PCS 500

S&P 500 · Tier 1-4

S&P 500Quarterly

Quarterly tier classification for every constituent of the S&P 500, the flagship product built directly on the Predictive Convexity Score framework.

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Overview

PCS 500 scores the entire S&P 500 universe each quarter using the same revenue-growth and adjusted-earnings-growth framework published in our research, and classifies every constituent into one of four tiers. Tier 1 names show the strongest combination of revenue and earnings growth; Tier 4 names show the weakest. The classification updates every quarter, in step with the index's own rebalance.

PCS 500 is the base product from which the rest of the S&P 500 line is built. PCS ESG 500 is a filtered view of these same tiers, and PCS ARE is a Tier-1-only extract of this same feed.

What You Get

Ticker and current Tier (1-4) for every S&P 500 constituent
4-quarter trailing tier history per name so that you can see movement, not just a snapshot
Full quarterly add/remove list as tier membership shifts

What's Not Included

The underlying PCS score or formula coefficients
Portfolio weights, position sizing, or trade recommendations

Coverage

Not every S&P 500 constituent receives a PCS tier each quarter. Names are excluded when trailing financial history is insufficient (e.g., recent IPOs or spin-offs), when the company's structure doesn't fit the framework (REITs), or when required SEC filing data is unavailable. Excluded names are re-evaluated every quarter and added back once the required data exists.

Sample Record

{
  "ticker": "EXMPL",
  "current_tier": 2,
  "quarter": "2026-05-01",
  "tier_history": [
    { "quarter": "2025-08-01", "tier": 3 },
    { "quarter": "2025-11-01", "tier": 3 },
    { "quarter": "2026-02-01", "tier": 2 },
    { "quarter": "2026-05-01", "tier": 2 }
  ]
}

Illustrative example. Ticker and values are for format only, not live output.

Product Specs

Universe: S&P 500 (~500 names)
Tiers: 1 (strongest) to 4 (weakest)
Cadence: Quarterly, aligned to index rebalance
History: 4-quarter trailing per ticker
Delivery: Structured data file

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Who It's For

Built For These Teams

Systematic & Quant Teams

Screen or tilt by a fundamentals-based tier signal without adopting a black-box score.

Active Managers

Layer tier classification on top of an existing S&P 500 mandate.

Researchers

Replicate the published framework's classification on an ongoing basis.

The Rest of the Line

Other Products

PCS ESG 500

S&P 500, ESG Impact Screened · Tier 1-4

PCS 100

Nasdaq-100 · Tier 1-4

PCS ARE

Accelerated Revenue & Earnings · Tier 1 Only

Master Database

Every Tracked Index · One Layer

All products deliver ticker and tier classification only, never portfolio weights, position sizing, or trade recommendations. Neither Michael Milligan nor Nina Milligan, CFP®, is a registered investment adviser or holds a securities license, and nothing in these products constitutes investment advice.