Quant Top 10 Longs — S&P 500 — Thursday, August 27, 2026

The scan is a high-conviction value/rate book: 6m expected returns +17.5% to +24.7%, median confidence 97. Earnings yield vs bonds is the top driver in 5 of 10, but short interest keeps showing up in the rest. Utilities, financials, and consumer cyclicals each put two names in the list. Hardly a diversified macro call. $EIX Edison International +24.7% conf 97—top of book, top of utilities. Earnings yield vs bonds leads, illiquidity helps, but short interest is a drag. This is an income/rate story, not a squeeze. $FISV Fiserv, Inc. +23.9% conf 97—short interest is the biggest push, not the same engine. $EME EMCOR Group, Inc. +22.0% conf 97—earnings yield leads, short interest secondary, vol instability shows up. Three names, three different fuel mixes. $PCG PG&E Corporation +21.9% conf 95—short interest + earnings yield + 12mo momentum, utility with squeeze flavor. $ALL The Allstate Corporation +21.4% conf 97—earnings yield, short interest, fwd/trail P/E; financials leader. $SOLV Solv

The scan is a high-conviction value/rate book: 6m expected returns +17.5% to +24.7%, median confidence 97. Earnings yield vs bonds is the top driver in 5 of 10, but short interest keeps showing up in the rest. Utilities, financials, and consumer cyclicals each put two names in the list. Hardly a diversified macro call.