Metric Glossary

Definitions for every metric displayed on the report site. Click any ? badge on a report page to jump directly to its entry here.

Relative Strength Screener

Relative Strength Score

What it measures: Cross-sectional momentum rank of an asset relative to the entire watchlist universe.
How it is calculated: Weighted combination of 1-month, 3-month, and 6-month total returns, with higher weight on intermediate timeframes. Assets below their 200-day SMA or with negative 3-month returns are filtered to the AVOID tier regardless of score.
Data sources: yfinance: daily OHLCV for all tickers in the configured watchlist files.
Interpretation: Higher scores indicate stronger relative momentum. The absolute value matters less than the rank -- the screener identifies which assets have the most momentum right now relative to peers.

Tier Classification

What it measures: Actionability of an asset based on its relative strength rank and trend health.
How it is calculated: Top third of eligible assets = FOCUS. Middle third = WATCH. Bottom third or filtered out = AVOID. Eligibility requires being above the 200-day SMA with positive 3-month returns.
Data sources: Derived from RS scores and trend filters (no additional data).
Interpretation: FOCUS -- strongest momentum, deserves capital allocation and attention. WATCH -- moderate momentum, monitor for improvement or deterioration. AVOID -- weak momentum or structural downtrend, do not add new positions.

Momentum Metrics

What it measures: Individual return components across multiple timeframes.
How it is calculated: Simple total return over 1-month, 3-month, and 6-month lookback periods. Week-over-week rank changes track whether an asset's relative position is improving or deteriorating.
Data sources: yfinance: daily close prices.
Interpretation: Look for alignment across timeframes. An asset with strong 1M and 3M returns but weak 6M may be in early recovery. Strong across all three is the ideal FOCUS candidate. Declining rank week-over-week despite a high score is an early warning of momentum fading.

Deep Dives

Technical Score

What it measures: Overall technical setup quality for a single ticker, on a 0-10 scale.
How it is calculated: Weighted composite of sub-scores declared by the Quant Researcher: trend structure, momentum (RSI, MACD), volume profile, support/resistance proximity, and volatility regime. Weights are asset-class-dependent and declared in the score box of each report.
Data sources: yfinance or TradingView: daily and weekly OHLCV data for the ticker.
Interpretation: 0-3 bearish/broken setup, 4-5 neutral/consolidating, 6-7 constructive, 8-10 strong bullish setup. The bias label (Bullish/Bearish/Neutral) provides directional context.

Fundamental Score

What it measures: Fundamental business quality and valuation attractiveness, on a 0-100 scale.
How it is calculated: Analyst assessment of financial health, growth trajectory, competitive positioning, valuation relative to peers, and catalyst pipeline. Score is assigned in the fundamental summary report. Not available for crypto tokens (shown as N/A).
Data sources: SEC filings, earnings transcripts, analyst estimates, industry data.
Interpretation: 0-30 weak fundamentals or overvalued, 30-60 fair, 60-80 solid fundamentals, 80-100 exceptional quality and/or deep value. The verdict label (e.g., "Attractive", "Fair Value") summarizes the assessment.

Agreement Level

What it measures: Whether the technical and fundamental views agree on direction.
How it is calculated: Compares the technical bias (bullish/bearish/neutral) with the fundamental verdict. Strong agreement means both views point the same way; disagreement means they conflict. Partial agreement means one is neutral while the other has a directional view.
Data sources: Derived from the technical and fundamental scores (no additional data).
Interpretation: Strong agreement gives highest conviction for position sizing. Partial agreement suggests caution -- one view may be early. Disagreement means wait for convergence or size smaller. For crypto (no fundamental score), agreement reflects technical confidence only.

Weighted Composite Score

What it measures: A single number (0-100) summarizing the deep dive outcome, weighted by conviction.
How it is calculated: Combines the technical score (normalized to 0-100), fundamental score, and agreement into a weighted average. The weights depend on asset class: equities weight fundamentals more heavily; crypto relies on technical score alone. The conviction level (1-5) then modulates position sizing guidance.
Data sources: Derived from the technical score, fundamental score, and agreement level.
Interpretation: Higher = more favorable overall assessment. Combined with the conviction level (1 = lowest, 5 = highest), this drives position sizing: Conviction 4-5 with a weighted score above 70 supports full position size. Conviction 1-2 or a weighted score below 40 suggests minimal or no allocation.

Technical Setup Screener

Composite Setup Score

What it measures: Daily technical setup quality for each ticker in the watchlist, on a 0-100 scale.
How it is calculated: Weighted composite of five sub-scores: EMA Alignment (30%), SMA Trend (20%), ATR Expansion (20%), RSI Regime (15%), and Volume (15%). Higher score = stronger setup for a long entry.
Data sources: yfinance: daily OHLCV for all tickers in configured watchlists. EMAs, SMAs, ATR, RSI, and volume derived from price data.
Interpretation: Scores map to buckets (see below). A score above 60 with Bucket 4 is the ideal entry window. Scores above 80 in Bucket 5 indicate an extended move -- too late for new entries.

Bucket Classification (1-5)

What it measures: Rule-based regime classification from price structure and momentum.
How it is calculated: Five discrete regimes based on price position relative to EMAs, RSI level, and volatility squeeze state: 1 Downtrend -- below all EMAs, RSI < 50; 2 Bottoming -- below EMAs, RSI recovering; 3 Setup Forming -- reclaiming EMAs, squeeze building; 4 Actionable -- above key EMAs, squeeze fired, RSI 50-70; 5 Extended -- strong uptrend but stretched, RSI > 70.
Data sources: Same as composite score (EMAs, RSI, Bollinger/Keltner squeeze, Donchian breakout).
Interpretation: Bucket 4 is the actionable entry window. Bucket 3 is worth watching. Buckets 1-2 are avoid. Bucket 5 is for managing existing positions (tighten stops), not new entries.

EMA Alignment Sub-Score

What it measures: How well price is positioned relative to the 12, 21, and 50-period exponential moving averages.
How it is calculated: Scores the "stack" of price vs. EMAs. Bull stack (price > EMA12 > EMA21 > EMA50) gets the highest score. Bear stack (reverse) gets the lowest. Partial stacks are scored proportionally. Weighted at 30% of the composite.
Data sources: yfinance: daily close prices, from which EMAs are computed.
Interpretation: A full bull stack with expanding EMA separation is the strongest signal. Converging EMAs suggest a regime change is forming.

ATR Squeeze Sub-Score

What it measures: Whether volatility is compressed (squeeze) and likely to expand into a directional move.
How it is calculated: Ratio of Bollinger Band width to Keltner Channel width. When Bollinger Bands trade inside Keltner Channels (ratio ≤ 0.90), a squeeze is active. The sub-score increases as the squeeze tightens and fires (Bollinger expands outside Keltner). Weighted at 20% of the composite.
Data sources: yfinance: daily OHLCV (ATR for Keltner, standard deviation for Bollinger).
Interpretation: A squeeze firing (transitioning from inside to outside Keltner) is a volatility breakout signal. The direction of the breakout (above/below the midline) determines bullish or bearish bias. Squeeze active but not yet fired = coiled energy, watch for breakout.