Show HN: A free ESG stock screener that publishes its losses and methodology

6•irldexter•3h ago

Hey HN, JSS(JumpstartSignal) is a free, ESG-filtered daily stock screener. I built it after some really badly-timed quantum computing stock buys, so I felt I needed to learn more about systematic, longer-horizon approaches and the underlying technicals instead of chasing themes. Three things about it that might be of interest:

1. Methodology is fully documented at https://jumpstartsignal.com/how-it-works/ 5-stage pipeline, 54 signals tested individually plus 1,836 combinations evaluated, walk-forward validation across 25 hold periods. Nothing hand-tuned to a single backtest window.

2. Many wins, misses, and losses are published as case studies e.g. https://jumpstartsignal.com/case-studies/nvda/ walks through the 32 times the system flagged NVDA starting at $5.44 in 2018. https://jumpstartsignal.com/case-studies/sedg/ shows a -49% loss, and https://jumpstartsignal.com/case-studies/tsla/ explains why the system never flagged Tesla (it passed Stages 1 and 2 on 207 days but only peaked at 20/100 in scoring vs the 70 needed for OPPORTUNITY tier). https://jumpstartsignal.com/results/ also shows the 10 best entries alongside the 10 worst.

3. A genetic algorithm picked the signal weights, but constrained to maintain alpha across multiple market regimes (otherwise it overfits to a single bull market). The constraint dropped some "best in backtest" configurations that only worked 2018-2021.

Topline: 2012-2025 backtest at SPOTLIGHT + OPPORTUNITY tier produced +163% alpha vs SPY (results page has the per-trade breakdown).

Daily watchlist emailed free; reports + results + case studies are publicly browsable without signup.

Happy to take questions about methodology, what the system gets wrong, or why specific tickers landed where they did.

Comments

mbtrilla•1h ago

I run a free comparison site in a different vertical, and the "publishes its losses" line is what made me click. Methodology page on a niche aggregator earns its keep two ways: readers can check you didn't just rank things by vibes, and it's about the only piece of content that holds up once AI summaries start chewing through your other pages. Question I keep coming back to though: how often do you actually update the methodology vs quietly nudge it? The discipline of versioning a formula is harder than writing it, because when a result comes out wrong the temptation to move the threshold instead is huge.

oezi•1h ago

ESG is just giving up returns for a good feeling, isn't it?

Stock picking is just folly for individual investors, isn't it?

Anyone claiming they can consistently beat any large index is just delusional, aren't they?

irldexter•6m ago

On ESG/SRI: fair, excluding sectors comes at a cost, and we make that trade-off knowingly.

On stock picking: the system is rules-based and mechanical, not discretionary. The "folly" argument applies most strongly to human judgment calls, which this attempts to remove. I literally wanted to reduce bias and get a better vantage point.

On beating the index: 14 years of backtested data with walk-forward validation suggest it's possible for this specific strategy. Whether it holds going forward, nobody knows. We publish the ten best and worst precisely because we're not claiming certainty.

lordgrenville•4m ago

As Matt Levine often points out, there are two possible cases for ESG

1/ This will bring worse returns, but I'm willing to accept the loss in order to forward values I support

2/ This will bring better returns, since the market underrates risks from bad ESG companies (e.g. the long-term return on capital for coal companies will be worse than the market expects)

People marketing ESG funds (or anti-ESG, same rule applies) usually emphasise the second.

> Anyone claiming they can consistently beat any large index is just delusional, aren't they?

This is obviously not true. RenTech would like a word.

rho138•35m ago

Site screams jank and hijacks browsing away. 0/10, def slop daddy slop.

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