The ERS ALPHA ALGORITHMICS™ system identifies stocks meeting specific quantitative criteria as they qualify — on each stock's own schedule. Across a 10-year historical study (December 2013 through December 2023), every one of ERS's seven models significantly outperformed the S&P 500 on a one-year holding basis. Average excess return across all seven models: 42.8%.
10-Year Study: December 2013 – December 2023 · Equal-weighted comparison vs. S&P 500
| Model | Cos. | Model Return | S&P 500 | Excess | % Gains |
|---|---|---|---|---|---|
| AA X-F™ Alpha Algorithmics X-Factor |
65 | +89.8% | 77% | ||
| AA 14™ Alpha Algorithmics 14 |
79 | +57.6% | 76% | ||
| IA 1™ Income Algorithmics 1 |
198 | +34.5% | 74% | ||
| AA 7™ Alpha Algorithmics 7 |
5 | +45.9% | 80% | ||
| MCR 1™ Micro-Cap Ratings 1 |
143 | +34.6% | 55% | ||
| AA 22™ Alpha Algorithmics 22 |
37 | +25.7% | 89% | ||
| AA 18™ Alpha Algorithmics 18 |
122 | +11.8% | 72% |
“These models don't predict the future. They identify stocks that have historically demonstrated specific financial characteristics — and they document what happened next. A decade of data is not an accident. It is evidence.”
— Raymond M. Mullaney, Founder & CEO, Equity Risk Sciences · 49 years of investment industry experienceAlpha Algorithmics™ results reflect a historical simulation, not a portfolio. Each stock is identified on the first date it meets the model's criteria; returns are measured from that date over the stated holding period and compared against the S&P 500 for the identical period. Results do not represent actual client trading or account returns. Study period: December 31, 2013 – December 31, 2023. Past performance is not indicative of future results. For registered investment advisors and qualified institutional investors only.
