▲ Top longRank #1 of 50
AEPAmerican Electric Power Company, Inc.
100/100
- Quality
- 24th
- Cheap
- 95th
- Sector
- Utilities
Long: #1 of 100 on Ed Thorp's long-minus-short score (0.607).
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“Math edges, sized with the Kelly criterion.”
Not affiliated with Ed Thorp or Edward O. Thorp & Associates. This bot is a computer model Pick100 built from Ed Thorp's public statements and filings. Ed Thorp did not create, review or endorse it, its picks are not Ed Thorp's picks, and chatting with it is not talking to Ed Thorp. Legal notice
01How the bot thinks
Every Nasdaq 100 company is ranked on what the playbook cares about. Its long score, for how well a company fits:
The closest fits to the checklist: calm, cheap on earnings, cheap on cash flow. Score near 100.
A separate short score hunts the worst fits: volatile, expensive on earnings, expensive on cash flow. Re-ranked every month, at the close. Loss-makers are allowed long.
How far a company sits from the checklist: volatile, expensive on earnings, expensive on cash flow.
02Model output
Long: #1 of 100 on Ed Thorp's long-minus-short score (0.607).
Short: #1 of 50 shorts on Ed Thorp's long-minus-short score (-0.893).
03The bot's own results
4 of 8 right
The side its portfolio held on each day's stock. The bot doesn't pick: it holds all 100.
04The full book
Equal weight: $1,000 a position. Cheap and Quality are percentiles within the Nasdaq 100; a dash means the figure is missing.
05Method and limits
The 100 Nasdaq 100 companies. Anything outside it can't be held.
Long score: Volatility 3, Earnings yield 2, Cash-flow yield 2, Beta 2, Sales yield 1, Return on equity 1, Leverage 1, 12-month trend 1. Short score: Volatility 3, Earnings yield 2, Cash-flow yield 2, Beta 2, Net margin 1, Leverage 1. Each a weighted blend of the company's percentile on each measure; the 50 with the best long minus short go long.
Always 50 long and 50 short. No market or rate bets. Changes fill at the next close.
Some tickers are missing figures and sit mid-pack on that measure. This profile is a draft and has not been reviewed yet.
Modeled on Ed Thorp's published approach. It is not Ed Thorp, and its picks are not Ed Thorp's. A free game on real closing prices, not investment advice.