STOCK RANKINGS, SCREENERS & INVESTING SYSTEMS

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Stock idea discovery

Stock Rankings & Backtested Screeners

Published stock ranking systems and backtested screeners for quality, valuation, dividend income, and defensive resilience.

Find My Moat is building backtested stock ranking systems for investors who want structured idea discovery. The published systems include Quality Stocks, Undervalued Stocks, Dividend Stocks, and Defensive Stocks: transparent rankings that blend business strength, valuation, dividend safety, balance sheet quality, durability, and risk controls.

For research and educational purposes only · Not financial advice

The Ranking Systems

  1. 01

    Quality Stocks

    High quality stocks ranked by profitability, margins, free cash flow quality, durability, solvency, and accounting quality.

    Annualized Return
    14.57%
    Sharpe Ratio
    0.84
    Sortino Ratio
    1.12
    Information Ratio
    0.45
    Max Drawdown
    -47.06%
    Annual Turnover
    15.21%
    Ranking composition
    Profitability25%Margins15%FCF Quality20%Durability15%Solvency15%Accounting10%
    Backtested growthModelS&P 500 (SPY:USA)
  2. 02

    Undervalued Stocks

    Undervalued stocks from the Liquid North Atlantic universe, ranked with a multi-measure value system and quality controls.

    Annualized Return
    10.23%
    Sharpe Ratio
    0.61
    Sortino Ratio
    0.81
    Information Ratio
    0.13
    Max Drawdown
    -49.75%
    Annual Turnover
    15.27%
    Ranking composition
    Valuation50%Quality20%Earnings Quality15%Financial Strength10%Conservative Investment5%
    Backtested growthModelRussell 1000 Value (IWD:USA)
  3. 03

    Dividend Stocks

    Dividend stocks ranked by payout yield, payout sustainability, dividend growth, quality, balance-sheet safety, risk control, and reasonable valuation.

    Annualized Return
    10.49%
    Sharpe Ratio
    0.75
    Sortino Ratio
    1.01
    Information Ratio
    0.10
    Max Drawdown
    -41.44%
    Annual Turnover
    24.39%
    Ranking composition
    Dividend35%Quality25%Safety20%Risk12%Valuation8%
    Backtested growthModelDividend Stocks (DVY:USA)
  4. 04

    Defensive Stocks

    Defensive stocks ranked by low volatility, low beta, intermediate momentum, durable profitability, balance sheet resilience, conservative valuation and payout, and restrained asset growth from the Liquid North Atlantic universe.

    Annualized Return
    10.21%
    Sharpe Ratio
    0.71
    Sortino Ratio
    0.93
    Information Ratio
    0.08
    Max Drawdown
    -40.85%
    Annual Turnover
    12.68%
    Ranking composition
    Defensive Risk Profile35%Business Quality25%Balance Sheet Resilience20%Conservative Value & Payout15%Conservative Investment5%
    Backtested growthModelMSCI Minimum Volatility (USMV:USA)

Methodology

01

How Rankings Work

A stock ranking system scores every company in a defined universe, then orders the list from strongest to weakest. Instead of asking whether a stock passes one rigid rule, the ranking weighs several signals at once: valuation, quality, balance sheet strength, growth, risk, and other traits that matter for the strategy.

That makes rankings more useful than simple screeners for many idea-generation workflows. A screener can exclude a good company because one metric barely misses a cutoff, or include a weak company because it passes a single cheapness test. A stock ranking system keeps the trade-offs visible and pushes the best overall combinations to the top.

Screeners
Binary pass/fail filters. Useful for narrowing a universe, but sensitive to arbitrary cutoffs.
Rankings
Relative scoring across many factors. Better for prioritizing which names deserve research first.
Backtested systems
Rankings paired with a universe, buy/sell rules, costs, and rebalance assumptions for testing.
02

Reading Backtests

A ranking on its own only tells you the order of stocks today. To show whether that order has actually been useful, each backtested screener is paired with an example simulated strategy that buys its top-ranked names and rebalances them on a fixed schedule, then runs across two decades of history.

The resulting performance is a reference, a way to see how the ranking has behaved through different markets and whether higher-ranked stocks tended to hold up, not a live track record or a portfolio to copy. Every strategy is fully specified, so you can see the exact universe, rules, costs, and rebalance assumptions behind its numbers.

A worked example
A simulated strategy holds the top-ranked names and rebalances them on a fixed schedule.
A performance reference
The equity curve shows how the ranking has behaved over time, so you can judge whether it held up.
Fully transparent
Each page lists the exact universe, buy/sell rules, costs, and rebalance assumptions.
03

Choosing the Universe

A universe is the defined set of stocks a ranking is allowed to score. Different strategies can use different universes depending on what they are trying to capture. The current public rankings use a liquid North American and Atlantic-market universe so the models compare tradeable stocks on cleaner terms.

Universes are shaped as much by what they exclude as by what they include. It is common to leave out groups whose financial statements don't translate cleanly into the ranking's metrics, for example early-stage biotech, where value depends more on trial results than on current fundamentals, or certain financial stocks, whose accounting can be misread by ratios built for operating companies. Narrowing the universe this way keeps the score comparing like with like.

Backtested returns are hypothetical and do not guarantee future performance

Stock Rankings FAQ

What is a stock ranking system?

A stock ranking system scores every company in a defined universe and sorts the list from strongest to weakest, blending signals like profitability, cash flow quality, balance sheet strength, and risk.

How are stock rankings different from stock screeners?

A stock screener filters companies with binary rules, while a ranking system compares the survivors against each other. Useful when several imperfect but relevant factors must be weighed together.

Are these stock rankings stocks to buy?

No. These rankings are research shortlists, not personal recommendations. Use them to decide what deserves deeper due diligence, valuation work, risk review, and position-sizing decisions.

Why include backtested stock strategies?

A backtest shows whether a ranking has historically sorted stocks usefully, using cleaned data designed to avoid common biases. No backtest is a live track record, so diligence still matters.

How often are the rankings updated?

The ranking pages are designed to refresh regularly. Each strategy page shows an as-of date for the latest ranking table, holdings, and performance data.

Why do different rankings use different universes?

Different strategies need different starting pools. Quality Stocks, Undervalued Stocks, Dividend Stocks, and Defensive Stocks use liquid North American and Atlantic-market universes so the models compare cleaner, more tradeable data.

Which ranking should I start with?

Start with Quality Stocks for a broad business-strength screen, Undervalued Stocks for a value-tilted index-style shortlist, Dividend Stocks for income research with safety and valuation checks, or Defensive Stocks for lower-volatility research built around resilience and conservative valuation.

Keep exploring

Feedback

Spot something confusing, stale, or worth improving? Send feedback on the ranking, strategy assumptions, holdings table, or explanation.

Research & Backtest Disclaimer

These rankings are research shortlists, not investment advice, personalized recommendations, or offers to buy or sell securities. They do not account for your objectives, risk tolerance, taxes, time horizon, portfolio, or personal financial situation.

Backtests and simulations are historical models, not live results or guarantees of future performance. Data, assumptions, transaction costs, liquidity, turnover, taxes, and implementation can materially change actual outcomes. Verify current company data and do your own due diligence before making any investment decision.