PCS 500
Tier classification for every S&P 500 constituent.
- Ticker and current Tier (1-4) across the full S&P 500 universe
- 4-quarter trailing tier history per name
- Full quarterly add/remove list as tier membership shifts
Five quarterly data feeds built on the Predictive Convexity Score framework, the same fundamentals-based tier classification behind the published research, delivered as licensable data for the indices your firm already tracks.
Every data product ships under the same three rules, regardless of index or tier.
Every feed reports only a Tier 1-4 classification. The continuous PCS score and the live production pipeline are not part of the feed. The formula and its coefficients are published in the SSRN paper, so a buyer can verify the method before committing capital. What stays proprietary is the point-in-time production discipline.
Ticker and tier membership only, never position sizing, portfolio weights, or trade recommendations. This is data licensing, not investment advice, and neither Michael Milligan nor Nina Milligan, CFP®, is a registered adviser.
Every product updates on the same cadence as the underlying index rebalance, with trailing tier history included so you can see how membership moved, not just where it stands today.
Every product below is a query against the same underlying scoring layer. Pick the index (or indices) your mandate covers.
Tier classification for every S&P 500 constituent.
The same tier classification, restricted to your ESG Impact-eligible universe.
Tier classification for the Nasdaq-100.
A standing feed of only the highest-convexity names.
The full underlying layer, one tier per ticker per quarter, across every index we track.
| Product | Universe | What's Delivered | Cadence |
|---|---|---|---|
| PCS 500 | S&P 500 | Ticker + Tier (1-4), 4-quarter trailing history, adds/removes | Quarterly |
| PCS ESG 500 | S&P 500, ESG Impact Screened | Same as PCS 500, filtered to ESG Impact-eligible names | Quarterly |
| PCS 100 | Nasdaq-100 | Ticker + Tier (1-4), 4-quarter trailing history, adds/removes | Quarterly |
| PCS ARE | S&P 500, Tier 1 only | Tier 1 membership list, adds/removes | Quarterly |
| Master Database | All tracked indices | Ticker + Tier + index tag(s), across every index we cover | Quarterly |
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.