Historical model evidence
The model's strongest calls separated from the market
In the 2017-2026 historical backtest, the combined result of seven model portfolios built from Strong Buy and Buy ratings beat SPY in 8 of 9 full calendar years and in the partial 2026 period. Historical only. Qualtix applies the same deterministic scoring rules across historical data and compares model verdict groups against SPY.
Backtests are historical validation, not a claim that Qualtix predicted the past in real time. They show how the current methodology behaved when applied to historical, point-in-time data and benchmark comparisons.
Forward tracking is different: live model simulations record selections before future results are known, then follow those recorded selections over time.
Qualtix model portfolios vs SPY by year: seven rule-based portfolios of Strong Buy and Buy stocks from the S&P 500. Calendar years, December 31 to December 31. 2017 starts on January 4, the first trade; 2026 runs to July 2.
| Year | Model portfolios | SPY | Difference (points) | Beat SPY |
|---|---|---|---|---|
| 2017 | +24.8% | +20.1% | +4.7 | Yes |
| 2018 | +1.5% | -4.6% | +6.1 | Yes |
| 2019 | +41.4% | +31.2% | +10.2 | Yes |
| 2020 | +32.5% | +18.3% | +14.2 | Yes |
| 2021 | +41.6% | +28.7% | +12.9 | Yes |
| 2022 | -18.6% | -18.2% | -0.4 | No |
| 2023 | +37.9% | +26.2% | +11.7 | Yes |
| 2024 | +30.4% | +24.9% | +5.5 | Yes |
| 2025 | +18.8% | +17.7% | +1.1 | Yes |
| 2026 | +19.1% | +9.8% | +9.3 | Yes |
What The Evidence Hub Shows
The evidence hub connects published model results, validation methodology, live simulation tracking, and public stock examples so users can move from claim to method to output.
Live paper portfolios since May 19, 2026
Four strategies, each in two versions, have been tracked forward on the site since launch (identical portfolios shown once). Through October 15, 2026 they returned +6.60% to +10.28%, and 7 of 7 were ahead of SPY at +4.79%.
- These are paper simulations, not real-money trades, personalized advice, or a guarantee of future returns.
What Backtests Can And Cannot Prove
- They can test whether a fixed methodology behaved sensibly across historical market periods.
- They can compare model-selected baskets or verdict groups against a benchmark such as SPY.
- They cannot guarantee future returns, remove survivorship and data risks entirely, or predict unexpected news.
- They should be read as model validation evidence, not personalized investment advice.
Public Model Examples
Use public stock pages to inspect how quality, valuation, timing, concerns, and AI explanation appear on real company outputs.
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Qualtix is for research and education only. It is not financial advice.