Historical aggregate statistics · public
How Acutic's scoring has performed historically
This page reports historical aggregate statistics showing how Acutic's composite score has correlated with forward total returns across the stated universe and evaluation windows. It is a methodology transparency disclosure, not investment advice.
Universe
Accumulating
S&P 500 + Nasdaq 100 at formation date
Evaluation windows
1Y / 3Y / 5Y
Minimum 6 monthly cohorts required to publish
Last updated
Not yet computed
Monthly computation, first of each month
Data accumulating
Insufficient historical data — check back soon
The backtest engine requires at least 6 monthly formation cohorts per evaluation window to publish results. This page will display aggregate statistics once sufficient data has accumulated. The first 1-year window results become available after 12 months of monthly score snapshots.
The scoring methodology is fully documented — including the algorithm that will produce these figures — on the methodology page.
Full methodology
The scoring model that produced these figures is fully documented, including every sub-score formula, weight preset, hard filter, and LLM agent prompt design.
Read the full methodology →Caveats and limitations
Caveat
Bear cycle not tested
The scoring model has not been validated through a prolonged bear market cycle. Returns during sustained drawdown periods may differ substantially from the aggregate statistics shown.
Caveat
Sample size growing
Cohort counts increase monthly as the historical snapshot archive matures. Early 1Y results are based on fewer formation months and carry wider uncertainty intervals.
Caveat
Look-ahead bias mitigation
The engine uses only score snapshots captured at or before each formation date. It never reads current candidate scores when computing historical returns.
Caveat
Survivorship bias handling
Delisted stocks are included at their last available market price (downward bias, academic convention). Not all delistings are captured equally.
Caveat
Universe changes over time
The S&P 500 and Nasdaq 100 constituents change regularly. The backtest uses the universe available at each formation date, not today's index composition.
Caveat
No trading costs or slippage
Returns are gross of transaction costs, spreads, market impact, and taxes. Actual investor returns would be lower. These are methodology statistics, not achievable returns.
Use the scoring model
Acutic is in private beta. Join the waitlist to access the screening, research, and journal tools that produce these scores.
Read the methodology
Every sub-score, every weight, every hard filter, and every known limitation is published on the methodology page.
Historical data only. Past performance is not indicative of future results. This page is a methodology disclosure under MAR Art. 20, not an investment recommendation. Acutic does not provide investment advice (Anlageberatung per §1 Abs. 1a KWG / Art. 4(1)(4) MiFID II). — The Acutic Research Team