Systematic Alpha & Exposure Architecture
Institutional Market Intelligence & Quantitative Screener
Strictly governed by 200 EMA breadth and mathematical 2.0R asymmetry floors.
💡 In plain terms: We scan 1,600+ liquid US stocks every morning to isolate high-probability momentum setups where the mathematical upside is at least double the risk.
🌐 Macro Regime & Seasonal Environment
AMBER: ROTATIONAL ACCUMULATION
Universe Breadth (> 200 EMA)
52.4%
Max Account Exposure
30% - 60%
10Y Yield / WTI Crude
4.24% / $73.80
OPEX Invalidation Clock
11 Days
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Monthly Seasonality: October Volatility & Inflection: Renowned 'bear killer' month. Elevated pre-earnings and OPEX volatility frequently forms major market swing bottoms.
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Derivatives Window: Monthly Options Expiration (OPEX) occurs on the third Friday. Expect dealer gamma positioning, index pinning, and erratic volatility within 7 days of expiration.
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Exogenous Shock Radar: 10Y Yield & Oil holding within baseline bounds. No acute macro divergence detected.
1. Macro Regime Gate
Market breadth governed by 200 EMA structural filters. Sizing scales down dynamically during corrective distribution to keep dry powder protected.
2. 2.0R Asymmetry Floor
Zero low-probability trades. Every generated candidate enforces a strict mathematical minimum of 2x upside potential versus tactical risk budget.
3. Zacks Rank & Catalyst Tracking
Integrated consensus earnings estimate revisions (#1 Strong Buy / #2 Buy) with verified local tenure and blackout warnings for impending earnings.