# Daily screen — Run #14 — Thu Aug 13, 2026

**Data: 2026-08-13 close · Generated Thu Aug 13 6:10pm ET / 3:10pm PT · NEXT UPDATE DUE: Fri Aug 14 ~6:10pm ET / 3:10pm PT.**
If you're reading this ≥2h past that and the date above hasn't changed, this digest is STALE — check the scheduled task. Archive of all runs: `screens/` in this project. Live site: https://mntmdaily.report

## Changed since previous run (2026-08-12)

- Value screen: in TME · out BRK-B, FISV
- Momentum top-10: in CRWV, MDB, NBIS, RBRK · out CBRS, INSM, TSEM, U
- In/out is rank movement in the 5-day-return sort, not a trade. Leaving the top 10 is not a sell — the screen defines no exit before session 21.
- Sleeves: no rebalance (monthly; next on first run of next month)

## Today's actions (15-year-calibrated rules)

- **LONG, 21-session hold:** TEAM, P, NBIS, SMCI, TWLO, MDB, ONTO, CRWV, RBRK, SPCX
- **SKIP (below own 200-SMA):** —
- **LONG-WATCH (value screen):** KEP, TME

## Value screen

| tkr | price | P/E | vs 52w low | vs 200-SMA |
|---|---|---|---|---|
| KEP | $11.51 | 2.44 | +1.7% | -26.9% |
| TME | $8.66 | 9.86 | +6.1% | -33.1% |

## Momentum top-10

| tkr | 5-day | RSI | vs 200-SMA | action |
|---|---|---|---|---|
| TEAM | +50.7% | 83 | +53.9% | long, 21-day hold |
| P | +34.5% | 84 | +57.6% | long, 21-day hold |
| NBIS | +34.3% | 61 | +75.0% | long, 21-day hold |
| SMCI | +33.3% | 70 | +22.9% | long, 21-day hold |
| TWLO | +29.1% | 71 | +61.1% | long, 21-day hold |
| MDB | +27.6% | 80 | +40.1% | long, 21-day hold |
| ONTO | +25.7% | 61 | +47.8% | long, 21-day hold |
| CRWV | +24.6% | 64 | +14.2% | long, 21-day hold |
| RBRK | +24.2% | 78 | +56.7% | long, 21-day hold |
| SPCX | +22.9% | 61 | n/a | long, 21-day hold |

## Options lens (experimental)

Best structure per momentum long, three rankings: **tgt** = highest return if the implied 1-sigma target move hits · **EV** = highest expected return over the 3-year gated-momentum outcome distribution · **win** = likeliest to finish profitable at all. Only structures costing **≤ $3,000 per contract** are ranked — a screening ceiling, not a sizing recommendation, so check **cost** before anything else. A debit spread trades away the uncapped upside of a single call to buy a strike closer to the money — read if-tgt beside P(win) and max. Valued at the 21-session horizon; cost = ask (spreads: net debit); **max loss = 100% of what you paid**. IV changes not modeled. Not investment advice.

| tkr | contract (rank) | cost | brkevn | target → if-tgt | lev | EV | P(win) | if-flat | max |
|---|---|---|---|---|---|---|---|---|---|
| TEAM | Sep 18 $165/$200C @ $11.00 (tgt) | $1,100 | +6.0% | +17.1% → +130% | 7.6× | +3% | 39% | -45% | +218% |
| TEAM | Sep 18 $165C @ $14.00 (EV) | $1,400 | +7.8% | +17.1% → +111% | 6.5× | +12% | 36% | -56% | uncapped |
| TEAM | Sep 18 $140/$175C @ $22.20 (win) | $2,220 | -2.3% | +17.1% → +54% | 3.1× | -5% | 54% | +8% | +58% |
| P | Sep 18 $125/$150C @ $6.25 (tgt) | $625 | +11.8% | +22.8% → +150% | 6.6× | -8% | 33% | -64% | +300% |
| P | Sep 18 $90/$150C @ $27.65 (EV+win) | $2,765 | +0.3% | +22.8% → +81% | 3.5× | +3% | 49% | -1% | +117% |
| NBIS | Sep 18 $270/$350C @ $18.50 (tgt) | $1,850 | +13.1% | +28.2% → +164% | 5.8× | -12% | 33% | -56% | +332% |
| NBIS | Sep 18 $250/$290C @ $15.15 (EV) | $1,515 | +4.0% | +28.2% → +136% | 4.8× | +3% | 46% | -14% | +164% |
| NBIS | Sep 18 $230/$270C @ $20.45 (win) | $2,045 | -1.8% | +28.2% → +88% | 3.1× | +2% | 52% | +5% | +96% |
| SMCI | Sep 18 $43/$50C @ $1.53 (tgt) | $153 | +13.7% | +22.4% → +158% | 7.0× | -5% | 32% | -68% | +358% |
| SMCI | Sep 18 $32/$45C @ $6.30 (EV) | $630 | -2.2% | +22.4% → +91% | 4.0× | +8% | 54% | +10% | +106% |
| SMCI | Sep 18 $32/$41C @ $5.20 (win) | $520 | -5.0% | +22.4% → +69% | 3.1× | +6% | 59% | +19% | +73% |
| TWLO | Sep 18 $260/$290C @ $8.50 (tgt) | $850 | +7.7% | +13.5% → +127% | 9.4× | +10% | 38% | -68% | +253% |
| TWLO | Sep 18 $280C @ $6.10 (EV) | $610 | +14.7% | +13.5% → +54% | 4.0× | +73% | 29% | -95% | uncapped |
| TWLO | Sep 18 $220/$260C @ $25.30 (win) | $2,530 | -1.6% | +13.5% → +55% | 4.0× | -9% | 52% | +6% | +58% |
| MDB | Sep 18 $520/$640C @ $25.80 (tgt) | $2,580 | +15.6% | +23.1% → +128% | 5.5× | -18% | 29% | -75% | +365% |
| MDB | Sep 18 $460/$520C @ $29.60 (EV+win) | $2,960 | +3.7% | +23.1% → +85% | 3.7× | -14% | 41% | -27% | +103% |
| ONTO | Sep 18 $360/$430C @ $17.60 (tgt) | $1,760 | +11.8% | +21.4% → +145% | 6.8× | -7% | 33% | -67% | +298% |
| ONTO | Sep 18 $300/$350C @ $29.00 (EV+win) | $2,900 | -2.6% | +21.4% → +69% | 3.2× | -2% | 52% | +8% | +72% |
| CRWV | Sep 18 $115/$135C @ $4.54 (tgt) | $454 | +12.5% | +21.5% → +160% | 7.5× | -2% | 33% | -66% | +340% |
| CRWV | Sep 18 $80/$120C @ $22.65 (EV+win) | $2,265 | -3.4% | +21.5% → +68% | 3.2× | +6% | 57% | +13% | +77% |
| RBRK | Sep 18 $100C @ $13.00 (tgt) | $1,300 | +7.5% | +21.3% → +112% | 5.3× | -2% | 36% | -43% | uncapped |
| RBRK | Jan 15 $105C @ $19.80 (EV) | $1,980 | +18.8% | +21.3% → +66% | 3.1× | +3% | 43% | -11% | uncapped |
| RBRK | Sep 18 $90/$120C @ $15.50 (win) | $1,550 | +0.4% | +21.3% → +78% | 3.7× | -3% | 49% | -4% | +94% |
| SPCX | Sep 18 $155/$170C @ $3.35 (tgt) | $335 | +12.1% | +19.2% → +176% | 9.2× | +10% | 36% | -68% | +348% |
| SPCX | Sep 18 $150/$200C @ $7.50 (EV) | $750 | +11.5% | +19.2% → +152% | 7.9× | +13% | 33% | -70% | +567% |
| SPCX | Sep 18 $115/$150C @ $21.45 (win) | $2,145 | -3.4% | +19.2% → +59% | 3.1× | +0% | 56% | +13% | +63% |

**lev** = return if the target hits, as a multiple of the move itself — the whole reason to be in options rather than the shares. Structures returning under 3× are hidden: at that point the stock does the same job with no expiry and no total loss. `$A/$B C` = vertical debit spread (buy A, sell B) — cost is the net debit, **max** the capped upside; a single call is uncapped. cost = 1 contract (100 shares) · ⚠ = thin chain (relaxed liquidity floor — expect wider fills) · * = fallback +10% target (no liquid ATM contract to imply a move from).

## Factor sleeves (monthly rebalance)

Formed 2026-08-03 · universe 828 names · next rebalance: first run of next calendar month.

- **12-1 momentum top-25:** SNDK, BE, WDC, MU, LITE, STX, VSAT, CIEN, INTC, HUT, ARWR, TSEM, RVMD, DOCN, ALAB, NBIS, ASX, TER, COHR, TTMI, AMD, GLW, LRCX, MKSI, ECHO
- **Low-vol quintile (165 names, first 20):** EA, BRK-B, REG, MPLX, WBD, ATO, ET, DUK, AFL, WEC, FE, O, EVRG, PNW, ED, L, WPC, GLPI, CNP, LNT … (full list in screens JSON)

## Context

SPY 777.88 (above 21-day EMA — informational only; not predictive in backtests) · universe 871 names ≥$10B.

Reference: 15-year PIT backtest — 40/60 mom121/low-vol barbell Sharpe 0.93 vs SPY 0.87 (`claude/factor-tests-2026-07-28.md`). Mechanical output; not investment advice.