CCU

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'.

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.

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.

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.

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.

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.

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.

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.

CCI measures how far the current typical price ((H+L+C)/3) sits from its rolling SMA, normalized by the mean absolute deviation. Originally built for commodity cycles by Donald Lambert; widely used as a generic momentum / overbought-oversold gauge on any asset. CCI is unbounded but ±100 is the conventional 'normal range' edge — readings beyond that are interpreted as strong directional thrusts or stretched extremes depending on context.

+1 while CCI is below -100 (oversold); -1 while CCI is above +100 (overbought); 0 inside the ±100 band.

+1 = oversold (stretched below the typical-price mean, mean-reversion buy bias), -1 = overbought (stretched above), 0 = inside the ±100 band.

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.

The Coppock Curve is a weighted moving average of the sum of two rate-of-change measures, originally designed as a long-horizon, buy-only bottom indicator for equity indices. This screener applies it to daily bars and adds a bearish state for symmetry: a cross up through zero is the classic long-term buy tell, a cross down through zero flags a bearish momentum cycle.

+1 while the Coppock Curve is above zero; -1 while it is below zero; 0 only at exactly zero.

+1 = bullish zero-line cross (classic long-term buy), -1 = bearish zero-line cross.

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.

ROC is the simplest momentum oscillator: (close − close_N_ago) / close_N_ago × 100. It's unbounded, sign-bearing, and reads as 'how much price has moved in absolute % terms over the lookback'. A configurable threshold (default 5%) separates ordinary fluctuation from strong directional thrusts. Useful as a coarse momentum cross when you want a less smoothed signal than RSI or MACD.

+1 while ROC is above +threshold (strong bullish thrust); -1 while ROC is below −threshold (strong bearish thrust); 0 inside the ±threshold band.

+1 = ROC above +threshold (bullish thrust), -1 = ROC below −threshold (bearish thrust), 0 = ROC within ±threshold.

Stochastic RSI applies the stochastic oscillator formula to RSI values rather than price, producing a faster, more sensitive 0-100 momentum read. Readings below 20 are oversold and above 80 overbought. The signal latches bullish when FastK crosses above FastD while in the oversold zone and stays on until FastK drops back below FastD; the bearish mirror latches on a cross down in the overbought zone. More reactive than plain RSI, so best filtered by trend context.

+1 latches when FastK crosses above FastD while FastK is below the oversold threshold (default 20), and holds until FastK falls back below FastD; -1 latches when FastK crosses below FastD while FastK is above the overbought threshold (default 80), and holds until FastK rises back above FastD; 0 otherwise.

+1 = bullish oversold cross still latched, -1 = bearish overbought cross still latched, 0 = no latched cross.

TRIX is the one-bar rate of change of a triple-exponentially-smoothed closing price. The triple smoothing strips out short-term noise, so TRIX oscillates slowly around zero. A cross up through zero marks momentum turning positive (bullish); a cross down through zero marks it turning negative (bearish). Smoother and lower-frequency than most momentum oscillators, which trades responsiveness for fewer whipsaws.

+1 while TRIX is above zero; -1 while TRIX is below zero; 0 only at exactly zero.

+1 = TRIX turned positive (bullish momentum), -1 = TRIX turned negative (bearish momentum).