Our buy signals, measured.

Across 32 signals over 1 month.

90-day
Not enough data yet
6-month
Not enough data yet
12-month
Not enough data yet
Date Symbol Conviction Buy zone Current 90d vs. SPY
2026-04-17 NVDA High Pending
2026-04-17 INTU High Pending
2026-04-17 TTD High Pending
2026-04-17 AMD High Pending
2026-04-17 ADBE High Pending
2026-04-17 LLY High Pending
2026-04-16 MSFT High Pending
2026-04-16 NVDA High Pending
2026-04-16 INTU High Pending
2026-04-16 ADBE High Pending
2026-04-16 LLY High Pending
2026-04-15 MSFT High Pending
2026-04-15 NVDA High Pending
2026-04-15 INTU High Pending
2026-04-15 ADBE High Pending
2026-04-15 LLY High Pending
2026-04-14 MSFT High Pending
2026-04-14 NVDA High Pending
2026-04-14 INTU High Pending
2026-04-14 ADBE High Pending

How we measure

We track every buy signal QuantHub publishes and compare its forward return to SPY at 30, 90, 180, and 365-day horizons. Excess return = signal return minus SPY return over the same window. A signal "beats SPY" when its excess return is positive. Signals are deduplicated by ticker and date — the same stock appearing in multiple subscriber briefings on the same day counts once.