The algorithm
How it works, end to end
Four steps, every month. Each pillar is grounded in published academic research. Click any card to dive in.
Monthly pipeline
From raw filings to live signals
📥
Pull data
EDGAR + yfinance
→
⚖️
Score quality
13 ratios → z-score
→
🚀
Filter momentum
12-1 month, > median
↓
🛡️
Check regime
Trailing 3M ret > 0?
→
📊
Build weights
Top decile, max 40
→
📧
Send briefing
Email + site update
The components
Four steps in depth
①
Quality score
13 ratios distilled into one composite z-score: Profitability + Growth + Safety.
Read more → ②
Momentum 12-1
Academic momentum, not technical analysis. A timing filter on top of quality.
Read more → ③
Regime indicator
Halves exposure when the strategy's own trailing 3-month return turns negative.
Read more → ④
Backtest framework
Monthly rebalance, 2-month accounting lag, top decile, 40 positions max, 2007-2026.
Read more →