the five factor portfolios on point-in-time data.
Quant500 daily report: the S&P 500 closes the session of November 2 at 7,541.40, -0.51%. The close lands inside the 7,505–7,655 range the model published that morning. Biggest riser: IDXX (+21.85%); biggest faller: LITE (-18.59%), out of 503 in the index. Plus 3 insider sales filed with the SEC and the five factor portfolios on point-in-time data.
Quant500 daily report: the model puts a 61.4% chance on today moving more than usual and expects a 0.43% move, with a range of 7,505 to 7,655 that has contained the close eight times out of ten over the last 1,110 out-of-sample sessions; 3 insider sales filed with the SEC; and the five factor portfolios on point-in-time data.
Quant500 daily report: the S&P 500 closes the session of October 30 at 7,580.07, -1.82%. The close falls outside the 7,646–7,795 range the model published that morning. Biggest riser: FDXF (+14.91%); biggest faller: RDDT (-29.22%), out of 503 in the index. Plus 3 insider sales and 1 purchase filed with the SEC and the five factor portfolios on point-in-time data.
Quant500 daily report: the model puts a 58.3% chance on today moving more than usual and expects a 0.42% move, with a range of 7,646 to 7,795 that has contained the close eight times out of ten over the last 1,109 out-of-sample sessions; 3 insider sales filed with the SEC; and the five factor portfolios on point-in-time data.
Quant500 daily report: the S&P 500 closes the session of October 29 at 7,720.39, -0.30%. The close lands inside the 7,671–7,817 range the model published that morning. Biggest riser: GEN (+15.81%); biggest faller: NOW (-26.95%), out of 503 in the index. Plus 2 insider sales filed with the SEC and the five factor portfolios on point-in-time data.
Quant500 daily report: the model puts a 55.2% chance on today moving more than usual and expects a 0.41% move, with a range of 7,671 to 7,817 that has contained the close eight times out of ten over the last 1,108 out-of-sample sessions; 2 insider sales filed with the SEC; and the five factor portfolios on point-in-time data.
Quant500 daily report: the S&P 500 closes the session of October 28 at 7,743.98, +0.28%. The close lands inside the 7,633–7,812 range the model published that morning. Biggest riser: VRT (+16.48%); biggest faller: FFIV (-20.43%), out of 503 in the index. Plus 3 insider sales filed with the SEC and the five factor portfolios on point-in-time data.
Quant500 daily report: the model puts a 62.5% chance on today moving more than usual and expects a 0.50% move, with a range of 7,633 to 7,812 that has contained the close eight times out of ten over the last 1,107 out-of-sample sessions; 3 insider sales filed with the SEC; and the five factor portfolios on point-in-time data.
Quant500 daily report: the S&P 500 closes the session of October 27 at 7,722.60, +0.60%. The close lands inside the 7,581–7,772 range the model published that morning. Biggest riser: PNR (+12.80%); biggest faller: XYL (-14.21%), out of 503 in the index. Plus 15 insider sales filed with the SEC and the five factor portfolios on point-in-time data.
Quant500 daily report: the model puts a 67.9% chance on today moving more than usual and expects a 0.54% move, with a range of 7,581 to 7,772 that has contained the close eight times out of ten over the last 1,106 out-of-sample sessions; 15 insider sales filed with the SEC; and the five factor portfolios on point-in-time data.