Stock Screen Library

What it finds: Cheap stocks (bottom-quintile PB) that pass the strictest Piotroski F-Score filter (8 or 9 of 9). Academic research shows this small subset of deep-value names dramatically outperforms the broad value universe. • Source: Piotroski (2000), 'Value Investing: The Use of Historical Financial Statement Information…'. • Typical trigger: PB ≤ 1.5, Piotroski F ≥ 8.

What it finds: Investment-grade businesses trading cheap on Graham's classic Defensive Investor checklist — modest PE, low PB, real dividend, strong current ratio, and conservative leverage. • Source: 'The Intelligent Investor' (1949), Chapter 14. • Typical trigger: PE ≤ 15, PB ≤ 1.5, yield ≥ 2%, current ratio ≥ 2, D/E ≤ 1.

What it finds: Wide-moat compounders with consistent high returns on equity, healthy margins, and conservative balance sheets — the kind of durable franchises Buffett favors at Berkshire. • Source: Berkshire Hathaway annual letters & Mary Buffett's 'Buffettology'. • Typical trigger: ROE ≥ 15%, D/E ≤ 0.5, net margin ≥ 10%, quality score ≥ 65.

What it finds: Highly gross-profitable franchises — Novy-Marx's seminal 'gross profits / assets' factor expressed via 40%+ gross margins and elite composite quality score. • Source: Novy-Marx (2013), 'The Other Side of Value: The Gross Profitability Premium', Journal of Financial Economics. • Typical trigger: Gross margin ≥ 40%, quality score ≥ 70.

What it finds: O'Neil CAN-SLIM leaders — strong forward EPS growth (C+A), elite composite growth and momentum scores (L+I+M), and a fresh-IPO bias (N). • Source: 'How to Make Money in Stocks' (4th ed., 2009). • Typical trigger: FY1 EPS growth ≥ 25%, momentum ≥ 75, growth ≥ 70, IPO ≤ 8 years.

What it finds: Growth at a Reasonable Price — Lynch's signature PEG ≤ 1 screen combined with conservative leverage and real top-line growth. • Source: 'One Up on Wall Street' (1989). • Typical trigger: PEG ≤ 1, D/E ≤ 0.5, revenue growth ≥ 10%.

What it finds: Cheapest decile by composite value score crossed with strong 6-12 month momentum — O'Shaughnessy's 'Trending Value' factor stack from 'What Works on Wall Street'. • Source: O'Shaughnessy (4th ed., 2011). • Typical trigger: value score ≥ 90 AND momentum score ≥ 70.

What it finds: Cheap stocks that survive accounting-quality and earnings-quality screens — Gray's three-step Quantitative Value filter (cheap + Piotroski clean + Beneish not-manipulator). • Source: Gray & Carlisle, 'Quantitative Value' (2012). • Typical trigger: PE ≤ 12, Piotroski ≥ 7, Beneish = Pass.

What it finds: Stockbee-style episodic pivots — a real gap up (≥3%) with expansion volume on a Stage-2 leader holding above EMA-20. • Best market conditions: Risk-on tapes with frequent earnings / news catalysts. • Typical trigger: Gap ≥3% on RVOL ≥1.5x with price above EMA-20.

What it finds: IBD-style leadership shortlist — RS Rank ≥ 90 in confirmed Stage-2 trends. • Best market conditions: Trending bull tapes with broad RS dispersion. • Typical trigger: New 6-12mo highs in the top decile of relative strength.

What it finds: Cheap, dividend-paying names with positive top-line growth — Neff's famous total-return formula (yield + growth ÷ PE) approximated via low PE + 2.5%+ yield + revenue growth. • Source: 'John Neff on Investing' (2001), Vanguard Windsor Fund track record. • Typical trigger: PE ≤ 12, yield ≥ 2.5%, revenue growth ≥ 7%.

What it finds: True deep-value Schloss-style names trading near or below tangible book — PB ≤ 0.8 with conservative leverage. Schloss famously held 100+ such cheap, ignored stocks. • Source: Schloss letters & Buffett's 1984 'Superinvestors of Graham-and-Doddsville' speech. • Typical trigger: PB ≤ 0.8, D/E ≤ 0.5.

What it finds: Out-of-favor stocks in the cheapest quintile by PE AND PB AND yield — Dreman's three-pillar contrarian filter, plus a non-negative growth floor to weed out structural declines. • Source: 'Contrarian Investment Strategies' (4th ed., 2012). • Typical trigger: PE ≤ 12, PB ≤ 1.5, yield ≥ 2.5%, revenue growth ≥ 0%.

What it finds: Growth stocks Zweig would approve of — strong earnings growth, sales growth, forward consensus growth, AND a conservative balance sheet. • Source: 'Winning on Wall Street' (1986). • Typical trigger: Earnings growth ≥ 15%, revenue growth ≥ 10%, FY1 EPS growth ≥ 15%, D/E ≤ 1.

What it finds: 4%+ yielding blue-chips with sturdy balance sheets and consistent quality — Weiss's 'Dividends Don't Lie' framework, which prefers historically high yields on dividend-aristocrat-grade names. • Source: 'Dividends Don't Lie' (1988) & 'The Dividend Connection' (1995). • Typical trigger: Yield ≥ 4%, D/E ≤ 0.5, quality ≥ 65, Piotroski ≥ 6.

What it finds: Small/mid-cap GARP stocks — Slater's signature 'PEG ≤ 0.75 in a small-cap niche' formula. He famously argued elephants don't gallop, so growth + cheapness + smaller cap = edge. • Source: 'The Zulu Principle' (1992). • Typical trigger: PEG ≤ 0.75, market cap ≤ $2B, revenue growth ≥ 15%.

What it finds: Profitable growth names trading at modest valuations — Fisher's original 'Super Stocks' PSR filter approximated via low PB + healthy net margin + strong revenue growth and conservative leverage. • Source: 'Super Stocks' (1984). • Typical trigger: PB ≤ 1.5 (PSR proxy), net margin ≥ 5%, revenue growth ≥ 15%, D/E ≤ 1.

What it finds: Strong sector-level leaders — RS Rank ≥ 85 in Stage-2 with the liquidity floor. Pair with a sector chip to focus on one industry. • Best market conditions: Sector-rotation tapes where leadership is concentrated. • Typical trigger: Best-in-sector RS leaders that pass liquidity gates.

What it finds: Fallen growth leaders ≥ 50% below their all-time high, quietly forming a Stage-1 base, while Wall Street still expects ≥ 25% forward EPS and revenue growth. • Best market conditions: Late-cycle, early-recovery, or after broad-market washouts. • Typical trigger: ATH drawdown ≥ 50% + Stage 1 + TTM squeeze on + FY1 EPS & Revenue consensus ≥ 25% + $5M+ liquidity.

What it finds: Greenblatt-style 'Magic Formula' — high ROE compounders trading at a cheap earnings multiple, with manageable leverage and a real trend pulse. • Best market conditions: Mid-cycle and early-recovery tapes where value re-rates. • Typical trigger: ROE ≥ 20%, PE ≤ 15, D/E ≤ 1, price above SMA-200.

What it finds: Sub-$2B small-caps with leadership-grade RS and confirmed Stage-2 trends. • Best market conditions: Early-cycle risk-on tapes where small-caps lead. • Typical trigger: Market cap ≤ $2B, RS Rank ≥ 80, Stage-2 intact, liquidity floor.

What it finds: $200B+ mega-caps with elite quality, healthy growth, and primary trend intact. Designed as a core anchor sleeve. • Best market conditions: All-weather; especially attractive when breadth narrows. • Typical trigger: Market cap ≥ $200B, quality ≥ 75, revenue growth ≥ 5%, above SMA-200.

What it finds: 4%+ dividend yielders with elite Piotroski quality, conservative leverage, and a primary trend that's still intact. • Best market regime: Late-cycle, sideways, or risk-off tapes favoring durable carry. • Typical trigger: Yield ≥ 4%, Piotroski ≥ 7, D/E ≤ 1, above SMA-200.

What it finds: Liquid leaders with elite Options Sentiment scores — strong bullish options flow (OS ≥ 70), top-quintile relative strength, and earnings clear of the window. • Best market conditions: Risk-on tape where institutional options activity confirms underlying momentum. • Typical trigger: OS Score ≥ 70 AND RS Rank ≥ 80 AND $-vol ≥ $10M AND earnings >5d out.

What it finds: Profitable cash machines — high net margin, low leverage, low PE, and primary trend intact. • Best market conditions: All-weather core sleeve; especially constructive in late-cycle and risk-off rotations. • Typical trigger: Net margin ≥ 15%, PE ≤ 18, D/E ≤ 0.5, above SMA-200.

What it finds: Stage-2 names sitting in an active TTM volatility squeeze with tight ATR extension — coiled spring waiting for a release. • Best market conditions: Pre-breakout tapes where volatility has compressed. • Typical trigger: Squeeze on, ATR extension ≤ 1, above EMA-20, earnings clear.

What it finds: Tight inside-day coils right at the 52-week high — ATR extension ≤ 0.5 and within 5% of the 52w high while Stage-2 holds. • Best market conditions: Constructive trends pausing into resistance before continuation. • Typical trigger: Coil at the high with sufficient liquidity.

What it finds: Pass-all leaders with institutional quality checks cleared that are still holding above EMA-20 (controlled pullback, not a breakdown). • Best market conditions: Broad risk-on trends with leadership expansion. • Typical trigger: Stage-2 continuation after a controlled pullback that holds near-term trend support with earnings >5d out.

What it finds: Same pass-all institutional leaders as Playbook A-Setup, but only while price still holds above EMA-20 — filters out names that pass the multi-month structure tests yet are breaking down short-term. • Best market conditions: Broad risk-on trends with leadership expansion. • Typical trigger: Stage-2 continuation on a controlled pullback that is still above near-term trend support with earnings >5d out.

What it finds: Pass-all Stage-2 leaders pulling back into EMA-10 support. • Best market conditions: Persistent uptrends with orderly mean reversion. • Typical trigger: Low-risk re-entry when price is within ±2% of EMA-10 and earnings risk is clear.

What it finds: Stage-2 names with strong RS that just released multi-bar volatility compression. • Best market conditions: Early trend acceleration after consolidation. • Typical trigger: Fresh squeeze release (1-3 bars after release) with RS >= 70 and price still above EMA-20.

What it finds: Stage-2 leaders with improving RS slope, real institutional accumulation, and quality. • Best market conditions: Rotation phases where new leaders are emerging. • Typical trigger: RS slope flips positive while A/D rating ≥ 65 and quality ≥ 65.

What it finds: Extended winners stretched from EMA-10 by >=2 ATR. • Best market conditions: Late-leg momentum runs where risk/reward compresses. • Typical trigger: Partial-trim warning after extension reaches >=2 ATR.

What it finds: Extreme overextension from EMA-10 at >=3 ATR. • Best market conditions: Blow-off advances near short-term exhaustion. • Typical trigger: Full take-profit review when extension reaches >=3 ATR.

What it finds: Stage-2 stocks printing pocket pivots with institutional volume, anchored at or above the 10-day MA. • Best market conditions: Constructive uptrends with leadership building from bases. • Typical trigger: Pocket-pivot day at/above EMA-10 with extension capped and earnings clear.

What it finds: Stage-2 pullbacks into EMA-20 with volume dry-up and tight ATR extension. • Best market conditions: Healthy trends pausing before continuation. • Typical trigger: VDU condition appears near EMA-20 with extension ≤ 1 ATR and earnings clear.

What it finds: Stage-2 names gapping up ≥ 3% on ≥ 1.5x relative volume while still above EMA-20. • Best market conditions: Breakout environments driven by catalysts and earnings surprises. • Typical trigger: True BGU with real gap size, not a token open-up.

What it finds: Stage-2 names trading above both EMA-10 and EMA-20 with a fresh volume thrust. • Best market conditions: Post-pullback trend resumptions in risk-on tapes. • Typical trigger: Stacked EMAs holding with rel-volume ≥ 1.5x and earnings clear.

What it finds: Fresh Stage-2 starts that just reclaimed the 50-SMA with positive RS slope and real accumulation. • Best market conditions: Early-cycle turns and fresh uptrend starts. • Typical trigger: Stage-2 print, above SMA-50, RS slope > 0, A/D ≥ 60.

What it finds: Broken leaders trading below both EMA-20 and SMA-50 with weak SPY relative trend. • Best market conditions: Risk-off phases with failed rebounds. • Typical trigger: MA cascade breakdown with composite score collapsing.

What it finds: Stage-4 failed-base candidates with weak analyst backdrop. • Best market conditions: Downtrends where former leaders crack decisively. • Typical trigger: LSFB structure under SMA-50 with strong-sell consensus.

What it finds: Countertrend rips in Stage-4 names into resistance. • Best market conditions: Bear-market rallies and weak-trend bounces. • Typical trigger: Overbought RSI near declining 200-SMA in liquid names.

What it finds: Higher-quality, lower-beta dividend defensives. • Best market regime: Late-cycle, recession risk, or volatility spikes. • Typical trigger: Capital rotates into stability while beta and quality filters tighten.

What it finds: High-quality compounders with confirmed momentum, ADX trend strength, and manageable extension. • Best market conditions: Steady bull phases favoring persistent leadership. • Typical trigger: Stage-2 trend with ADX ≥ 22 and earnings >7d away.

What it finds: Growth leaders with valuation discipline (GARP profile). • Best market conditions: Mid-cycle expansions where earnings growth remains rewarded. • Typical trigger: Stage-2 setup with strong growth and capped PE/PEG.

What it finds: Income defensives with healthy balance-sheet and quality metrics. • Best market regime: Choppy or risk-off tapes favoring carry and resilience. • Typical trigger: Yield plus quality alignment with conservative leverage.

What it finds: Tight Stage-2 pullbacks still above long-term trend support. • Best market conditions: Strong uptrends with orderly pullback entries. • Typical trigger: Price compresses near EMA-10 with low extension and trend strength intact.

What it finds: Weak-trend dead-cat bounces into overhead resistance. • Best market conditions: Bearish markets with repetitive failed rallies. • Typical trigger: Overbought bounce into 200-SMA while primary trend remains down.

What it finds: Top percentile IBD-style RS leaders in Stage-2 trends. • Best market conditions: Broad bull trends with clear leadership concentration. • Typical trigger: RS Rank ≥ 85 with extension ≤ 2 ATR and sufficient dollar volume.

What it finds: Liquid Stage-2 names showing statistically meaningful participation spikes. • Best market conditions: Risk-on tapes where institutions are rotating into leadership. • Typical trigger: RVOL ≥ 1.8x with RS Rank ≥ 80, U/D Vol Ratio ≥ 1.5, and trend structure above EMA-20.

What it finds: Explosive participation leaders where momentum and accumulation spike together. • Best market conditions: Fast risk-on breakouts and momentum expansion days. • Typical trigger: RVOL ≥ 2.2x with U/D Vol Ratio ≥ 1.8 and RS Rank ≥ 75.

What it finds: High-score growth names with quality, balance-sheet support, and tight leverage. • Best market conditions: Growth-favoring risk-on environments. • Typical trigger: Composite score and quality clear high thresholds while Stage-2 holds and D/E ≤ 1.

What it finds: Fundamentally cheap names with a real trend pulse (above SMA-50). • Best market conditions: Early recovery phases where value re-rates. • Typical trigger: Low PE/PB with strong Piotroski, improving RS slope, and price above SMA-50 (avoids value traps in Stage-4).

What it finds: Stage-2 names pressing near 52-week highs with trend strength intact. • Best market conditions: Breakout-friendly momentum tapes. • Typical trigger: Near-52w-high setup with ADX ≥ 18 and extension ≤ 2 ATR.

What it finds: Stocks where ≥3 unique corporate insiders made open-market purchases totalling ≥$500K within the last 30 days — Form 4 cluster-buy signal popularised by Lon Juefes & TipRanks research. • Best market conditions: Late-stage corrections and early bull recoveries when insider conviction front-runs the next leg. • Typical trigger: Multiple insiders buying at market with real dollar size (not options exercises) within a tight window.

What it finds: ETFs with strong composite signal and leading RRG placement. • Best market regime: Risk-off rotations where defensives gain relative strength. • Typical trigger: ETF signal flips strong while quadrant remains Leading.

What it finds: Dividend-focused names with baseline quality, above SMA-50 (no Stage-4 traps). • Best market regime: Sideways or lower-volatility environments favoring carry. • Typical trigger: Yield floor clears 3% with Piotroski quality ≥ 5 and primary trend intact.

What it finds: Strong momentum leaders that are still not excessively extended. • Best market conditions: Sustained bull trends with strong relative winners. • Typical trigger: Momentum score ≥ 75, Stage-2 intact, ATR extension ≤ 1.5.

What it finds: O'Neil-style high-tight-flag setups: Stage-2 names sitting within 5% of the 52w high with very tight extension and volume dry-up. • Best market conditions: Strong leadership tapes where new highs hold. • Typical trigger: pct-from-high ≤ 5%, ATR extension ≤ 0.8, VDU print, and earnings clear.

What it finds: Minervini-style VCP near pivot: Stage-2 names hugging the 10/20 EMAs with extreme tight extension and within 5% of high. • Best market conditions: Constructive trends with shrinking volatility before continuation. • Typical trigger: ATR extension ≤ 0.5 ATR and stacked above EMA-10 / EMA-20.

What it finds: O'Neil-style cup-and-handle continuation patterns on daily bars — smooth U-shaped base (12–33% deep, ~7–33 weeks), symmetric rims, and a tight low-volume handle. Buy point = handle high + $0.10. • Best market conditions: Risk-on tapes where leaders carve constructive bases before breakouts. • Typical trigger: Detector fires while stock is in Stage 2 with adequate liquidity.

What it finds: O'Neil C&H base in a true leader — layered on top of Investor's Business Daily-style quality + RS-Rank filters. • Best market conditions: Constructive bull tapes where the *best* names carve C&H bases. • Typical trigger: Pattern fires while Quality ≥ 70, RS-Rank ≥ 80, Stage-2 intact, and liquidity ≥ $10M/day.

What it finds: Handle is complete and price is coiled at the pivot — within 5% of the 52w high, ATR-tight, and volume drying up. Anticipates the breakout day. • Best market conditions: Risk-on continuation, after the handle has formed. • Typical trigger: C&H + nearHigh + ATR ext ≤ 1 + VDU — ready to fire on first up-volume day.

What it finds: O'Neil flat base — a shallow (≤15%), tight sideways consolidation of at least ~5 weeks after a prior advance. The second-stage base that often precedes the strongest breakouts. • Best market conditions: Risk-on uptrends where leaders rest before the next leg. • Typical trigger: Flat-base detector fires while Stage-2 with adequate liquidity.

What it finds: William O'Neil double-bottom (W) base — two equal lows separated by a middle peak, with the buy point above the middle-peak high. • Best market conditions: Recovery tapes and trend resumptions after a shakeout. • Typical trigger: Double-bottom detector fires while Stage-2 with adequate liquidity.

What it finds: Mark Minervini's Volatility Contraction Pattern — a base of 2–4 successive pullbacks, each tighter than the last, with volume drying up as price coils under a pivot. The textbook pre-breakout setup for a Stage-2 leader. • Best market conditions: Risk-on uptrends where leaders tighten before the next leg. • Typical trigger: VCP detector fires while Stage-2 with adequate liquidity.

What it finds: Stocks in a recognised chart base whose volatility has coiled to the tightest end of its baseline (Tightness ≥ 7 / 10). Minervini-style VCP energy — the spring is wound. • Best market conditions: Constructive trends before a breakout. • Typical trigger: Any base detected + Tightness ≥ 7 while Stage-2 with adequate liquidity.

What it finds: O'Neil 'N' / Minervini young-leader screen — companies public for ≤ 5 years with elite relative strength and a Stage-2 trend. Historically the bucket that produces the biggest winners (AMZN, NVDA, SHOP, TSLA, etc. all qualified within 5 years of IPO). • Best market conditions: Risk-on tapes where new merchandise leads. • Typical trigger: IPO < 5 years, RS-Rank ≥ 80, Stage-2 confirmed.

What it finds: Classic O'Neil 'IPO base' — first base after a recent IPO (≤ 2 years), price coiling within 5% of the 52w high with a volume dry-up. The IPO base is historically the single highest-success setup in O'Neil's research. • Best market conditions: Risk-on uptrends with fresh leadership. • Typical trigger: IPO < 2y, near 52w high, VDU print, ATR-tight, Stage-2.

What it finds: Buy-and-hold core sleeve — elite quality, growth, ROE, low leverage, and a healthy primary trend. • Best market conditions: All-weather; designed to be held through cycles. • Typical trigger: Quality ≥ 80, revenue growth ≥ 10%, ROE ≥ 15%, D/E ≤ 0.5, above SMA-200.

What it finds: Defensive-sector ETFs (Utilities, Staples, Healthcare) that are leading the relative-rotation graph. • Best market regime: Risk-off / late-cycle tapes when capital seeks stability. • Typical trigger: Defensive sector ETF with BUY signal in the Leading quadrant.

What it finds: Liquid names gapping down on heavy volume below the 50-SMA. • Best market conditions: Risk-off breakdowns and post-distribution failures. • Typical trigger: Negative gap with rel-volume ≥ 2x while price has lost the 50-SMA.