{
 "report_id": "2026-07-27_value_momentum",
 "report_date": "2026-07-27",
 "report_timestamp": "2026-07-28T16:50:07+00:00",
 "report_type": "hybrid",
 "generator": "mechanical screener v1 (FMP + EODHD), no LLM in the data path",
 "universe": {
  "country_listing": "US",
  "security_types": [
   "common_stock"
  ],
  "exclude": [
   "etf",
   "cef",
   "fund"
  ],
  "min_price": 5.0,
  "min_market_cap": 10000000000,
  "min_avg_daily_volume": 500000,
  "size": 821
 },
 "market_context": {
  "spy_close": 739.09,
  "spy_above_21d_ema": false,
  "note": "regime shown for reference; backtest found it non-predictive"
 },
 "picks": [
  {
   "pick_rank": 1,
   "screen_type": "value",
   "ticker": "KEP",
   "company_name": "Korea Electric Power Corporation",
   "sector": "Utilities",
   "universe": "US large-cap common stocks",
   "price": 12.21,
   "market_cap": 15054055800,
   "fifty_two_week_low": 11.32,
   "pct_above_52_week_low": 7.86,
   "trailing_pe": 2.48,
   "five_day_return_pct": 7.86,
   "roc_14d_pct": -2.32,
   "roc_21d_pct": -2.01,
   "rsi_14d": 51.06,
   "sma_20d": 11.98,
   "sma_50d": 12.47,
   "sma_200d": 15.87,
   "pct_vs_sma_20d": 1.9,
   "pct_vs_sma_50d": -2.12,
   "pct_vs_sma_200d": -23.04,
   "pct_off_52_week_high": -47.51,
   "avg_daily_volume_3m": 1120553,
   "risk_level": "medium",
   "above_200d_sma": false,
   "strategy_action": "short candidate \u2014 below 200-day SMA",
   "outlook": "Falling knife; backtest favored shorting this profile.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 2,
   "screen_type": "value",
   "ticker": "RCI",
   "company_name": "Rogers Communications Inc.",
   "sector": "Communication Services",
   "universe": "US large-cap common stocks",
   "price": 32.81,
   "market_cap": 18275821696,
   "fifty_two_week_low": 31.45,
   "pct_above_52_week_low": 4.32,
   "trailing_pe": 4.13,
   "five_day_return_pct": -5.85,
   "roc_14d_pct": 1.02,
   "roc_21d_pct": -5.72,
   "rsi_14d": 40.03,
   "sma_20d": 33.14,
   "sma_50d": 35.43,
   "sma_200d": 36.35,
   "pct_vs_sma_20d": -0.99,
   "pct_vs_sma_50d": -7.39,
   "pct_vs_sma_200d": -9.75,
   "pct_off_52_week_high": -19.92,
   "avg_daily_volume_3m": 1196570,
   "risk_level": "medium",
   "above_200d_sma": false,
   "strategy_action": "short candidate \u2014 below 200-day SMA",
   "outlook": "Falling knife; backtest favored shorting this profile.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 3,
   "screen_type": "value",
   "ticker": "BCE",
   "company_name": "BCE Inc.",
   "sector": "Communication Services",
   "universe": "US large-cap common stocks",
   "price": 21.24,
   "market_cap": 20296424407,
   "fifty_two_week_low": 20.87,
   "pct_above_52_week_low": 1.77,
   "trailing_pe": 4.53,
   "five_day_return_pct": -2.12,
   "roc_14d_pct": -0.75,
   "roc_21d_pct": -8.45,
   "rsi_14d": 38.33,
   "sma_20d": 21.47,
   "sma_50d": 22.93,
   "sma_200d": 23.46,
   "pct_vs_sma_20d": -1.08,
   "pct_vs_sma_50d": -7.36,
   "pct_vs_sma_200d": -9.48,
   "pct_off_52_week_high": -19.7,
   "avg_daily_volume_3m": 3732583,
   "risk_level": "medium",
   "above_200d_sma": false,
   "strategy_action": "short candidate \u2014 below 200-day SMA",
   "outlook": "Falling knife; backtest favored shorting this profile.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 4,
   "screen_type": "value",
   "ticker": "SUZ",
   "company_name": "Suzano S.A.",
   "sector": "Basic Materials",
   "universe": "US large-cap common stocks",
   "price": 8.22,
   "market_cap": 10425240882,
   "fifty_two_week_low": 7.67,
   "pct_above_52_week_low": 7.17,
   "trailing_pe": 4.67,
   "five_day_return_pct": -0.24,
   "roc_14d_pct": 2.62,
   "roc_21d_pct": 1.48,
   "rsi_14d": 51.75,
   "sma_20d": 8.09,
   "sma_50d": 8.16,
   "sma_200d": 9.13,
   "pct_vs_sma_20d": 1.64,
   "pct_vs_sma_50d": 0.7,
   "pct_vs_sma_200d": -9.92,
   "pct_off_52_week_high": -28.27,
   "avg_daily_volume_3m": 3049561,
   "risk_level": "high",
   "above_200d_sma": false,
   "strategy_action": "short candidate \u2014 below 200-day SMA",
   "outlook": "Falling knife; backtest favored shorting this profile.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 5,
   "screen_type": "value",
   "ticker": "EXE",
   "company_name": "Expand Energy Corporation",
   "sector": "Energy",
   "universe": "US large-cap common stocks",
   "price": 90.51,
   "market_cap": 21268654245,
   "fifty_two_week_low": 86.95,
   "pct_above_52_week_low": 4.09,
   "trailing_pe": 6.56,
   "five_day_return_pct": 4.09,
   "roc_14d_pct": 1.06,
   "roc_21d_pct": 2.34,
   "rsi_14d": 52.38,
   "sma_20d": 89.25,
   "sma_50d": 90.86,
   "sma_200d": 101.97,
   "pct_vs_sma_20d": 1.41,
   "pct_vs_sma_50d": -0.39,
   "pct_vs_sma_200d": -11.24,
   "pct_off_52_week_high": -26.35,
   "avg_daily_volume_3m": 3584230,
   "risk_level": "high",
   "above_200d_sma": false,
   "strategy_action": "short candidate \u2014 below 200-day SMA",
   "outlook": "Falling knife; backtest favored shorting this profile.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 6,
   "screen_type": "value",
   "ticker": "CMCSA",
   "company_name": "Comcast Corporation",
   "sector": "Communication Services",
   "universe": "US large-cap common stocks",
   "price": 22.8,
   "market_cap": 85735060522,
   "fifty_two_week_low": 21.92,
   "pct_above_52_week_low": 4.01,
   "trailing_pe": 7.84,
   "five_day_return_pct": -4.12,
   "roc_14d_pct": -2.61,
   "roc_21d_pct": 1.85,
   "rsi_14d": 44.41,
   "sma_20d": 23.46,
   "sma_50d": 23.63,
   "sma_200d": 26.43,
   "pct_vs_sma_20d": -2.81,
   "pct_vs_sma_50d": -3.53,
   "pct_vs_sma_200d": -13.74,
   "pct_off_52_week_high": -33.24,
   "avg_daily_volume_3m": 36052531,
   "risk_level": "medium",
   "above_200d_sma": false,
   "strategy_action": "short candidate \u2014 below 200-day SMA",
   "outlook": "Falling knife; backtest favored shorting this profile.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 7,
   "screen_type": "value",
   "ticker": "VICI",
   "company_name": "VICI Properties Inc.",
   "sector": "Real Estate",
   "universe": "US large-cap common stocks",
   "price": 26.75,
   "market_cap": 29050890250,
   "fifty_two_week_low": 25.93,
   "pct_above_52_week_low": 3.16,
   "trailing_pe": 9.31,
   "five_day_return_pct": -0.34,
   "roc_14d_pct": -0.07,
   "roc_21d_pct": 0.83,
   "rsi_14d": 50.25,
   "sma_20d": 26.57,
   "sma_50d": 27.06,
   "sma_200d": 27.72,
   "pct_vs_sma_20d": 0.66,
   "pct_vs_sma_50d": -1.15,
   "pct_vs_sma_200d": -3.49,
   "pct_off_52_week_high": -21.16,
   "avg_daily_volume_3m": 9120288,
   "risk_level": "medium",
   "above_200d_sma": false,
   "strategy_action": "short candidate \u2014 below 200-day SMA",
   "outlook": "Falling knife; backtest favored shorting this profile.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 1,
   "screen_type": "momentum",
   "ticker": "THC",
   "company_name": "Tenet Healthcare Corporation",
   "sector": "Healthcare",
   "universe": "US large-cap common stocks",
   "price": 243.36,
   "market_cap": 21948568970,
   "fifty_two_week_low": 153.02,
   "pct_above_52_week_low": 59.04,
   "trailing_pe": null,
   "five_day_return_pct": 25.2,
   "roc_14d_pct": 16.54,
   "roc_21d_pct": 32.3,
   "rsi_14d": 76.42,
   "sma_20d": 201.41,
   "sma_50d": 186.91,
   "sma_200d": 199.13,
   "pct_vs_sma_20d": 20.83,
   "pct_vs_sma_50d": 30.2,
   "pct_vs_sma_200d": 22.21,
   "pct_off_52_week_high": -0.59,
   "avg_daily_volume_3m": 1514859,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "caution \u2014 at 52-week high after >20% 5-day spike",
   "outlook": "Extended at highs; historically weaker cohort.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 2,
   "screen_type": "momentum",
   "ticker": "SMCI",
   "company_name": "Super Micro Computer, Inc.",
   "sector": "Technology",
   "universe": "US large-cap common stocks",
   "price": 29.81,
   "market_cap": 18361490105,
   "fifty_two_week_low": 20.53,
   "pct_above_52_week_low": 45.2,
   "trailing_pe": null,
   "five_day_return_pct": 25.09,
   "roc_14d_pct": 13.56,
   "roc_21d_pct": -5.9,
   "rsi_14d": 51.59,
   "sma_20d": 27.63,
   "sma_50d": 32.69,
   "sma_200d": 33.35,
   "pct_vs_sma_20d": 7.9,
   "pct_vs_sma_50d": -8.82,
   "pct_vs_sma_200d": -10.6,
   "pct_off_52_week_high": -50.9,
   "avg_daily_volume_3m": 53819590,
   "risk_level": "high",
   "above_200d_sma": false,
   "strategy_action": "skip \u2014 below 200-day SMA",
   "outlook": "Momentum without trend support.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 3,
   "screen_type": "momentum",
   "ticker": "ARWR",
   "company_name": "Arrowhead Pharmaceuticals, Inc.",
   "sector": "Healthcare",
   "universe": "US large-cap common stocks",
   "price": 85.53,
   "market_cap": 11858511373,
   "fifty_two_week_low": 15.705,
   "pct_above_52_week_low": 444.6,
   "trailing_pe": null,
   "five_day_return_pct": 19.37,
   "roc_14d_pct": -1.66,
   "roc_21d_pct": 7.9,
   "rsi_14d": 59.35,
   "sma_20d": 80.12,
   "sma_50d": 77.96,
   "sma_200d": 64.19,
   "pct_vs_sma_20d": 6.75,
   "pct_vs_sma_50d": 9.7,
   "pct_vs_sma_200d": 33.24,
   "pct_off_52_week_high": -3.57,
   "avg_daily_volume_3m": 2190254,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 4,
   "screen_type": "momentum",
   "ticker": "IP",
   "company_name": "International Paper Company",
   "sector": "Basic Materials",
   "universe": "US large-cap common stocks",
   "price": 42.41,
   "market_cap": 23304043170,
   "fifty_two_week_low": 29.38,
   "pct_above_52_week_low": 44.35,
   "trailing_pe": null,
   "five_day_return_pct": 16.99,
   "roc_14d_pct": 11.84,
   "roc_21d_pct": 8.69,
   "rsi_14d": 70.78,
   "sma_20d": 38.03,
   "sma_50d": 35.55,
   "sma_200d": 38.0,
   "pct_vs_sma_20d": 11.52,
   "pct_vs_sma_50d": 19.28,
   "pct_vs_sma_200d": 11.6,
   "pct_off_52_week_high": -23.83,
   "avg_daily_volume_3m": 6456377,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 5,
   "screen_type": "momentum",
   "ticker": "WAB",
   "company_name": "Westinghouse Air Brake Technologies Corporation",
   "sector": "Industrials",
   "universe": "US large-cap common stocks",
   "price": 300.9,
   "market_cap": 51354855885,
   "fifty_two_week_low": 185.65,
   "pct_above_52_week_low": 62.08,
   "trailing_pe": null,
   "five_day_return_pct": 16.7,
   "roc_14d_pct": 16.09,
   "roc_21d_pct": 6.53,
   "rsi_14d": 73.27,
   "sma_20d": 269.29,
   "sma_50d": 266.43,
   "sma_200d": 240.34,
   "pct_vs_sma_20d": 11.74,
   "pct_vs_sma_50d": 12.94,
   "pct_vs_sma_200d": 25.2,
   "pct_off_52_week_high": -0.53,
   "avg_daily_volume_3m": 935523,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 6,
   "screen_type": "momentum",
   "ticker": "SW",
   "company_name": "Smurfit Westrock plc",
   "sector": "Consumer Cyclical",
   "universe": "US large-cap common stocks",
   "price": 50.09,
   "market_cap": 26983675373,
   "fifty_two_week_low": 32.79,
   "pct_above_52_week_low": 52.76,
   "trailing_pe": null,
   "five_day_return_pct": 16.11,
   "roc_14d_pct": 11.31,
   "roc_21d_pct": 6.94,
   "rsi_14d": 68.21,
   "sma_20d": 44.81,
   "sma_50d": 42.85,
   "sma_200d": 40.57,
   "pct_vs_sma_20d": 11.79,
   "pct_vs_sma_50d": 16.89,
   "pct_vs_sma_200d": 23.46,
   "pct_off_52_week_high": -3.38,
   "avg_daily_volume_3m": 5620123,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 7,
   "screen_type": "momentum",
   "ticker": "GM",
   "company_name": "General Motors Company",
   "sector": "Consumer Cyclical",
   "universe": "US large-cap common stocks",
   "price": 87.04,
   "market_cap": 82133244438,
   "fifty_two_week_low": 52.11,
   "pct_above_52_week_low": 67.03,
   "trailing_pe": null,
   "five_day_return_pct": 14.83,
   "roc_14d_pct": 14.48,
   "roc_21d_pct": 10.84,
   "rsi_14d": 69.44,
   "sma_20d": 78.17,
   "sma_50d": 79.28,
   "sma_200d": 76.47,
   "pct_vs_sma_20d": 11.35,
   "pct_vs_sma_50d": 9.79,
   "pct_vs_sma_200d": 13.82,
   "pct_off_52_week_high": 0.0,
   "avg_daily_volume_3m": 8049661,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 8,
   "screen_type": "momentum",
   "ticker": "ALLE",
   "company_name": "Allegion plc",
   "sector": "Industrials",
   "universe": "US large-cap common stocks",
   "price": 158.14,
   "market_cap": 13742797248,
   "fifty_two_week_low": 125.65,
   "pct_above_52_week_low": 25.86,
   "trailing_pe": null,
   "five_day_return_pct": 14.49,
   "roc_14d_pct": 13.51,
   "roc_21d_pct": 15.43,
   "rsi_14d": 76.3,
   "sma_20d": 140.68,
   "sma_50d": 134.75,
   "sma_200d": 151.35,
   "pct_vs_sma_20d": 12.41,
   "pct_vs_sma_50d": 17.36,
   "pct_vs_sma_200d": 4.49,
   "pct_off_52_week_high": -12.03,
   "avg_daily_volume_3m": 1234789,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 9,
   "screen_type": "momentum",
   "ticker": "LMT",
   "company_name": "Lockheed Martin Corporation",
   "sector": "Industrials",
   "universe": "US large-cap common stocks",
   "price": 580.0,
   "market_cap": 133676455110,
   "fifty_two_week_low": 418.68,
   "pct_above_52_week_low": 38.53,
   "trailing_pe": null,
   "five_day_return_pct": 13.83,
   "roc_14d_pct": 8.33,
   "roc_21d_pct": 14.85,
   "rsi_14d": 70.25,
   "sma_20d": 527.83,
   "sma_50d": 523.61,
   "sma_200d": 538.83,
   "pct_vs_sma_20d": 9.88,
   "pct_vs_sma_50d": 10.77,
   "pct_vs_sma_200d": 7.64,
   "pct_off_52_week_high": -14.29,
   "avg_daily_volume_3m": 1312025,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 10,
   "screen_type": "momentum",
   "ticker": "JBS",
   "company_name": "Jbs N.V.",
   "sector": "Consumer Defensive",
   "universe": "US large-cap common stocks",
   "price": 13.55,
   "market_cap": 30776227549,
   "fifty_two_week_low": 11.62,
   "pct_above_52_week_low": 16.61,
   "trailing_pe": null,
   "five_day_return_pct": 12.64,
   "roc_14d_pct": 11.16,
   "roc_21d_pct": 12.64,
   "rsi_14d": 69.7,
   "sma_20d": 12.1,
   "sma_50d": 12.28,
   "sma_200d": 13.56,
   "pct_vs_sma_20d": 11.96,
   "pct_vs_sma_50d": 10.36,
   "pct_vs_sma_200d": -0.1,
   "pct_off_52_week_high": -26.44,
   "avg_daily_volume_3m": 7072499,
   "risk_level": "high",
   "above_200d_sma": false,
   "strategy_action": "skip \u2014 below 200-day SMA",
   "outlook": "Momentum without trend support.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "overlap_with_other_screen": false
  }
 ],
 "dropped_on_avg_volume": []
}