RMIX

An ABSOLUTE intrinsic-value signal, distinct from the relative multiples (PE, EV/EBITDA) which only compare a stock to its industry peers. Intrinsic value comes from the Residual Income Model: book value plus the present value of the residual income (earnings above a charge for the cost of equity) the firm is forecast to generate. This is the best-VALIDATED absolute value signal in the academic literature (Frankel & Lee 1998, replicated through 2026): the value-to-price ratio robustly predicts 1-3 year cross-sectional returns, survives every major factor model, and subsumes book-to-market. Because it is scored across the WHOLE universe (not within-industry), it complements the relative multiples rather than double-counting them. Pair it with a quality screen (Piotroski) to avoid value traps, and read the EPV decomposition to see whether a discount is unpriced earnings power or just speculative growth coming out of the price. One caveat: the model anchors on book equity, so for low-book, buyback-heavy, or asset-light firms (think Apple or Coca-Cola) book is a poor floor and the model can read durable franchises as wildly overvalued. Readings are clamped, and the metric is currently shadow-scored — shown for context, with zero weight in the fundamentals grade — pending validation.

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.

Divides the trailing P/E by the year-over-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.

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.

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.

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.

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.

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.

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 regime moving average). Uses a 2-period RSI rather than the standard 14 to make it hyper-responsive to short-term swings. The default exit_method is RSI-threshold based: hold while RSI(2) is below the configured exit threshold and exit when RSI(2) crosses above exit. The book-style SMA exit is also supported by setting exit_method=sma with exit_ma.

+1 when price is above regime_ma and RSI(2) drops below oversold; held while inside the trade; back to 0 when the configured exit_method fires.

+1 = pullback-buy state active, -1 = pullback-short state active (symmetric rule in a down regime), 0 = flat.

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.

+1 at the right-hand pivot of bullish divergence; -1 at right-hand pivot of bearish divergence; 0 otherwise.

+1 = bullish divergence, -1 = bearish divergence.

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.

+1 on bullish cross in oversold; -1 on bearish cross in overbought; 0 otherwise.

+1 = oversold bullish cross, -1 = overbought bearish cross.

Larry Williams' Ultimate Oscillator blends buying-pressure ratios over three lookbacks (7/14/28) into a single 0-100 reading, designed to reduce the false extremes that plague single-period oscillators. Below 30 is oversold and above 70 overbought. The signal flags time spent in those zones: oversold reads bullish (mean-reversion bounce bias), overbought reads bearish.

+1 while the Ultimate Oscillator is at or below the oversold threshold (default 30); -1 while it is at or above the overbought threshold (default 70); 0 in between.

+1 = oversold (bullish), -1 = overbought (bearish), 0 = oscillator mid-range.

Reports whether the close sits within the configured proximity (default 1%) 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.

+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.

+1 = near 52-week high, -1 = near 52-week low, 0 = mid-range.

Composite trend system: bullish when the tenkan crosses above the kijun, price is above the cloud (Kumo), and the close is above its level from 26 bars ago (Chikou-style momentum confirmation).

+1 on bullish trigger conditions, -1 on bearish, 0 otherwise.

+1 = full Ichimoku bullish setup, -1 = full bearish setup.

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.

+1 while the ticker-vs-SPY spread ranks at or above the high_pct percentile (default 0.8 — the top 20%) of its trailing window; -1 while at or below low_pct (default 0.2 — the bottom 20%); 0 otherwise.

+1 = clear outperformance regime, -1 = clear underperformance regime.

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.

+1 on entry (new 7-day low closing above the 200-day MA), held until a new 7-day high; -1 on the mirror short entry (new 7-day high closing below the MA), held until a new 7-day low; 0 when flat.

+1 = pullback-buy state active, -1 = short-fade state active (7-day high below the 200-day MA), 0 = flat.

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. Only the first touch fires: the bar that arrives at a level after at least 3 bars away is the event — price sitting at a level does not re-fire day after day. 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.

+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. First touch only: fires only when none of the prior clear_bars (3) bars were at a level. 0 otherwise.

+1 = bullish rejection at Fib support, -1 = bearish rejection at Fib resistance, 0 = no rejection event.