What O'Neil understood about growth stocks was not that they were predictable, but that they shared recognisable patterns before their biggest moves. His research involved studying the price and volume…
How to adapt factor screens to market regimes so your momentum, value, and quality filters match the conditions you are actually trading in.
Why the Sharpe ratio misleads stock screeners, what AlphaSharpe LLM-evolved ranking metrics fix, and how to test custom screening metrics without overfitting.
How to detect and trade correlation breakdowns between assets. Covers rolling correlation z-scores, regime filters, pair selection, and swing trade setups.
How agentic LLM nowcasting scores Russell 1000 stocks daily, why alpha concentrates in the top 20, and practical limits for swing traders.
How to build a multi-factor composite score from momentum, value, and quality percentile ranks to screen swing trade candidates and shrink your watchlist.
How the X-Trend model uses few-shot learning to adapt trend-following signals to new market regimes without retraining from scratch.
Use the Range Expansion Index to confirm genuine breakouts and filter false moves. Covers the REI formula, real examples, and practical pairing strategies.
The Volatility Stop sets trailing exits that widen in volatile markets and tighten in quiet ones. A practical guide with real chart examples and settings.
How to use the VIX Fix to build a synthetic fear gauge on any stock, ETF, or forex pair using only price data. Formula, signals, and traps.