Every chip in either subscore card drills into the metrics or signals that fed it — including the formula, the threshold band, and what the current reading means for KKR.
Fundamentals · Valuation
Valuation Mixed
50.5
/ 100
Mixed Valuation — roughly balanced strengths and weaknesses.
EV/EBITDA
↓
Operating profile commands a premium against the takeover-cost view of the firm. Justified when EBITDA-to-FCF conversion is high (capex is light), the moat is durable, and growth is real.
Industry · Investments & Asset Management · median 47.09 · n=283Damodaran 2026-01
What it would cost to take over the entire firm (equity plus debt, less cash) per dollar of pre-interest, pre-tax, pre-depreciation operating earnings. Capital-structure-agnostic — directly comparable across heavily and lightly levered businesses, which a P/E can't do. The weakness: EBITDA ignores capex, so capital-intensive businesses look artificially cheap on this metric. Cross-check with EV/FCF when capex is meaningful.
∑
Formula
EV = market_cap + total_debt + preferred_equity + minority_interest - cash; EV/EBITDA = EV / ebitda_ttm
EV/FCF
↓
Cheap on free cash flow — confirm FCF is sustainable and not propped up by working-capital release, deferred capex, or one-time tax benefits that will reverse.
Valuation expressed against the cash actually available to all capital providers after capex. Often more honest than EV/EBITDA when capital expenditure is meaningful relative to depreciation, because EBITDA ignores capex entirely while FCF reflects it. The cleanest single-number 'what would I pay to own this whole business?' valuation lens for capital-intensive firms.
Cheap on revenue once you account for the balance sheet. Confirm gross margin is structurally workable and the business isn't carrying invisible debt that compresses the equity claim.
Industry · Investments & Asset Management · median 5.49 · n=283Damodaran 2026-01
Adjusts the numerator for debt and cash so heavily-levered or cash-rich companies become comparable on a revenue-multiple basis. Particularly useful for cross-industry valuation work where some firms run net cash and others carry meaningful debt loads. Same caveats as P/S: best read alongside gross margin to translate the multiple into expected steady-state earnings power.
The multiple equity analysts most commonly quote because it reflects expected earnings rather than the trailing window. Same caveats as trailing P/E plus one extra: the denominator depends on consensus estimates, which can be systematically optimistic going into a downturn or pessimistic at a cyclical trough. Worth cross-checking against trailing P/E and sell-side estimate trend.
∑
Formula
Forward P/E = price / forward_eps
Greenblatt EY
↑
Operating earnings yield in the broad-market range. Use alongside Greenblatt ROC to see how the Magic Formula composite scores the name.
Capital-structure-agnostic earnings yield. Pairs with Greenblatt ROC to compute the famous Magic Formula rank (the universe-rank of earnings yield plus universe-rank of return on capital). Pre-tax operating earnings divided by the full claim on the firm gives a cleaner cross-firm valuation comparison than P/E or earnings yield alone, because it strips out the distortions from leverage, cash, and tax structure.
∑
Formula
Greenblatt EY = EBIT / Enterprise Value * 100
P/B
↓
Trading near or below book — sometimes a margin of safety (when the assets are real and the business earns its cost of capital), sometimes a sign book value will be impaired (banks before a credit cycle, retailers before a write-down).
Industry · Investments & Asset Management · median 2.49 · n=283Damodaran 2026-01
Share price divided by per-share book value of common equity — what the market values the franchise at versus what the accountants say it's worth on paper. Most informative for asset-heavy businesses (banks, insurers, industrials) where book value approximates a liquidation floor; far less informative for asset-light franchises whose value sits in brand, software, or other intangibles that GAAP under-states or excludes entirely.
∑
Formula
P/B = market_cap / common_equity
P/E (TTM)
↓
Market is paying a premium because it expects earnings to grow, margins to expand, or the franchise to deserve a quality re-rating. Verify the growth is in forward estimates and not just a P/E inflated by a temporarily depressed denominator.
Industry · Investments & Asset Management · median 75.30 · n=283Damodaran 2026-01
How many dollars of share price the market is willing to pay for one dollar of trailing-twelve-month earnings. The universal valuation anchor for profitable companies — useful for cross-sector comparison and as a quick read on whether the market expects earnings growth, decline, or a quality re-rating. Sensitive to one-off items in the denominator (write-downs, tax holidays, share buybacks); pair with EV/EBITDA when capital structure or non-cash charges look noisy.
∑
Formula
P/E = market_cap / net_income_ttm
P/S Ratio
↓
Market is paying up for revenue — implicitly betting on future margin expansion, durable revenue growth, or both. Common in software and consumer-platform names where current earnings understate steady-state economics.
Industry · Investments & Asset Management · median 4.59 · n=283Damodaran 2026-01
Useful when earnings are negative, noisy, or one-time-distorted (early-stage growth, restructurings, cyclical troughs). Works best within an industry, not across — gross margin profiles vary so wildly that 1x P/S for a software company means something completely different from 1x P/S for a grocery chain.
Divides the trailing P/E by the annualised three-year EPS growth rate (in percentage points). Below 1.0 is conventionally read as 'cheap relative to growth'; above 2 implies the multiple is well ahead of recent growth. Sensitive to which growth window you choose and unstable when earnings cross zero — flips sign or explodes when prior EPS is negative.
Peter Lynch's adjustment to PEG: adds the dividend yield to the growth rate in the denominator so that mature dividend payers don't get unfairly punished by a low growth rate alone. Sweet spot is 1.0 (P/E equals growth plus yield); below 0.5 often signals a broken growth assumption rather than genuine value; above 2 is over-paying.
Weak Profitability — most metrics in this section are scoring below the professional bands' midpoints.
Asset Turnover
↑
Heavy assets needed per dollar of revenue — utilities, telecoms, heavy industrial, capital goods. Often the right number for the industry, but compounds the impact of any margin compression.
Productivity of the asset base — how efficiently the firm converts assets into sales. Combined with net margin, this is the core of the DuPont decomposition: ROA = net margin × asset turnover. Two businesses can land at the same ROA via opposite paths: thin-margin / high-turnover (Costco, supermarkets) vs. fat-margin / low-turnover (luxury, software).
Heavy capex needed per dollar of revenue — utilities, energy, semiconductor, and heavy industrial territory. Often the right number for the industry, but raises the bar for FCF generation.
Industry · Investments & Asset Management · median 21.02 · n=283Damodaran 2026-01
Lower is generally better for shareholder cash returns — less of every dollar of revenue gets reinvested in maintaining the asset base. But very low values can flag under-investment in a capital-intensive business, which catches up later via deteriorating capacity or competitiveness. Pairs with FCF margin to separate 'thin operating margin' from 'fat operating margin offset by heavy capex'.
∑
Formula
Capex to Sales = capital_expenditures_ttm / revenue * 100
Cash Conversion
↑
Earnings exceed cash — common late-cycle warning when receivables and inventories are building. If sustained, the GAAP earnings story is unreliable; check the working-capital movements on the cash-flow statement.
Sanity-check on earnings quality — a ratio of 1.0 means every dollar of GAAP earnings shows up as free cash flow. Persistently below 1.0 means working-capital build or capex is consuming earnings; persistently above 1.0 is unusual and may flag accounting conservatism (heavy non-cash charges) or a one-time release. Trend matters more than absolute level.
Easier to compare than operating margin across firms with very different leverage and depreciation profiles, because it adds D&A back. Software platforms commonly run above 30%; capital-light service businesses cluster around 20%; capital-intensive industrials sit below 15%. The weakness: ignores the cash needed to maintain the asset base — pair with FCF margin for a complete profitability picture.
∑
Formula
EBITDA Margin = ebitda / revenue * 100
FCF Margin
↑
Revenue isn't translating into cash — either capex is heavy (capital-intensive industry) or working capital is consuming it (receivables and inventory growing faster than sales). Persistent low FCF margin is a long-term return killer regardless of GAAP earnings.
End-to-end conversion ratio: of every dollar of revenue, how much falls through to genuine free cash flow available to all capital providers? More honest than net margin because it accounts for the capex needed to maintain (and grow) the business. The single best indicator of whether the business is a quality compounder or a GAAP-earnings illusion.
Free cash flow the business throws off, divided by what the market currently charges for the equity. Treats the equity claim as a perpetual stream of free cash. More honest than earnings yield because it reflects the cash actually available to shareholders after all reinvestment. Cyclicals can swing below zero in a downturn — read with the trailing-cycle range.
Operating capital is producing limited EBIT relative to its size. Either a capital-intensive business at the bottom of its margin cycle or a structurally low-return industry where reinvestment doesn't compound.
Joel Greenblatt's reformulation of return-on-capital, designed to filter for businesses that earn high pre-tax returns on the tangible operating capital that actually generates EBIT. Excludes goodwill, acquired intangibles, and financial assets so that two firms with the same operating economics rank similarly regardless of acquisition history. Pairs with Greenblatt's Earnings Yield (EBIT/EV) to produce the famous 'Magic Formula' rank — quality stocks at value prices.
Heavy COGS load — typical of commodity producers, contract manufacturers, traditional retail. Small input-cost shocks can flip the income statement, so check input-cost hedging and pricing-pass-through ability.
Industry · Investments & Asset Management · median 69.77 · n=283Damodaran 2026-01
First-line profitability measure — how much revenue is left after the direct cost of producing it. Stable or rising gross margin signals pricing power and low input-cost exposure; falling gross margin is one of the earliest reliable signals of competitive pressure or commodity-input squeeze. Industry context is everything: 30% gross margin is excellent for a grocery chain and disastrous for a software company.
Either operating margins are thin or below-the-line items are eating earnings. Check: high interest expense (leveraged), high effective tax (jurisdictional or one-time), or recurring impairments / restructuring charges.
Industry · Investments & Asset Management · median 18.36 · n=283Damodaran 2026-01
Operating margin minus interest, tax, and below-the-line items. Useful but noisier than operating margin: tax rate changes, debt-service shifts, and one-time items can move net margin year-over-year even when the operating business is unchanged. Always pair with operating margin and FCF margin — divergence between them is a tell about leverage, tax structure, or earnings quality.
∑
Formula
Net Margin = (net_income_ttm / revenue_ttm) * 100
OCF to Net Income
↑
Net income running ahead of operating cash. Check accruals (receivables, deferred revenue, inventories): widening gaps suggest either aggressive revenue timing or working-capital absorption that will eventually bite the cash statement.
Pre-capex version of cash conversion: compares operating cash flow directly to net income, before subtracting capex. Numbers persistently below 1.0 suggest accruals are doing the work (revenue recognised before cash collected, or expenses deferred). Numbers above 1.0 are typically driven by D&A exceeding true economic depreciation — a mild positive sign but not always meaningful.
∑
Formula
OCF/NI = operating_cash_flow_ttm / net_income_ttm
Operating Margin
↑
Thin profit per dollar of revenue — exposed to input cost or wage shocks. Common in commodity producers, contract manufacturers, and unscaled businesses.
Industry · Investments & Asset Management · median 24.60 · n=283Damodaran 2026-01
Captures the leverage between revenue and operating profit — the core test of whether a business converts sales into income at the operating level. Independent of capital structure (excludes interest) and tax-jurisdiction noise. Trend matters as much as level: an improving operating margin indicates pricing power or operational efficiency gains; a falling margin signals input-cost pressure, wage inflation, or competitive erosion.
Heavy asset base needed to generate each dollar of profit — common in capital-intensive industries (utilities, telecoms, heavy industrial). Check whether the depressed ROA reflects the industry or the specific company.
Capital-efficiency measure that ignores how the assets are financed. Useful for comparing within a sector but heavily biased by industry — banks and utilities run low ROA by design (huge balance sheets), software and franchise businesses run high ROA (asset-light). The DuPont decomposition links it to ROE: ROE = ROA × (assets / equity) × (1/(1-tax)), so leverage inflates the gap between ROA and ROE.
Operating capital is producing weak returns — watch the gap to estimated cost of capital. Sustained ROCE below cost of capital destroys value as the business reinvests.
Pre-tax cousin of ROIC using operating capital employed (long-term debt plus equity, approximately equal to total assets minus current liabilities). Damodaran publishes ROCE by industry annually, so it benchmarks cleanly against sector norms. Particularly useful for capital-intensive businesses where you want to see pre-tax returns on the long-term capital base.
∑
Formula
ROCE = ebit / (total_assets - current_liabilities) * 100
Return on Equity
↑
Equity earning power is weak — sometimes due to over-capitalisation (excess cash on a strong balance sheet), sometimes genuine underperformance. Check ROIC: if ROIC is also low, the business is destroying value at its cost of capital.
Industry · Investments & Asset Management · median 15.88 · n=283Damodaran 2026-01
The headline profitability metric. Net income divided by average book equity tells you how productive each dollar of shareholders' capital is. High sustained ROE compounds book value when the business can reinvest at a similar return. Two warnings: ROE rises mechanically with leverage (high D/E inflates ROE without making the business better), and aggressive buybacks can shrink the equity denominator faster than they shrink earnings, artificially boosting ROE even as fundamental returns are flat.
Operating capital is being deployed unproductively. Watch for businesses earning less than their cost of capital — every dollar of growth investment shrinks intrinsic value rather than growing it.
Industry · Investments & Asset Management · median 15.00 · n=283Damodaran 2026-01
Measures how productive the actual operating capital base is, independent of capital structure. Strips out the effects of cash, leverage, and below-the-line items so you see the underlying economic engine. The benchmark is the firm's weighted-average cost of capital (WACC) — sustained ROIC above WACC creates value, sustained ROIC below WACC destroys it. The single most important profitability metric for long-term compounding.
Bottom-line growth on a per-share basis — captures both operating progress and any net buyback effect. The denominator uses the absolute value of prior EPS so a turnaround from negative to positive earnings reads with the conventional sign rather than producing arithmetic nonsense. Pair with revenue growth to separate real franchise expansion from buyback-driven per-share lift.
Revenue flat or declining — the growth engine is paused or in reverse. Investigate whether it's cyclical (likely to recover), competitive (margin compression to follow), or structural (the franchise is shrinking).
Industry · Investments & Asset Management · median 0.06 · n=283Damodaran 2026-01
Top-line growth — the cleanest way to see whether the franchise is expanding. Best read alongside margin trend: revenue rising while margin compresses is often discount-driven volume rather than real growth, and can mask underlying weakness. Compare to industry peers — what looks weak in absolute terms can be best-in-sector if the industry is contracting.
The single best operations-quality metric. Negative CCC means the firm is funded by suppliers — the customer pays before the supplier needs to be paid (Apple, Costco, Amazon at scale). Long CCC ties up working capital and forces operating-loan dependence. Combines three sub-metrics: days inventory outstanding, days sales outstanding, days payable outstanding.
∑
Formula
CCC = DIO + DSO - DPO
Days Sales Outstanding
↓
Receivables sit on the books a long time — revenue may be ahead of cash. Check the trend: rising DSO with flat revenue is an earnings-quality warning.
How long the average sale sits as a receivable before becoming cash. Earnings-quality flag: receivables growing faster than revenue is one of the cleanest tells for revenue recognition stretching — Beneish flagged exactly this pattern as a primary fraud indicator. Industry context matters: B2B / project businesses run longer DSO than retail, but the trend is more important than the level.
DuPont productivity measure. Combined with margin, it tells the asset-light vs. asset-heavy story: low turnover with high margin is the luxury / branded model, high turnover with thin margin is the supermarket / discount model. Very high turnover in retail can also flag stockouts (lost sales) — the metric reads best industry-relative, not absolute.
∑
Formula
Inventory Turnover = cogs / average_inventory
Fundamentals · Income
Income Weak
22.5
/ 100
Weak Income — most metrics in this section are scoring below the professional bands' midpoints.
Dividend Yield
↑
Most of the expected return must come from price appreciation rather than income. Common for growth stocks that prefer reinvestment or buybacks over dividends.
Direct cash income from holding the share. Stable dividend yield over time often signals capital discipline and predictable cash generation; abnormally high yield is frequently a warning that the dividend isn't covered by free cash flow and may be cut. Always read alongside payout ratio and FCF coverage.
You're earning a small income yield on the cap — the rest of the expected return has to come from growth or multiple expansion. Risk: if growth disappoints, the multiple has nothing else to lean on.
Net income divided by market cap, expressed as a percent. Lets you compare equity earning power directly to bond yields: a 6% earnings yield is the equity-side analog to a 6% coupon, with the difference that earnings can grow (or contract) while a bond coupon is fixed. The standard 'is the equity risk-premium adequate?' framing.
Most of net income going out as dividends — little reinvestment cushion. Watch for cuts if earnings dip; a high payout paired with a falling share price often telegraphs the dividend won't survive the next downturn.
Sustainability check on the dividend yield. Below 30% means the dividend has substantial room to grow; 30–60% is the conventional sweet spot for a mature payer; above 85% is stretched and frequently precedes a cut. REITs and utilities run higher than the broad market by design — REIT payouts above 80% are normal because the structure requires distributing most income.
∑
Formula
Payout Ratio = dividends_paid_ttm / net_income_ttm
Total Shareholder Yield
↑
Little cash going back to shareholders — return depends on growth or multiple expansion. Check whether the cash is reinvesting at high returns (a positive) or sitting idle on the balance sheet.
Captures the full cash return to shareholders — dividends plus share repurchases, expressed as a percentage of market cap. Buyback-heavy issuers (Apple, Alphabet) hide their real cash return behind a low headline dividend yield; total shareholder yield surfaces it. Increasingly the right lens for evaluating capital-return quality, especially for tech-era large-caps that prefer buybacks to dividends.
Designed to buy oversold pullbacks within an established uptrend (price above the 200-day SMA). Uses a 2-period RSI rather than the standard 14 to make it hyper-responsive to short-term swings. Holds while RSI(2) is below an exit threshold and exits when RSI(2) crosses above 60 — a classic 1–4 day mean-reversion trade. Whipsaws hard outside an uptrend regime, hence the regime filter.
⚡
Trigger rule
+1 when price is above regime_ma and RSI(2) drops below oversold; held while inside the trade; back to 0 when RSI(2) crosses above exit.
📈
Reading the chart
+1 = pullback-buy state active, 0 = flat. Bear-side variant uses the symmetric short rule.
🔧
Parameters
period=2, oversold=10, exit=70, regime_ma=200
MACD Divergence
MACD histogram printing higher lows beneath lower lows in price — momentum is quietly strengthening before price turns. Reversal-up confirmation tell.
Last trigger
↑ 41d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Compares price pivots against the MACD histogram (MACD line minus signal line) at those same bars. Bullish divergence: price makes a lower low, histogram makes a higher low — momentum is improving beneath the surface. Bearish divergence: price makes a higher high, histogram makes a lower high. Slower than the MACD signal cross but a richer confirmatory tell — the histogram captures momentum acceleration, not just direction.
⚡
Trigger rule
+1 at the right-hand pivot of bullish divergence; -1 at right-hand pivot of bearish divergence; 0 otherwise.
📈
Reading the chart
+1 = bullish divergence, -1 = bearish divergence.
🔧
Parameters
fast=12, slow=26, signal=9, pivot_window=5
MACD Signal Cross
MACD line crossed down through its signal line — short-term momentum trigger short. Strongest when in a downtrend regime.
Fires on the bar where the MACD line (EMA12 minus EMA26) crosses through the signal line (EMA9 of MACD). Bullish when MACD crosses up through signal, bearish when it crosses down. Far more commonly used as a trade trigger than divergence — see macd_divergence for the slower confirmatory tell. Whipsaws in chop; cleanest when combined with a trend-regime filter.
⚡
Trigger rule
+1 on bullish cross (MACD crosses up through signal); -1 on bearish cross (MACD crosses down through signal); 0 otherwise.
RSI printing higher lows while price prints lower lows — momentum is strengthening even as price still falls. Reversal-up tell that often precedes a turn but doesn't time it.
Last trigger
↑ 41d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
When price prints a lower low while RSI prints a higher low at those same pivot bars, momentum is improving even though price is still falling — a classic bullish divergence that often precedes a reversal up. The bearish mirror fires when price makes a higher high but RSI prints a lower high, telegraphing exhausted upside. Divergences are confirmation tells rather than precise timing signals — best used as a 'something is changing under the surface' alert, not a trade trigger on their own.
⚡
Trigger rule
+1 at the right-hand pivot of a (lower-low price, higher-low RSI) pair; -1 at the right-hand pivot of a (higher-high price, lower-high RSI) pair; 0 otherwise.
📈
Reading the chart
+1 = bullish divergence, -1 = bearish divergence, 0 = no divergence at this bar.
🔧
Parameters
period=14, pivot_window=5, lookback=60
Stochastic Cross
%K crossed down through %D from overbought — short-term sell trigger after a stretched-up move.
Bullish when %K crosses above %D while both lines are below the oversold threshold (typically 20); bearish when %K crosses below %D while both are above overbought (typically 80). Filters out mid-range stochastic crosses, which whipsaw in chop. Best used at well-defined ranges and at trend extremes.
⚡
Trigger rule
+1 on bullish cross in oversold; -1 on bearish cross in overbought; 0 otherwise.
Reports whether the close sits within the configured proximity (default 2%) of the rolling 252-bar high or low. New-highs and new-lows are universally watched screening filters — momentum and breakout strategies start from here, and the broad market's new-high / new-low spread is a foundational breadth indicator.
⚡
Trigger rule
+1 while close is within proximity of the 252-bar high; -1 while close is within proximity of the 252-bar low; 0 mid-range.
📈
Reading the chart
+1 = near 52-week high, -1 = near 52-week low, 0 = mid-range.
🔧
Parameters
window=252, proximity=0.01
Donchian Breakout
Active long breakout state — price exceeded the prior N-day highest high. Trend-follow entry, valid only when gates allow long-side trend risk.
Last trigger
↑ 23d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Trigger history semantics changed 2026-05-11; rerun scoring before comparing this signal across older and newer runs.
Turtle-style breakout signal: enters long when price exceeds the highest high of the prior lookback window, short when price drops below the lowest low of the prior window. The channel is shifted to the prior bar to avoid lookahead. Holds the position state for a fixed number of bars. Cornerstone of trend-following strategies — works best in directional regimes and gets chopped up in range-bound markets.
⚡
Trigger rule
+1 when the bar high exceeds the prior N-day high, held for hold_bars; -1 when the bar low breaks the prior N-day low, held for hold_bars. Ambiguous bars that exceed both sides are ignored on daily OHLC data.
📈
Reading the chart
+1 = long breakout state, -1 = short breakout state.
🔧
Parameters
period=20, hold_bars=20
Ichimoku
Ichimoku components disagree — no clean setup either direction. Wait for alignment.
Last trigger
↑ 86d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Composite trend system: bullish when price is above the cloud (Kumo), the tenkan crosses above the kijun, and the cloud projected ahead is green (Senkou A above Senkou B). Bearish on the symmetric short-side configuration. The full bull/bear signal requires all three components to align, making it slower but cleaner than any single-line indicator.
⚡
Trigger rule
+1 on bullish trigger conditions, -1 on bearish, 0 otherwise.
📈
Reading the chart
+1 = full Ichimoku bullish setup, -1 = full bearish setup.
🔧
Parameters
tenkan=9, kijun=26, senkou_b=52
Parabolic SAR Flip
SAR flipped from below to above price — switch to short bias. Trail-stop short entries here.
The Parabolic SAR (Stop and Reverse) plots a dot above or below price; when price crosses the SAR, the trend side flips and the dot jumps to the opposite side. The flip event itself is the trade trigger. Works well in clean trends, gets whipsawed in chop.
⚡
Trigger rule
+1 on flip from above-price (bearish) to below-price (bullish); -1 on flip the other way.
📈
Reading the chart
+1 = bullish flip, -1 = bearish flip.
🔧
Parameters
accel=0.02, max_accel=0.2
Relative Strength vs SPY
Ticker underperforming the broad market by more than its trailing-year norm — sector or stock-specific headwind in play.
Computes the period-bar log-return spread (ticker minus SPY) and ranks the spread against its trailing 252-bar quantile. SPY = SPDR S&P 500 ETF Trust ('SPDR' = Standard & Poor's Depositary Receipts), the standard proxy for the US large-cap market. Ranking against the trailing window means the same threshold works in both gentle bull markets and high-volatility regimes — the metric is calibrated against the ticker's own history, not a fixed cutoff.
⚡
Trigger rule
+1 while the ticker-vs-SPY spread is in the top high_pct of its trailing window; -1 while in the bottom low_pct; 0 otherwise.
While price is above its 200-day MA (uptrend regime), buy when today's close is the lowest in 7 sessions; exit when today's close is the highest in 7 sessions. A simple, robust short-term mean-reversion system — works because pullbacks within an uptrend tend to be shallow and quickly retraced. Symmetrically, the bearish variant short-sells 7-day highs in downtrends.
⚡
Trigger rule
+1 on entry day (new 7-day low above regime); held until exit on new 7-day high; back to 0 on exit.
📈
Reading the chart
+1 = pullback-buy state active, 0 = flat.
🔧
Parameters
lookback=7, regime_ma=200
Engulfing
Up candle fully engulfed the prior down body after a downtrend — buyers took control inside one session. Reversal-up tell.
Last trigger
↑ 1d ago
Active hits
2/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Bullish engulfing: a down candle followed by an up candle whose body fully covers the prior body. Bearish engulfing: an up candle followed by a larger down candle covering the prior body. Strongest when it appears after an established trend — the reversal candle erases the prior bar entirely, signalling a clear shift in short-term control.
⚡
Trigger rule
+1 on bullish engulfing after a downtrend; -1 on bearish engulfing after an uptrend.
Price wicked into a Fibonacci support level and closed back above it — the level held. Trend-continuation buy zone with the rejection candle itself as the confirmation.
Last trigger
↑ today
Active hits
14/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Identifies the most recent significant swing high and low, projects the standard Fibonacci levels (23.6%, 38.2%, 50%, 61.8%, 78.6%) across the swing, and fires only when price rejects off one of those levels back in the prior-trend direction. In an active uptrend the trigger fires when a bar's low pierces a Fib support by up to 0.5 ATR and closes back above it; in a downtrend the mirror case fires at Fib resistance. A 2×ATR swing-range floor suppresses emission inside noisy consolidations where every level sits within one ATR of every other. Fibonacci levels are self-fulfilling support/resistance — heavily watched by chart-driven traders, so rejections at them tend to act as decision points whether the underlying ratios mean anything or not.
⚡
Trigger rule
+1 in an uptrend when the bar's low pierces a Fib support (within atr_mult x ATR) and the close finishes above it. -1 in a downtrend when the bar's high pierces a Fib resistance and the close finishes below it. 0 otherwise.
📈
Reading the chart
+1 = bullish rejection at Fib support, -1 = bearish rejection at Fib resistance, 0 = no rejection event.
Inverse H&S confirmed — three-trough bottoming pattern that broke its neckline up. Conventional measured-move target is the head-to-neckline distance projected above the neckline.
Last trigger
↑ 31d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Bearish head-and-shoulders: a left shoulder, a higher center peak (head), and a right shoulder of comparable height to the left, broken by a decisive close below the neckline (the line connecting the two intervening troughs). The inverse pattern — three troughs with a deeper middle and an upward neckline break — is bullish. Among the most-watched and most-cited topping/bottoming patterns in classical chart analysis.
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Trigger rule
+1 at neckline break of inverse-H&S; -1 at neckline break of standard H&S.
Price tagged a key MA and bounced — moving average held as support. Trend-continuation entry, target the prior swing high.
Last trigger
↑ 20d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
When price comes within an ATR-relative band of a key moving average (typically 50- or 200-period) and reverses without closing through it, the MA is acting as support (in an uptrend) or resistance (in a downtrend). The cleanest trend-continuation entry — buy the pullback to a rising MA, sell the rally to a falling MA. The proximity band is sized as 0.5 × Wilder ATR(14), so a high-volatility name and a quiet utility get proportionally-scaled bands instead of a fixed percentage that fires constantly on one and almost never on the other. Failure of the rejection (a clean close through) is itself meaningful and often signals a regime change.
⚡
Trigger rule
+1 when price prints a low near the MA in an uptrend and closes back above; -1 when price prints a high near the MA in a downtrend and closes back below.
📈
Reading the chart
+1 = bullish MA rejection (support held), -1 = bearish MA rejection (resistance held).
🔧
Parameters
ma_periods=[50,200], atr_mult=0.5, atr_period=14
Multi Top/Bottom
Price retested a prior low and held — multi-bottom support confirmed. The defended level is a base from which to attempt a turn.
Last trigger
↑ 19d ago
Active hits
1/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Finds two or more pivot highs (tops) or lows (bottoms) within a price tolerance and minimum bar separation. Confirmed multi-bottom is bullish — the price level repeatedly defended is acting as support, suggesting a base. Multi-top is bearish — the level repeatedly rejected is acting as resistance, suggesting distribution. Pattern strength rises with the number of touches and the time between them.
⚡
Trigger rule
+1 at confirmation of a multi-bottom (price retests prior low and holds); -1 at confirmation of a multi-top.
A pin bar has a small real body (under ~30% of the bar's range) and a long wick (over ~60%) on one side, sticking out beyond the prior trend. Bullish pin: long lower wick after a downtrend, body near the top — price probed lower and was rejected, buyers absorbed the supply. Bearish pin: long upper wick after an uptrend, body near the bottom. Most reliable at structural levels (prior support/resistance, key MAs).
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Trigger rule
+1 for bullish pin (long lower wick, body near top, after downtrend); -1 for bearish pin.
Morning star (bullish): a big down candle, a small-body middle candle showing indecision, and a big up candle that closes well into the first body. Evening star is the bearish mirror at a top: big up, indecision, big down. The three-candle structure is more reliable than a single doji because it provides built-in follow-through confirmation.
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Trigger rule
+1 on confirmed morning star; -1 on confirmed evening star.
📈
Reading the chart
+1 = morning star (bullish reversal), -1 = evening star (bearish reversal).
🔧
Parameters
middle_body_max=0.3, penetration=0.5
Sushi Roll
No outside-range reversal recently — price action is contained within prior windows.
Last trigger
↑ 76d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Two consecutive non-overlapping windows where the second window's high is above the first's high AND the second's low is below the first's low (an outside range). Reads as a reversal signal off the prior trend: an outside-range bar that closes against the prior direction is a structural shift in supply and demand, not noise.
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Trigger rule
+1 if prior trend was down and current outside-range closes higher than it opens; -1 in the symmetric down-reversal case.
Decisive close above a downward trendline — resistance line gave way. Regime-change candidate; combine with volume to gauge conviction.
Last trigger
↑ 1d ago
Active hits
1/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Fits a trendline through pivot points and flags decisive closes through the line. Distinguishes a clean break (close violates the line) from a wick-test (intra-bar tag that closes back inside the trend). Trendline breaks are early-warning regime-change signals — the prior trend's structure has been violated, and the next leg may move in the opposite direction.
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Trigger rule
+1 on close above a downward trendline; -1 on close below an upward trendline.
Falling wedge resolved up — compression broke in favor of buyers. Continuation entry on the breakout retest.
Last trigger
↑ 38d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
A wedge is a price compression where two trendlines converge. Rising wedge (both lines sloping up but the upper less steep than the lower) typically resolves down — price runs out of room as buyers exhaust. Falling wedge (both lines sloping down with the lower less steep) typically resolves up. Compressions resolve eventually; the direction is what the wedge predicts.
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Trigger rule
+1 on confirmed break above falling wedge; -1 on confirmed break below rising wedge.
Decline running on falling volume — sellers losing conviction. The down move is being maintained by inertia, not fresh selling. Reversal candidate.
Last trigger
↑ 2d ago
Active hits
18/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Trends backed by declining volume tend to lose conviction. The signal compares the slope of price against the slope of volume over a rolling window: if price keeps moving but volume is shrinking, fewer participants are committed to the move. Often precedes a stall or reversal because the move is running on inertia rather than fresh capital.
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Trigger rule
+1 when price is rising but volume slope is negative (weak rally); -1 when price is falling but volume slope is negative (weak decline / potential reversal).
📈
Reading the chart
+1 = weak uptrend (sell into strength), -1 = weak downtrend (cover or buy into weakness).
🔧
Parameters
trend_window=20
OBV Divergence
OBV and price moving together — accumulation/distribution is in line with the tape, no surprise.
Last trigger
↑ 119d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
OBV cumulates signed volume — adds volume on up days and subtracts it on down days. Rising OBV reflects accumulation, falling OBV distribution. Same pivot-pair divergence rule as RSI/MACD: when price makes a new low but OBV doesn't, big-money has stopped selling at the lows. When price makes a new high but OBV lags, the rally lacks volume confirmation — distribution may be quietly underway.
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Trigger rule
+1 at right-hand pivot of (price lower-low, OBV higher-low); -1 at right-hand pivot of (price higher-high, OBV lower-high).
No climax bar in the recent window — volume profile is unremarkable.
Last trigger
↑ 66d ago
Active hits
0/ 20b
Absolute
—
Weight
1.00×
✕voided by MA Crossover✕voided by Regime Filter✕voided by LT Debt-to-Equity risk gate✕voided by Altman Z-Score risk gate✕voided by Piotroski F-Score risk gate✕voided by Interest Coverage risk gate
Identifies bars whose volume is well above their recent average AND whose body is small relative to the bar's true range. The classic 'climax' shape: an exhaustion bar where heavy participation produced very little net price change, often marking short-term turning points after a directional run. Bullish climax (capitulation) prints near the low of the bar; bearish climax (distribution) prints near the high.
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Trigger rule
+1 (long-side capitulation) when the climax bar prints near its low; -1 (distribution) when it prints near its high.
Enters +1 when close ≤ lower band, holds until close ≥ middle band. Symmetric short-side state. Captures reversion-to-mean trades inside Bollinger bands — the trade is the move from the band back to the centre, not the breakout. Best in trending-but-noisy regimes where pullbacks cleanly retrace to the midline.
⚡
Trigger rule
+1 enter on close ≤ lower band, exit on close ≥ middle. -1 enter on close ≥ upper, exit on close ≤ middle.
📈
Reading the chart
+1 = long mean-reversion held, -1 = short mean-reversion held, 0 = flat.
🔧
Parameters
period=20, std=2
Bollinger Reentry
Price closed back inside the bands from above — short-term reversion-short signal. Stretched-up move snapping back.
Fires on the bar where the close returns inside the bands after the prior close was outside. Long reentry from below the lower band is a mean-reversion long trigger; short reentry from above the upper band is a mean-reversion short trigger. The reentry — not the initial breakout — is the actual signal, because it confirms the move is reversing back toward the mean.
⚡
Trigger rule
+1 when prior close < lower band and current close inside; -1 when prior close > upper band and current close inside.
📈
Reading the chart
+1 = long-side reentry from oversold, -1 = short-side reentry from overbought.
Bottom-band Altman Z blocks bullish signals — distress risk.
This is a distress-risk gate. It should be treated with extra care outside non-financial operating companies.
Altman Z-Score is most reliable for non-financial operating companies. Banks, insurers, REITs, and other financial balance sheets need sector-specific solvency checks.
