Rank Correlation: Measuring Screen Ranking Stability

You run a factor screen at the end of August, and the ten names at the top look familiar. You run it again four weeks later. The same companies are…

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Investable Universe: The List Behind Every Stock Screen

Two traders run what they call the same momentum screen on Monday morning. Both rank US equities by six-month price change, both take the top twenty, and both trust the…

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Relative Strength Line: The Leading Breakout Filter

Two stocks break out to a new 52-week high on the same morning. Same chart pattern, same volume surge, same clean handle. Six weeks later one has added 40 percent…

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