You came to the Stocks tab to look at stocks. The panel in the top right of the page is comparing them to Bitcoin, Ethereum and Solana. At capture it read BTC at 77,540.00 dollars, up 21.87 percent over seven days, ETH at 2,461.47 up 29.22 percent, SOL at 94.57 up 24.89 percent, Gold at 4,643.63 up 2.66 percent, and the S&P at 765.72 down 1.37 percent over the same week.
That is the benchmark basket, and every asset on every tab of this engine is scored against it. Which means that when a stock's score is low this week, part of the reason is that Ethereum had a good week. The first reaction to that is usually that it is absurd. The second reaction, if you sit with it, is that it is at least half right.
Three of the five benchmarks are not equities
Start with the arithmetic because it settles how much this matters. The engine compares each asset against five benchmarks across three timeframes, which is where the #Out column's denominator of 15 comes from. Three of those five benchmarks are crypto. So nine of the fifteen individual contests behind any stock's breadth count are contests against Bitcoin, Ethereum or Solana, and six are against gold and the S&P.
That is not a rounding effect. It is a sixty percent weight, and in a week where the three crypto legs ran between 21 and 29 percent while the S&P was slightly negative, it is the whole story. A US equity that gained four percent that week beat the S&P comfortably, beat gold, and lost every single one of the nine crypto checks. Its count reads 6 out of 15, which sounds mediocre, and it describes a stock that did rather well.
You can see the effect in the rows. COLAR carried the top score of 93 with a seven day gain of 18.60 percent and a #Out of 7 out of 15. LIFE sat lower at 75 but read 12 out of 15. Neither number is meaningful until you know which of the fifteen were won.
The case for keeping the crypto legs in
The honest argument for the basket is that opportunity cost is not optional. You have a finite amount of money and a finite number of places to put it, and those places are not walled off from each other by asset class. If Bitcoin gained 21.87 percent in a week and the stock you are considering gained two, then whatever else is true, that dollar was in the wrong place that week.
The argument gets stronger over longer windows. Over ninety days the panel read BTC up 40.03 percent, ETH up 75.85, SOL up 57.99, gold up 10.78 and the S&P up 3.10. A quarter is long enough that the allocation question is live for most people. If your entire equity book returned three percent over a quarter in which two of those legs roughly doubled the third, that is information about your allocation and not just about your stock picking, and a benchmark that never mentions it lets you avoid noticing.
There is a second, quieter benefit. A benchmark you cannot game keeps you honest about what strength means. It is easy to feel good about a stock beating a weak index. It is harder to feel good about it when the board puts four other things beside it that did more.
The case for ignoring them entirely
Now the other side, which is mostly about what you can actually do on Monday morning.
A great deal of retail capital is not fungible across those five benchmarks. Money inside a tax-advantaged retirement account or an equity-only wrapper cannot buy Solana, and the comparison is therefore not a decision, it is a mood. Selling to move it is a taxable event with a bill attached that no relative strength score accounts for. If the alternative is unavailable, being told you underperformed it is noise dressed as insight.
There is a risk objection too, and it is the more serious one. Those three legs are not merely higher returning in that snapshot, they are far more volatile, and a benchmark that ignores volatility rewards whatever moved most. Judging an equity sleeve you hold at a specific risk level against three assets running several times that risk does not tell you your stock picking was poor. It tells you that you took less risk, which you already knew and probably chose deliberately.
The third objection is timing. The three crypto legs are highly correlated with each other. When they run, they tend to run together, which means nine of the fifteen checks move as roughly one bet. A stock's breadth count can therefore swing five or six points from one week to the next without anything happening to the stock at all.
Two questions, two sets of columns
The way out is not to argue about the basket. It is to notice that you are asking two different questions and to route each one to the columns that can answer it.
The first question is whether to own this stock rather than another stock, or rather than an index fund, or rather than nothing. That is a within-asset-class decision, and the gold and S&P legs are the ones that speak to it. Read those two columns and the per-period return figures on the row. A stock that beats the S&P across the 7, 30 and 90 day windows is doing the thing you hired a stock to do, whatever Solana did.
The second question is whether the marginal dollar should be going into equities at all this quarter. That is an allocation decision, and it is the one the crypto legs are genuinely informative about. Read them at the basket level rather than row by row, once a month rather than every morning, and treat the answer as an input to how much new money goes where, not as a reason to sell anything.
Keeping the two separate stops the most common failure, which is letting an allocation observation trigger a security decision. Bitcoin having a strong week is not a reason to sell a stock that is working. It is a reason to think about where the next contribution goes.
Reading COLAR both ways
Take the top row as it stood. COLAR, score 93, up 10.27 percent on the day, 18.60 percent over the week, 2.00 percent over thirty days and 78.88 percent over ninety, with a #Out of 7 out of 15.
Under the first reading, the equity reading, this looks strong on the windows that matter for a stock decision. It beat an S&P that was down 1.37 percent over the week by roughly twenty points and it is up 78.88 percent over the quarter against 3.10 percent for the index. Whether you want to own a name with that profile is a separate question about volatility and about what it does over thirty days, where it managed 2.00 percent, but on the equity comparison it is not close.
Under the second reading it lost most of the crypto contests, which is why 93 in the Score column sits beside a 7 in the #Out column. Both readings are true simultaneously and neither is the tie-breaker for the other. The number that will mislead you is the composite, because it blends the two into one figure and then you have no way to tell which half moved.
So use the composite to sort and then stop using it. The decision is made from the row, and which cells on the row you read depends on which of the two questions you actually came to the board with.