⚠ TRUTH LAYERDashboard vs DB-reality gap·Per-class tiles below show post-resolver-v2 filtered performance.RAW at_raw_picks (Kimi + 2026-05-12 audit): 11.13% WR / PF 0.46. Refreshed 2026-05-29 (n=73,817 closed): WR 25.28% / PF 0.61 (outlier-capped) — uncapped PF 2.5 is a handful-of-rows outlier artifact, do NOT cite it. Either read: RAW is net-unprofitable.
No asset class currently passes industry-standard real-money thresholds (DSR>0.95, PBO<0.05, WFE>60%, live-Sharpe>0.5, n≥100). The earlier DSR=1.0 candidate (cot_positioning + CT=F) was FALSIFIED on 2026-05-13 after dedup audit found 6.33× over-emission (38 raw signals from only 6 unique CFTC release weeks); pilot status is now SHADOW_INSUFFICIENT_N with dsr=null. See paper_pilot.html for live pilot JSON and reports/cot_paper_pilot_overemission_falsified_20260513.md for the autopsy. real_money.html still gates the 10-step Lopez de Prado readiness; NFA — no real-money sizing without explicit greenlight + all gates clear.
✅ DATA QUALITY IMPROVEMENTS (2026-05-31):
Ghost rows: 0 (was 22,947). Status-PnL mismatches: 0. Non-canonical statuses (WON/CLOSED_SL/CLOSED_TP/FLAT): all 0. Backup tables: removed.
at_raw_picks UNKNOWN: 3 (was thousands). FOREX: PR #6 policy-gate shipped (all blocked except cta_cross_asset_tsmom SHORT).
BOND: now emitting (78 raw picks). See updates/2026-05-31-pr1-data-integrity-repair.md.
⚠ COMMODITY filter-survival gap (2026-05-17):
dashboard shows WR=85.5% (n=228) vs raw WR=60.2% (n=354). The −126 difference is picks excluded by
_is_valid_resolved_pick() (missing / corrupt pnl_pct — concentrated in losing cta_replicator
and combined_confidence trades). The 85.5% reflects only picks with validated pnl data, not the full cohort.
Raw 60.2% is the conservative estimate. FOREX: WR=57.8% but PF=0.85 — wins avg 0.62% vs losses avg 1.00%
(tight-TP / wide-SL asymmetry); total PnL=−15.84% confirms it is net-negative despite majority wins.
Score-booster now applies per-class penalty/reward at alpha_engine/score_booster._calibrate_confidence()
(CRYPTO >0.85 = −12, <0.6 = +3; EQUITY 0.85-0.90 = −15; FOREX ≥0.85 = −10).
Until upstream generators recalibrate, do not size off raw confidence — weight off post-booster score.
🎯 MAJOR GOALPhenomenal performance across ALL asset classes — sustainable, hedge-fund-grade.
▸ Per-class audit notes & disputes (click to expand)
EQUITY — FAIL (PF 0.70, WR 37.4%, n=567 closed_picks; 14d=PF 5.56 WR 66.7% but 61.6% single-source smart_money + 6 dup-groups). Only proven sleeve: stocks_rsi2_pullback n=70 WR 62.9%.DISPUTED (INCIDENT #96, 2026-06-04): after deduping the 5.6x INCIDENT #91 NULL-opened_at row inflation, stocks_rsi2_pullback is n=140 WR 33.9% avg -0.007% (losing). The 62.9% was raw-row pre-dedup.CRYPTO — FAIL (pf_registry policy-clean PF 0.98 WR 39.7% n=229; money_ready PF 0.96 WR 31.3% DSR 0.0073). DISPUTED: Smart/VA/HC/ELITE surfaces show PF 9-18 / WR 78-88% but 91.7% concentrated in claude_gainer_st with EXPIRED→WON mislabels — raw DB equivalent is WR 33%. SCORE-TILES DISPUTED (INCIDENT #18, 2026-06-09 swarm w976lbctb): the S-Tier (100% WR 16/0/0) & A-Tier (72.6% WR PF 4.0) score-band tiles are a survivorship + fixed-TP-labeling artifact, NOT a forward edge. Intrabar first-touch replay flips 23-24% of "wins" to SL-first (S-tier +3.5% picks: 8/8 flip to stop-loss = 0% true WR); intrabar-true band WR is S ~34% / A ~38%. No strategy HOLDS forward. Do not size on the score-band tiles.ETF — INSUFF-N (pf_registry policy-clean n=1, dashboard n=13 PF 0.34). Backtests PF 2.05–4.50 (etf_sector_rotation, etf_rotation_vix_regime) are 100% orphan — no production wire-up.COMMODITY — FAIL+INSUFF-N (policy-clean n=3 only; FUTURES proxy n=11 WR 9.09% PF 0.475). CT=F DSR=1.0 was FALSIFIED 2026-05-13 (6.33× over-emission); pilot now SHADOW_INSUFFICIENT_N dsr=null.FOREX — BLOCKED (PR #6 consolidation 2026-05-31: all FOREX strategies blocked except cta_cross_asset_tsmom SHORT). Policy-clean net PF 0.29 / WR 46.1% / PnL -1026% (raw resolved cohort PF 9.67 is outlier-skewed; 7.6% WR on 12,673 resolved). Hard disable default ON in non_crypto_policy.py. forex_carry added to allowlist on probation. recent_exits.json cleaned of stale entries.BOND — ACCUMULATING (at_raw_picks: 78 rows, up from 2). Backtests PF 1.29–1.62 (bond_tlt_ief_v3, bond_hyg_lqd_v1) are orphan; universe limited to 5 symbols. First production emissions detected 2026-05-31.Per-class notes above are static (historical snapshot); JS auto-updates live metrics on page load from money_ready_verdict.json, pf_registry.by_asset_class_policy_clean_net, and the honest intrabar-true ledger intrabar_truth_by_class.json. DB health GREEN: ghost rows 0, status mismatch 0, non-canonical statuses 0.
⚔️ Honest Kill Switch Loading...
Killed:- strategies
Survivors:- strategies
Kill Rate:-%
Evaluated:- / -
WR Lift: +- pp
PF Lift: +-
PnL Saved:-%
Verdict:-
🔬 FORWARD-TRACKING CANDIDATESHADOW TRACKINGconditional exception — NOT a live signal, NOT sized
crypto_rsi5070_us — CRYPTO ∧ Wilder RSI(14,1h)∈[50,70] ∧ US session. The project's strongest honest money-ready lead: honest intrabar first-touch (not a daily-resolution artifact).
net PF 1.36 @16bpnet CI-LB 0.95(bar 1.15)n 108(gate 150)IS/OOS net 1.44 / 1.30top-sym RENDERUSDT 5.6%
Below the promotion bar (net CI-LB 0.95 < 1.15, n 108 < 150) but survives cost + holds the time-split + diversified — the only candidate to pass all three robustness axes. Re-evaluated at the n≥150 gate (~2026-06-25). Refs: reports/CRYPTO_RSI5070_US_LEAD_CANDIDATE_2026-06-13.md, hypothesis H-119.
All 4 inflated CRYPTO nav surfaces (PF 9-18, WR 78-88%) are dominated by historical claude_gainer_st picks (91.7% concentration) with EXPIRED→WON resolver mislabels. Independent DB probe shows raw equivalent WR=33%. Honest cells: pf_registry policy-clean-net PF 0.98 / WR 39.7% / n=229; money_ready_verdict PF 0.96 / WR 31.3% / DSR 0.0073. See pick_funnel.html DISPUTED banner and reports/ASSET_CLASS_EDGE_FIX_PLAN_2026-05-27.md. Do not size on the inflated surfaces.
Tier definitions: T1 PF>2/WR>55/MDD<10 (Renaissance). T2 PF>1.5/WR>50/MDD<20 (Institutional). T3 PF>1.2/WR>48/MDD<30 (Retail-OK). Source: asset_class_health in audit_dashboard/data/dashboard_data.json (post-resolver-v2 noise filter, generated 2026-05-05T01:37Z). Resolver v2 shipped 2026-04-28; v2.1 bug bundle 2026-05-02. Historical re-resolve (re_resolve_historical_v2.py) pending — pre-fix labels still in closed_picks for picks closed before 2026-04-28.
⚠️ Two PF/WR figures may appear per class on this page. The card above pulls asset_class_health (full-history closed-trade aggregate, post-resolver-v2 noise filter). The lower-down hf_stats.by_asset_class panel uses a recent-subset window (typically last 60-90d closed picks). Recent figures often diverge from headline — CRYPTO recent PF 0.89 vs headline 1.25 (n=1650 vs n=8067), COMMODITY recent 1.09 vs 1.78. For deploy/sizing decisions, weigh the recent panel. For long-horizon strategy validation, weigh the headline. Source: dashboard_data.json::hf_stats.by_asset_class.
📊 Per-asset-class walk-forward (OOS)Out-of-sample metrics from walk_forward_by_class() — Sharpe colored: green > 0.5, yellow 0–0.5, red < 0.
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📊 Strategy IC AnalysisSpearman rank correlation between elite_score and PnL outcome — does the scoring model actually rank winners above losers?
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🏆 TIER-2 PROVENBuried high-edge strategies promoted from the alphabetical systems grid. Tier badges per CHARTER §2.
📊 TA BASELINETradingView 6-strategy benchmark (ema_cross/macd/rsi/bollinger/donchian/supertrend) vs buy-hold. Promotion gate: walk-forward robustness ≥0.60 AND trades ≥5.
PROVEN — A pick qualifies as PROVEN when its strategy has: (1) ≥5 closed trades, (2) ≥55% win rate after Bayesian shrink, (3) Profit Factor ≥1.5, and (4) confidence ≥0.7. Manually vetted systems (e.g., alpha_engine, battleground+) can also earn PROVEN status. Smart Picks — An AI-curated basket. Every active pick is scored on 6 dimensions: Regime match (25%), Quality score (35%), Freshness (15%), TP upside remaining (15%), Higher-timeframe alignment (10%), plus a Proven Winner Boost (+8–15 pts). Only the top-ranked picks make it in. Verified Alpha — Signals that are auditable and verifiable: prediction-market consensus (Polymarket/Kalshi), audited copy-trader clones, or any strategy with ≥55% forward win rate on ≥5 trades. High Conviction — The strictest preset. It applies shared hard gates (score ≥40, trust tier, forward WR, regime alignment, consensus) plus per-asset-class floors. If a row shows here, it passed every single gate. Trust Tiers — PROVEN = elite edge. DEVELOPING = good edge. WATCH = marginal. SANDBOX = unproven/new. PROBATION = broken/banned system.
🏆 SUPREME EDGE 2026-05-12 refresh — DSR-verified real edge per asset class
⚠️ RESEARCH ONLY — NOT ACTIONABLE FORWARD SIGNALS. The DSR numbers below are derived from closed-pick historical analysis. Post-hoc segment search, over-emission artifacts, and small-sample DSR inflation (n<100) affect multiple entries. Do NOT use for live sizing without independent forward-test confirmation. See INC #1 (P0) post-hoc segment warning below.
Latest patterns leading to strong profit and low risk, surfaced via the new Anti-Overfit Audit (DSR) sidecar (Lopez de Prado AFML eq 14.5; hourly cron). 8 of 42 strategies (n≥20 closed) pass DSR ≥ 0.95 floor — "publishable confidence" per Bailey-Lopez de Prado.
COMMODITY — cot_positioning DSR=1.0 FALSIFIED 2026-05-13: the original "n=104 / WR 86.5% / DSR=1.0000" claim was an over-emission artifact — dedup audit found multi_asset_cot_positioning emitted 38 raw signals from only 6 unique CFTC release weeks (6.33× ratio). Pilot status now SHADOW_INSUFFICIENT_N with dsr=null; dedup pilot WR 33.3% on n=6 unique releases. Do not size on this edge. Refs: reports/cot_paper_pilot_overemission_falsified_20260513.md, audit_dashboard/data/cot_paper_pilot_status.json. CRYPTO — ML-enhanced 1d/1h sleeves: 4 strategies survive DSR test — ml_enhanced_INJUSDT_1d_B_lightgbm (n=27, WR 100%, Sharpe +2.49), ml_enhanced_DYDXUSDT_15m_D_ensemble_stack (n=31, WR 96.8%), ml_enhanced_FETUSDT_1d_B_lightgbm (n=25, WR 100%), ml_enhanced_RENDERUSDT_1h_D_ensemble_stack (n=34, WR 85.3%). All DSR ≥ 0.9995. ⚠ All four have n < 100 — DSR formula is unreliable below n=100 (Bailey-Lopez de Prado). Awaiting n≥100 confirmation before sizing. EQUITY — stocks_rsi2_pullback DISPUTED (INCIDENT #96, 2026-06-04): original "n=70 WR 62.9% +0.78%" claim was raw-row pre-dedup. True n=140 (deduped by sym+ts+strat+dir) WR 33.9% avg -0.007% — slightly losing, not edge. Per-symbol: WMT n=220 avg -0.44%, KO -0.80%, COST -0.59%; only C/AVGO marginally positive. Inflation source: INCIDENT #91 NULL opened_at row duplicates (5.6x ratio). 15-minute timeframe is overfit-bait: 33 of 42 audited strategies are OVERFIT_LIKELY (DSR < 0.5). Pattern: ml_enhanced_*_15m_* family fails the multiple-testing correction even when raw Sharpe looks good. Avoid any 15m-tagged ML strategy as a standalone edge claim. FOREX has ZERO DSR-survivors: post-#876 unit clamp + #891 closed_at repair, no FOREX strategy passes DSR ≥ 0.5. Master plan FOREX state = BLOCKED. Elite-score floor raised 50→70 (commit 4a2d337a5dc) acts as admission hard-cap. Do not size FOREX even if forward WR looks recoverable — the multiple-testing bar is unmet. ML calibration is SYSTEM-WIDE INVERTED (Kimi finding verified P0 #9 via direct DB probe): conf≥0.9 bucket WR 14.4%, conf 0.5-0.6 bucket WR 60.3%. Confidence is currently an anti-signal across asset classes, not just ETF/CRYPTO. Mitigation: _normalize_confidence helper shipped at audit_trail/quality_gates.py defends against the additional schema bug (~2k rows on 0-10 scale leaking into 0-1 readers). Real-money posture as of 2026-05-31: COMMODITY/EQUITY are REHAB (STABLE_EDGE per edge-stability sidecar); CRYPTO has DSR-verified ML sleeves (see anti-overfit audit); FOREX is BLOCKED (PR #6 hard-gate, PF 0.29 / WR 46.1%); FUTURES remain BLOCKED; ETF/BOND/INDEX_STOCK are sample-size-thin. NFA.
🎯 Where Our Edge Actually Is (Closed-Pick Data, n=4,618)
⚠️ POST-HOC SEGMENT WARNING — the numbers below (82% WR / PF 11+ etc.) were surfaced by scanning ALL closed-pick confidence-band slices for the best-looking cell, after the fact. This is post-hoc segment-search and IS NOT an actionable forward signal. Multiple-testing correction (Bonferroni / Benjamini-Hochberg) is not applied; the implicit search-space >50 cells means an 82% WR cell can arise from pure noise on a true null. Treat these as historical pattern descriptors, not predictive filters. The DSR-verified strategies above (Bailey-Lopez de Prado AFML eq 14.5) are the methodology-clean version. INC #1 (P0) — opencode/ring-2.6-1t + 3-engine swarm, codified 2026-05-26.
Crypto Confidence 0.85–0.90 — (post-hoc cell)82% WR, PF 11.8 (n from per-class audit). Crypto >0.90 hits an overfit cliff (47% WR). Proven ML Strategies — 8 ML-enhanced strategies with n≥5, WR>55%, PF≥1.5: 79.4% WR, avg +0.08%, PF 11.34 (n=199). Top: DYDX 15m (95.5% WR), STRK 15m (95.2% WR), INJ 1d (95.0% WR), BNB 15m (89.5% WR). Proven + High Confidence Combo — PROVEN strategy + CONF 0.8–0.9: 71.3% WR, avg +0.11%, PF 13.21 (n=94). R:R Truth (CRYPTO, verified 2026-04-17 across 1,916 closed picks) — R:R 1.0–1.5: 62.3% WR, PF 1.66, +0.71% avg (n=150 — highest WR band). R:R 1.5–2.0: 52.5% WR, PF 1.92, +0.69% avg (n=983 — volume sweet spot). R:R ≥2.0: 58.0% WR, PF 3.06, +0.99% avg (n=715 — highest PF AND avg). R:R <1.0: 55.9% WR but PF 0.93, -0.19% avg (n=68 — high WR can't overcome bad geometry). Prior tooltip claimed R:R≥2.0 was 29.5% WR catastrophic — empirically wrong; triple-verified via DeepSeek + Inception mercury-2 + Ollama Cloud gpt-oss:20b. ⚠ DAILY-RESOLVED (Apr-17 cohort) — NOT honest intrabar first-touch. Daily resolution inflates gross PF ~2-3× (proven 2026-06: FX consensus 2.88→1.02 on the same picks; COMMODITY 2.09×). The honest CRYPTO verdict (intrabar PF ~0.74) supersedes these R:R bands — do not size on them. See reports/DEEP_DIVE_FLEET_SYNTHESIS_2026-06-19.md. Confidence is NOT global — FOREX peak is 0.75–0.80 only (49% WR); 0.70–0.75 is DANGER (25% WR). EQUITY is bipolar: >0.90 works (67% WR) but 0.85–0.90 is the WORST bucket (20% WR). COMMODITY peak is 0.70–0.75 (48% WR). A single confidence threshold cannot work across asset classes. Direction = BUY — 3,909 picks, 28.9% WR, PF 0.38. Direction = LONG — 441 picks, 54.9% WR, PF 3.14. (The winning cohort is signal_type=BUY + direction=LONG at 62.6% WR.) High-grade A/B — NOT an edge: 49.3% WR, PF 0.66, -0.08% avg (n=483). Asset Class Edge — ML-Enhanced (crypto) = 55.1% WR, PF 1.77. Quan Engine (crypto) = 29.0% WR, PF 0.38. Non-crypto closed-book data is thin or unprofitable; size smaller or avoid. Bottom line: For crypto, prioritize ML-enhanced proven strategies and confidence 0.85–0.90. Avoid quan_engine scalps, wide R:R, and BUY-only signals. For non-crypto, be aware that tile PnL is now cost-adjusted (net), which can flip the sign on thin edges.
Best Filter by Asset Class
Asset
Use This Filter
WR (filtered)
WR (all picks)
Lift
PF (filtered)
Crypto
Confidence ≥0.8 or Proven strategy
69.2%
49.6%
+19.6pp
10.39
Stocks
Trusted + score ≥50
69.2%
43.4%
+25.8pp
0.77*
Forex
Trusted
49.0%
42.9%
+6.0pp
3.59
Commodities
Trusted
44.5%
42.3%
+2.2pp
1.26†
* Stocks Trusted produces a high WR but PF 0.77 on a small n=13 — one outsized loser offsets many small wins. Not a verified edge by the PF > 1.5 rule; combine with Maximum Conviction Combo (PROVEN + score ≥ 50), which matches the closed-book equity filter in MERCURYPROMPT.md (Score ≥ 50 + Trust ≥ 3, PF 2.62). † Commodities Trusted: PF 1.28 with bootstrap CI straddling 1.0 on n=273 — inconclusive in MERCURYPROMPT.md; listed here for WR lift only, not gold-standard edge. R:R ≥ 1.5 filter currently underperforms baseline across every asset class (crypto −0.4pp, equity −1.0pp, forex −9.2pp, commodity −32.3pp). Use cautiously.
Maximum Conviction Combo (under re-validation)
PROVEN strategy + confidence 0.8–0.9 — insufficient sample Original claim (71.3% WR, PF 13.21, n=94) is not reproducible on the current recent_closed window (n=0 matching picks). The band is hidden from display until it repopulates ≥20 closed trades under the post-correction PROVEN tier (claude_gainer_st was demoted 2026-04-20). Re-evaluate weekly. See docs/AUDIT_EFFECTIVENESS_AUDIT_2026_04_20.md and docs/REMAINING_ENHANCEMENT_PROPOSALS_V3_2026_04_20.md for the methodology under reconstruction.
What the Badges Mean
🏆Forward-proven — strategy verified in BOTH backtest AND forward testing. The real deal. ⚠️BT-forward gap — backtest looks great but forward performance is weaker. Proceed with caution. (n=X)on Profit Factor — small sample warning. PF on <30 trades can be dominated by one lucky trade.
What to Avoid
•Grade D & F picks — 725 trades at 33.4% WR, PF 0.82, −131.8% cum PnL (improved from −509% after blocked-source sweep) •Commodities SHORT on copy_trader — 50% of picks come back as LOST (unresolved), masking real TP/SL performance •Futures — 6.3% WR on n=17 with 76% LOST-exit rate. Kill list pending. •ETFs — PF 0.28 on 19 trades, dominated by extreme_oversold_bounce at 0% WR •Low-confidence crypto — confidence <0.6 shows 26–44% WR and deep negative avg PnL •R:R ≥ 1.5 filter on non-crypto — currently harmful across equity, forex, commodity (see footnote above)
Understanding Profit Factor
PF = gross wins ÷ gross losses. PF > 1.5 on adequate recent_closed sample with PF CI above 1.0 is our verified edge bar (same criterion as MERCURYPROMPT.md). PF > 2.0 = strong. PF > 3.0 = exceptional. HIGH CONVICTION on Active Picks enforces forward (FWD WR) + score + trust gates from that evidence so the live table stays consistent with these PF-verified cohorts (crypto / equity / forex only in strict mode).
The Avg PnL/trade row grounds the Realized PnL sum — a +621% PnL on 1,745 trades is really +0.36% per trade on average.
How the feeds stack up: ●Verified Alpha — PROVEN trust tier from vetted source systems. Bimodal: sub-cohort quality varies; check per-strategy stats before sizing. ●Smart Picks — passes the strictest per-asset gates (min score, RR, forward WR, regime alignment). Tightest filter currently live. ●High Conviction — forward-validated tier: FWD WR ≥55% (≥70% crypto/equity/forex), score ≥ asset floor, ≥5 forward trades, trust tier clean. Applies hc_filter.js gates + per-asset S/A/B contract. ●Active Picks — all live picks that pass hygiene (dead-symbol guard, blocklist, status checks). Broadest feed. Risk-adjusted metrics (Sharpe, max DD, net-of-cost PF, regime decomposition) pending — no headline point-estimate claims until they land. See docs/REMAINING_ENHANCEMENT_PROPOSALS_V3_2026_04_20.md.
Strategy History
🔥 HIGH CONVICTION FILTERS APPLIED
Active Picks is now filtered to picks that pass both the shared hc_filter.js gates (score≥40 compound, trust, forward WR, regime, consensus) and the per-asset-class gate below. Those gates are tuned so live rows match cohorts that showed verified closed-book edge (Profit Factor > 1.5 with bootstrap CI above 1.0 on recent_closed — see MERCURYPROMPT.md and the ? Guide overlay for the same definition).
Not a second kind of “edge” — HIGH CONVICTION does not invent a different standard. It applies forward-testable thresholds (FWD WR, Score, Trust) on each active row so only asset classes with PF-verified history (crypto, equity, forex) appear in strict mode; weak / dead classes are hidden.
Field reference — the thresholds below map 1:1 to columns in the Active Picks table so you can filter/sort manually even when no pick fully passes:
• Score = the SCORE column in Active Picks (field pick.score, Dashboard Score 0-100).
• Trust = the TRUST column (field pick.trust_score, 0-10).
• Forward WR = the FWD WR column (field pick.strat_fwd_wr, %). N = FWD N column (strat_fwd_trades). Track prefers sym_dir_fwd_wr (intrabar sym×dir, n≥3) when available.
If any of these columns aren't visible, open the ⚙ column settings button on the toolbar to enable them.
Closed-book reference table: MERCURYPROMPT.md § Current Edge (2026-04-14, ~3,500-pick recent_closed denominator) — PF, WR, and bootstrap CI. Per-class lines above summarize forward WR lifts for the same cohorts; the gold-standard check remains PF > 1.5 with CI clear of 1.0.
Classes marked DEAD, WEAK (commodity: inconclusive PF), or NO DATA are excluded from strict HIGH CONVICTION — click ✕ to return to the full view.
Want near-misses? Close this panel, sort Active Picks by Score descending, then filter FWD WR ≥ 45%.
Claude Top Picks Curated by Claude Opus 4.6
3 highest-conviction picks selected via multi-factor analysis: RSI positioning, volume liquidity, momentum quality, Genesis score, and sector narrative. Updated each scan cycle.
Entry/TP/SL levels auto-tracked against live Binance prices. Historical performance builds over time as rounds complete.
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5-AI Top Picks Battle Claude vs Antigravity vs Grok vs KIMI vs Mercury
Live paper trading competition. 5 AI agents selected their top picks independently. Prices auto-refresh from Binance. Who will win?
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Score Tracker - What-If Performance
Every 15 minutes, the dashboard snapshots the top-scored picks. This tracker shows how those picks performed over time - answering "what if you traded the top picks by score?"
Snapshot History (newest first)
🧠 Smart Picks
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💡 In Simple Terms
Smart Picks are our highest-conviction trade ideas. Instead of showing you every signal, our AI analyzes thousands of data points — past performance, market conditions, strategy track records — and only surfaces the picks that have historically led to profitable trades. Think of it as a filter that learns from every trade we’ve ever made to find patterns that actually make money.
⚙️ Technical Details
Each pick passes through a multi-layer scoring pipeline trained on 3,500+ closed trades:
█ML Score (0-25 pts) — XGBoost model (IC=+0.33) trained on 40+ features including volatility regime, orderbook imbalance, and cross-asset correlations
█Forward Walk-Forward WR (0-40 pts) — Out-of-sample win rate from rolling 30-day windows. Strategies must prove they win on unseen data, not just backtests
█Confidence Calibration (0-20 pts) — Sweet spot is 0.60-0.85. Over-confident signals (>0.90) are penalized — our data shows they have 19.5% WR
█Regime Alignment — Is the pick’s direction consistent with the current macro regime (bull/bear/neutral)?
█Trust & Source Scoring — Each source system and strategy has a data-driven trust score based on realized P&L across hundreds of trades
Hard gates then filter out: SCALP mode (24.8% WR), panic-health entries, strategies with <35% forward WR, direction conflicts, and 80+ permanently killed strategies identified through continuous monitoring.
Forward-validated bypass: Strategies with ≥20 trades and ≥50% forward WR can qualify even if their composite score is below the threshold — real results outweigh theoretical scoring.
ℹ How Smart Picks Work: Every scan cycle, our engine scores all active picks on 6 dimensions:
Direction matches regime (25%), Quality score (35%), Freshness (15%), TP upside remaining (15%), Higher-timeframe alignment (10%), Proven Winner Boost (+8-15pts).
NEW GATES: Crypto shorts blocked (15.3% WR live), Confidence floor at 0.70 (below = 23% WR), 14 banned systems auto-excluded.
NEW SOURCE: Gainer Momentum Interceptor — intercepts top 24h gainers with confirmed momentum continuation.
? Glossary
Scoring Factor Glossary — what each item in the "Why" column means:
Quality score 62.0 (+22)
The elite scorer rated this pick 62 out of 100 based on win rate, Sharpe, forward confirmation, and trade count depth. Higher = more reliable strategy track record.
Fresh signal 3.4h ago (+12)
The signal was generated 3.4 hours ago. Signals under 4h old get a freshness bonus because stale picks decay in edge.
92% upside to TP (+15)
The current price is 92% below the take-profit target. More room to TP = stronger upside potential and better risk/reward entry.
Higher-timeframe confirms LONG (+10)
The 4h or daily timeframe trend agrees with this pick's direction. When the higher timeframe opposes, the pick gets 0 points instead.
Multi-timeframe STRONG 3/3 (+10)
3 out of 3 timeframes (1h, 4h, daily) agree on direction. STRONG = 3/3, MODERATE = 2/3, WEAK = 1/3 or less.
Multi-signal agreement (+20)
Multiple independent strategies or indicator families agree on this pick. Cross-family confluence strengthens conviction.
Proven winner (+15)
This strategy is on the proven-winners list (manually vetted strategies with strong, statistically significant forward track records across many symbols).
Copy-trader premium (+N)
This pick aligns with positions taken by tracked profitable copy traders on Bitget.
Institutional sweet spot (+10)
Position size falls in the range where both retail and institutional traders can enter without excessive slippage.
Direction matches BULL regime (+N)
The pick's direction (LONG/SHORT) aligns with the current market regime. Fighting the regime incurs a penalty.
Regime penalty NEUTRAL (-8)
The current regime (BULL/BEAR/NEUTRAL) doesn't support this pick. NEUTRAL regime penalizes all picks; BEAR penalizes LONGs.
Short boost: fear & greed=11 (+15)
Contrarian SHORT bonus when the Fear & Greed Index is in extreme fear (<20). Crowded longs get squeezed, shorts have edge.
Factor + post-earnings drift (+5, BULL)
Equity factor model detects a favorable fundamental factor (e.g. value, momentum) combined with post-earnings announcement drift in the pick's favor.
ASSET CLASS:
🎯 What Makes a Winner - Decile Test Results
1,927 closed picks
▶ click to expand
Top 20% ml_score
60% WR
+4.2% avg PnL
vs
Bottom 20% ml_score (<0.50)
22% WR
-8.14% avg PnL
▶ Predictor Power Ranking (Spearman rho = rank correlation with win/loss outcome)
Rank
Scoreⓘ
Spearman rho
Bottom 30% WR
Top 30% WR
Spread
Verdict
🥇 1
ml_score
+0.33
32.5%
60.0%
27.5pp
BEST PREDICTOR
🥈 2
confidence
+0.27
30.8%
51.9%
21.1pp
STRONG
🥉 3
elite_score
+0.012
28.0%
39.4%
11.4pp
WEAK
⚠ Overconfidence Pattern: D10 (top decile) underperforms D9 in both confidence and ml_score.
The highest-scoring picks are slightly worse than the second-highest tier. Extreme scores signal overconfidence, not edge.
ZEROED ✘Backward-looking momentum; double-counted with smart_picks
Monte Carlo / Meta-Label / Hindsight / Skyrocket
various
n/a
ZEROED ✘Cross-AI consensus: survivorship bias / unvalidated / broken ML
Raw score normalized to 0-100 via round(raw * 100 / 90).
Overconfidence cap: score >85 with <10 closed trades is capped at 60.
Fallback: when full scorer collapses (sparse data), a 3-factor model (60% strategy WR + 30% regime + 10% R:R) takes over.
Hard Quality Gates (must pass ALL to enter Smart Picks)
R:R ≥ 1.2Unfavorable risk/reward filtered
TP remaining ≥ 10%Near-target picks excluded
Age ≤ 48h(168h for copy traders)
TP/SL not hitAlready-resolved picks excluded
No meme LONG in bearDOGE/SHIB etc. long blocked in bear regime
Banned systems excludedvol_spike_backfill, winner_pattern, etc.
Soft Filters (score-dependent, may block weak picks)
Wrong direction + score <70Counter-trend with low score = filtered
MTF BLOCKED + score <55Multi-timeframe contradiction on weak picks
Ensemble <2/3 + score <65Independent signals disagree on mediocre picks
Non-crypto quarantineMax 3 forex/equity picks; must be PROVEN trust tier
📈US Equity Picks (UEPS)
Building track record · n=0/100
Long-term value (1y–3y+) and swing (1w–1m) US equity picks. Composite scoring per findings/SYNTHESIS.md §3:
0.55 × ValueComposite + 0.45 × QualityComposite × SafetyGate
where ValueComposite blends Magic Formula + Acquirer's Multiple + FCF Yield, and SafetyGate requires Altman Z'' ≥ 1.10 AND Beneish M ≤ -1.78.
Tier classification deferred until n≥100 closed picks per docs/PERFORMANCE_CHARTER.md §10.
Resolver (long-term) never closes on price drawdown alone — thesis-break + IV-attainment + horizon expiry only.
UEPS Fundamentals Glossary
F-Score (Piotroski) /9
Joseph Piotroski's 9-point fundamental quality score (2000). Adds 1 point each for: positive ROA, positive operating cash flow, ROA improvement, OCF>net income, lower long-term debt ratio, higher current ratio, no new shares, higher gross margin, higher asset turnover. Score ≥7 historically outperforms; ≤3 underperforms.
Magic Rank (#)
Joel Greenblatt's "Magic Formula" rank (2006): combined ranking of earnings yield (EBIT/EV) and return on capital (EBIT/(NWC+net fixed assets)). Lower number = better combined rank. Top-30 typically forms the Magic Formula portfolio.
Acquirer M (Acquirer's Multiple)
Tobias Carlisle's enterprise multiple: Enterprise Value / Operating Earnings (EBIT). Lower = cheaper from an acquirer's perspective. Carlisle's research: lowest-decile Acquirer's Multiple beats the Magic Formula on 26-year US backtest. Typically <7x is "deep value".
Altman Z'' (safety)
Edward Altman's Z-score variant for non-manufacturers: 6.56(WC/TA) + 3.26(RE/TA) + 6.72(EBIT/TA) + 1.05(BV equity / total liabilities). Z'' ≥ 2.6 safe; 1.10-2.6 grey zone; <1.10 distress. SafetyGate requires ≥ 1.10.
Return on Invested Capital = NOPAT / (Debt + Equity - Cash). Measures how efficiently a business converts capital into after-tax profit. Sustainable ROIC > cost of capital (typically >10-12%) is the hallmark of a compounder.
FCF Yield
Free Cash Flow / Enterprise Value. The cash-on-cash yield an acquirer would receive at today's price. >6% historically rich; 3-6% reasonable; <3% expensive. Used in ValueComposite alongside Magic Formula and Acquirer's Multiple.
Composite Score
0.55 × ValueComposite + 0.45 × QualityComposite × SafetyGate. ValueComposite blends Magic Rank + Acquirer M + FCF Yield. QualityComposite blends F-Score + ROIC. SafetyGate is binary (1 if Altman Z'' ≥ 1.10 AND Beneish M ≤ -1.78, else 0 = pick rejected).
IV (Intrinsic Value)
Per-pick analyst-derived fair value (DCF or comparable-company). Long-term resolver closes the position when price reaches IV ("IV-attainment"), the thesis breaks, or the horizon expires. Drawdowns alone never trigger an exit on long-term picks.
Horizon
Long-Term Value: 1y-3y+ holding period. Swing: 1w-1m. The horizon determines which exit triggers apply (long-term: thesis/IV/horizon; swing: TP/SL/time-stop).
Sources: Piotroski 2000 ("Value Investing: The Use of Historical Financial Statement Information") · Greenblatt 2006 ("The Little Book That Beats the Market") · Carlisle 2014 ("Deep Value") · Altman 1968/2002 · Beneish 1999 ("The Detection of Earnings Manipulation"). Composite spec: findings/SYNTHESIS.md §3.
US Equity Picks
ADBEEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 1 of 49; F-score=7/9; Acquirer's Multiple 13.83; ROIC 45.1%; Altman Z''=3.94; Beneish M=-2.90
Fundamental Snapshot
ROIC45.1%
FCF Yield8.2%
D/E1.54
F-Score7/9
Magic Formula Rank#1
Acquirer's Mult.13.83
Altman Z''3.94
Beneish M-2.90
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-09-10
n/a
6.08
n/a
2026-06-11
5.96
5.81
+2.50%
2026-03-12
6.06
5.87
+3.18%
2025-12-10
5.50
5.40
+1.90%
2025-09-11
5.31
5.18
+2.48%
2025-06-12
5.06
4.97
+1.71%
2025-03-12
5.08
4.97
+2.17%
2024-12-11
4.81
4.67
+3.01%
Next Earnings
2026-09-10computing...
Dividend Record
Cons. Growth0y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.3158
-
PASS
DebtToEquity
> 2.3066
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 275.30Current: 275.30IV Target: 412.95
Position:0.00% / target n/a
QCOMEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 2 of 49; F-score=7/9; Acquirer's Multiple 15.16; ROIC 30.1%; Altman Z''=4.33; Beneish M=-3.20
Fundamental Snapshot
ROIC30.1%
FCF Yield7.5%
D/E5.89
F-Score7/9
Magic Formula Rank#2
Acquirer's Mult.15.16
Altman Z''4.33
Beneish M-3.20
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-29
n/a
2.16
n/a
2026-07-29
2.21
2.22
-0.49%
2026-04-29
2.65
2.56
+3.34%
2026-02-04
3.50
3.40
+2.87%
2025-11-05
3.00
2.88
+4.32%
2025-07-30
2.77
2.71
+2.05%
2025-04-30
2.85
2.82
+1.19%
2025-02-05
3.41
2.99
+14.20%
Next Earnings
2026-10-29computing...
Dividend Record
Yield2.23%
Payout41.1%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.2109
-
PASS
DebtToEquity
> 8.8420
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 160.75Current: 160.75IV Target: 241.12
Position:0.00% / target n/a
METAEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 4 of 49; F-score=5/9; Acquirer's Multiple 17.60; ROIC 25.7%; Altman Z''=6.20; Beneish M=-2.83
Fundamental Snapshot
ROIC25.7%
FCF Yield3.1%
D/E0.68
F-Score5/9
Magic Formula Rank#4
Acquirer's Mult.17.60
Altman Z''6.20
Beneish M-2.83
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-28
n/a
6.75
n/a
2026-07-29
6.18
7.22
-14.42%
2026-04-29
10.44
6.66
+56.79%
2026-01-28
8.88
8.22
+8.00%
2025-10-29
1.05
6.71
-84.34%
2025-07-30
7.14
5.90
+20.96%
2025-04-30
6.43
5.22
+23.11%
2025-01-29
8.02
6.76
+18.67%
Next Earnings
2026-10-28computing...
Dividend Record
Yield0.38%
Payout7.9%
Cons. Growth2y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.1798
-
PASS
DebtToEquity
> 1.0273
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 549.90Current: 549.90IV Target: 797.36
Position:0.00% / target n/a
PYPLEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 7 of 49; F-score=8/9; Acquirer's Multiple 16.87; ROIC 18.0%; Altman Z''=2.78; Beneish M=-2.58
Fundamental Snapshot
ROIC18.0%
FCF Yield5.4%
D/E2.96
F-Score8/9
Magic Formula Rank#7
Acquirer's Mult.16.87
Altman Z''2.78
Beneish M-2.58
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-27
n/a
1.32
n/a
2026-07-28
1.38
1.28
+8.03%
2026-05-05
1.34
1.27
+5.59%
2026-02-03
1.23
1.29
-4.40%
2025-10-28
1.34
1.21
+11.14%
2025-07-29
1.40
1.30
+8.00%
2025-04-29
1.33
1.16
+14.53%
2025-02-04
1.19
1.12
+5.96%
Next Earnings
2026-10-27computing...
Dividend Record
Yield0.68%
Payout7.9%
Cons. Growth1y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.1259
-
PASS
DebtToEquity
> 4.4370
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 61.55Current: 61.55IV Target: 89.25
Position:0.00% / target n/a
HDEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 5 of 49; F-score=6/9; Acquirer's Multiple 19.87; ROIC 28.7%; Altman Z''=2.00; Beneish M=-2.62
Fundamental Snapshot
ROIC28.7%
FCF Yield3.9%
D/E7.20
F-Score6/9
Magic Formula Rank#5
Acquirer's Mult.19.87
Altman Z''2.00
Beneish M-2.62
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-11-17
n/a
3.83
n/a
2026-08-18
4.92
4.73
+3.97%
2026-05-19
3.43
3.41
+0.69%
2026-02-24
2.72
2.52
+7.80%
2025-11-18
3.74
3.83
-2.45%
2025-08-19
4.68
4.69
-0.31%
2025-05-20
3.56
3.59
-0.81%
2025-02-25
3.02
3.04
-0.79%
Next Earnings
2026-11-17computing...
Dividend Record
Yield2.76%
Payout64.8%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.2012
-
PASS
DebtToEquity
> 10.8033
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 335.61Current: 335.61IV Target: 469.85
Position:0.00% / target n/a
MAEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 6 of 49; F-score=7/9; Acquirer's Multiple 27.56; ROIC 60.2%; Altman Z''=3.08; Beneish M=-3.62
Fundamental Snapshot
ROIC60.2%
FCF Yield3.3%
D/E6.00
F-Score7/9
Magic Formula Rank#6
Acquirer's Mult.27.56
Altman Z''3.08
Beneish M-3.62
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-29
n/a
5.15
n/a
2026-07-30
5.04
4.78
+5.53%
2026-04-30
4.60
4.41
+4.23%
2026-01-29
4.76
4.24
+12.26%
2025-10-30
4.38
4.31
+1.52%
2025-07-31
4.15
4.02
+3.12%
2025-05-01
3.73
3.56
+4.80%
2025-01-30
3.82
3.69
+3.54%
Next Earnings
2026-10-29computing...
Dividend Record
Yield0.58%
Payout18.5%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.4213
-
PASS
DebtToEquity
> 8.9979
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 580.63Current: 580.63IV Target: 812.88
Position:0.00% / target n/a
GOOGLEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 20 of 49; F-score=7/9; Acquirer's Multiple 33.62; ROIC 26.2%; Altman Z''=7.29; Beneish M=-2.65
Fundamental Snapshot
ROIC26.2%
FCF Yield1.7%
D/E0.43
F-Score7/9
Magic Formula Rank#20
Acquirer's Mult.33.62
Altman Z''7.29
Beneish M-2.65
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-28
n/a
3.01
n/a
2026-07-22
9.11
2.90
+214.23%
2026-04-29
5.11
2.67
+91.59%
2026-02-04
2.82
2.64
+7.01%
2025-10-29
2.87
2.26
+26.88%
2025-07-23
2.31
2.19
+5.67%
2025-04-24
2.81
2.01
+40.10%
2025-02-04
2.15
2.13
+1.18%
Next Earnings
2026-10-28computing...
Dividend Record
Yield0.25%
Payout4.3%
Cons. Growth2y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.1834
-
PASS
DebtToEquity
> 0.6502
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 344.82Current: 344.82IV Target: 465.51
Position:0.00% / target n/a
NFLXEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 10 of 49; F-score=5/9; Acquirer's Multiple 26.65; ROIC 29.9%; Altman Z''=4.38; Beneish M=-2.27
Fundamental Snapshot
ROIC29.9%
FCF Yield2.7%
D/E1.09
F-Score5/9
Magic Formula Rank#10
Acquirer's Mult.26.65
Altman Z''4.38
Beneish M-2.27
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-20
n/a
0.82
n/a
2026-07-16
0.80
0.79
+1.45%
2026-04-16
1.23
1.25
-1.40%
2026-01-20
0.56
0.55
+1.43%
2025-10-21
0.59
0.70
-15.79%
2025-07-17
0.72
0.70
+2.24%
2025-04-17
0.66
0.57
+16.82%
2025-01-21
0.43
0.42
+1.41%
Next Earnings
2026-10-20computing...
Dividend Record
Cons. Growth0y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.2091
-
PASS
DebtToEquity
> 1.6333
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 79.59Current: 79.59IV Target: 107.45
Position:0.00% / target n/a
MDTEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 32 of 49; F-score=8/9; Acquirer's Multiple 23.40; ROIC 7.9%; Altman Z''=4.34; Beneish M=-2.50
Fundamental Snapshot
ROIC7.9%
FCF Yield3.6%
D/E0.87
F-Score8/9
Magic Formula Rank#32
Acquirer's Mult.23.40
Altman Z''4.34
Beneish M-2.50
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-09-01
n/a
1.39
n/a
2026-06-03
1.55
1.54
+0.56%
2026-02-17
1.36
1.34
+1.86%
2025-11-18
1.36
1.31
+3.49%
2025-08-19
1.26
1.23
+2.54%
2025-05-21
1.62
1.58
+2.69%
2025-02-18
1.39
1.36
+2.24%
2024-11-19
1.26
1.25
+0.85%
Next Earnings
2026-09-01computing...
Dividend Record
Yield3.05%
Payout76.4%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.0556
-
PASS
DebtToEquity
> 1.3027
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 93.35Current: 93.35IV Target: 121.35
Position:0.00% / target n/a
VEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 12 of 49; F-score=6/9; Acquirer's Multiple 30.49; ROIC 37.2%; Altman Z''=3.11; Beneish M=-2.69
Fundamental Snapshot
ROIC37.2%
FCF Yield3.2%
D/E2.33
F-Score6/9
Magic Formula Rank#12
Acquirer's Mult.30.49
Altman Z''3.11
Beneish M-2.69
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-27
n/a
3.43
n/a
2026-07-28
3.32
3.23
+2.76%
2026-04-28
3.31
3.10
+6.79%
2026-01-29
3.17
3.14
+0.88%
2025-10-28
2.98
2.97
+0.28%
2025-07-29
2.98
2.85
+4.68%
2025-04-29
2.76
2.68
+3.00%
2025-01-30
2.75
2.66
+3.34%
Next Earnings
2026-10-27computing...
Dividend Record
Yield0.72%
Payout22.8%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.2601
-
PASS
DebtToEquity
> 3.5018
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 371.04Current: 371.04IV Target: 482.35
Position:0.00% / target n/a
PEPEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 19 of 49; F-score=5/9; Acquirer's Multiple 23.13; ROIC 15.4%; Altman Z''=1.29; Beneish M=-2.63
Fundamental Snapshot
ROIC15.4%
FCF Yield4.5%
D/E4.26
F-Score5/9
Magic Formula Rank#19
Acquirer's Mult.23.13
Altman Z''1.29
Beneish M-2.63
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-08
n/a
2.30
n/a
2026-07-09
2.20
2.21
-0.37%
2026-04-16
1.61
1.55
+3.75%
2026-02-03
2.26
2.24
+1.02%
2025-10-09
2.29
2.26
+1.33%
2025-07-17
2.12
2.03
+4.48%
2025-04-24
1.48
1.49
-0.77%
2025-02-04
1.96
1.94
+0.90%
Next Earnings
2026-10-08computing...
Dividend Record
Yield4.01%
Payout75.3%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.1078
-
PASS
DebtToEquity
> 6.3843
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 143.48Current: 143.48IV Target: 186.52
Position:0.00% / target n/a
TEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 21 of 49; F-score=6/9; Acquirer's Multiple 14.22; ROIC 6.6%; Altman Z''=1.76; Beneish M=-2.67
Fundamental Snapshot
ROIC6.6%
FCF Yield5.7%
D/E2.21
F-Score6/9
Magic Formula Rank#21
Acquirer's Mult.14.22
Altman Z''1.76
Beneish M-2.67
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-21
n/a
0.60
n/a
2026-07-22
0.65
0.59
+10.49%
2026-04-22
0.57
0.55
+3.42%
2026-01-28
0.52
0.47
+11.58%
2025-10-22
0.54
0.54
+0.45%
2025-07-23
0.54
0.53
+1.92%
2025-04-23
0.51
0.51
-0.90%
2025-01-27
0.54
0.51
+6.81%
Next Earnings
2026-10-21computing...
Dividend Record
Yield4.40%
Payout36.7%
Cons. Growth1y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.0462
-
PASS
DebtToEquity
> 3.3089
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 25.29Current: 25.29IV Target: 31.61
Position:0.00% / target n/a
COSTEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 28 of 49; F-score=7/9; Acquirer's Multiple 43.42; ROIC 26.0%; Altman Z''=2.89; Beneish M=-2.70
Fundamental Snapshot
ROIC26.0%
FCF Yield1.7%
D/E1.64
F-Score7/9
Magic Formula Rank#28
Acquirer's Mult.43.42
Altman Z''2.89
Beneish M-2.70
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-09-24
n/a
6.56
n/a
2026-05-28
4.93
4.92
+0.14%
2026-03-05
4.58
4.54
+0.78%
2025-12-11
4.50
4.28
+5.26%
2025-09-25
5.87
5.80
+1.13%
2025-05-29
4.28
4.23
+1.23%
2025-03-06
4.02
4.10
-1.94%
2024-12-12
4.04
3.80
+6.37%
Next Earnings
2026-09-24computing...
Dividend Record
Yield0.58%
Payout27.8%
Cons. Growth2y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.1817
-
PASS
DebtToEquity
> 2.4655
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 947.74Current: 947.74IV Target: 1184.67
Position:0.00% / target n/a
LINEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 31 of 49; F-score=6/9; Acquirer's Multiple 28.84; ROIC 12.5%; Altman Z''=2.84; Beneish M=-2.66
Fundamental Snapshot
ROIC12.5%
FCF Yield2.0%
D/E1.23
F-Score6/9
Magic Formula Rank#31
Acquirer's Mult.28.84
Altman Z''2.84
Beneish M-2.66
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-30
n/a
4.61
n/a
2026-07-31
4.15
4.12
+0.66%
2026-05-01
4.33
4.27
+1.40%
2026-02-05
4.20
4.18
+0.54%
2025-10-31
4.21
4.18
+0.75%
2025-08-01
4.09
4.04
+1.36%
2025-05-01
3.95
3.92
+0.67%
2025-02-06
3.97
3.92
+1.18%
Next Earnings
2026-10-30computing...
Dividend Record
Yield1.27%
Payout40.0%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.0872
-
PASS
DebtToEquity
> 1.8464
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 487.57Current: 487.57IV Target: 585.08
Position:0.00% / target n/a
TXNEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 34 of 49; F-score=6/9; Acquirer's Multiple 42.41; ROIC 19.2%; Altman Z''=5.65; Beneish M=-2.66
Fundamental Snapshot
ROIC19.2%
FCF Yield1.0%
D/E1.13
F-Score6/9
Magic Formula Rank#34
Acquirer's Mult.42.41
Altman Z''5.65
Beneish M-2.66
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-27
n/a
2.42
n/a
2026-07-22
2.14
1.94
+10.48%
2026-04-22
1.68
1.37
+22.76%
2026-01-27
1.27
1.31
-2.89%
2025-10-21
1.48
1.49
-0.40%
2025-07-22
1.41
1.33
+5.81%
2025-04-23
1.28
1.06
+20.21%
2025-01-23
1.30
1.20
+8.29%
Next Earnings
2026-10-27computing...
Dividend Record
Yield2.15%
Payout86.3%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.1342
-
PASS
DebtToEquity
> 1.6879
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 264.36Current: 264.36IV Target: 317.23
Position:0.00% / target n/a
PFEEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 39 of 49; F-score=6/9; Acquirer's Multiple 26.57; ROIC 4.4%; Altman Z''=2.53; Beneish M=-2.44
Fundamental Snapshot
ROIC4.4%
FCF Yield4.5%
D/E1.40
F-Score6/9
Magic Formula Rank#39
Acquirer's Mult.26.57
Altman Z''2.53
Beneish M-2.44
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-11-03
n/a
0.76
n/a
2026-08-04
0.77
0.68
+12.87%
2026-05-05
0.75
0.72
+3.93%
2026-02-03
0.66
0.57
+16.18%
2025-11-04
0.87
0.63
+37.43%
2025-08-05
0.78
0.57
+35.94%
2025-04-29
0.92
0.67
+36.49%
2025-02-04
0.63
0.46
+37.20%
Next Earnings
2026-11-03computing...
Dividend Record
Yield6.13%
Payout226.3%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.0308
-
PASS
DebtToEquity
> 2.1055
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 28.07Current: 28.07IV Target: 32.28
Position:0.00% / target n/a
IBMEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 36 of 49; F-score=6/9; Acquirer's Multiple 28.06; ROIC 9.1%; Altman Z''=1.37; Beneish M=-2.47
Fundamental Snapshot
ROIC9.1%
FCF Yield4.2%
D/E3.65
F-Score6/9
Magic Formula Rank#36
Acquirer's Mult.28.06
Altman Z''1.37
Beneish M-2.47
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-21
n/a
2.89
n/a
2026-07-22
2.93
2.93
-0.10%
2026-04-22
1.91
1.81
+5.45%
2026-01-28
4.52
4.29
+5.30%
2025-10-22
2.65
2.45
+8.31%
2025-07-23
2.80
2.65
+5.47%
2025-04-23
1.60
1.43
+12.12%
2025-01-29
3.92
3.78
+3.81%
Next Earnings
2026-10-21computing...
Dividend Record
Yield2.86%
Payout59.8%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.0639
-
PASS
DebtToEquity
> 5.4738
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 235.68Current: 235.68IV Target: 271.03
Position:0.00% / target n/a
JNJEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 33 of 49; F-score=3/9; Acquirer's Multiple 33.68; ROIC 14.9%; Altman Z''=2.93; Beneish M=n/a
Fundamental Snapshot
ROIC14.9%
FCF Yield2.7%
D/E1.38
F-Score3/9
Magic Formula Rank#33
Acquirer's Mult.33.68
Altman Z''2.93
Beneish Mn/a
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-13
n/a
2.42
n/a
2026-07-15
2.90
2.85
+1.58%
2026-04-14
2.70
2.68
+0.85%
2026-01-21
2.46
2.46
-0.11%
2025-10-14
2.80
2.76
+1.49%
2025-07-16
2.77
2.68
+3.21%
2025-04-15
2.77
2.58
+7.38%
2025-01-22
2.04
2.01
+1.38%
Next Earnings
2026-10-13computing...
Dividend Record
Yield1.94%
Payout60.8%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.1042
-
PASS
DebtToEquity
> 2.0772
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 270.24Current: 270.24IV Target: 297.26
Position:0.00% / target n/a
XOMEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 41 of 49; F-score=4/9; Acquirer's Multiple 28.69; ROIC 7.0%; Altman Z''=3.74; Beneish M=n/a
Fundamental Snapshot
ROIC7.0%
FCF Yield2.5%
D/E0.76
F-Score4/9
Magic Formula Rank#41
Acquirer's Mult.28.69
Altman Z''3.74
Beneish Mn/a
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-30
n/a
3.59
n/a
2026-07-31
4.11
3.63
+13.26%
2026-05-01
1.16
1.01
+15.14%
2026-01-30
1.71
1.69
+1.12%
2025-10-31
1.88
1.82
+3.03%
2025-08-01
1.64
1.56
+4.93%
2025-05-02
1.76
1.74
+1.16%
2025-01-31
1.67
1.55
+7.87%
Next Earnings
2026-10-30computing...
Dividend Record
Yield2.50%
Payout53.0%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.0492
-
PASS
DebtToEquity
> 1.1472
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 165.11Current: 165.11IV Target: 181.62
Position:0.00% / target n/a
BMYEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 46 of 49; F-score=8/9; Acquirer's Multiple 139.03; ROIC 2.1%; Altman Z''=1.48; Beneish M=-2.68
Fundamental Snapshot
ROIC2.1%
FCF Yield6.6%
D/E3.87
F-Score8/9
Magic Formula Rank#46
Acquirer's Mult.139.03
Altman Z''1.48
Beneish M-2.68
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-29
n/a
1.73
n/a
2026-07-30
2.04
1.60
+27.74%
2026-04-30
1.58
1.42
+11.18%
2026-02-05
1.26
1.20
+4.57%
2025-10-30
1.63
1.52
+7.55%
2025-07-31
1.46
1.10
+32.60%
2025-04-24
1.80
1.50
+19.88%
2025-02-06
1.67
1.47
+13.80%
Next Earnings
2026-10-29computing...
Dividend Record
Yield3.75%
Payout55.3%
Cons. Growth5y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.0147
-
PASS
DebtToEquity
> 5.8085
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 67.01Current: 67.01IV Target: 70.36
Position:0.00% / target n/a
BAEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 44 of 49; F-score=7/9; Acquirer's Multiple 74.80; ROIC 7.1%; Altman Z''=1.11; Beneish M=-2.14
Fundamental Snapshot
ROIC7.1%
FCF Yield-0.6%
D/E29.85
F-Score7/9
Magic Formula Rank#44
Acquirer's Mult.74.80
Altman Z''1.11
Beneish M-2.14
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-28
n/a
-0.14
n/a
2026-07-28
-0.76
-0.31
-141.48%
2026-04-22
-0.20
-0.67
+70.26%
2026-01-27
9.92
-0.41
+2525.31%
2025-10-29
-7.47
-2.38
-214.44%
2025-07-29
-1.24
-1.27
+2.35%
2025-04-23
-0.49
-1.30
+62.39%
2025-01-28
-5.90
-3.78
-56.10%
Next Earnings
2026-10-28computing...
Dividend Record
Cons. Growth0y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.0498
-
PASS
DebtToEquity
> 44.7684
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 214.20Current: 214.20IV Target: 224.91
Position:0.00% / target n/a
TSLAEQUITYlong_term_value3y+day 0
Thesis
Magic Formula rank 47 of 49; F-score=5/9; Acquirer's Multiple 334.08; ROIC 4.1%; Altman Z''=5.48; Beneish M=-2.91
Fundamental Snapshot
ROIC4.1%
FCF Yield0.4%
D/E0.67
F-Score5/9
Magic Formula Rank#47
Acquirer's Mult.334.08
Altman Z''5.48
Beneish M-2.91
Earnings History
Quarter
EPS Actual
EPS Est.
Surprise
2026-10-21
n/a
0.45
n/a
2026-07-22
0.33
0.54
-38.35%
2026-04-22
0.41
0.35
+17.15%
2026-01-28
0.50
0.45
+10.96%
2025-10-22
0.50
0.56
-10.53%
2025-07-23
0.40
0.40
-1.11%
2025-04-22
0.27
0.41
-34.89%
2025-01-29
0.73
0.77
-5.11%
Next Earnings
2026-10-21computing...
Dividend Record
Cons. Growth0y
Technical State
Px vs 50-EMAn/a
RSIn/a
Supportn/a
Resistancen/a
Thesis-Break Status
Metric
Rule
Current
State
ROIC
< 0.0287
-
PASS
DebtToEquity
> 1.0033
-
PASS
AltmanZDoublePrime
< 1.1000
-
PASS
Intrinsic-Value Progress
Entry: 362.86Current: 362.86IV Target: 381.00
Position:0.00% / target n/a
Building track record for Swing Plays. No picks emitted yet - the screener has not yet produced n≥100 closed trades.
This tab will populate once the weekly/daily screener writes its first batch of picks. See updates/long_term_value_project_2026-04-27/PROJECT.md for status.
Building track record for Closed Holds. No picks emitted yet - the screener has not yet produced n≥100 closed trades.
This tab will populate once the weekly/daily screener writes its first batch of picks. See updates/long_term_value_project_2026-04-27/PROJECT.md for status.
Building track record · n=0/100
First weekly value-screener run scheduled. Picks will populate here once the runner emits.
See .github/workflows/value_screener_weekly.yml ·
Charter: docs/PERFORMANCE_CHARTER.md