The master list — one row for every ticker Just Signal has ever named, at its earliest Day 0, and every one is graded. This is the universe The Chophouse reads and plates; the same verdict cascade runs here. The counters up top bucket every ticker as 🟢 ahead / 🟡 tracking / 🔴 behind — the sign and size of its Return tells the same story row by row. Day 0 is the authentic Finnhub price where recorded, else the exchange close on the report date; the current price is the once-daily closing snapshot.
Day-0 price is authentic, not re-fetched. Each ticker's Day-0 price is the exact real-time price the report recorded at the moment that signal was first made (Finnhub). We do not re-fetch a historical close — historical prices aren't available on our quote-only feed, and the recorded price is the true baseline the call was made against. Model-recalled (retrospective) reports are excluded; only real-time-quoted baselines count.
Eldest wins. A ticker mentioned in several reports keeps only its earliest Day-0. The registry is populated once from all history and then maintained automatically: each new report adds genuinely-new tickers and leaves existing baselines untouched.
Current price is a once-a-day snapshot, not live. A scheduled job captures the last trading day's close for every registered ticker and stores it here, so this page (and The Chophouse) load with no market-data calls at all — the whole site costs roughly one quote per ticker per day. The "Current" column is headed with that snapshot's date. A new ticker starts with its close equal to its Day-0 until the next day's snapshot. A handful of tickers that no longer trade keep their last recorded close.
Projections come from the reports, two honest ways. An unmarked projection is the report's own explicit target for that ticker. A value marked ≈ is derived: the report named the ticker inside a sector it projected at a stated CAGR, so the 1Y column carries that annual rate (the LOW end of any range) and the 5Y column compounds it — mechanical arithmetic on the report's claim, never a new guess. 10Y is never derived. Derived values are context only: the verdict cascade grades exclusively against explicit targets, so no ticker is ever marked BEHIND for lagging a sector-level rate.
Three analysis scores (FA / TA / QA), 0-100. Each ticker carries an independent, data-driven score for the three disciplines a professional would run: Fundamental (intrinsic value and financial health — ratio analysis, profitability, growth, balance-sheet strength, and the revenue/net-margin trend, ranked against the equity universe), Technical (price and momentum posture — trend versus the 200-day, ROC/MACD/RSI momentum, and relative strength versus the S&P), and Quantitative (a systematic multi-factor rank blending value, 12-1 momentum, quality, and low-volatility factor z-scores, with a beta-driven scenario-sensitivity read). They are computed from cached market data, refreshed on a cycle, and stamped with their own date; a score built on too little data is shown dim or blank rather than guessed. These scores inform the panel but never replace it — the panel advises, the reader decides.
Ticker links are exchange-qualified. Each ticker links to its Google Finance page using a venue code resolved once server-side (NYSE, NASDAQ, NYSEARCA…). Where the venue is still unresolved the link falls back to Google's disambiguation page rather than guessing an exchange.
Not investment advice. Returns are point-in-time and informational. Just Signal is a futurism instrument; this page measures our history honestly.