How to use AlphaScreen

From 10,000 tickers to a handful of high-conviction ideas — the funnel, the vocabulary, and a 60-second tour.

The Funnel — how we get to the best stocks

STEP 1 · ~10,000 tickers

Every listed stock is scored daily for Relative Strength (RS) vs the S&P 500. Full Scanner

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STEP 2 · Market check

Only deploy when the Master Banner says the tape is FAVORABLE. Markets

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STEP 3 · RS ≥ 90

Keep the top decile — stocks outperforming 90% of the market. Sector RRG confirms where money is rotating. Sector RRG

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STEP 4 · Tight bases

Low RMV (volatility contraction) + industry strength = coiled springs, not extended chases.

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STEP 5 · 5 picks

Two engines pick the final few: 3-week RS Sprints and the HMM Breakout Predictor. Sprints · HMM

RS (Relative Strength): 1–99 percentile rank of a stock's price performance vs the S&P 500 across the last year (recent quarters weighted heavier). 99 = outperformed nearly everything.
RMV (Relative Measured Volatility): How tight the recent price range is. Low RMV = volatility contraction (a coiling base) — the setup shape that precedes many breakouts.
RRG (Relative Rotation Graph): A map of sectors/stocks rotating through Leading → Weakening → Lagging → Improving quadrants vs the benchmark.
Sprint: A time-boxed (3-week) basket of the highest-RS setups. Backtests show the time limit itself adds return — capital never sits in stalled names.
HMM (Hidden Markov Model): A statistical engine that estimates the probability a stock is entering an "explosive" state; it opens up to 5 positions when strict entry gates pass.
DCR: Daily Closing Range — where price closed within the day's range (100 = at the high). Persistent high DCR signals accumulation.
Market Gate / Master Banner: A go/no-go switch computed from SPY trend + volatility. When closed, engines stop opening new positions.
MPT Barbell: An ETF portfolio mixing low-beta hedges + a core + high-beta growth, rebalanced by rules — diversification with a momentum engine.
Extension (ext50): % distance above the 50-day average. Too extended = late entry; engines penalize it.
Stage Analysis: Weinstein's 4 stages (basing, advancing, topping, declining). We want Stage 2 advances.

Educational research tool — not investment advice. Markets involve risk of loss.