{
 "report_id": "2026-08-03_value_momentum",
 "report_date": "2026-08-03",
 "report_timestamp": "2026-08-03T22:11:37+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": 836
 },
 "market_context": {
  "spy_close": 757.67,
  "spy_above_21d_ema": true,
  "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": 12.11,
   "market_cap": 15548368080,
   "fifty_two_week_low": 11.32,
   "pct_above_52_week_low": 6.98,
   "trailing_pe": 2.54,
   "five_day_return_pct": -0.82,
   "roc_14d_pct": 4.94,
   "roc_21d_pct": -3.12,
   "rsi_14d": 50.75,
   "sma_20d": 11.85,
   "sma_50d": 12.36,
   "sma_200d": 15.84,
   "pct_vs_sma_20d": 2.16,
   "pct_vs_sma_50d": -1.99,
   "pct_vs_sma_200d": -23.56,
   "pct_off_52_week_high": -47.94,
   "avg_daily_volume_3m": 1167134,
   "risk_level": "medium",
   "above_200d_sma": false,
   "strategy_action": "long-watch \u2014 3y: 57% win, +1.7% avg per 21 sessions; weakest in 2025-26 tape",
   "outlook": "Deep value near lows; bounced more often than not over three years. The 2025-26 short-the-knife pattern did not hold over the full sample.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     13.09,
     13.46,
     13.77,
     14.77,
     14.74,
     13.73,
     13.87,
     14.03,
     14.14,
     13.71,
     13.84,
     13.87,
     13.34,
     13.59,
     13.81,
     14.16,
     13.74,
     13.33,
     13.35,
     13.45,
     13.17,
     13.29,
     13.36,
     13.49,
     13.33,
     13.6,
     13.78,
     14.04,
     13.69,
     13.37,
     13.44,
     13.41,
     13.44,
     13.17,
     13.07,
     13.2,
     13.4,
     13.28,
     12.9,
     12.95,
     13.22,
     13.01,
     12.81,
     12.71,
     12.74,
     12.73,
     12.66,
     12.69,
     12.59,
     12.47,
     12.66,
     13.5,
     14.01,
     14.32,
     15.26,
     15.04,
     15.27,
     15.3,
     14.75,
     15.17,
     15.02,
     15.52,
     15.94,
     14.93,
     15.02,
     15.91,
     15.55,
     15.35,
     15.86,
     15.21,
     15.96,
     16.68,
     16.26,
     16.58,
     16.46,
     16.85,
     17.03,
     16.53,
     16.68,
     16.69,
     17.14,
     17.79,
     18.2,
     18.15,
     17.2,
     17.32,
     17.37,
     17.09,
     17.46,
     17.18,
     17.24,
     16.8,
     16.69,
     16.63,
     16.94,
     16.92,
     17.01,
     16.49,
     16.85,
     16.57,
     16.69,
     16.8,
     17.03,
     16.72,
     16.65,
     16.5,
     16.66,
     17.68,
     17.9,
     17.3,
     17.13,
     17.37,
     17.74,
     19.13,
     18.58,
     18.6,
     18.74,
     21.45,
     23.26,
     22.53,
     21.6,
     20.97,
     21.47,
     21.67,
     21.39,
     20.21,
     20.0,
     20.59,
     20.74,
     21.08,
     21.56,
     21.73,
     20.9,
     21.41,
     21.28,
     21.52,
     21.85,
     21.48,
     21.76,
     22.45,
     21.9,
     22.27,
     22.9,
     22.29,
     19.5,
     19.66,
     17.72,
     17.21,
     16.58,
     16.33,
     16.4,
     16.52,
     16.35,
     15.98,
     16.22,
     16.27,
     16.53,
     16.4,
     16.36,
     15.99,
     16.14,
     15.89,
     15.68,
     15.06,
     14.87,
     13.62,
     14.25,
     14.53,
     14.14,
     13.78,
     13.58,
     14.92,
     14.91,
     14.8,
     14.6,
     15.33,
     14.93,
     15.26,
     15.79,
     15.42,
     15.06,
     15.28,
     15.41,
     15.63,
     15.45,
     14.96,
     14.7,
     15.29,
     15.13,
     15.08,
     15.54,
     15.65,
     15.12,
     15.46,
     14.76,
     13.98,
     13.78,
     13.35,
     13.0,
     12.9,
     13.12,
     12.77,
     13.22,
     13.09,
     13.66,
     13.24,
     13.22,
     13.16,
     12.89,
     12.87,
     12.87,
     12.9,
     12.39,
     12.07,
     12.18,
     11.9,
     12.23,
     12.76,
     13.6,
     13.23,
     13.19,
     13.0,
     12.66,
     12.01,
     12.15,
     12.46,
     11.99,
     12.38,
     12.1,
     12.02,
     12.5,
     12.74,
     12.5,
     12.26,
     11.95,
     12.39,
     11.68,
     11.54,
     11.46,
     11.49,
     11.37,
     11.32,
     11.73,
     11.87,
     12.07,
     12.06,
     12.21,
     11.64,
     11.38,
     12.11,
     11.95,
     12.11
    ],
    "sma200": [
     8.98,
     9.01,
     9.04,
     9.08,
     9.11,
     9.14,
     9.18,
     9.21,
     9.24,
     9.27,
     9.3,
     9.32,
     9.35,
     9.38,
     9.41,
     9.44,
     9.46,
     9.49,
     9.52,
     9.54,
     9.57,
     9.6,
     9.63,
     9.65,
     9.68,
     9.71,
     9.73,
     9.76,
     9.79,
     9.81,
     9.84,
     9.86,
     9.89,
     9.91,
     9.93,
     9.95,
     9.98,
     10.01,
     10.03,
     10.06,
     10.09,
     10.12,
     10.15,
     10.17,
     10.2,
     10.23,
     10.25,
     10.28,
     10.31,
     10.34,
     10.36,
     10.4,
     10.43,
     10.47,
     10.51,
     10.55,
     10.6,
     10.64,
     10.68,
     10.72,
     10.76,
     10.8,
     10.85,
     10.89,
     10.93,
     10.97,
     11.01,
     11.05,
     11.1,
     11.14,
     11.18,
     11.23,
     11.27,
     11.32,
     11.36,
     11.41,
     11.46,
     11.51,
     11.56,
     11.6,
     11.65,
     11.71,
     11.76,
     11.82,
     11.87,
     11.92,
     11.97,
     12.01,
     12.06,
     12.11,
     12.16,
     12.2,
     12.25,
     12.29,
     12.34,
     12.39,
     12.43,
     12.48,
     12.52,
     12.57,
     12.61,
     12.66,
     12.71,
     12.75,
     12.8,
     12.84,
     12.89,
     12.94,
     12.99,
     13.04,
     13.09,
     13.14,
     13.19,
     13.24,
     13.3,
     13.36,
     13.41,
     13.48,
     13.56,
     13.64,
     13.71,
     13.78,
     13.85,
     13.91,
     13.98,
     14.04,
     14.1,
     14.16,
     14.22,
     14.28,
     14.34,
     14.41,
     14.47,
     14.53,
     14.59,
     14.65,
     14.72,
     14.78,
     14.84,
     14.91,
     14.97,
     15.04,
     15.1,
     15.17,
     15.22,
     15.27,
     15.31,
     15.35,
     15.38,
     15.41,
     15.44,
     15.47,
     15.5,
     15.52,
     15.54,
     15.57,
     15.6,
     15.63,
     15.65,
     15.68,
     15.7,
     15.73,
     15.75,
     15.77,
     15.8,
     15.81,
     15.83,
     15.85,
     15.87,
     15.89,
     15.9,
     15.92,
     15.94,
     15.96,
     15.96,
     15.96,
     15.97,
     15.97,
     15.98,
     16.0,
     16.0,
     16.01,
     16.02,
     16.03,
     16.04,
     16.05,
     16.05,
     16.06,
     16.07,
     16.08,
     16.09,
     16.1,
     16.11,
     16.12,
     16.12,
     16.12,
     16.12,
     16.12,
     16.11,
     16.11,
     16.11,
     16.1,
     16.1,
     16.09,
     16.09,
     16.09,
     16.08,
     16.08,
     16.07,
     16.07,
     16.06,
     16.06,
     16.05,
     16.05,
     16.04,
     16.03,
     16.02,
     16.02,
     16.02,
     16.02,
     16.02,
     16.01,
     16.01,
     16.0,
     16.0,
     15.99,
     15.98,
     15.97,
     15.97,
     15.96,
     15.96,
     15.95,
     15.95,
     15.94,
     15.94,
     15.93,
     15.92,
     15.92,
     15.91,
     15.9,
     15.89,
     15.88,
     15.88,
     15.87,
     15.87,
     15.87,
     15.87,
     15.86,
     15.85,
     15.85,
     15.85,
     15.84
    ]
   },
   "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": 34.05,
   "market_cap": 18394672214,
   "fifty_two_week_low": 31.45,
   "pct_above_52_week_low": 8.27,
   "trailing_pe": 4.11,
   "five_day_return_pct": 3.78,
   "roc_14d_pct": 3.43,
   "roc_21d_pct": 7.69,
   "rsi_14d": 49.42,
   "sma_20d": 33.63,
   "sma_50d": 35.33,
   "sma_200d": 36.33,
   "pct_vs_sma_20d": 1.25,
   "pct_vs_sma_50d": -3.61,
   "pct_vs_sma_200d": -6.27,
   "pct_off_52_week_high": -16.89,
   "avg_daily_volume_3m": 1246393,
   "risk_level": "medium",
   "above_200d_sma": false,
   "strategy_action": "long-watch \u2014 3y: 57% win, +1.7% avg per 21 sessions; weakest in 2025-26 tape",
   "outlook": "Deep value near lows; bounced more often than not over three years. The 2025-26 short-the-knife pattern did not hold over the full sample.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     32.42,
     32.76,
     32.4,
     31.79,
     32.42,
     32.69,
     32.61,
     32.85,
     33.51,
     33.74,
     33.99,
     33.84,
     33.9,
     34.01,
     34.26,
     34.3,
     34.16,
     33.92,
     34.43,
     34.35,
     34.48,
     34.21,
     34.34,
     34.25,
     34.54,
     34.72,
     34.52,
     34.44,
     34.98,
     34.79,
     34.76,
     34.8,
     34.75,
     34.18,
     34.39,
     34.07,
     34.34,
     33.67,
     34.1,
     34.67,
     34.62,
     33.51,
     33.87,
     34.17,
     33.78,
     33.99,
     34.82,
     34.55,
     35.19,
     35.76,
     35.74,
     35.74,
     35.83,
     36.15,
     36.21,
     35.58,
     35.93,
     36.31,
     37.54,
     38.24,
     38.63,
     38.88,
     38.67,
     38.32,
     38.05,
     37.41,
     37.0,
     36.2,
     35.78,
     36.39,
     36.68,
     37.1,
     37.35,
     37.31,
     37.3,
     37.46,
     37.45,
     37.25,
     36.73,
     37.27,
     37.12,
     37.38,
     38.06,
     38.03,
     37.85,
     37.61,
     36.78,
     36.5,
     36.45,
     35.88,
     35.9,
     35.22,
     35.5,
     35.55,
     35.99,
     36.12,
     36.53,
     35.97,
     35.94,
     36.08,
     36.31,
     36.58,
     36.72,
     36.81,
     37.14,
     37.03,
     37.23,
     37.08,
     36.4,
     35.89,
     35.86,
     35.7,
     35.66,
     35.0,
     35.42,
     34.92,
     35.11,
     35.86,
     36.07,
     36.41,
     36.22,
     35.82,
     35.98,
     35.62,
     37.86,
     37.11,
     36.19,
     36.66,
     36.55,
     36.06,
     35.4,
     36.42,
     36.94,
     37.2,
     37.88,
     38.08,
     37.76,
     37.61,
     37.51,
     37.7,
     37.88,
     38.25,
     38.95,
     38.68,
     39.19,
     40.21,
     39.61,
     39.74,
     39.85,
     39.49,
     39.88,
     39.42,
     39.1,
     38.31,
     38.35,
     38.5,
     39.08,
     38.65,
     38.28,
     37.82,
     38.67,
     38.38,
     38.7,
     38.56,
     38.12,
     37.61,
     38.09,
     37.78,
     34.7,
     34.08,
     32.95,
     32.93,
     32.49,
     32.13,
     32.45,
     32.96,
     32.95,
     33.03,
     33.0,
     33.04,
     32.68,
     37.12,
     37.0,
     35.72,
     36.18,
     35.72,
     35.92,
     36.08,
     36.09,
     35.56,
     36.23,
     36.09,
     36.22,
     36.55,
     36.18,
     35.96,
     35.76,
     35.37,
     35.0,
     35.19,
     35.33,
     35.79,
     36.3,
     36.25,
     36.47,
     37.13,
     37.89,
     38.18,
     38.96,
     37.86,
     37.45,
     37.68,
     37.27,
     37.37,
     37.56,
     38.6,
     38.77,
     38.56,
     38.86,
     38.11,
     37.16,
     37.57,
     36.25,
     36.57,
     35.48,
     34.8,
     34.84,
     34.05,
     32.5,
     32.12,
     31.62,
     31.45,
     32.48,
     32.77,
     32.85,
     32.93,
     33.38,
     32.92,
     33.86,
     34.8,
     34.66,
     34.85,
     34.37,
     32.95,
     32.67,
     32.73,
     32.81,
     34.75,
     34.82,
     34.08,
     33.85,
     34.05
    ],
    "sma200": [
     28.39,
     28.38,
     28.36,
     28.34,
     28.33,
     28.31,
     28.29,
     28.27,
     28.26,
     28.25,
     28.25,
     28.25,
     28.25,
     28.25,
     28.25,
     28.25,
     28.25,
     28.25,
     28.25,
     28.25,
     28.26,
     28.26,
     28.27,
     28.27,
     28.28,
     28.28,
     28.29,
     28.3,
     28.31,
     28.32,
     28.33,
     28.34,
     28.35,
     28.35,
     28.36,
     28.36,
     28.37,
     28.37,
     28.37,
     28.38,
     28.39,
     28.4,
     28.41,
     28.42,
     28.43,
     28.45,
     28.48,
     28.51,
     28.54,
     28.58,
     28.61,
     28.65,
     28.68,
     28.72,
     28.76,
     28.79,
     28.83,
     28.87,
     28.91,
     28.96,
     29.01,
     29.07,
     29.12,
     29.18,
     29.24,
     29.29,
     29.34,
     29.39,
     29.44,
     29.49,
     29.54,
     29.59,
     29.64,
     29.69,
     29.74,
     29.8,
     29.86,
     29.92,
     29.97,
     30.03,
     30.08,
     30.15,
     30.21,
     30.27,
     30.32,
     30.38,
     30.43,
     30.49,
     30.54,
     30.58,
     30.63,
     30.67,
     30.72,
     30.77,
     30.82,
     30.87,
     30.92,
     30.97,
     31.02,
     31.06,
     31.11,
     31.16,
     31.21,
     31.26,
     31.32,
     31.37,
     31.42,
     31.47,
     31.52,
     31.57,
     31.62,
     31.67,
     31.71,
     31.76,
     31.81,
     31.85,
     31.91,
     31.97,
     32.02,
     32.08,
     32.15,
     32.21,
     32.28,
     32.34,
     32.42,
     32.48,
     32.55,
     32.61,
     32.67,
     32.73,
     32.79,
     32.85,
     32.91,
     32.98,
     33.05,
     33.12,
     33.18,
     33.25,
     33.32,
     33.38,
     33.45,
     33.52,
     33.6,
     33.67,
     33.74,
     33.82,
     33.9,
     33.98,
     34.06,
     34.14,
     34.21,
     34.29,
     34.36,
     34.43,
     34.49,
     34.56,
     34.63,
     34.69,
     34.76,
     34.82,
     34.89,
     34.95,
     35.02,
     35.08,
     35.14,
     35.2,
     35.26,
     35.31,
     35.35,
     35.39,
     35.42,
     35.46,
     35.48,
     35.5,
     35.52,
     35.55,
     35.57,
     35.6,
     35.61,
     35.63,
     35.64,
     35.67,
     35.7,
     35.72,
     35.74,
     35.76,
     35.78,
     35.8,
     35.82,
     35.84,
     35.86,
     35.88,
     35.9,
     35.91,
     35.93,
     35.94,
     35.96,
     35.97,
     35.99,
     36.0,
     36.02,
     36.03,
     36.05,
     36.08,
     36.1,
     36.12,
     36.14,
     36.17,
     36.2,
     36.22,
     36.24,
     36.26,
     36.27,
     36.29,
     36.31,
     36.33,
     36.35,
     36.37,
     36.4,
     36.41,
     36.43,
     36.44,
     36.45,
     36.47,
     36.47,
     36.47,
     36.47,
     36.47,
     36.46,
     36.45,
     36.43,
     36.41,
     36.4,
     36.39,
     36.39,
     36.38,
     36.38,
     36.37,
     36.37,
     36.37,
     36.37,
     36.38,
     36.38,
     36.38,
     36.37,
     36.36,
     36.35,
     36.35,
     36.35,
     36.34,
     36.33,
     36.33
    ]
   },
   "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": 21.79,
   "market_cap": 20319737552,
   "fifty_two_week_low": 20.87,
   "pct_above_52_week_low": 4.41,
   "trailing_pe": 4.49,
   "five_day_return_pct": 2.59,
   "roc_14d_pct": 2.78,
   "roc_21d_pct": 1.73,
   "rsi_14d": 47.96,
   "sma_20d": 21.58,
   "sma_50d": 22.75,
   "sma_200d": 23.44,
   "pct_vs_sma_20d": 0.96,
   "pct_vs_sma_50d": -4.2,
   "pct_vs_sma_200d": -7.05,
   "pct_off_52_week_high": -17.62,
   "avg_daily_volume_3m": 3840221,
   "risk_level": "medium",
   "above_200d_sma": false,
   "strategy_action": "long-watch \u2014 3y: 57% win, +1.7% avg per 21 sessions; weakest in 2025-26 tape",
   "outlook": "Deep value near lows; bounced more often than not over three years. The 2025-26 short-the-knife pattern did not hold over the full sample.",
   "screen_reason": [
    "Within 10% of 52-week low",
    "Trailing P/E <= 10",
    "Universe & liquidity filters passed"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     22.37,
     22.13,
     22.36,
     22.07,
     22.57,
     23.11,
     23.11,
     23.25,
     23.83,
     24.08,
     24.31,
     24.27,
     24.28,
     24.43,
     24.41,
     24.19,
     23.94,
     23.63,
     23.71,
     23.56,
     23.69,
     23.19,
     23.28,
     23.23,
     23.46,
     23.15,
     22.97,
     22.91,
     23.07,
     22.93,
     22.79,
     22.54,
     22.59,
     22.22,
     22.33,
     22.19,
     22.35,
     22.24,
     22.17,
     22.22,
     22.38,
     22.5,
     22.57,
     22.34,
     22.47,
     22.31,
     22.4,
     22.34,
     22.55,
     22.99,
     23.28,
     22.44,
     22.75,
     22.79,
     23.33,
     22.95,
     23.02,
     23.12,
     22.95,
     22.9,
     22.58,
     22.67,
     22.59,
     22.23,
     21.99,
     21.8,
     21.44,
     21.54,
     22.29,
     22.31,
     22.06,
     22.52,
     21.9,
     22.23,
     21.96,
     22.16,
     22.14,
     21.92,
     22.07,
     22.25,
     22.19,
     22.14,
     22.31,
     22.61,
     22.59,
     22.48,
     22.3,
     22.33,
     22.65,
     22.45,
     22.27,
     22.31,
     22.51,
     22.81,
     23.01,
     22.74,
     22.56,
     22.27,
     22.26,
     22.15,
     22.15,
     22.43,
     22.46,
     22.79,
     22.97,
     23.22,
     23.06,
     23.12,
     22.69,
     22.74,
     23.15,
     23.14,
     23.23,
     23.12,
     23.61,
     23.62,
     23.53,
     23.77,
     23.89,
     24.08,
     24.56,
     24.51,
     24.87,
     24.63,
     24.84,
     25.2,
     25.17,
     25.44,
     25.67,
     24.92,
     24.44,
     24.97,
     25.17,
     25.0,
     25.17,
     25.06,
     25.14,
     25.06,
     24.92,
     25.15,
     25.41,
     25.37,
     24.98,
     25.02,
     25.64,
     25.56,
     25.73,
     25.78,
     25.32,
     25.4,
     25.22,
     25.72,
     25.23,
     25.03,
     24.92,
     25.56,
     25.67,
     25.42,
     25.4,
     25.45,
     25.43,
     25.49,
     25.16,
     25.14,
     24.92,
     24.9,
     24.91,
     25.05,
     24.13,
     23.94,
     23.52,
     23.81,
     23.58,
     23.05,
     23.19,
     23.54,
     23.51,
     23.85,
     23.78,
     23.64,
     23.59,
     23.42,
     23.79,
     23.57,
     23.25,
     23.19,
     22.96,
     23.47,
     23.65,
     23.62,
     23.79,
     23.92,
     24.25,
     23.83,
     23.96,
     24.15,
     24.07,
     23.88,
     23.48,
     23.51,
     23.67,
     23.86,
     24.07,
     24.28,
     24.48,
     24.76,
     24.59,
     24.78,
     24.73,
     24.32,
     24.19,
     23.77,
     24.09,
     23.87,
     24.26,
     24.39,
     24.25,
     24.27,
     24.04,
     23.82,
     23.28,
     23.28,
     22.65,
     23.04,
     23.2,
     23.2,
     22.92,
     22.26,
     21.51,
     21.02,
     21.42,
     20.87,
     21.4,
     21.45,
     21.32,
     21.38,
     21.45,
     21.2,
     21.6,
     22.14,
     21.84,
     21.7,
     21.65,
     21.48,
     21.21,
     21.3,
     21.24,
     21.81,
     22.33,
     21.7,
     21.68,
     21.79
    ],
    "sma200": [
     22.23,
     22.2,
     22.16,
     22.13,
     22.09,
     22.06,
     22.03,
     22.0,
     21.97,
     21.94,
     21.92,
     21.89,
     21.87,
     21.85,
     21.83,
     21.81,
     21.8,
     21.79,
     21.78,
     21.78,
     21.77,
     21.76,
     21.76,
     21.75,
     21.75,
     21.75,
     21.74,
     21.74,
     21.73,
     21.73,
     21.73,
     21.72,
     21.71,
     21.71,
     21.7,
     21.69,
     21.68,
     21.67,
     21.67,
     21.66,
     21.65,
     21.65,
     21.64,
     21.64,
     21.64,
     21.64,
     21.65,
     21.65,
     21.66,
     21.67,
     21.68,
     21.69,
     21.7,
     21.71,
     21.73,
     21.74,
     21.75,
     21.75,
     21.76,
     21.77,
     21.77,
     21.78,
     21.79,
     21.8,
     21.8,
     21.81,
     21.81,
     21.81,
     21.82,
     21.82,
     21.83,
     21.83,
     21.83,
     21.83,
     21.84,
     21.84,
     21.84,
     21.84,
     21.84,
     21.84,
     21.85,
     21.86,
     21.87,
     21.87,
     21.88,
     21.88,
     21.89,
     21.89,
     21.9,
     21.9,
     21.9,
     21.91,
     21.91,
     21.92,
     21.93,
     21.94,
     21.94,
     21.95,
     21.95,
     21.95,
     21.94,
     21.94,
     21.94,
     21.95,
     21.95,
     21.96,
     21.96,
     21.97,
     21.97,
     21.98,
     21.99,
     22.0,
     22.01,
     22.02,
     22.03,
     22.04,
     22.05,
     22.07,
     22.08,
     22.09,
     22.11,
     22.14,
     22.16,
     22.19,
     22.21,
     22.24,
     22.26,
     22.29,
     22.32,
     22.34,
     22.35,
     22.37,
     22.4,
     22.42,
     22.44,
     22.47,
     22.49,
     22.51,
     22.54,
     22.56,
     22.59,
     22.62,
     22.64,
     22.66,
     22.68,
     22.7,
     22.73,
     22.76,
     22.79,
     22.81,
     22.84,
     22.87,
     22.89,
     22.92,
     22.94,
     22.97,
     23.0,
     23.02,
     23.04,
     23.07,
     23.09,
     23.12,
     23.14,
     23.16,
     23.18,
     23.2,
     23.22,
     23.24,
     23.25,
     23.27,
     23.28,
     23.3,
     23.31,
     23.32,
     23.34,
     23.35,
     23.36,
     23.38,
     23.39,
     23.4,
     23.41,
     23.41,
     23.42,
     23.42,
     23.43,
     23.43,
     23.43,
     23.43,
     23.44,
     23.44,
     23.45,
     23.45,
     23.46,
     23.46,
     23.46,
     23.47,
     23.48,
     23.48,
     23.49,
     23.5,
     23.5,
     23.51,
     23.52,
     23.53,
     23.54,
     23.55,
     23.56,
     23.57,
     23.57,
     23.57,
     23.57,
     23.57,
     23.57,
     23.56,
     23.56,
     23.56,
     23.57,
     23.57,
     23.57,
     23.57,
     23.57,
     23.57,
     23.57,
     23.57,
     23.56,
     23.57,
     23.56,
     23.56,
     23.55,
     23.54,
     23.54,
     23.53,
     23.52,
     23.52,
     23.51,
     23.51,
     23.51,
     23.5,
     23.5,
     23.5,
     23.49,
     23.49,
     23.49,
     23.48,
     23.48,
     23.47,
     23.46,
     23.46,
     23.46,
     23.45,
     23.45,
     23.44
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 1,
   "screen_type": "momentum",
   "ticker": "GRMN",
   "company_name": "Garmin Ltd.",
   "sector": "Technology",
   "universe": "US large-cap common stocks",
   "price": 304.76,
   "market_cap": 58773880280,
   "fifty_two_week_low": 187.1,
   "pct_above_52_week_low": 62.89,
   "trailing_pe": null,
   "five_day_return_pct": 25.69,
   "roc_14d_pct": 26.25,
   "roc_21d_pct": 26.97,
   "rsi_14d": 79.88,
   "sma_20d": 254.96,
   "sma_50d": 243.99,
   "sma_200d": 228.18,
   "pct_vs_sma_20d": 19.53,
   "pct_vs_sma_50d": 24.91,
   "pct_vs_sma_200d": 33.56,
   "pct_off_52_week_high": 0.0,
   "avg_daily_volume_3m": 903670,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup. At 52-week high after a >20% five-day spike (no historical edge either way).",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     215.2,
     221.89,
     224.57,
     226.37,
     225.27,
     228.63,
     225.3,
     229.19,
     232.76,
     231.27,
     228.59,
     228.85,
     229.68,
     226.44,
     225.89,
     232.11,
     228.97,
     228.85,
     231.73,
     237.16,
     237.92,
     230.51,
     233.09,
     233.83,
     233.56,
     235.65,
     234.65,
     232.15,
     237.29,
     235.12,
     232.9,
     233.72,
     231.27,
     234.3,
     232.19,
     233.44,
     234.44,
     233.5,
     233.75,
     237.49,
     242.47,
     243.16,
     252.0,
     254.53,
     253.86,
     254.43,
     253.13,
     256.54,
     253.31,
     244.94,
     248.21,
     246.23,
     246.33,
     243.67,
     245.89,
     246.03,
     248.21,
     244.47,
     247.06,
     247.33,
     248.29,
     245.0,
     216.88,
     212.29,
     211.28,
     207.92,
     202.89,
     202.92,
     201.44,
     198.66,
     200.21,
     197.18,
     196.14,
     192.63,
     191.71,
     187.44,
     187.49,
     187.26,
     184.77,
     189.84,
     190.01,
     190.53,
     192.37,
     192.89,
     194.43,
     194.73,
     196.98,
     199.57,
     201.06,
     198.77,
     199.72,
     207.66,
     208.17,
     206.65,
     205.53,
     205.34,
     199.82,
     200.54,
     199.96,
     204.11,
     201.55,
     203.32,
     203.82,
     203.91,
     203.41,
     201.18,
     200.78,
     202.09,
     207.63,
     208.95,
     211.71,
     210.51,
     209.75,
     212.15,
     209.78,
     210.85,
     210.06,
     199.08,
     202.89,
     204.43,
     204.48,
     205.22,
     203.12,
     202.8,
     202.97,
     199.98,
     205.22,
     199.57,
     203.57,
     197.06,
     200.67,
     204.34,
     206.7,
     204.88,
     201.55,
     212.98,
     215.2,
     235.51,
     237.83,
     246.86,
     245.07,
     249.43,
     249.92,
     252.07,
     250.75,
     253.06,
     248.63,
     249.12,
     238.2,
     241.48,
     240.64,
     239.36,
     234.15,
     233.79,
     232.49,
     233.79,
     234.06,
     230.58,
     234.07,
     231.34,
     237.66,
     240.05,
     243.7,
     235.03,
     229.15,
     225.0,
     230.99,
     236.52,
     236.6,
     241.72,
     240.21,
     251.68,
     255.4,
     255.76,
     260.42,
     263.31,
     264.67,
     263.19,
     266.24,
     266.34,
     264.32,
     265.41,
     259.65,
     258.25,
     256.2,
     246.72,
     251.96,
     250.03,
     241.35,
     237.55,
     233.61,
     241.75,
     240.83,
     239.03,
     241.31,
     235.93,
     231.0,
     233.4,
     224.75,
     225.89,
     227.68,
     236.42,
     238.72,
     239.65,
     237.48,
     236.92,
     235.31,
     232.89,
     235.76,
     239.97,
     236.89,
     240.89,
     235.53,
     234.19,
     236.8,
     230.7,
     237.53,
     237.05,
     238.17,
     234.96,
     231.89,
     234.2,
     236.34,
     236.41,
     240.02,
     235.41,
     232.51,
     233.76,
     237.54,
     237.64,
     240.02,
     245.22,
     248.68,
     243.53,
     244.51,
     243.11,
     243.61,
     241.39,
     241.76,
     250.99,
     249.56,
     244.79,
     236.65,
     240.51,
     240.1,
     243.03,
     242.47,
     253.65,
     294.83,
     297.55,
     293.78,
     304.76
    ],
    "sma200": [
     202.52,
     202.81,
     203.13,
     203.44,
     203.76,
     204.09,
     204.41,
     204.76,
     205.14,
     205.51,
     205.86,
     206.2,
     206.54,
     206.67,
     206.84,
     207.03,
     207.2,
     207.36,
     207.49,
     207.66,
     207.81,
     207.93,
     208.06,
     208.19,
     208.33,
     208.5,
     208.65,
     208.8,
     208.99,
     209.15,
     209.29,
     209.42,
     209.54,
     209.68,
     209.81,
     209.93,
     210.07,
     210.19,
     210.31,
     210.43,
     210.58,
     210.73,
     210.91,
     211.14,
     211.35,
     211.58,
     211.82,
     212.09,
     212.36,
     212.56,
     212.78,
     212.98,
     213.19,
     213.38,
     213.6,
     213.82,
     214.07,
     214.28,
     214.5,
     214.72,
     214.93,
     215.13,
     215.2,
     215.22,
     215.24,
     215.23,
     215.19,
     215.15,
     215.1,
     215.04,
     214.99,
     214.93,
     214.85,
     214.77,
     214.67,
     214.55,
     214.44,
     214.31,
     214.16,
     214.04,
     213.93,
     213.83,
     213.76,
     213.7,
     213.65,
     213.58,
     213.52,
     213.34,
     213.22,
     213.12,
     213.03,
     212.97,
     212.9,
     212.84,
     212.75,
     212.67,
     212.6,
     212.5,
     212.42,
     212.37,
     212.33,
     212.3,
     212.27,
     212.27,
     212.24,
     212.2,
     212.2,
     212.18,
     212.2,
     212.22,
     212.22,
     212.21,
     212.19,
     212.19,
     212.19,
     212.19,
     212.17,
     212.1,
     212.2,
     212.35,
     212.49,
     212.66,
     212.74,
     212.84,
     212.92,
     212.98,
     213.06,
     213.14,
     213.22,
     213.29,
     213.36,
     213.43,
     213.49,
     213.54,
     213.56,
     213.63,
     213.79,
     214.05,
     214.3,
     214.61,
     214.91,
     215.24,
     215.56,
     215.88,
     216.16,
     216.45,
     216.71,
     216.96,
     217.15,
     217.35,
     217.56,
     217.77,
     217.96,
     218.14,
     218.3,
     218.48,
     218.66,
     218.82,
     218.99,
     219.15,
     219.33,
     219.53,
     219.73,
     219.88,
     220.0,
     220.1,
     220.24,
     220.43,
     220.61,
     220.85,
     221.07,
     221.35,
     221.63,
     221.9,
     222.2,
     222.51,
     222.81,
     223.1,
     223.39,
     223.67,
     223.94,
     224.21,
     224.46,
     224.68,
     224.89,
     225.06,
     225.25,
     225.44,
     225.56,
     225.64,
     225.69,
     225.78,
     225.87,
     225.92,
     225.99,
     226.01,
     226.0,
     225.99,
     226.02,
     226.08,
     226.14,
     226.21,
     226.28,
     226.35,
     226.41,
     226.45,
     226.5,
     226.52,
     226.53,
     226.58,
     226.62,
     226.68,
     226.71,
     226.75,
     226.8,
     226.8,
     226.84,
     226.88,
     226.91,
     226.9,
     226.87,
     226.89,
     226.9,
     226.92,
     226.95,
     226.95,
     226.94,
     226.95,
     226.95,
     226.96,
     227.0,
     227.05,
     227.14,
     227.19,
     227.25,
     227.3,
     227.34,
     227.38,
     227.42,
     227.49,
     227.52,
     227.53,
     227.46,
     227.39,
     227.32,
     227.26,
     227.21,
     227.19,
     227.4,
     227.66,
     227.89,
     228.18
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 2,
   "screen_type": "momentum",
   "ticker": "MSFT",
   "company_name": "Microsoft Corporation",
   "sector": "Technology",
   "universe": "US large-cap common stocks",
   "price": 487.65,
   "market_cap": 3621069457500,
   "fifty_two_week_low": 352.83,
   "pct_above_52_week_low": 38.21,
   "trailing_pe": null,
   "five_day_return_pct": 25.33,
   "roc_14d_pct": 26.69,
   "roc_21d_pct": 24.88,
   "rsi_14d": 78.28,
   "sma_20d": 401.91,
   "sma_50d": 400.74,
   "sma_200d": 432.14,
   "pct_vs_sma_20d": 21.33,
   "pct_vs_sma_50d": 21.69,
   "pct_vs_sma_200d": 12.84,
   "pct_off_52_week_high": -10.04,
   "avg_daily_volume_3m": 40668178,
   "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"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     519.96,
     531.4,
     523.57,
     520.78,
     516.71,
     517.9,
     517.64,
     525.05,
     516.45,
     518.34,
     516.05,
     513.0,
     505.73,
     501.71,
     501.07,
     504.04,
     501.09,
     498.88,
     503.55,
     506.43,
     503.5,
     501.94,
     502.17,
     504.77,
     491.88,
     495.06,
     495.27,
     497.22,
     497.86,
     506.69,
     512.12,
     505.84,
     506.81,
     505.25,
     514.67,
     511.21,
     506.03,
     506.94,
     503.84,
     508.24,
     511.36,
     514.69,
     516.44,
     512.49,
     514.09,
     525.24,
     520.68,
     521.55,
     519.11,
     507.74,
     510.81,
     510.34,
     510.2,
     508.39,
     510.35,
     513.54,
     514.4,
     517.26,
     517.28,
     520.31,
     528.17,
     538.66,
     538.14,
     522.45,
     514.55,
     513.78,
     511.09,
     503.97,
     493.97,
     493.69,
     502.82,
     505.48,
     507.92,
     500.12,
     506.97,
     504.3,
     490.68,
     484.05,
     476.31,
     470.03,
     471.9,
     474.88,
     483.35,
     489.83,
     484.58,
     487.83,
     475.61,
     478.71,
     481.02,
     488.84,
     489.84,
     476.44,
     481.33,
     476.41,
     472.71,
     474.28,
     474.01,
     481.83,
     483.77,
     482.77,
     484.69,
     485.86,
     485.55,
     484.94,
     485.32,
     481.48,
     470.84,
     470.75,
     476.39,
     481.33,
     475.99,
     477.16,
     475.06,
     468.58,
     457.34,
     454.64,
     457.82,
     452.5,
     442.14,
     449.14,
     463.88,
     468.19,
     478.45,
     479.49,
     431.58,
     428.38,
     421.49,
     409.39,
     412.35,
     391.92,
     399.36,
     411.77,
     411.44,
     402.58,
     400.06,
     399.54,
     395.1,
     397.83,
     397.6,
     396.37,
     383.64,
     388.16,
     399.73,
     400.85,
     391.89,
     397.69,
     403.06,
     404.32,
     409.79,
     408.08,
     408.53,
     404.88,
     404.0,
     400.99,
     394.7,
     399.09,
     398.55,
     390.94,
     388.18,
     381.04,
     382.17,
     371.93,
     370.24,
     365.18,
     356.0,
     358.18,
     369.37,
     368.57,
     372.65,
     372.07,
     371.49,
     373.52,
     372.26,
     370.07,
     383.54,
     392.26,
     410.33,
     419.35,
     421.88,
     417.17,
     423.24,
     431.98,
     414.85,
     423.7,
     423.9,
     428.32,
     423.54,
     406.9,
     413.54,
     412.73,
     410.49,
     413.07,
     419.86,
     414.22,
     411.77,
     406.89,
     404.33,
     408.55,
     421.01,
     422.62,
     416.52,
     420.15,
     419.09,
     418.57,
     416.03,
     412.67,
     426.99,
     450.24,
     460.52,
     441.31,
     427.34,
     428.05,
     416.67,
     411.74,
     403.41,
     397.36,
     390.34,
     390.74,
     399.76,
     393.83,
     378.91,
     379.4,
     367.34,
     373.94,
     365.46,
     352.83,
     372.97,
     368.57,
     373.02,
     384.28,
     390.49,
     386.74,
     388.84,
     383.34,
     384.36,
     385.1,
     390.99,
     384.93,
     395.63,
     401.1,
     393.82,
     402.29,
     397.75,
     390.34,
     381.58,
     381.7,
     389.1,
     393.35,
     390.54,
     451.1,
     464.72,
     487.65
    ],
    "sma200": [
     428.37,
     428.96,
     429.51,
     430.06,
     430.59,
     431.12,
     431.64,
     432.16,
     432.65,
     433.15,
     433.61,
     434.08,
     434.47,
     434.85,
     435.35,
     435.85,
     436.34,
     436.8,
     437.25,
     437.68,
     438.12,
     438.57,
     438.99,
     439.42,
     439.77,
     440.2,
     440.63,
     441.05,
     441.49,
     441.99,
     442.49,
     442.95,
     443.36,
     443.8,
     444.28,
     444.71,
     445.11,
     445.48,
     445.81,
     446.16,
     446.51,
     446.9,
     447.26,
     447.6,
     447.96,
     448.36,
     448.71,
     449.16,
     449.6,
     449.98,
     450.38,
     450.76,
     451.15,
     451.56,
     452.02,
     452.5,
     453.0,
     453.5,
     453.97,
     454.49,
     455.03,
     455.65,
     456.28,
     456.84,
     457.31,
     457.78,
     458.21,
     458.61,
     458.88,
     459.14,
     459.46,
     459.84,
     460.17,
     460.48,
     460.97,
     461.44,
     461.86,
     462.25,
     462.58,
     462.88,
     463.21,
     463.55,
     463.94,
     464.36,
     464.76,
     465.18,
     465.53,
     465.88,
     466.22,
     466.64,
     467.09,
     467.51,
     467.93,
     468.37,
     468.77,
     469.22,
     469.66,
     470.09,
     470.54,
     471.01,
     471.55,
     472.09,
     472.62,
     473.17,
     473.68,
     474.16,
     474.61,
     475.05,
     475.51,
     475.98,
     476.42,
     476.85,
     477.29,
     477.7,
     478.11,
     478.53,
     478.92,
     479.29,
     479.66,
     480.12,
     480.67,
     481.25,
     481.71,
     482.22,
     482.46,
     482.68,
     482.88,
     483.08,
     483.32,
     483.5,
     483.68,
     483.89,
     484.03,
     484.1,
     484.17,
     484.21,
     484.23,
     484.11,
     483.95,
     483.77,
     483.54,
     483.34,
     483.17,
     483.0,
     482.73,
     482.5,
     482.27,
     482.04,
     481.84,
     481.6,
     481.37,
     481.15,
     480.92,
     480.69,
     480.38,
     480.1,
     479.82,
     479.49,
     479.14,
     478.75,
     478.36,
     477.9,
     477.42,
     476.9,
     476.34,
     475.79,
     475.26,
     474.75,
     474.23,
     473.72,
     473.2,
     472.7,
     472.15,
     471.57,
     471.04,
     470.54,
     470.13,
     469.76,
     469.43,
     469.08,
     468.72,
     468.41,
     468.02,
     467.64,
     467.27,
     466.92,
     466.54,
     466.07,
     465.63,
     465.15,
     464.67,
     464.21,
     463.8,
     463.36,
     462.89,
     462.38,
     461.85,
     461.36,
     460.91,
     460.38,
     459.86,
     459.31,
     458.79,
     458.27,
     457.77,
     457.24,
     456.79,
     456.42,
     456.14,
     455.75,
     455.31,
     454.88,
     454.44,
     453.99,
     453.5,
     452.97,
     452.41,
     451.87,
     451.35,
     450.79,
     450.17,
     449.56,
     448.88,
     448.23,
     447.59,
     446.88,
     446.27,
     445.63,
     445.0,
     444.39,
     443.78,
     443.19,
     442.6,
     441.99,
     441.34,
     440.71,
     440.13,
     439.52,
     438.98,
     438.45,
     437.86,
     437.3,
     436.7,
     436.09,
     435.43,
     434.71,
     434.05,
     433.41,
     432.77,
     432.49,
     432.26,
     432.14
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 3,
   "screen_type": "momentum",
   "ticker": "CORT",
   "company_name": "Corcept Therapeutics Incorporated",
   "sector": "Healthcare",
   "universe": "US large-cap common stocks",
   "price": 112.8,
   "market_cap": 12193454400,
   "fifty_two_week_low": 32.15,
   "pct_above_52_week_low": 250.86,
   "trailing_pe": null,
   "five_day_return_pct": 23.79,
   "roc_14d_pct": 24.68,
   "roc_21d_pct": 25.04,
   "rsi_14d": 69.05,
   "sma_20d": 95.61,
   "sma_50d": 84.82,
   "sma_200d": 62.01,
   "pct_vs_sma_20d": 17.97,
   "pct_vs_sma_50d": 32.99,
   "pct_vs_sma_200d": 81.91,
   "pct_off_52_week_high": -4.67,
   "avg_daily_volume_3m": 1192971,
   "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"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     69.0,
     71.77,
     70.45,
     70.52,
     71.48,
     72.3,
     71.97,
     73.59,
     72.8,
     72.0,
     71.75,
     71.76,
     70.19,
     70.4,
     70.98,
     70.33,
     68.82,
     69.57,
     69.73,
     69.58,
     69.72,
     71.38,
     71.34,
     69.37,
     69.36,
     71.23,
     71.73,
     71.62,
     74.33,
     72.87,
     69.53,
     71.32,
     75.18,
     79.8,
     80.52,
     80.0,
     83.32,
     83.84,
     82.73,
     83.87,
     83.9,
     83.11,
     84.25,
     85.48,
     88.15,
     89.85,
     90.32,
     88.43,
     88.36,
     73.96,
     71.53,
     72.12,
     76.81,
     79.47,
     78.69,
     78.6,
     75.39,
     73.65,
     72.98,
     72.52,
     72.56,
     71.56,
     72.05,
     72.26,
     73.47,
     74.17,
     71.1,
     76.65,
     73.06,
     73.72,
     75.49,
     79.01,
     78.39,
     75.75,
     75.54,
     75.12,
     75.11,
     76.1,
     75.05,
     77.29,
     77.71,
     80.28,
     79.8,
     79.4,
     79.78,
     80.76,
     83.67,
     84.66,
     86.11,
     82.98,
     83.15,
     85.31,
     87.13,
     87.99,
     87.3,
     81.12,
     82.28,
     81.54,
     83.76,
     85.11,
     81.99,
     83.59,
     82.65,
     79.82,
     70.19,
     34.8,
     38.2,
     34.95,
     35.78,
     37.0,
     36.53,
     37.5,
     37.36,
     36.35,
     37.04,
     35.39,
     34.73,
     35.29,
     36.31,
     41.3,
     43.98,
     45.63,
     46.22,
     45.85,
     44.61,
     39.87,
     40.71,
     40.7,
     40.13,
     38.36,
     40.83,
     41.31,
     40.97,
     40.83,
     38.34,
     39.97,
     39.63,
     39.82,
     34.24,
     34.82,
     35.34,
     36.48,
     36.22,
     35.78,
     35.7,
     35.97,
     35.28,
     35.69,
     34.04,
     33.87,
     33.99,
     33.54,
     33.74,
     32.39,
     32.15,
     32.18,
     33.51,
     33.3,
     34.08,
     34.64,
     33.63,
     33.82,
     40.47,
     38.53,
     37.6,
     38.12,
     40.31,
     41.98,
     42.49,
     40.85,
     41.69,
     41.87,
     42.25,
     41.91,
     43.3,
     43.68,
     43.9,
     43.96,
     46.16,
     46.34,
     45.1,
     46.57,
     45.08,
     46.06,
     46.22,
     46.62,
     46.59,
     46.52,
     51.42,
     51.6,
     51.33,
     52.15,
     51.05,
     52.28,
     51.2,
     51.16,
     57.08,
     58.3,
     56.37,
     55.12,
     58.22,
     59.06,
     59.69,
     60.22,
     60.36,
     66.65,
     68.38,
     69.49,
     70.44,
     71.2,
     72.65,
     74.89,
     72.62,
     73.33,
     77.49,
     78.12,
     83.25,
     82.91,
     83.12,
     83.71,
     81.75,
     79.91,
     79.71,
     79.85,
     81.56,
     84.75,
     87.32,
     87.89,
     86.95,
     88.48,
     90.21,
     91.61,
     94.04,
     92.94,
     93.25,
     91.88,
     85.9,
     90.47,
     89.57,
     89.72,
     90.52,
     91.57,
     95.65,
     90.88,
     96.66,
     95.36,
     91.12,
     94.19,
     92.95,
     118.32,
     114.49,
     112.8
    ],
    "sma200": [
     63.51,
     63.64,
     63.76,
     63.87,
     64.0,
     64.11,
     64.22,
     64.35,
     64.47,
     64.59,
     64.72,
     64.83,
     64.94,
     65.06,
     65.17,
     65.28,
     65.38,
     65.47,
     65.54,
     65.62,
     65.67,
     65.73,
     65.8,
     65.86,
     65.94,
     66.03,
     66.13,
     66.22,
     66.31,
     66.39,
     66.45,
     66.51,
     66.6,
     66.7,
     66.82,
     66.92,
     67.04,
     67.15,
     67.27,
     67.39,
     67.51,
     67.63,
     67.75,
     67.9,
     68.06,
     68.23,
     68.41,
     68.59,
     68.77,
     68.89,
     68.99,
     69.09,
     69.21,
     69.34,
     69.48,
     69.62,
     69.75,
     69.86,
     69.97,
     70.08,
     70.18,
     70.29,
     70.39,
     70.5,
     70.6,
     70.69,
     70.77,
     70.85,
     70.92,
     70.98,
     71.06,
     71.15,
     71.24,
     71.31,
     71.34,
     71.38,
     71.42,
     71.47,
     71.5,
     71.55,
     71.59,
     71.66,
     71.72,
     71.76,
     71.79,
     71.83,
     71.89,
     71.94,
     72.05,
     72.15,
     72.25,
     72.37,
     72.49,
     72.63,
     72.77,
     72.88,
     73.01,
     73.14,
     73.29,
     73.43,
     73.56,
     73.7,
     73.84,
     73.97,
     74.04,
     73.92,
     73.83,
     73.72,
     73.61,
     73.5,
     73.38,
     73.28,
     73.18,
     73.08,
     72.99,
     72.6,
     72.31,
     72.07,
     71.85,
     71.69,
     71.53,
     71.41,
     71.28,
     71.17,
     71.05,
     70.91,
     70.76,
     70.64,
     70.53,
     70.41,
     70.29,
     70.15,
     70.0,
     69.84,
     69.68,
     69.51,
     69.35,
     69.2,
     69.0,
     68.81,
     68.63,
     68.46,
     68.28,
     68.11,
     67.93,
     67.76,
     67.58,
     67.39,
     67.19,
     66.98,
     66.77,
     66.56,
     66.35,
     66.11,
     65.89,
     65.66,
     65.44,
     65.22,
     65.03,
     64.86,
     64.68,
     64.5,
     64.36,
     64.2,
     64.02,
     63.86,
     63.7,
     63.56,
     63.42,
     63.27,
     63.12,
     62.97,
     62.81,
     62.64,
     62.48,
     62.33,
     62.18,
     62.04,
     61.92,
     61.79,
     61.66,
     61.55,
     61.44,
     61.31,
     61.19,
     61.06,
     60.93,
     60.8,
     60.7,
     60.59,
     60.49,
     60.4,
     60.31,
     60.23,
     60.15,
     60.06,
     60.0,
     59.95,
     59.89,
     59.83,
     59.77,
     59.71,
     59.65,
     59.6,
     59.55,
     59.52,
     59.5,
     59.48,
     59.47,
     59.46,
     59.47,
     59.48,
     59.5,
     59.51,
     59.54,
     59.58,
     59.66,
     59.72,
     59.79,
     59.86,
     59.92,
     59.96,
     60.0,
     60.06,
     60.12,
     60.19,
     60.26,
     60.34,
     60.41,
     60.49,
     60.59,
     60.69,
     60.78,
     60.85,
     60.91,
     60.97,
     60.99,
     61.02,
     61.05,
     61.08,
     61.12,
     61.16,
     61.22,
     61.24,
     61.28,
     61.31,
     61.32,
     61.35,
     61.37,
     61.59,
     61.8,
     62.01
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 4,
   "screen_type": "momentum",
   "ticker": "AMZN",
   "company_name": "Amazon.com, Inc.",
   "sector": "Consumer Cyclical",
   "universe": "US large-cap common stocks",
   "price": 284.02,
   "market_cap": 3055231542000,
   "fifty_two_week_low": 198.79,
   "pct_above_52_week_low": 42.87,
   "trailing_pe": null,
   "five_day_return_pct": 22.75,
   "roc_14d_pct": 14.76,
   "roc_21d_pct": 17.04,
   "rsi_14d": 72.23,
   "sma_20d": 245.85,
   "sma_50d": 247.01,
   "sma_200d": 235.35,
   "pct_vs_sma_20d": 15.53,
   "pct_vs_sma_50d": 14.98,
   "pct_vs_sma_200d": 20.68,
   "pct_off_52_week_high": 0.0,
   "avg_daily_volume_3m": 50035941,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup. At 52-week high after a >20% five-day spike (no historical edge either way).",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     214.75,
     211.65,
     213.75,
     222.31,
     223.13,
     222.69,
     221.3,
     221.47,
     224.56,
     230.98,
     231.03,
     231.49,
     228.01,
     223.81,
     221.95,
     228.84,
     227.94,
     228.71,
     229.12,
     231.6,
     229.0,
     225.34,
     225.99,
     235.68,
     232.33,
     235.84,
     238.24,
     230.33,
     229.95,
     228.15,
     231.43,
     234.05,
     231.62,
     231.23,
     231.48,
     227.63,
     220.71,
     220.21,
     218.15,
     219.78,
     222.17,
     219.57,
     220.63,
     222.41,
     219.51,
     220.9,
     221.78,
     225.22,
     227.74,
     216.37,
     220.07,
     216.39,
     215.57,
     214.47,
     213.04,
     216.48,
     222.03,
     217.95,
     221.09,
     224.21,
     226.97,
     229.25,
     230.3,
     222.86,
     244.22,
     254.0,
     249.32,
     250.2,
     243.04,
     244.41,
     248.4,
     249.1,
     244.2,
     237.58,
     234.69,
     232.87,
     222.55,
     222.69,
     217.14,
     220.69,
     226.28,
     229.67,
     229.16,
     233.22,
     233.88,
     234.42,
     232.38,
     229.11,
     229.53,
     226.89,
     227.92,
     231.78,
     230.28,
     226.19,
     222.54,
     222.56,
     221.27,
     226.76,
     227.35,
     228.43,
     232.14,
     232.38,
     232.52,
     232.07,
     232.53,
     230.82,
     226.5,
     233.06,
     240.93,
     241.56,
     246.29,
     247.38,
     246.47,
     242.6,
     236.65,
     238.18,
     239.12,
     231.0,
     231.31,
     234.34,
     239.16,
     238.42,
     244.68,
     243.01,
     241.73,
     239.3,
     242.96,
     238.62,
     232.99,
     222.69,
     210.32,
     208.72,
     206.96,
     204.08,
     199.6,
     198.79,
     201.15,
     204.79,
     204.86,
     210.11,
     205.27,
     208.56,
     210.64,
     207.92,
     210.0,
     208.39,
     208.73,
     216.82,
     218.94,
     213.21,
     213.49,
     214.33,
     212.65,
     209.53,
     207.67,
     211.74,
     215.2,
     209.87,
     208.76,
     205.37,
     210.14,
     207.24,
     211.71,
     207.54,
     199.34,
     200.95,
     208.27,
     210.57,
     209.77,
     212.79,
     213.77,
     221.25,
     233.65,
     238.38,
     239.89,
     249.02,
     248.5,
     249.7,
     250.56,
     248.28,
     249.91,
     255.36,
     255.08,
     263.99,
     261.12,
     259.7,
     263.04,
     265.06,
     268.26,
     272.05,
     273.55,
     274.99,
     271.17,
     272.68,
     268.99,
     265.82,
     270.13,
     267.22,
     264.14,
     264.86,
     259.34,
     265.01,
     268.46,
     266.32,
     265.29,
     271.85,
     274.0,
     270.64,
     261.26,
     256.52,
     250.02,
     253.79,
     246.03,
     245.22,
     244.19,
     238.0,
     241.51,
     238.55,
     246.02,
     246.0,
     237.5,
     244.39,
     232.79,
     234.11,
     234.27,
     227.01,
     232.69,
     240.14,
     238.34,
     241.7,
     242.67,
     244.16,
     245.98,
     243.62,
     247.04,
     245.34,
     247.31,
     247.49,
     254.96,
     249.89,
     247.23,
     249.99,
     247.55,
     244.85,
     233.66,
     232.11,
     231.39,
     230.86,
     226.65,
     235.5,
     271.58,
     284.02
    ],
    "sma200": [
     209.57,
     209.69,
     209.82,
     210.0,
     210.17,
     210.34,
     210.5,
     210.66,
     210.86,
     211.08,
     211.3,
     211.52,
     211.7,
     211.86,
     212.03,
     212.19,
     212.35,
     212.5,
     212.61,
     212.71,
     212.82,
     212.91,
     213.0,
     213.1,
     213.21,
     213.37,
     213.56,
     213.69,
     213.82,
     213.97,
     214.14,
     214.3,
     214.42,
     214.55,
     214.67,
     214.75,
     214.79,
     214.8,
     214.79,
     214.75,
     214.73,
     214.7,
     214.66,
     214.62,
     214.58,
     214.52,
     214.48,
     214.5,
     214.52,
     214.48,
     214.45,
     214.39,
     214.33,
     214.29,
     214.25,
     214.23,
     214.24,
     214.21,
     214.18,
     214.19,
     214.21,
     214.26,
     214.32,
     214.35,
     214.45,
     214.62,
     214.74,
     214.83,
     214.87,
     214.92,
     214.99,
     215.05,
     215.08,
     215.09,
     215.09,
     215.06,
     214.99,
     214.89,
     214.8,
     214.71,
     214.69,
     214.67,
     214.66,
     214.68,
     214.7,
     214.72,
     214.75,
     214.77,
     214.8,
     214.85,
     214.93,
     215.02,
     215.1,
     215.19,
     215.24,
     215.33,
     215.41,
     215.51,
     215.64,
     215.79,
     215.97,
     216.15,
     216.32,
     216.51,
     216.68,
     216.86,
     217.03,
     217.22,
     217.45,
     217.67,
     217.89,
     218.1,
     218.32,
     218.53,
     218.75,
     218.99,
     219.22,
     219.4,
     219.66,
     219.98,
     220.3,
     220.64,
     220.91,
     221.21,
     221.5,
     221.78,
     222.1,
     222.42,
     222.72,
     223.0,
     223.19,
     223.33,
     223.43,
     223.51,
     223.57,
     223.62,
     223.71,
     223.78,
     223.85,
     223.97,
     224.07,
     224.17,
     224.27,
     224.34,
     224.35,
     224.33,
     224.32,
     224.38,
     224.45,
     224.48,
     224.53,
     224.6,
     224.64,
     224.69,
     224.7,
     224.73,
     224.78,
     224.8,
     224.81,
     224.81,
     224.83,
     224.82,
     224.81,
     224.77,
     224.68,
     224.61,
     224.59,
     224.58,
     224.55,
     224.54,
     224.55,
     224.6,
     224.73,
     224.86,
     225.0,
     225.16,
     225.28,
     225.43,
     225.58,
     225.73,
     225.86,
     226.02,
     226.2,
     226.4,
     226.6,
     226.77,
     226.96,
     227.15,
     227.38,
     227.62,
     227.86,
     228.08,
     228.3,
     228.52,
     228.71,
     228.88,
     229.07,
     229.25,
     229.42,
     229.57,
     229.79,
     230.06,
     230.33,
     230.55,
     230.77,
     231.01,
     231.27,
     231.52,
     231.7,
     231.83,
     231.93,
     232.04,
     232.13,
     232.24,
     232.35,
     232.39,
     232.46,
     232.51,
     232.59,
     232.67,
     232.71,
     232.8,
     232.84,
     232.83,
     232.84,
     232.8,
     232.77,
     232.82,
     232.86,
     232.93,
     232.98,
     233.03,
     233.1,
     233.17,
     233.24,
     233.33,
     233.47,
     233.6,
     233.79,
     233.94,
     234.06,
     234.21,
     234.35,
     234.46,
     234.53,
     234.59,
     234.64,
     234.66,
     234.66,
     234.75,
     235.01,
     235.35
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 5,
   "screen_type": "momentum",
   "ticker": "CRWV",
   "company_name": "CoreWeave, Inc. Class A Common Stock",
   "sector": "Technology",
   "universe": "US large-cap common stocks",
   "price": 85.76,
   "market_cap": 46788117933,
   "fifty_two_week_low": 60.82,
   "pct_above_52_week_low": 41.01,
   "trailing_pe": null,
   "five_day_return_pct": 21.15,
   "roc_14d_pct": 7.28,
   "roc_21d_pct": 4.91,
   "rsi_14d": 52.98,
   "sma_20d": 77.86,
   "sma_50d": 93.44,
   "sma_200d": 94.58,
   "pct_vs_sma_20d": 10.15,
   "pct_vs_sma_50d": -8.22,
   "pct_vs_sma_200d": -9.33,
   "pct_off_52_week_high": -42.35,
   "avg_daily_volume_3m": 29245071,
   "risk_level": "high",
   "above_200d_sma": false,
   "strategy_action": "skip \u2014 below 200-day SMA (3y: +0.5% vs +1.8% per 21 sessions)",
   "outlook": "Momentum without trend support.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     104.14,
     106.01,
     111.84,
     110.24,
     121.08,
     129.55,
     139.78,
     148.75,
     117.76,
     99.5,
     99.97,
     96.8,
     92.89,
     91.52,
     90.79,
     93.99,
     92.38,
     91.39,
     96.93,
     102.79,
     103.04,
     93.34,
     89.88,
     87.48,
     89.09,
     93.55,
     100.22,
     117.14,
     112.69,
     111.96,
     120.47,
     118.75,
     120.86,
     121.39,
     124.86,
     133.23,
     130.89,
     133.4,
     126.66,
     120.34,
     122.52,
     136.85,
     137.05,
     138.0,
     134.79,
     133.85,
     128.83,
     139.98,
     143.08,
     138.43,
     141.62,
     134.06,
     139.24,
     141.74,
     136.87,
     127.06,
     125.06,
     121.53,
     123.34,
     132.55,
     136.06,
     134.8,
     139.93,
     131.06,
     133.71,
     126.32,
     115.75,
     114.42,
     106.93,
     104.01,
     105.61,
     88.39,
     85.43,
     78.34,
     77.36,
     75.33,
     74.9,
     74.92,
     69.21,
     71.65,
     73.6,
     71.29,
     74.29,
     73.12,
     77.06,
     76.03,
     79.36,
     85.75,
     88.3,
     86.24,
     90.66,
     88.16,
     87.38,
     78.59,
     72.35,
     69.5,
     64.55,
     67.68,
     83.0,
     84.83,
     80.26,
     78.87,
     76.42,
     74.92,
     73.9,
     71.61,
     79.32,
     76.86,
     77.94,
     77.18,
     77.09,
     80.14,
     89.93,
     87.48,
     89.8,
     95.01,
     101.23,
     95.22,
     94.05,
     91.79,
     92.98,
     98.31,
     108.86,
     106.02,
     99.53,
     93.19,
     88.94,
     90.06,
     82.46,
     74.65,
     89.95,
     96.79,
     95.11,
     95.15,
     95.7,
     96.04,
     91.0,
     95.45,
     97.14,
     89.25,
     90.84,
     99.3,
     98.01,
     97.63,
     79.56,
     78.05,
     73.78,
     79.5,
     74.82,
     72.99,
     74.41,
     74.92,
     81.96,
     79.86,
     81.11,
     85.86,
     82.12,
     82.82,
     80.66,
     81.47,
     81.96,
     83.02,
     87.58,
     80.45,
     74.81,
     69.15,
     77.47,
     78.44,
     82.24,
     80.94,
     85.24,
     88.9,
     92.0,
     102.0,
     110.27,
     117.2,
     118.69,
     119.56,
     116.85,
     117.43,
     115.16,
     122.54,
     117.42,
     110.14,
     112.06,
     105.53,
     114.19,
     111.6,
     119.01,
     125.43,
     127.89,
     137.98,
     128.84,
     114.15,
     114.7,
     107.75,
     111.31,
     114.22,
     107.3,
     103.77,
     99.81,
     101.28,
     107.58,
     105.49,
     105.89,
     104.27,
     106.86,
     109.53,
     124.82,
     119.27,
     110.93,
     108.03,
     100.39,
     102.37,
     98.45,
     95.61,
     95.74,
     100.55,
     106.71,
     117.03,
     115.21,
     117.95,
     111.29,
     105.72,
     100.88,
     98.76,
     96.58,
     95.51,
     99.54,
     85.69,
     81.75,
     86.46,
     83.53,
     90.0,
     89.7,
     88.88,
     83.31,
     79.94,
     77.12,
     72.91,
     73.21,
     73.06,
     79.58,
     82.64,
     81.1,
     71.88,
     70.79,
     67.3,
     60.82,
     73.9,
     71.77,
     85.76
    ],
    "sma200": [
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     null,
     102.5,
     102.75,
     103.04,
     103.28,
     103.45,
     103.65,
     103.87,
     104.09,
     104.36,
     104.66,
     104.98,
     105.26,
     105.51,
     105.75,
     105.99,
     106.21,
     106.41,
     106.66,
     106.94,
     107.21,
     107.48,
     107.74,
     108.01,
     108.26,
     108.51,
     108.74,
     108.93,
     109.12,
     109.34,
     109.56,
     109.79,
     109.9,
     109.97,
     110.0,
     110.07,
     110.04,
     109.97,
     109.9,
     109.73,
     109.64,
     109.53,
     109.31,
     109.16,
     109.04,
     108.9,
     108.7,
     108.36,
     107.95,
     107.69,
     107.43,
     107.02,
     106.62,
     106.22,
     105.86,
     105.52,
     105.14,
     104.68,
     104.26,
     103.78,
     103.38,
     103.02,
     102.78,
     102.57,
     102.37,
     102.15,
     101.95,
     101.78,
     101.53,
     101.35,
     101.18,
     100.96,
     100.83,
     100.73,
     100.64,
     100.49,
     100.37,
     100.34,
     100.36,
     100.43,
     100.42,
     100.36,
     100.34,
     100.3,
     100.3,
     100.33,
     100.35,
     100.3,
     100.28,
     100.26,
     100.23,
     100.21,
     100.13,
     100.01,
     99.84,
     99.65,
     99.68,
     99.78,
     99.84,
     99.89,
     99.93,
     99.98,
     100.02,
     100.03,
     100.05,
     100.09,
     100.14,
     100.21,
     100.27,
     100.4,
     100.5,
     100.6,
     100.65,
     100.68,
     100.66,
     100.55,
     100.49,
     100.36,
     100.16,
     100.0,
     99.82,
     99.66,
     99.48,
     99.26,
     99.02,
     98.76,
     98.51,
     98.27,
     98.02,
     97.71,
     97.42,
     97.14,
     96.87,
     96.56,
     96.27,
     95.91,
     95.5,
     95.18,
     94.83,
     94.58
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 6,
   "screen_type": "momentum",
   "ticker": "BAX",
   "company_name": "Baxter International Inc.",
   "sector": "Healthcare",
   "universe": "US large-cap common stocks",
   "price": 28.1,
   "market_cap": 14527587375,
   "fifty_two_week_low": 15.8,
   "pct_above_52_week_low": 77.85,
   "trailing_pe": null,
   "five_day_return_pct": 20.39,
   "roc_14d_pct": 28.9,
   "roc_21d_pct": 24.06,
   "rsi_14d": 76.43,
   "sma_20d": 23.3,
   "sma_50d": 21.43,
   "sma_200d": 19.59,
   "pct_vs_sma_20d": 20.61,
   "pct_vs_sma_50d": 31.14,
   "pct_vs_sma_200d": 43.43,
   "pct_off_52_week_high": 0.0,
   "avg_daily_volume_3m": 6867432,
   "risk_level": "high",
   "above_200d_sma": true,
   "strategy_action": "long, 21-day hold",
   "outlook": "Trend continuation setup. At 52-week high after a >20% five-day spike (no historical edge either way).",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     21.77,
     22.25,
     22.65,
     22.31,
     23.34,
     23.49,
     23.26,
     23.78,
     23.91,
     24.24,
     23.97,
     23.41,
     24.12,
     24.06,
     23.65,
     24.33,
     24.35,
     24.29,
     24.32,
     24.19,
     24.65,
     24.13,
     23.5,
     23.54,
     24.38,
     24.05,
     24.41,
     23.94,
     24.45,
     23.95,
     23.76,
     23.83,
     23.16,
     23.65,
     22.98,
     22.77,
     22.82,
     22.53,
     21.68,
     21.95,
     22.35,
     22.73,
     23.32,
     23.19,
     23.82,
     23.11,
     22.86,
     22.71,
     22.48,
     21.92,
     22.08,
     22.78,
     22.71,
     22.93,
     23.05,
     23.09,
     22.71,
     22.89,
     22.95,
     22.98,
     23.13,
     22.82,
     22.39,
     19.13,
     18.44,
     18.18,
     17.91,
     17.92,
     17.95,
     17.97,
     17.72,
     18.22,
     18.67,
     18.67,
     18.44,
     17.74,
     18.12,
     17.66,
     17.39,
     18.28,
     18.15,
     18.63,
     18.88,
     18.72,
     19.06,
     18.82,
     18.87,
     18.46,
     18.52,
     18.14,
     18.14,
     18.24,
     18.88,
     19.13,
     19.51,
     19.03,
     19.27,
     19.05,
     18.94,
     18.96,
     18.91,
     19.09,
     19.36,
     19.23,
     19.28,
     19.09,
     19.48,
     19.87,
     20.53,
     20.38,
     20.67,
     21.05,
     20.13,
     19.63,
     19.82,
     20.35,
     20.09,
     19.36,
     19.69,
     20.05,
     19.82,
     19.63,
     19.55,
     19.59,
     19.71,
     20.05,
     19.85,
     19.89,
     21.01,
     21.75,
     21.71,
     21.71,
     21.92,
     22.25,
     18.69,
     19.77,
     20.72,
     21.85,
     21.32,
     21.56,
     21.24,
     20.61,
     20.71,
     20.34,
     20.36,
     19.68,
     19.02,
     19.02,
     18.59,
     17.68,
     17.9,
     17.45,
     18.04,
     18.0,
     17.39,
     17.07,
     17.61,
     17.08,
     16.65,
     16.14,
     16.6,
     16.71,
     17.11,
     16.66,
     15.96,
     15.79,
     16.79,
     16.77,
     16.67,
     16.64,
     16.61,
     17.23,
     17.29,
     17.14,
     17.62,
     17.58,
     17.59,
     18.13,
     18.7,
     18.83,
     18.48,
     18.3,
     18.4,
     18.15,
     18.48,
     17.93,
     16.89,
     17.57,
     17.2,
     16.61,
     16.74,
     16.97,
     17.48,
     17.98,
     17.52,
     17.88,
     17.3,
     17.77,
     17.29,
     17.78,
     18.32,
     18.76,
     19.02,
     19.17,
     19.37,
     19.32,
     19.24,
     18.78,
     18.4,
     18.68,
     18.54,
     19.35,
     19.38,
     19.24,
     20.03,
     20.31,
     20.49,
     20.86,
     20.81,
     20.46,
     19.39,
     19.89,
     19.66,
     20.1,
     21.04,
     21.55,
     22.04,
     22.02,
     21.32,
     21.69,
     22.65,
     22.58,
     22.86,
     21.98,
     22.46,
     22.62,
     22.57,
     21.8,
     22.15,
     23.35,
     22.61,
     22.07,
     22.21,
     21.74,
     21.67,
     22.4,
     23.34,
     24.37,
     24.77,
     26.75,
     26.16,
     28.1
    ],
    "sma200": [
     31.1,
     31.03,
     30.96,
     30.9,
     30.83,
     30.77,
     30.71,
     30.65,
     30.59,
     30.53,
     30.48,
     30.42,
     30.36,
     30.31,
     30.25,
     30.2,
     30.15,
     30.09,
     30.04,
     29.98,
     29.94,
     29.89,
     29.84,
     29.8,
     29.77,
     29.73,
     29.69,
     29.65,
     29.62,
     29.57,
     29.53,
     29.49,
     29.44,
     29.4,
     29.35,
     29.3,
     29.25,
     29.2,
     29.15,
     29.11,
     29.06,
     29.02,
     28.98,
     28.95,
     28.92,
     28.89,
     28.86,
     28.83,
     28.8,
     28.77,
     28.73,
     28.71,
     28.68,
     28.65,
     28.62,
     28.59,
     28.56,
     28.53,
     28.5,
     28.47,
     28.44,
     28.41,
     28.38,
     28.32,
     28.26,
     28.2,
     28.14,
     28.08,
     28.01,
     27.94,
     27.87,
     27.8,
     27.73,
     27.66,
     27.59,
     27.52,
     27.46,
     27.39,
     27.32,
     27.26,
     27.2,
     27.15,
     27.09,
     27.04,
     26.98,
     26.92,
     26.86,
     26.81,
     26.73,
     26.66,
     26.58,
     26.49,
     26.41,
     26.34,
     26.27,
     26.19,
     26.11,
     26.04,
     25.96,
     25.87,
     25.78,
     25.7,
     25.63,
     25.56,
     25.48,
     25.41,
     25.33,
     25.26,
     25.2,
     25.14,
     25.08,
     25.02,
     24.96,
     24.89,
     24.82,
     24.75,
     24.69,
     24.62,
     24.56,
     24.52,
     24.48,
     24.44,
     24.38,
     24.34,
     24.3,
     24.27,
     24.23,
     24.19,
     24.15,
     24.12,
     24.09,
     24.05,
     24.01,
     23.97,
     23.92,
     23.86,
     23.81,
     23.77,
     23.72,
     23.68,
     23.64,
     23.59,
     23.54,
     23.49,
     23.44,
     23.38,
     23.33,
     23.27,
     23.21,
     23.14,
     23.07,
     23.01,
     22.95,
     22.89,
     22.83,
     22.76,
     22.7,
     22.63,
     22.57,
     22.5,
     22.44,
     22.37,
     22.31,
     22.24,
     22.16,
     22.08,
     22.01,
     21.94,
     21.87,
     21.81,
     21.74,
     21.68,
     21.62,
     21.55,
     21.49,
     21.43,
     21.36,
     21.3,
     21.24,
     21.18,
     21.12,
     21.06,
     21.0,
     20.95,
     20.89,
     20.84,
     20.78,
     20.73,
     20.68,
     20.62,
     20.57,
     20.52,
     20.47,
     20.42,
     20.36,
     20.31,
     20.25,
     20.2,
     20.14,
     20.12,
     20.11,
     20.09,
     20.07,
     20.06,
     20.04,
     20.02,
     20.0,
     19.97,
     19.94,
     19.92,
     19.89,
     19.87,
     19.84,
     19.82,
     19.8,
     19.78,
     19.76,
     19.75,
     19.73,
     19.71,
     19.68,
     19.66,
     19.64,
     19.62,
     19.61,
     19.6,
     19.58,
     19.57,
     19.56,
     19.55,
     19.54,
     19.54,
     19.53,
     19.53,
     19.52,
     19.52,
     19.52,
     19.52,
     19.52,
     19.53,
     19.53,
     19.52,
     19.52,
     19.51,
     19.5,
     19.5,
     19.5,
     19.51,
     19.52,
     19.54,
     19.56,
     19.59
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 7,
   "screen_type": "momentum",
   "ticker": "DXCM",
   "company_name": "DexCom, Inc.",
   "sector": "Healthcare",
   "universe": "US large-cap common stocks",
   "price": 87.31,
   "market_cap": 32947388910,
   "fifty_two_week_low": 54.84,
   "pct_above_52_week_low": 59.21,
   "trailing_pe": null,
   "five_day_return_pct": 19.0,
   "roc_14d_pct": 17.8,
   "roc_21d_pct": 22.54,
   "rsi_14d": 72.64,
   "sma_20d": 75.3,
   "sma_50d": 73.45,
   "sma_200d": 67.85,
   "pct_vs_sma_20d": 15.95,
   "pct_vs_sma_50d": 18.87,
   "pct_vs_sma_200d": 28.68,
   "pct_off_52_week_high": 0.0,
   "avg_daily_volume_3m": 5762839,
   "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"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     79.28,
     76.25,
     75.46,
     76.4,
     76.4,
     78.86,
     77.85,
     80.17,
     79.96,
     79.96,
     80.95,
     80.82,
     80.9,
     81.67,
     80.62,
     82.26,
     75.96,
     76.12,
     76.38,
     75.08,
     75.34,
     74.3,
     78.92,
     80.76,
     80.51,
     78.0,
     78.4,
     76.0,
     76.0,
     76.22,
     75.58,
     76.55,
     76.44,
     75.78,
     67.45,
     69.51,
     68.2,
     67.5,
     68.3,
     67.1,
     66.46,
     67.29,
     66.08,
     66.44,
     67.05,
     66.36,
     66.03,
     67.78,
     68.08,
     65.12,
     65.2,
     66.21,
     65.41,
     66.33,
     66.6,
     68.43,
     69.75,
     70.7,
     71.06,
     70.33,
     70.63,
     69.23,
     68.18,
     68.2,
     58.22,
     60.43,
     61.18,
     59.28,
     58.02,
     55.0,
     54.84,
     58.13,
     59.61,
     59.72,
     58.06,
     58.49,
     60.17,
     59.73,
     58.42,
     60.23,
     62.21,
     61.69,
     62.53,
     63.47,
     63.52,
     64.45,
     64.85,
     65.25,
     65.49,
     65.62,
     66.33,
     67.56,
     68.94,
     66.96,
     65.73,
     66.37,
     65.75,
     65.91,
     66.06,
     67.43,
     66.86,
     67.42,
     67.57,
     67.47,
     67.06,
     66.37,
     66.54,
     67.65,
     69.89,
     70.1,
     68.43,
     67.4,
     70.98,
     70.25,
     69.7,
     69.24,
     69.54,
     70.73,
     72.11,
     73.92,
     72.86,
     73.34,
     73.67,
     73.36,
     74.0,
     73.04,
     72.53,
     71.63,
     70.82,
     69.89,
     69.97,
     70.16,
     68.16,
     68.15,
     65.08,
     70.02,
     70.43,
     72.8,
     72.27,
     73.08,
     73.26,
     73.09,
     73.16,
     74.38,
     73.43,
     73.78,
     73.08,
     72.9,
     70.69,
     68.1,
     68.74,
     67.79,
     66.31,
     65.26,
     64.24,
     66.34,
     67.32,
     67.66,
     67.27,
     66.95,
     65.94,
     66.6,
     66.84,
     66.09,
     62.25,
     61.9,
     62.8,
     62.37,
     62.22,
     63.21,
     63.11,
     65.8,
     65.68,
     64.02,
     63.12,
     62.95,
     61.54,
     61.23,
     63.98,
     64.62,
     62.6,
     63.41,
     62.7,
     61.57,
     61.41,
     59.32,
     57.56,
     59.55,
     61.35,
     60.04,
     59.48,
     60.36,
     60.91,
     60.61,
     59.33,
     61.14,
     58.57,
     57.82,
     61.63,
     65.09,
     66.95,
     71.44,
     71.9,
     72.1,
     72.01,
     70.26,
     72.34,
     73.74,
     74.87,
     73.45,
     72.77,
     72.59,
     72.86,
     76.62,
     78.19,
     74.77,
     75.25,
     75.37,
     74.22,
     73.16,
     71.23,
     72.47,
     69.07,
     68.92,
     69.75,
     68.65,
     70.14,
     69.98,
     67.35,
     68.86,
     71.25,
     72.38,
     73.57,
     74.06,
     73.02,
     74.96,
     76.35,
     74.12,
     72.73,
     77.98,
     76.65,
     75.69,
     74.75,
     71.43,
     70.48,
     71.54,
     73.37,
     74.85,
     75.14,
     74.54,
     83.45,
     87.31
    ],
    "sma200": [
     79.17,
     79.2,
     79.24,
     79.27,
     79.31,
     79.34,
     79.37,
     79.4,
     79.44,
     79.47,
     79.5,
     79.55,
     79.59,
     79.64,
     79.69,
     79.75,
     79.78,
     79.82,
     79.86,
     79.89,
     79.91,
     79.93,
     79.96,
     80.0,
     80.03,
     80.04,
     80.05,
     80.05,
     80.06,
     80.07,
     80.08,
     80.07,
     80.07,
     80.05,
     80.0,
     79.95,
     79.89,
     79.82,
     79.77,
     79.72,
     79.66,
     79.6,
     79.52,
     79.46,
     79.41,
     79.36,
     79.3,
     79.26,
     79.22,
     79.15,
     79.08,
     79.01,
     78.93,
     78.86,
     78.81,
     78.76,
     78.72,
     78.66,
     78.62,
     78.57,
     78.53,
     78.48,
     78.43,
     78.37,
     78.26,
     78.14,
     78.02,
     77.89,
     77.74,
     77.58,
     77.41,
     77.26,
     77.12,
     76.98,
     76.84,
     76.7,
     76.56,
     76.42,
     76.27,
     76.13,
     76.0,
     75.87,
     75.75,
     75.65,
     75.54,
     75.42,
     75.29,
     75.17,
     75.05,
     74.93,
     74.81,
     74.71,
     74.6,
     74.5,
     74.39,
     74.29,
     74.21,
     74.12,
     74.06,
     74.01,
     73.99,
     73.97,
     73.96,
     73.95,
     73.93,
     73.91,
     73.89,
     73.86,
     73.83,
     73.81,
     73.78,
     73.75,
     73.74,
     73.75,
     73.76,
     73.76,
     73.77,
     73.79,
     73.84,
     73.91,
     73.96,
     74.03,
     74.06,
     74.09,
     74.13,
     74.16,
     74.18,
     74.19,
     74.2,
     74.22,
     74.24,
     74.25,
     74.24,
     74.22,
     74.19,
     74.19,
     74.18,
     74.2,
     74.15,
     74.11,
     74.07,
     74.02,
     73.96,
     73.91,
     73.85,
     73.8,
     73.73,
     73.67,
     73.59,
     73.5,
     73.41,
     73.32,
     73.23,
     73.13,
     73.03,
     72.92,
     72.83,
     72.74,
     72.65,
     72.55,
     72.46,
     72.36,
     72.26,
     72.16,
     72.05,
     71.94,
     71.84,
     71.75,
     71.64,
     71.55,
     71.46,
     71.39,
     71.32,
     71.2,
     71.09,
     70.98,
     70.86,
     70.73,
     70.63,
     70.53,
     70.43,
     70.34,
     70.23,
     70.11,
     69.99,
     69.87,
     69.73,
     69.61,
     69.49,
     69.37,
     69.25,
     69.13,
     69.01,
     68.88,
     68.75,
     68.61,
     68.45,
     68.29,
     68.16,
     68.08,
     68.02,
     67.99,
     67.98,
     67.95,
     67.93,
     67.89,
     67.86,
     67.83,
     67.8,
     67.77,
     67.73,
     67.69,
     67.65,
     67.62,
     67.61,
     67.57,
     67.57,
     67.57,
     67.56,
     67.55,
     67.53,
     67.52,
     67.47,
     67.41,
     67.35,
     67.31,
     67.27,
     67.24,
     67.19,
     67.16,
     67.13,
     67.11,
     67.1,
     67.09,
     67.12,
     67.15,
     67.19,
     67.22,
     67.24,
     67.3,
     67.35,
     67.39,
     67.43,
     67.46,
     67.47,
     67.5,
     67.54,
     67.57,
     67.61,
     67.66,
     67.75,
     67.85
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 8,
   "screen_type": "momentum",
   "ticker": "ORCL",
   "company_name": "Oracle Corporation",
   "sector": "Technology",
   "universe": "US large-cap common stocks",
   "price": 141.85,
   "market_cap": 408738693000,
   "fifty_two_week_low": 114.99,
   "pct_above_52_week_low": 23.36,
   "trailing_pe": null,
   "five_day_return_pct": 18.31,
   "roc_14d_pct": 10.87,
   "roc_21d_pct": 1.48,
   "rsi_14d": 53.38,
   "sma_20d": 128.71,
   "sma_50d": 163.57,
   "sma_200d": 181.17,
   "pct_vs_sma_20d": 10.21,
   "pct_vs_sma_50d": -13.28,
   "pct_vs_sma_200d": -21.7,
   "pct_off_52_week_high": -56.8,
   "avg_daily_volume_3m": 31218079,
   "risk_level": "high",
   "above_200d_sma": false,
   "strategy_action": "skip \u2014 below 200-day SMA (3y: +0.5% vs +1.8% per 21 sessions)",
   "outlook": "Momentum without trend support.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     241.67,
     249.68,
     252.79,
     253.54,
     246.58,
     247.23,
     249.83,
     251.0,
     241.43,
     242.2,
     245.48,
     246.26,
     231.98,
     232.41,
     230.53,
     233.71,
     232.76,
     231.57,
     233.15,
     237.61,
     223.58,
     222.76,
     220.93,
     220.49,
     230.18,
     235.79,
     238.79,
     324.63,
     304.39,
     288.89,
     298.74,
     303.19,
     298.01,
     293.28,
     305.18,
     324.45,
     310.29,
     304.98,
     288.05,
     280.27,
     279.57,
     278.07,
     285.75,
     285.53,
     282.92,
     288.3,
     281.04,
     285.38,
     294.12,
     290.16,
     305.07,
     296.14,
     300.72,
     310.01,
     288.53,
     274.53,
     272.52,
     270.06,
     277.39,
     280.62,
     278.71,
     278.15,
     272.67,
     254.44,
     260.1,
     255.39,
     245.8,
     247.92,
     241.47,
     236.97,
     238.53,
     233.89,
     224.82,
     215.49,
     220.72,
     217.76,
     218.38,
     223.38,
     208.68,
     196.86,
     198.37,
     195.15,
     203.0,
     200.02,
     199.02,
     199.18,
     205.75,
     212.28,
     215.5,
     218.43,
     219.41,
     220.88,
     196.95,
     188.16,
     183.15,
     186.85,
     176.76,
     178.31,
     190.14,
     196.48,
     193.47,
     195.6,
     196.1,
     193.51,
     195.33,
     193.05,
     193.84,
     190.75,
     191.9,
     191.0,
     187.84,
     197.14,
     203.26,
     200.89,
     192.27,
     188.53,
     189.76,
     178.67,
     172.67,
     176.94,
     175.93,
     181.17,
     173.69,
     171.6,
     167.84,
     163.44,
     158.95,
     153.6,
     145.65,
     135.53,
     141.83,
     155.5,
     158.78,
     156.07,
     155.39,
     159.03,
     152.9,
     155.09,
     155.45,
     147.05,
     140.33,
     145.13,
     146.86,
     149.27,
     144.39,
     148.21,
     147.98,
     151.31,
     153.72,
     151.9,
     150.51,
     148.36,
     161.99,
     158.06,
     154.03,
     154.89,
     153.62,
     151.84,
     154.44,
     148.64,
     153.27,
     146.07,
     145.01,
     141.82,
     138.69,
     137.84,
     146.09,
     144.22,
     145.36,
     144.53,
     142.18,
     142.66,
     137.38,
     137.61,
     155.08,
     162.43,
     169.22,
     177.72,
     174.45,
     176.96,
     180.54,
     186.85,
     175.67,
     172.68,
     172.36,
     165.38,
     163.26,
     160.83,
     171.23,
     179.66,
     184.71,
     193.36,
     193.92,
     195.27,
     193.17,
     186.18,
     189.1,
     194.93,
     192.28,
     185.96,
     180.83,
     187.51,
     189.11,
     191.41,
     192.39,
     190.3,
     202.99,
     225.0,
     247.29,
     243.73,
     229.53,
     235.52,
     212.94,
     211.09,
     205.1,
     200.56,
     183.46,
     183.49,
     191.97,
     187.68,
     182.89,
     183.65,
     174.46,
     164.59,
     156.98,
     151.93,
     148.02,
     147.25,
     146.04,
     142.01,
     139.78,
     143.26,
     141.11,
     140.0,
     143.72,
     140.64,
     131.54,
     127.94,
     132.49,
     124.21,
     126.41,
     121.38,
     127.05,
     125.84,
     120.04,
     114.99,
     119.9,
     119.96,
     117.74,
     127.56,
     129.87,
     141.85
    ],
    "sma200": [
     172.77,
     173.16,
     173.57,
     173.98,
     174.35,
     174.73,
     175.13,
     175.52,
     175.88,
     176.24,
     176.61,
     177.0,
     177.31,
     177.62,
     177.95,
     178.28,
     178.61,
     178.93,
     179.21,
     179.48,
     179.67,
     179.86,
     180.03,
     180.2,
     180.44,
     180.72,
     181.0,
     181.7,
     182.28,
     182.78,
     183.34,
     183.93,
     184.49,
     185.06,
     185.68,
     186.41,
     187.06,
     187.67,
     188.19,
     188.66,
     189.12,
     189.64,
     190.19,
     190.76,
     191.32,
     191.93,
     192.5,
     193.12,
     193.76,
     194.38,
     195.07,
     195.71,
     196.38,
     197.1,
     197.72,
     198.28,
     198.83,
     199.36,
     199.94,
     200.54,
     201.14,
     201.77,
     202.38,
     202.88,
     203.4,
     203.89,
     204.33,
     204.72,
     205.03,
     205.29,
     205.58,
     205.97,
     206.29,
     206.57,
     206.84,
     207.09,
     207.36,
     207.65,
     207.85,
     207.98,
     208.12,
     208.21,
     208.36,
     208.51,
     208.65,
     208.79,
     208.94,
     209.11,
     209.32,
     209.59,
     209.85,
     210.12,
     210.26,
     210.39,
     210.49,
     210.63,
     210.74,
     210.84,
     211.05,
     211.26,
     211.5,
     211.77,
     212.01,
     212.25,
     212.49,
     212.7,
     212.94,
     213.14,
     213.35,
     213.56,
     213.73,
     213.96,
     214.25,
     214.54,
     214.81,
     215.07,
     215.32,
     215.49,
     215.68,
     215.94,
     216.19,
     216.48,
     216.67,
     216.87,
     217.05,
     217.21,
     217.34,
     217.47,
     217.56,
     217.63,
     217.71,
     217.84,
     217.96,
     218.06,
     218.14,
     218.24,
     218.31,
     218.37,
     218.4,
     218.4,
     218.38,
     218.36,
     218.36,
     218.36,
     218.31,
     218.25,
     218.19,
     218.16,
     218.13,
     218.1,
     218.07,
     218.03,
     218.07,
     218.09,
     218.06,
     218.02,
     217.99,
     217.93,
     217.88,
     217.79,
     217.73,
     217.61,
     217.48,
     217.32,
     217.13,
     216.95,
     216.7,
     216.36,
     216.04,
     215.74,
     215.41,
     215.11,
     214.78,
     214.4,
     214.14,
     213.9,
     213.71,
     213.52,
     213.31,
     213.06,
     212.79,
     212.58,
     212.3,
     212.0,
     211.7,
     211.39,
     211.07,
     210.72,
     210.38,
     210.05,
     209.76,
     209.52,
     209.31,
     209.09,
     208.86,
     208.58,
     208.3,
     208.04,
     207.76,
     207.44,
     207.13,
     206.82,
     206.5,
     206.19,
     205.92,
     205.64,
     205.4,
     205.27,
     205.3,
     205.31,
     205.23,
     205.18,
     205.08,
     204.97,
     204.85,
     204.68,
     204.43,
     204.19,
     203.99,
     203.74,
     203.53,
     203.34,
     203.11,
     202.83,
     202.46,
     202.04,
     201.59,
     200.7,
     199.91,
     199.18,
     198.38,
     197.58,
     196.8,
     196.03,
     195.22,
     194.3,
     193.41,
     192.52,
     191.75,
     190.97,
     190.2,
     189.42,
     188.62,
     187.83,
     187.01,
     186.14,
     185.34,
     184.51,
     183.63,
     182.82,
     181.94,
     181.17
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 9,
   "screen_type": "momentum",
   "ticker": "MANH",
   "company_name": "Manhattan Associates, Inc.",
   "sector": "Technology",
   "universe": "US large-cap common stocks",
   "price": 187.24,
   "market_cap": 11077979704,
   "fifty_two_week_low": 120.88,
   "pct_above_52_week_low": 54.9,
   "trailing_pe": null,
   "five_day_return_pct": 17.55,
   "roc_14d_pct": 18.06,
   "roc_21d_pct": 23.97,
   "rsi_14d": 64.74,
   "sma_20d": 164.91,
   "sma_50d": 151.24,
   "sma_200d": 155.57,
   "pct_vs_sma_20d": 13.54,
   "pct_vs_sma_50d": 23.8,
   "pct_vs_sma_200d": 20.36,
   "pct_off_52_week_high": -14.96,
   "avg_daily_volume_3m": 710953,
   "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"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     214.66,
     218.55,
     215.77,
     215.99,
     211.28,
     205.79,
     205.25,
     212.75,
     220.19,
     215.2,
     214.79,
     216.85,
     215.55,
     212.02,
     212.41,
     216.26,
     214.87,
     214.64,
     218.91,
     218.46,
     215.44,
     209.86,
     207.31,
     209.86,
     215.31,
     219.33,
     215.61,
     212.31,
     219.26,
     216.1,
     211.46,
     214.27,
     214.95,
     217.86,
     217.71,
     215.8,
     213.71,
     212.45,
     209.7,
     211.56,
     207.67,
     204.98,
     199.57,
     201.36,
     201.4,
     200.46,
     198.95,
     208.9,
     203.51,
     197.32,
     200.76,
     200.53,
     199.81,
     193.04,
     196.83,
     200.02,
     204.66,
     194.52,
     194.68,
     194.85,
     188.25,
     185.95,
     178.33,
     179.87,
     182.07,
     181.56,
     178.45,
     180.13,
     175.49,
     177.61,
     176.45,
     175.13,
     175.34,
     177.42,
     178.23,
     170.94,
     172.1,
     171.5,
     168.67,
     170.49,
     171.45,
     176.65,
     176.05,
     176.45,
     176.58,
     176.98,
     178.6,
     178.6,
     179.69,
     176.83,
     174.24,
     174.87,
     173.19,
     173.73,
     169.96,
     175.54,
     176.09,
     177.1,
     175.85,
     176.09,
     173.94,
     175.29,
     176.35,
     176.29,
     174.75,
     173.31,
     167.28,
     166.6,
     168.81,
     173.07,
     173.7,
     175.64,
     176.31,
     173.18,
     173.48,
     175.57,
     173.28,
     166.01,
     166.04,
     170.2,
     174.02,
     177.27,
     169.73,
     161.14,
     155.77,
     151.01,
     150.69,
     135.64,
     138.52,
     138.28,
     145.07,
     148.39,
     149.63,
     142.69,
     137.44,
     140.45,
     141.63,
     143.06,
     143.54,
     144.27,
     130.1,
     133.35,
     135.3,
     139.61,
     135.43,
     139.97,
     148.26,
     143.54,
     147.0,
     152.45,
     150.16,
     145.04,
     143.4,
     140.29,
     140.78,
     141.23,
     140.62,
     138.22,
     139.81,
     137.32,
     139.33,
     132.69,
     130.53,
     132.2,
     127.4,
     130.46,
     133.12,
     134.3,
     134.56,
     136.42,
     135.02,
     133.5,
     124.49,
     120.88,
     126.11,
     126.6,
     128.88,
     129.9,
     132.71,
     133.83,
     134.89,
     142.88,
     138.32,
     142.35,
     137.84,
     140.32,
     143.85,
     137.89,
     140.13,
     140.77,
     141.15,
     137.8,
     143.66,
     143.02,
     137.73,
     134.84,
     125.56,
     129.05,
     131.32,
     136.71,
     135.42,
     137.08,
     134.57,
     138.64,
     139.67,
     138.55,
     143.18,
     150.05,
     161.12,
     155.04,
     151.2,
     150.58,
     147.64,
     146.88,
     146.54,
     145.15,
     140.29,
     142.92,
     143.89,
     139.4,
     132.09,
     132.28,
     128.77,
     130.18,
     130.87,
     127.87,
     137.85,
     138.1,
     139.25,
     146.41,
     151.04,
     153.81,
     158.17,
     154.78,
     156.63,
     154.9,
     158.31,
     158.6,
     156.58,
     163.13,
     163.19,
     165.51,
     159.12,
     149.11,
     147.43,
     151.67,
     159.29,
     168.17,
     204.02,
     190.97,
     191.36,
     187.24
    ],
    "sma200": [
     220.93,
     220.5,
     220.07,
     219.64,
     219.17,
     218.71,
     218.26,
     217.86,
     217.6,
     217.31,
     217.01,
     216.71,
     216.4,
     216.14,
     215.88,
     215.64,
     215.38,
     215.12,
     214.81,
     214.49,
     214.15,
     213.78,
     213.39,
     213.01,
     212.68,
     212.42,
     212.14,
     211.85,
     211.58,
     211.31,
     210.96,
     210.58,
     210.21,
     209.86,
     209.52,
     209.17,
     208.75,
     208.3,
     207.83,
     207.38,
     206.92,
     206.45,
     205.95,
     205.41,
     204.92,
     204.42,
     203.94,
     203.58,
     203.18,
     202.77,
     202.38,
     201.97,
     201.57,
     201.16,
     200.79,
     200.44,
     200.12,
     199.72,
     199.34,
     198.97,
     198.55,
     198.16,
     197.72,
     197.26,
     196.8,
     196.33,
     195.86,
     195.35,
     194.82,
     194.28,
     193.71,
     193.15,
     192.55,
     192.32,
     192.14,
     191.96,
     191.81,
     191.69,
     191.53,
     191.39,
     191.24,
     191.24,
     191.23,
     191.2,
     191.15,
     191.08,
     191.03,
     191.01,
     190.98,
     190.95,
     190.94,
     190.92,
     190.9,
     190.89,
     190.86,
     190.87,
     190.89,
     190.91,
     190.95,
     190.97,
     191.02,
     191.05,
     191.1,
     191.17,
     191.18,
     191.17,
     191.14,
     191.1,
     191.08,
     191.09,
     191.07,
     191.05,
     191.05,
     191.05,
     191.05,
     191.06,
     191.05,
     190.99,
     191.01,
     191.1,
     191.24,
     191.4,
     191.42,
     191.44,
     191.42,
     191.37,
     191.3,
     191.17,
     191.04,
     190.93,
     190.85,
     190.73,
     190.61,
     190.45,
     190.26,
     190.08,
     189.91,
     189.73,
     189.53,
     189.33,
     189.07,
     188.81,
     188.56,
     188.33,
     188.03,
     187.75,
     187.52,
     187.27,
     187.04,
     186.83,
     186.62,
     186.41,
     186.19,
     185.96,
     185.71,
     185.48,
     185.24,
     184.98,
     184.76,
     184.51,
     184.25,
     183.97,
     183.66,
     183.35,
     183.02,
     182.72,
     182.43,
     182.15,
     181.86,
     181.59,
     181.32,
     181.05,
     180.71,
     180.34,
     180.02,
     179.68,
     179.34,
     179.0,
     178.67,
     178.35,
     178.02,
     177.73,
     177.41,
     177.11,
     176.8,
     176.52,
     176.25,
     175.96,
     175.66,
     175.34,
     175.04,
     174.73,
     174.43,
     174.06,
     173.65,
     173.23,
     172.75,
     172.27,
     171.79,
     171.37,
     170.98,
     170.57,
     170.16,
     169.78,
     169.42,
     169.08,
     168.77,
     168.46,
     168.16,
     167.86,
     167.54,
     167.21,
     166.87,
     166.55,
     166.22,
     165.86,
     165.49,
     165.13,
     164.76,
     164.36,
     163.94,
     163.56,
     163.16,
     162.77,
     162.34,
     161.89,
     161.5,
     161.13,
     160.73,
     160.38,
     160.08,
     159.77,
     159.49,
     159.17,
     158.87,
     158.56,
     158.29,
     158.02,
     157.75,
     157.51,
     157.29,
     157.09,
     156.89,
     156.63,
     156.36,
     156.11,
     155.91,
     155.71,
     155.71,
     155.68,
     155.63,
     155.57
    ]
   },
   "overlap_with_other_screen": false
  },
  {
   "pick_rank": 10,
   "screen_type": "momentum",
   "ticker": "CTSH",
   "company_name": "Cognizant Technology Solutions Corporation",
   "sector": "Technology",
   "universe": "US large-cap common stocks",
   "price": 55.17,
   "market_cap": 24851007011,
   "fifty_two_week_low": 38.73,
   "pct_above_52_week_low": 42.45,
   "trailing_pe": null,
   "five_day_return_pct": 17.26,
   "roc_14d_pct": 28.21,
   "roc_21d_pct": 31.39,
   "rsi_14d": 69.26,
   "sma_20d": 46.48,
   "sma_50d": 47.65,
   "sma_200d": 63.43,
   "pct_vs_sma_20d": 18.68,
   "pct_vs_sma_50d": 15.78,
   "pct_vs_sma_200d": -13.03,
   "pct_off_52_week_high": -36.37,
   "avg_daily_volume_3m": 10786908,
   "risk_level": "high",
   "above_200d_sma": false,
   "strategy_action": "skip \u2014 below 200-day SMA (3y: +0.5% vs +1.8% per 21 sessions)",
   "outlook": "Momentum without trend support.",
   "screen_reason": [
    "Top 5-day performer",
    "Universe & liquidity filters passed"
   ],
   "price_series": {
    "basis": "eodhd adjusted_close (split+dividend adjusted); sma200 = 200-session rolling mean on the same basis",
    "dates": [
     "2025-08-01",
     "2025-08-04",
     "2025-08-05",
     "2025-08-06",
     "2025-08-07",
     "2025-08-08",
     "2025-08-11",
     "2025-08-12",
     "2025-08-13",
     "2025-08-14",
     "2025-08-15",
     "2025-08-18",
     "2025-08-19",
     "2025-08-20",
     "2025-08-21",
     "2025-08-22",
     "2025-08-25",
     "2025-08-26",
     "2025-08-27",
     "2025-08-28",
     "2025-08-29",
     "2025-09-02",
     "2025-09-03",
     "2025-09-04",
     "2025-09-05",
     "2025-09-08",
     "2025-09-09",
     "2025-09-10",
     "2025-09-11",
     "2025-09-12",
     "2025-09-15",
     "2025-09-16",
     "2025-09-17",
     "2025-09-18",
     "2025-09-19",
     "2025-09-22",
     "2025-09-23",
     "2025-09-24",
     "2025-09-25",
     "2025-09-26",
     "2025-09-29",
     "2025-09-30",
     "2025-10-01",
     "2025-10-02",
     "2025-10-03",
     "2025-10-06",
     "2025-10-07",
     "2025-10-08",
     "2025-10-09",
     "2025-10-10",
     "2025-10-13",
     "2025-10-14",
     "2025-10-15",
     "2025-10-16",
     "2025-10-17",
     "2025-10-20",
     "2025-10-21",
     "2025-10-22",
     "2025-10-23",
     "2025-10-24",
     "2025-10-27",
     "2025-10-28",
     "2025-10-29",
     "2025-10-30",
     "2025-10-31",
     "2025-11-03",
     "2025-11-04",
     "2025-11-05",
     "2025-11-06",
     "2025-11-07",
     "2025-11-10",
     "2025-11-11",
     "2025-11-12",
     "2025-11-13",
     "2025-11-14",
     "2025-11-17",
     "2025-11-18",
     "2025-11-19",
     "2025-11-20",
     "2025-11-21",
     "2025-11-24",
     "2025-11-25",
     "2025-11-26",
     "2025-11-28",
     "2025-12-01",
     "2025-12-02",
     "2025-12-03",
     "2025-12-04",
     "2025-12-05",
     "2025-12-08",
     "2025-12-09",
     "2025-12-10",
     "2025-12-11",
     "2025-12-12",
     "2025-12-15",
     "2025-12-16",
     "2025-12-17",
     "2025-12-18",
     "2025-12-19",
     "2025-12-22",
     "2025-12-23",
     "2025-12-24",
     "2025-12-26",
     "2025-12-29",
     "2025-12-30",
     "2025-12-31",
     "2026-01-02",
     "2026-01-05",
     "2026-01-06",
     "2026-01-07",
     "2026-01-08",
     "2026-01-09",
     "2026-01-12",
     "2026-01-13",
     "2026-01-14",
     "2026-01-15",
     "2026-01-16",
     "2026-01-20",
     "2026-01-21",
     "2026-01-22",
     "2026-01-23",
     "2026-01-26",
     "2026-01-27",
     "2026-01-28",
     "2026-01-29",
     "2026-01-30",
     "2026-02-02",
     "2026-02-03",
     "2026-02-04",
     "2026-02-05",
     "2026-02-06",
     "2026-02-09",
     "2026-02-10",
     "2026-02-11",
     "2026-02-12",
     "2026-02-13",
     "2026-02-17",
     "2026-02-18",
     "2026-02-19",
     "2026-02-20",
     "2026-02-23",
     "2026-02-24",
     "2026-02-25",
     "2026-02-26",
     "2026-02-27",
     "2026-03-02",
     "2026-03-03",
     "2026-03-04",
     "2026-03-05",
     "2026-03-06",
     "2026-03-09",
     "2026-03-10",
     "2026-03-11",
     "2026-03-12",
     "2026-03-13",
     "2026-03-16",
     "2026-03-17",
     "2026-03-18",
     "2026-03-19",
     "2026-03-20",
     "2026-03-23",
     "2026-03-24",
     "2026-03-25",
     "2026-03-26",
     "2026-03-27",
     "2026-03-30",
     "2026-03-31",
     "2026-04-01",
     "2026-04-02",
     "2026-04-06",
     "2026-04-07",
     "2026-04-08",
     "2026-04-09",
     "2026-04-10",
     "2026-04-13",
     "2026-04-14",
     "2026-04-15",
     "2026-04-16",
     "2026-04-17",
     "2026-04-20",
     "2026-04-21",
     "2026-04-22",
     "2026-04-23",
     "2026-04-24",
     "2026-04-27",
     "2026-04-28",
     "2026-04-29",
     "2026-04-30",
     "2026-05-01",
     "2026-05-04",
     "2026-05-05",
     "2026-05-06",
     "2026-05-07",
     "2026-05-08",
     "2026-05-11",
     "2026-05-12",
     "2026-05-13",
     "2026-05-14",
     "2026-05-15",
     "2026-05-18",
     "2026-05-19",
     "2026-05-20",
     "2026-05-21",
     "2026-05-22",
     "2026-05-26",
     "2026-05-27",
     "2026-05-28",
     "2026-05-29",
     "2026-06-01",
     "2026-06-02",
     "2026-06-03",
     "2026-06-04",
     "2026-06-05",
     "2026-06-08",
     "2026-06-09",
     "2026-06-10",
     "2026-06-11",
     "2026-06-12",
     "2026-06-15",
     "2026-06-16",
     "2026-06-17",
     "2026-06-18",
     "2026-06-22",
     "2026-06-23",
     "2026-06-24",
     "2026-06-25",
     "2026-06-26",
     "2026-06-29",
     "2026-06-30",
     "2026-07-01",
     "2026-07-02",
     "2026-07-06",
     "2026-07-07",
     "2026-07-08",
     "2026-07-09",
     "2026-07-10",
     "2026-07-13",
     "2026-07-14",
     "2026-07-15",
     "2026-07-16",
     "2026-07-17",
     "2026-07-20",
     "2026-07-21",
     "2026-07-22",
     "2026-07-23",
     "2026-07-24",
     "2026-07-27",
     "2026-07-28",
     "2026-07-29",
     "2026-07-30",
     "2026-07-31",
     "2026-08-03"
    ],
    "close": [
     69.13,
     69.79,
     68.45,
     69.42,
     67.69,
     68.14,
     67.72,
     67.35,
     68.96,
     67.93,
     68.55,
     68.96,
     69.7,
     69.34,
     69.92,
     71.19,
     70.98,
     70.51,
     71.13,
     70.55,
     71.07,
     70.61,
     70.65,
     70.28,
     70.65,
     70.03,
     69.62,
     68.03,
     69.4,
     68.04,
     67.47,
     68.04,
     68.89,
     69.11,
     65.85,
     67.05,
     66.56,
     67.24,
     65.58,
     65.89,
     65.98,
     65.97,
     65.44,
     65.91,
     66.55,
     66.69,
     66.83,
     67.28,
     67.49,
     64.73,
     65.26,
     66.17,
     65.66,
     64.4,
     65.0,
     65.61,
     67.65,
     67.24,
     66.92,
     66.75,
     66.94,
     66.71,
     70.52,
     71.01,
     71.69,
     71.54,
     71.62,
     73.44,
     71.64,
     72.0,
     71.69,
     71.94,
     72.99,
     72.36,
     71.43,
     70.01,
     70.89,
     71.42,
     71.48,
     75.07,
     74.02,
     75.53,
     76.12,
     76.78,
     76.5,
     76.76,
     78.29,
     79.24,
     79.75,
     79.74,
     79.98,
     82.22,
     82.81,
     82.93,
     83.04,
     82.62,
     82.62,
     82.75,
     84.38,
     84.19,
     84.16,
     84.39,
     84.54,
     83.98,
     83.13,
     82.0,
     80.3,
     80.65,
     83.6,
     83.1,
     84.74,
     84.23,
     84.2,
     83.45,
     85.66,
     83.8,
     83.72,
     81.22,
     83.02,
     83.59,
     83.17,
     84.58,
     83.63,
     82.3,
     81.46,
     81.07,
     81.91,
     73.6,
     75.79,
     75.92,
     76.15,
     73.7,
     73.67,
     70.06,
     65.04,
     65.75,
     64.4,
     66.34,
     64.53,
     64.57,
     60.7,
     60.63,
     60.9,
     64.52,
     63.98,
     63.06,
     63.89,
     64.66,
     65.32,
     65.8,
     64.2,
     62.54,
     61.99,
     60.75,
     59.95,
     60.62,
     60.89,
     59.87,
     61.12,
     61.64,
     61.51,
     59.82,
     59.37,
     60.33,
     59.31,
     60.63,
     60.92,
     60.82,
     62.1,
     61.91,
     61.06,
     60.57,
     58.79,
     57.51,
     60.11,
     59.62,
     59.97,
     60.11,
     60.87,
     59.84,
     60.03,
     58.4,
     54.71,
     54.72,
     54.25,
     54.73,
     54.32,
     52.53,
     52.06,
     51.5,
     51.51,
     50.97,
     51.58,
     51.32,
     48.91,
     47.4,
     45.65,
     45.73,
     46.8,
     51.4,
     50.88,
     51.3,
     52.32,
     52.75,
     51.81,
     53.16,
     53.85,
     55.76,
     57.16,
     55.14,
     53.51,
     53.4,
     53.21,
     52.99,
     52.94,
     51.81,
     51.18,
     52.17,
     50.82,
     51.05,
     48.82,
     43.7,
     41.83,
     40.95,
     41.44,
     39.15,
     40.03,
     38.74,
     38.73,
     41.07,
     41.99,
     41.37,
     43.94,
     42.43,
     43.4,
     42.57,
     44.16,
     43.03,
     43.18,
     44.56,
     44.77,
     44.64,
     43.63,
     43.18,
     43.01,
     45.45,
     47.05,
     50.31,
     55.97,
     53.9,
     55.35,
     55.17
    ],
    "sma200": [
     76.6,
     76.58,
     76.54,
     76.51,
     76.48,
     76.44,
     76.41,
     76.38,
     76.35,
     76.33,
     76.31,
     76.29,
     76.27,
     76.26,
     76.25,
     76.24,
     76.24,
     76.22,
     76.19,
     76.15,
     76.12,
     76.08,
     76.04,
     75.99,
     75.95,
     75.93,
     75.9,
     75.87,
     75.84,
     75.8,
     75.75,
     75.7,
     75.65,
     75.6,
     75.54,
     75.48,
     75.43,
     75.37,
     75.31,
     75.24,
     75.18,
     75.12,
     75.05,
     74.99,
     74.93,
     74.87,
     74.81,
     74.77,
     74.72,
     74.66,
     74.6,
     74.55,
     74.49,
     74.42,
     74.38,
     74.33,
     74.3,
     74.26,
     74.23,
     74.19,
     74.16,
     74.13,
     74.11,
     74.09,
     74.07,
     74.05,
     74.03,
     74.01,
     73.99,
     73.96,
     73.93,
     73.89,
     73.87,
     73.83,
     73.79,
     73.74,
     73.69,
     73.64,
     73.59,
     73.54,
     73.49,
     73.45,
     73.4,
     73.36,
     73.3,
     73.25,
     73.21,
     73.17,
     73.14,
     73.13,
     73.11,
     73.11,
     73.11,
     73.12,
     73.13,
     73.13,
     73.14,
     73.14,
     73.16,
     73.17,
     73.18,
     73.2,
     73.24,
     73.27,
     73.3,
     73.32,
     73.34,
     73.35,
     73.39,
     73.44,
     73.48,
     73.52,
     73.56,
     73.6,
     73.65,
     73.7,
     73.75,
     73.78,
     73.83,
     73.92,
     74.0,
     74.1,
     74.17,
     74.24,
     74.3,
     74.36,
     74.43,
     74.45,
     74.49,
     74.54,
     74.58,
     74.6,
     74.62,
     74.62,
     74.59,
     74.56,
     74.52,
     74.49,
     74.43,
     74.37,
     74.3,
     74.22,
     74.14,
     74.08,
     74.0,
     73.92,
     73.84,
     73.77,
     73.7,
     73.63,
     73.55,
     73.47,
     73.39,
     73.31,
     73.21,
     73.12,
     73.03,
     72.94,
     72.85,
     72.76,
     72.68,
     72.59,
     72.49,
     72.4,
     72.3,
     72.21,
     72.12,
     72.04,
     71.96,
     71.88,
     71.79,
     71.73,
     71.64,
     71.55,
     71.48,
     71.39,
     71.31,
     71.23,
     71.14,
     71.05,
     70.95,
     70.85,
     70.73,
     70.61,
     70.51,
     70.41,
     70.31,
     70.21,
     70.11,
     69.99,
     69.88,
     69.77,
     69.65,
     69.53,
     69.4,
     69.26,
     69.12,
     68.98,
     68.85,
     68.76,
     68.67,
     68.57,
     68.49,
     68.41,
     68.33,
     68.26,
     68.19,
     68.13,
     68.07,
     68.01,
     67.93,
     67.85,
     67.77,
     67.69,
     67.6,
     67.51,
     67.41,
     67.32,
     67.21,
     67.12,
     67.01,
     66.87,
     66.73,
     66.58,
     66.43,
     66.28,
     66.13,
     65.98,
     65.83,
     65.7,
     65.57,
     65.44,
     65.31,
     65.18,
     65.07,
     64.94,
     64.83,
     64.71,
     64.6,
     64.49,
     64.39,
     64.28,
     64.17,
     64.06,
     63.94,
     63.83,
     63.73,
     63.65,
     63.59,
     63.54,
     63.49,
     63.43
    ]
   },
   "overlap_with_other_screen": false
  }
 ],
 "factor_sleeves": {
  "month": "2026-08",
  "formed_on": "2026-08-03",
  "rebalance": "monthly (first run of each calendar month)",
  "mom121_top25": [
   "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"
  ],
  "mom121_values": {
   "SNDK": 37.8123,
   "BE": 11.2408,
   "WDC": 7.4659,
   "MU": 7.0891,
   "LITE": 6.9607,
   "STX": 4.7014,
   "VSAT": 4.6084,
   "CIEN": 4.2735,
   "INTC": 4.267,
   "HUT": 4.2565,
   "ARWR": 4.22,
   "TSEM": 4.1638,
   "RVMD": 4.1298,
   "DOCN": 3.6442,
   "ALAB": 3.584,
   "NBIS": 3.2858,
   "ASX": 3.2276,
   "TER": 3.0256,
   "COHR": 2.8476,
   "TTMI": 2.84,
   "AMD": 2.8044,
   "GLW": 2.7829,
   "LRCX": 2.65,
   "MKSI": 2.6489,
   "ECHO": 2.579
  },
  "lowvol_quintile": [
   "EA",
   "BRK-B",
   "REG",
   "MPLX",
   "WBD",
   "ATO",
   "ET",
   "DUK",
   "AFL",
   "WEC",
   "FE",
   "O",
   "EVRG",
   "PNW",
   "ED",
   "L",
   "WPC",
   "GLPI",
   "CNP",
   "LNT",
   "NI",
   "EGP",
   "TD",
   "KIM",
   "ELS",
   "CMS",
   "CFR",
   "BNS",
   "DTE",
   "ENB",
   "PPL",
   "TRP",
   "SRE",
   "SO",
   "PEG",
   "SUI",
   "AEE",
   "WBS",
   "MCD",
   "KMI",
   "NLY",
   "AEP",
   "EQR",
   "MAA",
   "VICI",
   "CPT",
   "ARCC",
   "EPD",
   "HIG",
   "AMH",
   "BCE",
   "PFE",
   "COST",
   "PAA",
   "KO",
   "JNJ",
   "XEL",
   "AM",
   "INVH",
   "LIN",
   "SPG",
   "GL",
   "KVUE",
   "CB",
   "RSG",
   "PG",
   "GGG",
   "WM",
   "EXC",
   "MFC",
   "UDR",
   "RPRX",
   "TAK",
   "OHI",
   "LAMR",
   "ORI",
   "WES",
   "TJX",
   "D",
   "NVS",
   "CNI",
   "CHD",
   "MTB",
   "WTRG",
   "PNC",
   "BIP",
   "BAC",
   "YUM",
   "AGNC",
   "PLD",
   "ES",
   "PFG",
   "ETR",
   "DTM",
   "WRB",
   "CP",
   "PEP",
   "NEE",
   "FHN",
   "ACGL",
   "JPM",
   "AIG",
   "TRV",
   "NSC",
   "CL",
   "ITW",
   "WMB",
   "CINF",
   "ZTO",
   "EWBC",
   "V",
   "HST",
   "AWK",
   "UNM",
   "KEY",
   "BNY",
   "ONB",
   "EXR",
   "IBN",
   "ECL",
   "PRU",
   "USB",
   "CSX",
   "HLT",
   "LH",
   "APD",
   "SNY",
   "AME",
   "SSB",
   "MA",
   "OTIS",
   "MET",
   "RF",
   "VTR",
   "HLN",
   "AEG",
   "GD",
   "VZ",
   "UNP",
   "CVX",
   "PSA",
   "CCEP",
   "NGG",
   "SHEL",
   "WELL",
   "MDLZ",
   "PSO",
   "EIX",
   "STT",
   "DGX",
   "KMB",
   "ALL",
   "PCG",
   "TROW",
   "QSR",
   "NTRS",
   "FMX",
   "SEIC",
   "SFD",
   "AVY",
   "VLTO",
   "MDT",
   "CFG",
   "ADM",
   "TFC"
  ],
  "lowvol_n": 165,
  "universe_n": 828,
  "backtest_note": "3y PIT: mom121 Sharpe 1.16 / lowvol 1.10 / 40-60 barbell 1.40 vs SPY 1.21 | 15y PIT: mom121 0.76, lowvol 0.90, barbell 0.93 vs SPY 0.87"
 },
 "factor_sleeves_refreshed_this_run": true,
 "dropped_on_avg_volume": [],
 "options_lens": {
  "horizon_sessions": 21,
  "max_ask": 30.0,
  "budget_per_contract": 3000.0,
  "min_leverage": 3.0,
  "method": "Tradier chain + ORATS greeks; liquid calls only; strikes valued at the hold horizon (intrinsic, or Black-Scholes on residual time at current IV); cost = ask; target = implied 1-sigma expected move; EV over the 3y gated-momentum outcome distribution (lognormal fit); single calls and vertical debit spreads ranked against each other, among structures costing <= $3,000 per contract",
  "names": [
   {
    "ticker": "GRMN",
    "sleeve": "momentum",
    "underlying": 304.76,
    "horizon_date": "2026-09-01",
    "sessions": 21,
    "expirations_used": [
     "2026-09-18",
     "2026-10-16",
     "2026-12-18",
     "2027-01-15",
     "2027-02-19",
     "2027-05-21"
    ],
    "target_move_pct": 8.39,
    "target_source": "implied 1-sigma expected move (IV at nearest strike $310 (+1.7%))",
    "distribution": "lognormal fit: 3y gated-momentum cell (mean +1.8%, p95 +35.8%, n=6410)",
    "n_contracts_liquid": 12,
    "n_contracts_affordable": 4,
    "n_spreads_affordable": 13,
    "min_leverage": 3.0,
    "n_dominated": 12,
    "max_ask": 30.0,
    "budget_per_contract": 3000.0,
    "budget_note": "premium <= $30.00/share ($3,000 per contract) \u2014 4 of 12 liquid calls fit, plus 13 debit spread(s)",
    "top_by_return_if_target": [
     {
      "kind": "call",
      "symbol": "GRMN260918C00310000",
      "expiry": "2026-09-18",
      "strike": 310.0,
      "label": "$310C",
      "bid": 8.9,
      "ask": 11.4,
      "mid": 10.15,
      "oi": 129,
      "wide": false,
      "volume": 5,
      "iv": 0.2976,
      "delta": 0.4384,
      "contract_size": 100.0,
      "cost_per_contract": 1140.0,
      "breakeven_move_pct": 5.46,
      "return_if_target_pct": 97.9,
      "return_if_flat_pct": -49.5,
      "ev_return_pct": 116.6,
      "p_profit_pct": 42.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 11.67
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "GRMN260918C00310000/GRMN260918C00350000",
      "strike": 310.0,
      "short_strike": 350.0,
      "label": "$310/$350C",
      "width": 40.0,
      "max_value_per_contract": 4000.0,
      "max_profit_pct": 252.4,
      "bid": 7.8,
      "ask": 11.35,
      "mid": 9.575,
      "oi": 129,
      "volume": 5,
      "iv": 0.2976,
      "contract_size": 100.0,
      "delta": 0.3647,
      "cost_per_contract": 1135.0,
      "short_leg_wide": true,
      "breakeven_move_pct": 5.44,
      "return_if_target_pct": 82.8,
      "return_if_flat_pct": -49.9,
      "ev_return_pct": 23.8,
      "p_profit_pct": 42.6,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 9.87
     },
     {
      "kind": "call",
      "symbol": "GRMN261218C00320000",
      "expiry": "2026-12-18",
      "strike": 320.0,
      "label": "$320C",
      "bid": 16.7,
      "ask": 18.5,
      "mid": 17.6,
      "oi": 330,
      "wide": false,
      "volume": 1,
      "iv": 0.3129,
      "delta": 0.4453,
      "contract_size": 100.0,
      "cost_per_contract": 1850.0,
      "breakeven_move_pct": 11.07,
      "return_if_target_pct": 60.4,
      "return_if_flat_pct": -14.5,
      "ev_return_pct": 54.2,
      "p_profit_pct": 45.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 7.2
     }
    ],
    "top_by_empirical_ev": [
     {
      "kind": "call",
      "symbol": "GRMN260918C00310000",
      "expiry": "2026-09-18",
      "strike": 310.0,
      "label": "$310C",
      "bid": 8.9,
      "ask": 11.4,
      "mid": 10.15,
      "oi": 129,
      "wide": false,
      "volume": 5,
      "iv": 0.2976,
      "delta": 0.4384,
      "contract_size": 100.0,
      "cost_per_contract": 1140.0,
      "breakeven_move_pct": 5.46,
      "return_if_target_pct": 97.9,
      "return_if_flat_pct": -49.5,
      "ev_return_pct": 116.6,
      "p_profit_pct": 42.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 11.67
     },
     {
      "kind": "call",
      "symbol": "GRMN261218C00320000",
      "expiry": "2026-12-18",
      "strike": 320.0,
      "label": "$320C",
      "bid": 16.7,
      "ask": 18.5,
      "mid": 17.6,
      "oi": 330,
      "wide": false,
      "volume": 1,
      "iv": 0.3129,
      "delta": 0.4453,
      "contract_size": 100.0,
      "cost_per_contract": 1850.0,
      "breakeven_move_pct": 11.07,
      "return_if_target_pct": 60.4,
      "return_if_flat_pct": -14.5,
      "ev_return_pct": 54.2,
      "p_profit_pct": 45.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 7.2
     },
     {
      "kind": "call",
      "symbol": "GRMN261218C00310000",
      "expiry": "2026-12-18",
      "strike": 310.0,
      "label": "$310C",
      "bid": 21.4,
      "ask": 23.7,
      "mid": 22.549999999999997,
      "oi": 179,
      "wide": false,
      "volume": 0,
      "iv": 0.3247,
      "delta": 0.5139,
      "contract_size": 100.0,
      "cost_per_contract": 2370.0,
      "breakeven_move_pct": 9.5,
      "return_if_target_pct": 53.5,
      "return_if_flat_pct": -12.6,
      "ev_return_pct": 41.1,
      "p_profit_pct": 45.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 6.38
     }
    ],
    "top_by_p_profit": [
     {
      "kind": "call",
      "symbol": "GRMN261218C00300000",
      "expiry": "2026-12-18",
      "strike": 300.0,
      "label": "$300C",
      "bid": 26.8,
      "ask": 28.9,
      "mid": 27.85,
      "oi": 201,
      "wide": false,
      "volume": 0,
      "iv": 0.3324,
      "delta": 0.5817,
      "contract_size": 100.0,
      "cost_per_contract": 2890.0,
      "breakeven_move_pct": 7.92,
      "return_if_target_pct": 50.2,
      "return_if_flat_pct": -9.9,
      "ev_return_pct": 33.8,
      "p_profit_pct": 47.5,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.98
     },
     {
      "kind": "call",
      "symbol": "GRMN261218C00320000",
      "expiry": "2026-12-18",
      "strike": 320.0,
      "label": "$320C",
      "bid": 16.7,
      "ask": 18.5,
      "mid": 17.6,
      "oi": 330,
      "wide": false,
      "volume": 1,
      "iv": 0.3129,
      "delta": 0.4453,
      "contract_size": 100.0,
      "cost_per_contract": 1850.0,
      "breakeven_move_pct": 11.07,
      "return_if_target_pct": 60.4,
      "return_if_flat_pct": -14.5,
      "ev_return_pct": 54.2,
      "p_profit_pct": 45.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 7.2
     },
     {
      "kind": "call",
      "symbol": "GRMN261218C00310000",
      "expiry": "2026-12-18",
      "strike": 310.0,
      "label": "$310C",
      "bid": 21.4,
      "ask": 23.7,
      "mid": 22.549999999999997,
      "oi": 179,
      "wide": false,
      "volume": 0,
      "iv": 0.3247,
      "delta": 0.5139,
      "contract_size": 100.0,
      "cost_per_contract": 2370.0,
      "breakeven_move_pct": 9.5,
      "return_if_target_pct": 53.5,
      "return_if_flat_pct": -12.6,
      "ev_return_pct": 41.1,
      "p_profit_pct": 45.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 6.38
     }
    ],
    "caveats": [
     "IV changes not modeled (post-spike crush can eat a correct call)",
     "spreads are priced at the ask/bid of BOTH legs (what crossing costs); they need a spread-approved account and both legs must be closed \u2014 the short leg carries assignment risk if it goes ITM",
     "premium cap $30.00 ($3,000/contract) excluded 8 liquid call(s)",
     "1 spread(s) sell a leg whose own market is wide (quotes go stale after the close). Entry is modelled at its BID so the debit is not flattered, but buying that leg back early could cost more than the model assumes",
     "12 structure(s) hidden for returning under 3x the +8.4% target move \u2014 at that leverage the shares do the job with no expiry and no total loss",
     "EV assumes the future resembles the backtest cell; treat huge EV on OTM strikes with suspicion",
     "cost basis = ask; options can expire worthless",
     "not investment advice"
    ]
   },
   {
    "ticker": "MSFT",
    "sleeve": "momentum",
    "underlying": 487.65,
    "horizon_date": "2026-09-01",
    "sessions": 21,
    "expirations_used": [
     "2026-09-18",
     "2026-10-16",
     "2026-11-20",
     "2026-12-18",
     "2027-01-15",
     "2027-03-19"
    ],
    "target_move_pct": 8.6,
    "target_source": "implied 1-sigma expected move (ATM IV interpolated $485/$490)",
    "distribution": "lognormal fit: 3y gated-momentum cell (mean +1.8%, p95 +35.8%, n=6410)",
    "n_contracts_liquid": 429,
    "n_contracts_affordable": 187,
    "n_spreads_affordable": 4871,
    "min_leverage": 3.0,
    "n_dominated": 1182,
    "max_ask": 30.0,
    "budget_per_contract": 3000.0,
    "budget_note": "premium <= $30.00/share ($3,000 per contract) \u2014 187 of 429 liquid calls fit, plus 4871 debit spread(s)",
    "top_by_return_if_target": [
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "MSFT260918C00520000/MSFT260918C00570000",
      "strike": 520.0,
      "short_strike": 570.0,
      "label": "$520/$570C",
      "width": 50.0,
      "max_value_per_contract": 5000.0,
      "max_profit_pct": 561.4,
      "bid": 6.93,
      "ask": 7.56,
      "mid": 7.245,
      "oi": 1727,
      "volume": 223,
      "iv": 0.299,
      "contract_size": 100.0,
      "delta": 0.2122,
      "cost_per_contract": 756.0,
      "short_leg_wide": false,
      "breakeven_move_pct": 8.18,
      "return_if_target_pct": 123.4,
      "return_if_flat_pct": -63.4,
      "ev_return_pct": 89.8,
      "p_profit_pct": 40.9,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 14.35
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "MSFT260918C00510000/MSFT260918C00570000",
      "strike": 510.0,
      "short_strike": 570.0,
      "label": "$510/$570C",
      "width": 60.0,
      "max_value_per_contract": 6000.0,
      "max_profit_pct": 468.2,
      "bid": 9.88,
      "ask": 10.56,
      "mid": 10.22,
      "oi": 1727,
      "volume": 223,
      "iv": 0.2996,
      "contract_size": 100.0,
      "delta": 0.2771,
      "cost_per_contract": 1056.0,
      "short_leg_wide": false,
      "breakeven_move_pct": 6.75,
      "return_if_target_pct": 123.0,
      "return_if_flat_pct": -54.8,
      "ev_return_pct": 73.0,
      "p_profit_pct": 42.6,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 14.31
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "MSFT260918C00510000/MSFT260918C00555000",
      "strike": 510.0,
      "short_strike": 555.0,
      "label": "$510/$555C",
      "width": 45.0,
      "max_value_per_contract": 4500.0,
      "max_profit_pct": 376.2,
      "bid": 8.65,
      "ask": 9.45,
      "mid": 9.05,
      "oi": 308,
      "volume": 179,
      "iv": 0.2996,
      "contract_size": 100.0,
      "delta": 0.2333,
      "cost_per_contract": 945.0,
      "short_leg_wide": false,
      "breakeven_move_pct": 6.52,
      "return_if_target_pct": 122.4,
      "return_if_flat_pct": -51.6,
      "ev_return_pct": 56.6,
      "p_profit_pct": 42.6,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 14.24
     }
    ],
    "top_by_empirical_ev": [
     {
      "kind": "call",
      "symbol": "MSFT261016C00640000",
      "expiry": "2026-10-16",
      "strike": 640.0,
      "label": "$640C",
      "bid": 0.84,
      "ask": 0.97,
      "mid": 0.905,
      "oi": 878,
      "wide": false,
      "volume": 8,
      "iv": 0.3156,
      "delta": 0.0343,
      "contract_size": 100.0,
      "cost_per_contract": 97.0,
      "breakeven_move_pct": 31.44,
      "return_if_target_pct": 32.1,
      "return_if_flat_pct": -83.2,
      "ev_return_pct": 675.5,
      "p_profit_pct": 36.2,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.73
     },
     {
      "kind": "call",
      "symbol": "MSFT261016C00620000",
      "expiry": "2026-10-16",
      "strike": 620.0,
      "label": "$620C",
      "bid": 1.32,
      "ask": 1.55,
      "mid": 1.435,
      "oi": 3056,
      "wide": false,
      "volume": 1104,
      "iv": 0.3102,
      "delta": 0.0535,
      "contract_size": 100.0,
      "cost_per_contract": 155.0,
      "breakeven_move_pct": 27.46,
      "return_if_target_pct": 46.5,
      "return_if_flat_pct": -78.9,
      "ev_return_pct": 528.7,
      "p_profit_pct": 36.2,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.41
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "MSFT260918C00570000/MSFT260918C00680000",
      "strike": 570.0,
      "short_strike": 680.0,
      "label": "$570/$680C",
      "width": 110.0,
      "max_value_per_contract": 11000.0,
      "max_profit_pct": 5427.6,
      "bid": 1.75,
      "ask": 1.99,
      "mid": 1.87,
      "oi": 1727,
      "volume": 17,
      "iv": 0.305,
      "contract_size": 100.0,
      "delta": 0.0837,
      "cost_per_contract": 199.0,
      "short_leg_wide": false,
      "breakeven_move_pct": 17.3,
      "return_if_target_pct": 26.8,
      "return_if_flat_pct": -94.4,
      "ev_return_pct": 510.0,
      "p_profit_pct": 34.6,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 3.12
     }
    ],
    "top_by_p_profit": [
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "MSFT260918C00450000/MSFT260918C00490000",
      "strike": 450.0,
      "short_strike": 490.0,
      "label": "$450/$490C",
      "width": 40.0,
      "max_value_per_contract": 4000.0,
      "max_profit_pct": 48.1,
      "bid": 24.8,
      "ask": 27.0,
      "mid": 25.9,
      "oi": 6585,
      "volume": 2659,
      "iv": 0.3287,
      "contract_size": 100.0,
      "delta": 0.2784,
      "cost_per_contract": 2700.0,
      "short_leg_wide": false,
      "breakeven_move_pct": -2.18,
      "return_if_target_pct": 41.5,
      "return_if_flat_pct": 5.2,
      "ev_return_pct": -13.9,
      "p_profit_pct": 52.5,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 4.83
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "MSFT260918C00450000/MSFT260918C00485000",
      "strike": 450.0,
      "short_strike": 485.0,
      "label": "$450/$485C",
      "width": 35.0,
      "max_value_per_contract": 3500.0,
      "max_profit_pct": 43.1,
      "bid": 21.95,
      "ask": 24.45,
      "mid": 23.2,
      "oi": 1165,
      "volume": 1059,
      "iv": 0.3287,
      "contract_size": 100.0,
      "delta": 0.2392,
      "cost_per_contract": 2445.0,
      "short_leg_wide": false,
      "breakeven_move_pct": -2.71,
      "return_if_target_pct": 37.9,
      "return_if_flat_pct": 5.8,
      "ev_return_pct": -15.2,
      "p_profit_pct": 52.5,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 4.41
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "MSFT260918C00445000/MSFT260918C00485000",
      "strike": 445.0,
      "short_strike": 485.0,
      "label": "$445/$485C",
      "width": 40.0,
      "max_value_per_contract": 4000.0,
      "max_profit_pct": 37.7,
      "bid": 25.7,
      "ask": 29.05,
      "mid": 27.375,
      "oi": 1165,
      "volume": 395,
      "iv": 0.3368,
      "contract_size": 100.0,
      "delta": 0.2627,
      "cost_per_contract": 2905.0,
      "short_leg_wide": false,
      "breakeven_move_pct": -2.79,
      "return_if_target_pct": 33.2,
      "return_if_flat_pct": 4.8,
      "ev_return_pct": -16.9,
      "p_profit_pct": 52.5,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 3.86
     }
    ],
    "caveats": [
     "IV changes not modeled (post-spike crush can eat a correct call)",
     "spreads are priced at the ask/bid of BOTH legs (what crossing costs); they need a spread-approved account and both legs must be closed \u2014 the short leg carries assignment risk if it goes ITM",
     "premium cap $30.00 ($3,000/contract) excluded 242 liquid call(s)",
     "122 spread(s) sell a leg whose own market is wide (quotes go stale after the close). Entry is modelled at its BID so the debit is not flattered, but buying that leg back early could cost more than the model assumes",
     "1182 structure(s) hidden for returning under 3x the +8.6% target move \u2014 at that leverage the shares do the job with no expiry and no total loss",
     "EV assumes the future resembles the backtest cell; treat huge EV on OTM strikes with suspicion",
     "cost basis = ask; options can expire worthless",
     "not investment advice"
    ]
   },
   {
    "ticker": "CORT",
    "sleeve": "momentum",
    "underlying": 112.8,
    "horizon_date": "2026-09-01",
    "sessions": 21,
    "expirations_used": [
     "2026-09-18",
     "2026-11-20",
     "2027-01-15",
     "2027-02-19"
    ],
    "target_move_pct": 15.2,
    "target_source": "implied 1-sigma expected move (IV at nearest strike $110 (-2.5%))",
    "distribution": "lognormal fit: 3y gated-momentum cell (mean +1.8%, p95 +35.8%, n=6410)",
    "n_contracts_liquid": 21,
    "n_contracts_affordable": 6,
    "n_spreads_affordable": 45,
    "min_leverage": 3.0,
    "n_dominated": 50,
    "max_ask": 30.0,
    "budget_per_contract": 3000.0,
    "budget_note": "premium <= $30.00/share ($3,000 per contract) \u2014 6 of 21 liquid calls fit, plus 45 debit spread(s)",
    "top_by_return_if_target": [
     {
      "kind": "call",
      "symbol": "CORT261120C00110000",
      "expiry": "2026-11-20",
      "strike": 110.0,
      "label": "$110C",
      "bid": 14.7,
      "ask": 16.6,
      "mid": 15.65,
      "oi": 138,
      "wide": false,
      "volume": 0,
      "iv": 0.5393,
      "delta": 0.6205,
      "contract_size": 100.0,
      "cost_per_contract": 1660.0,
      "breakeven_move_pct": 12.23,
      "return_if_target_pct": 51.9,
      "return_if_flat_pct": -20.9,
      "ev_return_pct": 2.6,
      "p_profit_pct": 39.3,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.41
     }
    ],
    "top_by_empirical_ev": [
     {
      "kind": "call",
      "symbol": "CORT261120C00110000",
      "expiry": "2026-11-20",
      "strike": 110.0,
      "label": "$110C",
      "bid": 14.7,
      "ask": 16.6,
      "mid": 15.65,
      "oi": 138,
      "wide": false,
      "volume": 0,
      "iv": 0.5393,
      "delta": 0.6205,
      "contract_size": 100.0,
      "cost_per_contract": 1660.0,
      "breakeven_move_pct": 12.23,
      "return_if_target_pct": 51.9,
      "return_if_flat_pct": -20.9,
      "ev_return_pct": 2.6,
      "p_profit_pct": 39.3,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.41
     }
    ],
    "top_by_p_profit": [
     {
      "kind": "call",
      "symbol": "CORT261120C00110000",
      "expiry": "2026-11-20",
      "strike": 110.0,
      "label": "$110C",
      "bid": 14.7,
      "ask": 16.6,
      "mid": 15.65,
      "oi": 138,
      "wide": false,
      "volume": 0,
      "iv": 0.5393,
      "delta": 0.6205,
      "contract_size": 100.0,
      "cost_per_contract": 1660.0,
      "breakeven_move_pct": 12.23,
      "return_if_target_pct": 51.9,
      "return_if_flat_pct": -20.9,
      "ev_return_pct": 2.6,
      "p_profit_pct": 39.3,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.41
     }
    ],
    "caveats": [
     "IV changes not modeled (post-spike crush can eat a correct call)",
     "spreads are priced at the ask/bid of BOTH legs (what crossing costs); they need a spread-approved account and both legs must be closed \u2014 the short leg carries assignment risk if it goes ITM",
     "premium cap $30.00 ($3,000/contract) excluded 15 liquid call(s)",
     "50 structure(s) hidden for returning under 3x the +15.2% target move \u2014 at that leverage the shares do the job with no expiry and no total loss",
     "EV assumes the future resembles the backtest cell; treat huge EV on OTM strikes with suspicion",
     "cost basis = ask; options can expire worthless",
     "not investment advice"
    ]
   },
   {
    "ticker": "AMZN",
    "sleeve": "momentum",
    "underlying": 284.02,
    "horizon_date": "2026-09-01",
    "sessions": 21,
    "expirations_used": [
     "2026-09-18",
     "2026-10-16",
     "2026-11-20",
     "2026-12-18",
     "2027-01-15",
     "2027-02-19"
    ],
    "target_move_pct": 9.15,
    "target_source": "implied 1-sigma expected move (ATM IV interpolated $280/$285)",
    "distribution": "lognormal fit: 3y gated-momentum cell (mean +1.8%, p95 +35.8%, n=6410)",
    "n_contracts_liquid": 285,
    "n_contracts_affordable": 122,
    "n_spreads_affordable": 1946,
    "min_leverage": 3.0,
    "n_dominated": 633,
    "max_ask": 30.0,
    "budget_per_contract": 3000.0,
    "budget_note": "premium <= $30.00/share ($3,000 per contract) \u2014 122 of 285 liquid calls fit, plus 1946 debit spread(s)",
    "top_by_return_if_target": [
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "AMZN260918C00300000/AMZN260918C00325000",
      "strike": 300.0,
      "short_strike": 325.0,
      "label": "$300/$325C",
      "width": 25.0,
      "max_value_per_contract": 2500.0,
      "max_profit_pct": 382.6,
      "bid": 4.85,
      "ask": 5.18,
      "mid": 5.015,
      "oi": 5364,
      "volume": 4871,
      "iv": 0.3237,
      "contract_size": 100.0,
      "delta": 0.2082,
      "cost_per_contract": 518.0,
      "short_leg_wide": false,
      "breakeven_move_pct": 7.45,
      "return_if_target_pct": 117.4,
      "return_if_flat_pct": -53.9,
      "ev_return_pct": 52.0,
      "p_profit_pct": 42.6,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 12.82
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "AMZN260918C00300000/AMZN260918C00320000",
      "strike": 300.0,
      "short_strike": 320.0,
      "label": "$300/$320C",
      "width": 20.0,
      "max_value_per_contract": 2000.0,
      "max_profit_pct": 339.6,
      "bid": 4.2,
      "ask": 4.55,
      "mid": 4.375,
      "oi": 7305,
      "volume": 4803,
      "iv": 0.3237,
      "contract_size": 100.0,
      "delta": 0.1765,
      "cost_per_contract": 455.0,
      "short_leg_wide": false,
      "breakeven_move_pct": 7.23,
      "return_if_target_pct": 116.9,
      "return_if_flat_pct": -51.3,
      "ev_return_pct": 44.6,
      "p_profit_pct": 42.6,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 12.77
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "AMZN260918C00300000/AMZN260918C00330000",
      "strike": 300.0,
      "short_strike": 330.0,
      "label": "$300/$330C",
      "width": 30.0,
      "max_value_per_contract": 3000.0,
      "max_profit_pct": 426.3,
      "bid": 5.4,
      "ask": 5.7,
      "mid": 5.55,
      "oi": 3147,
      "volume": 2892,
      "iv": 0.3237,
      "contract_size": 100.0,
      "delta": 0.2357,
      "cost_per_contract": 570.0,
      "short_leg_wide": false,
      "breakeven_move_pct": 7.63,
      "return_if_target_pct": 116.3,
      "return_if_flat_pct": -56.2,
      "ev_return_pct": 58.7,
      "p_profit_pct": 42.6,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 12.7
     }
    ],
    "top_by_empirical_ev": [
     {
      "kind": "call",
      "symbol": "AMZN260918C00330000",
      "expiry": "2026-09-18",
      "strike": 330.0,
      "label": "$330C",
      "bid": 1.8,
      "ask": 1.9,
      "mid": 1.85,
      "oi": 3147,
      "wide": false,
      "volume": 2892,
      "iv": 0.3289,
      "delta": 0.1196,
      "contract_size": 100.0,
      "cost_per_contract": 190.0,
      "breakeven_move_pct": 16.86,
      "return_if_target_pct": 30.4,
      "return_if_flat_pct": -92.4,
      "ev_return_pct": 397.1,
      "p_profit_pct": 34.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.32
     },
     {
      "kind": "call",
      "symbol": "AMZN260918C00325000",
      "expiry": "2026-09-18",
      "strike": 325.0,
      "label": "$325C",
      "bid": 2.32,
      "ask": 2.45,
      "mid": 2.385,
      "oi": 5364,
      "wide": false,
      "volume": 4871,
      "iv": 0.3281,
      "delta": 0.1471,
      "contract_size": 100.0,
      "cost_per_contract": 245.0,
      "breakeven_move_pct": 15.29,
      "return_if_target_pct": 44.7,
      "return_if_flat_pct": -89.7,
      "ev_return_pct": 333.5,
      "p_profit_pct": 34.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 4.88
     },
     {
      "kind": "call",
      "symbol": "AMZN261016C00360000",
      "expiry": "2026-10-16",
      "strike": 360.0,
      "label": "$360C",
      "bid": 1.25,
      "ask": 1.46,
      "mid": 1.355,
      "oi": 918,
      "wide": false,
      "volume": 109,
      "iv": 0.334,
      "delta": 0.074,
      "contract_size": 100.0,
      "cost_per_contract": 146.0,
      "breakeven_move_pct": 27.27,
      "return_if_target_pct": 40.3,
      "return_if_flat_pct": -77.0,
      "ev_return_pct": 322.2,
      "p_profit_pct": 36.2,
      "max_loss": "100% of premium",
      "leverage_on_target": 4.4
     }
    ],
    "top_by_p_profit": [
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "AMZN260918C00245000/AMZN260918C00285000",
      "strike": 245.0,
      "short_strike": 285.0,
      "label": "$245/$285C",
      "width": 40.0,
      "max_value_per_contract": 4000.0,
      "max_profit_pct": 36.1,
      "bid": 28.2,
      "ask": 29.4,
      "mid": 28.8,
      "oi": 9353,
      "volume": 441,
      "iv": 0.356,
      "contract_size": 100.0,
      "delta": 0.3771,
      "cost_per_contract": 2940.0,
      "short_leg_wide": false,
      "breakeven_move_pct": -3.39,
      "return_if_target_pct": 32.1,
      "return_if_flat_pct": 8.7,
      "ev_return_pct": -13.1,
      "p_profit_pct": 54.1,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 3.51
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "AMZN260918C00245000/AMZN260918C00280000",
      "strike": 245.0,
      "short_strike": 280.0,
      "label": "$245/$280C",
      "width": 35.0,
      "max_value_per_contract": 3500.0,
      "max_profit_pct": 30.8,
      "bid": 25.45,
      "ask": 26.75,
      "mid": 26.1,
      "oi": 14926,
      "volume": 441,
      "iv": 0.356,
      "contract_size": 100.0,
      "delta": 0.3168,
      "cost_per_contract": 2675.0,
      "short_leg_wide": false,
      "breakeven_move_pct": -4.32,
      "return_if_target_pct": 28.2,
      "return_if_flat_pct": 9.3,
      "ev_return_pct": -14.2,
      "p_profit_pct": 54.1,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 3.08
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "AMZN260918C00250000/AMZN260918C00280000",
      "strike": 250.0,
      "short_strike": 280.0,
      "label": "$250/$280C",
      "width": 30.0,
      "max_value_per_contract": 3000.0,
      "max_profit_pct": 33.6,
      "bid": 21.0,
      "ask": 22.45,
      "mid": 21.725,
      "oi": 16468,
      "volume": 1796,
      "iv": 0.3508,
      "contract_size": 100.0,
      "delta": 0.2871,
      "cost_per_contract": 2245.0,
      "short_leg_wide": false,
      "breakeven_move_pct": -4.07,
      "return_if_target_pct": 30.5,
      "return_if_flat_pct": 8.8,
      "ev_return_pct": -14.6,
      "p_profit_pct": 54.1,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 3.33
     }
    ],
    "caveats": [
     "IV changes not modeled (post-spike crush can eat a correct call)",
     "spreads are priced at the ask/bid of BOTH legs (what crossing costs); they need a spread-approved account and both legs must be closed \u2014 the short leg carries assignment risk if it goes ITM",
     "premium cap $30.00 ($3,000/contract) excluded 163 liquid call(s)",
     "633 structure(s) hidden for returning under 3x the +9.2% target move \u2014 at that leverage the shares do the job with no expiry and no total loss",
     "EV assumes the future resembles the backtest cell; treat huge EV on OTM strikes with suspicion",
     "cost basis = ask; options can expire worthless",
     "not investment advice"
    ]
   },
   {
    "ticker": "BAX",
    "sleeve": "momentum",
    "underlying": 28.1,
    "horizon_date": "2026-09-01",
    "sessions": 21,
    "expirations_used": [
     "2026-09-18",
     "2026-11-20",
     "2026-12-18",
     "2027-01-15",
     "2027-02-19",
     "2027-03-19"
    ],
    "target_move_pct": 13.1,
    "target_source": "implied 1-sigma expected move (ATM IV interpolated $25/$32.5)",
    "distribution": "lognormal fit: 3y gated-momentum cell (mean +1.8%, p95 +35.8%, n=6410)",
    "n_contracts_liquid": 21,
    "n_contracts_affordable": 21,
    "n_spreads_affordable": 66,
    "min_leverage": 3.0,
    "n_dominated": 75,
    "max_ask": 30.0,
    "budget_per_contract": 3000.0,
    "budget_note": "premium <= $30.00/share ($3,000 per contract) \u2014 21 of 21 liquid calls fit, plus 66 debit spread(s)",
    "top_by_return_if_target": [
     {
      "kind": "call",
      "symbol": "BAX260918C00032500",
      "expiry": "2026-09-18",
      "strike": 32.5,
      "label": "$32.5C",
      "bid": 0.3,
      "ask": 0.5,
      "mid": 0.4,
      "oi": 258,
      "wide": false,
      "volume": 41,
      "iv": 0.411,
      "delta": 0.193,
      "contract_size": 100.0,
      "cost_per_contract": 50.0,
      "breakeven_move_pct": 17.44,
      "return_if_target_pct": 67.3,
      "return_if_flat_pct": -88.1,
      "ev_return_pct": 107.6,
      "p_profit_pct": 31.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.14
     },
     {
      "kind": "call",
      "symbol": "BAX270115C00040000",
      "expiry": "2027-01-15",
      "strike": 40.0,
      "label": "$40C",
      "bid": 0.45,
      "ask": 0.6,
      "mid": 0.525,
      "oi": 1779,
      "wide": false,
      "volume": 63,
      "iv": 0.4115,
      "delta": 0.2092,
      "contract_size": 100.0,
      "cost_per_contract": 60.0,
      "breakeven_move_pct": 44.48,
      "return_if_target_pct": 60.3,
      "return_if_flat_pct": -42.9,
      "ev_return_pct": 37.8,
      "p_profit_pct": 36.2,
      "max_loss": "100% of premium",
      "leverage_on_target": 4.6
     },
     {
      "kind": "call",
      "symbol": "BAX260918C00025000",
      "expiry": "2026-09-18",
      "strike": 25.0,
      "label": "$25C",
      "bid": 3.6,
      "ask": 4.3,
      "mid": 3.95,
      "oi": 1895,
      "wide": false,
      "volume": 20,
      "iv": 0.5024,
      "delta": 0.7953,
      "contract_size": 100.0,
      "cost_per_contract": 430.0,
      "breakeven_move_pct": 4.27,
      "return_if_target_pct": 59.1,
      "return_if_flat_pct": -22.2,
      "ev_return_pct": 6.2,
      "p_profit_pct": 42.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 4.51
     }
    ],
    "top_by_empirical_ev": [
     {
      "kind": "call",
      "symbol": "BAX260918C00032500",
      "expiry": "2026-09-18",
      "strike": 32.5,
      "label": "$32.5C",
      "bid": 0.3,
      "ask": 0.5,
      "mid": 0.4,
      "oi": 258,
      "wide": false,
      "volume": 41,
      "iv": 0.411,
      "delta": 0.193,
      "contract_size": 100.0,
      "cost_per_contract": 50.0,
      "breakeven_move_pct": 17.44,
      "return_if_target_pct": 67.3,
      "return_if_flat_pct": -88.1,
      "ev_return_pct": 107.6,
      "p_profit_pct": 31.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.14
     },
     {
      "kind": "call",
      "symbol": "BAX270115C00040000",
      "expiry": "2027-01-15",
      "strike": 40.0,
      "label": "$40C",
      "bid": 0.45,
      "ask": 0.6,
      "mid": 0.525,
      "oi": 1779,
      "wide": false,
      "volume": 63,
      "iv": 0.4115,
      "delta": 0.2092,
      "contract_size": 100.0,
      "cost_per_contract": 60.0,
      "breakeven_move_pct": 44.48,
      "return_if_target_pct": 60.3,
      "return_if_flat_pct": -42.9,
      "ev_return_pct": 37.8,
      "p_profit_pct": 36.2,
      "max_loss": "100% of premium",
      "leverage_on_target": 4.6
     },
     {
      "kind": "call",
      "symbol": "BAX261120C00030000",
      "expiry": "2026-11-20",
      "strike": 30.0,
      "label": "$30C",
      "bid": 1.9,
      "ask": 2.4,
      "mid": 2.15,
      "oi": 446,
      "wide": false,
      "volume": 118,
      "iv": 0.4493,
      "delta": 0.4666,
      "contract_size": 100.0,
      "cost_per_contract": 240.0,
      "breakeven_move_pct": 15.3,
      "return_if_target_pct": 55.2,
      "return_if_flat_pct": -29.6,
      "ev_return_pct": 13.4,
      "p_profit_pct": 39.3,
      "max_loss": "100% of premium",
      "leverage_on_target": 4.21
     }
    ],
    "top_by_p_profit": [
     {
      "kind": "call",
      "symbol": "BAX261120C00025000",
      "expiry": "2026-11-20",
      "strike": 25.0,
      "label": "$25C",
      "bid": 4.6,
      "ask": 4.9,
      "mid": 4.75,
      "oi": 1250,
      "wide": false,
      "volume": 509,
      "iv": 0.4646,
      "delta": 0.7319,
      "contract_size": 100.0,
      "cost_per_contract": 490.0,
      "breakeven_move_pct": 6.41,
      "return_if_target_pct": 50.6,
      "return_if_flat_pct": -11.9,
      "ev_return_pct": 8.6,
      "p_profit_pct": 44.2,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.86
     },
     {
      "kind": "call",
      "symbol": "BAX270115C00025000",
      "expiry": "2027-01-15",
      "strike": 25.0,
      "label": "$25C",
      "bid": 5.0,
      "ask": 5.4,
      "mid": 5.2,
      "oi": 1397,
      "wide": false,
      "volume": 11,
      "iv": 0.4274,
      "delta": 0.7267,
      "contract_size": 100.0,
      "cost_per_contract": 540.0,
      "breakeven_move_pct": 8.19,
      "return_if_target_pct": 44.1,
      "return_if_flat_pct": -10.9,
      "ev_return_pct": 6.2,
      "p_profit_pct": 44.2,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.37
     },
     {
      "kind": "call",
      "symbol": "BAX261218C00025000",
      "expiry": "2026-12-18",
      "strike": 25.0,
      "label": "$25C",
      "bid": 4.8,
      "ask": 5.3,
      "mid": 5.05,
      "oi": 544,
      "wide": false,
      "volume": 0,
      "iv": 0.4555,
      "delta": 0.7308,
      "contract_size": 100.0,
      "cost_per_contract": 530.0,
      "breakeven_move_pct": 7.83,
      "return_if_target_pct": 44.0,
      "return_if_flat_pct": -12.4,
      "ev_return_pct": 5.4,
      "p_profit_pct": 44.2,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.36
     }
    ],
    "caveats": [
     "IV changes not modeled (post-spike crush can eat a correct call)",
     "spreads are priced at the ask/bid of BOTH legs (what crossing costs); they need a spread-approved account and both legs must be closed \u2014 the short leg carries assignment risk if it goes ITM",
     "premium cap $30.00 ($3,000/contract) excluded 0 liquid call(s)",
     "35 spread(s) sell a leg whose own market is wide (quotes go stale after the close). Entry is modelled at its BID so the debit is not flattered, but buying that leg back early could cost more than the model assumes",
     "75 structure(s) hidden for returning under 3x the +13.1% target move \u2014 at that leverage the shares do the job with no expiry and no total loss",
     "EV assumes the future resembles the backtest cell; treat huge EV on OTM strikes with suspicion",
     "cost basis = ask; options can expire worthless",
     "not investment advice"
    ]
   },
   {
    "ticker": "DXCM",
    "sleeve": "momentum",
    "underlying": 87.31,
    "horizon_date": "2026-09-01",
    "sessions": 21,
    "expirations_used": [
     "2026-09-18",
     "2026-12-18",
     "2027-01-15",
     "2027-03-19",
     "2027-06-17"
    ],
    "target_move_pct": 11.53,
    "target_source": "implied 1-sigma expected move (ATM IV interpolated $85/$90)",
    "distribution": "lognormal fit: 3y gated-momentum cell (mean +1.8%, p95 +35.8%, n=6410)",
    "n_contracts_liquid": 29,
    "n_contracts_affordable": 26,
    "n_spreads_affordable": 188,
    "min_leverage": 3.0,
    "n_dominated": 164,
    "max_ask": 30.0,
    "budget_per_contract": 3000.0,
    "budget_note": "premium <= $30.00/share ($3,000 per contract) \u2014 26 of 29 liquid calls fit, plus 188 debit spread(s)",
    "top_by_return_if_target": [
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "DXCM260918C00090000/DXCM260918C00110000",
      "strike": 90.0,
      "short_strike": 110.0,
      "label": "$90/$110C",
      "width": 20.0,
      "max_value_per_contract": 2000.0,
      "max_profit_pct": 393.8,
      "bid": 2.8,
      "ask": 4.05,
      "mid": 3.425,
      "oi": 167,
      "volume": 0,
      "iv": 0.4024,
      "contract_size": 100.0,
      "delta": 0.3665,
      "cost_per_contract": 405.0,
      "short_leg_wide": true,
      "breakeven_move_pct": 7.72,
      "return_if_target_pct": 94.3,
      "return_if_flat_pct": -51.9,
      "ev_return_pct": 28.0,
      "p_profit_pct": 39.3,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 8.18
     },
     {
      "kind": "call",
      "symbol": "DXCM260918C00090000",
      "expiry": "2026-09-18",
      "strike": 90.0,
      "label": "$90C",
      "bid": 3.5,
      "ask": 4.3,
      "mid": 3.9,
      "oi": 318,
      "wide": false,
      "volume": 101,
      "iv": 0.4024,
      "delta": 0.4448,
      "contract_size": 100.0,
      "cost_per_contract": 430.0,
      "breakeven_move_pct": 8.01,
      "return_if_target_pct": 93.5,
      "return_if_flat_pct": -54.2,
      "ev_return_pct": 59.0,
      "p_profit_pct": 39.3,
      "max_loss": "100% of premium",
      "leverage_on_target": 8.11
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "DXCM260918C00085000/DXCM260918C00110000",
      "strike": 85.0,
      "short_strike": 110.0,
      "label": "$85/$110C",
      "width": 25.0,
      "max_value_per_contract": 2500.0,
      "max_profit_pct": 281.7,
      "bid": 5.3,
      "ask": 6.55,
      "mid": 5.925,
      "oi": 167,
      "volume": 0,
      "iv": 0.4149,
      "contract_size": 100.0,
      "delta": 0.5309,
      "cost_per_contract": 655.0,
      "short_leg_wide": true,
      "breakeven_move_pct": 4.86,
      "return_if_target_pct": 87.9,
      "return_if_flat_pct": -32.2,
      "ev_return_pct": 17.3,
      "p_profit_pct": 42.6,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 7.62
     }
    ],
    "top_by_empirical_ev": [
     {
      "kind": "call",
      "symbol": "DXCM260918C00090000",
      "expiry": "2026-09-18",
      "strike": 90.0,
      "label": "$90C",
      "bid": 3.5,
      "ask": 4.3,
      "mid": 3.9,
      "oi": 318,
      "wide": false,
      "volume": 101,
      "iv": 0.4024,
      "delta": 0.4448,
      "contract_size": 100.0,
      "cost_per_contract": 430.0,
      "breakeven_move_pct": 8.01,
      "return_if_target_pct": 93.5,
      "return_if_flat_pct": -54.2,
      "ev_return_pct": 59.0,
      "p_profit_pct": 39.3,
      "max_loss": "100% of premium",
      "leverage_on_target": 8.11
     },
     {
      "kind": "call",
      "symbol": "DXCM260918C00085000",
      "expiry": "2026-09-18",
      "strike": 85.0,
      "label": "$85C",
      "bid": 6.0,
      "ask": 6.8,
      "mid": 6.4,
      "oi": 902,
      "wide": false,
      "volume": 49,
      "iv": 0.4149,
      "delta": 0.6092,
      "contract_size": 100.0,
      "cost_per_contract": 680.0,
      "breakeven_move_pct": 5.14,
      "return_if_target_pct": 87.6,
      "return_if_flat_pct": -34.4,
      "ev_return_pct": 37.4,
      "p_profit_pct": 42.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 7.6
     },
     {
      "kind": "call",
      "symbol": "DXCM261218C00100000",
      "expiry": "2026-12-18",
      "strike": 100.0,
      "label": "$100C",
      "bid": 4.6,
      "ask": 5.2,
      "mid": 4.9,
      "oi": 659,
      "wide": false,
      "volume": 7,
      "iv": 0.4205,
      "delta": 0.3622,
      "contract_size": 100.0,
      "cost_per_contract": 520.0,
      "breakeven_move_pct": 20.49,
      "return_if_target_pct": 58.2,
      "return_if_flat_pct": -24.6,
      "ev_return_pct": 29.3,
      "p_profit_pct": 42.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.05
     }
    ],
    "top_by_p_profit": [
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "DXCM260918C00080000/DXCM260918C00090000",
      "strike": 80.0,
      "short_strike": 90.0,
      "label": "$80/$90C",
      "width": 10.0,
      "max_value_per_contract": 1000.0,
      "max_profit_pct": 53.8,
      "bid": 5.1,
      "ask": 6.5,
      "mid": 5.8,
      "oi": 318,
      "volume": 101,
      "iv": 0.4327,
      "contract_size": 100.0,
      "delta": 0.3047,
      "cost_per_contract": 650.0,
      "short_leg_wide": false,
      "breakeven_move_pct": -0.93,
      "return_if_target_pct": 42.4,
      "return_if_flat_pct": -4.7,
      "ev_return_pct": -14.3,
      "p_profit_pct": 49.2,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 3.68
     },
     {
      "kind": "call",
      "symbol": "DXCM260918C00065000",
      "expiry": "2026-09-18",
      "strike": 65.0,
      "label": "$65C",
      "bid": 21.5,
      "ask": 23.5,
      "mid": 22.5,
      "oi": 239,
      "wide": false,
      "volume": 10,
      "iv": 0.6402,
      "delta": 0.9605,
      "contract_size": 100.0,
      "cost_per_contract": 2350.0,
      "breakeven_move_pct": 1.36,
      "return_if_target_pct": 38.3,
      "return_if_flat_pct": -4.3,
      "ev_return_pct": 5.1,
      "p_profit_pct": 47.5,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.32
     },
     {
      "kind": "call_spread",
      "expiry": "2026-09-18",
      "symbol": "DXCM260918C00080000/DXCM260918C00100000",
      "strike": 80.0,
      "short_strike": 100.0,
      "label": "$80/$100C",
      "width": 20.0,
      "max_value_per_contract": 2000.0,
      "max_profit_pct": 124.7,
      "bid": 7.9,
      "ask": 8.9,
      "mid": 8.4,
      "oi": 878,
      "volume": 32,
      "iv": 0.4327,
      "contract_size": 100.0,
      "delta": 0.5537,
      "cost_per_contract": 890.0,
      "short_leg_wide": true,
      "breakeven_move_pct": 1.82,
      "return_if_target_pct": 70.8,
      "return_if_flat_pct": -10.8,
      "ev_return_pct": 0.6,
      "p_profit_pct": 47.5,
      "max_loss": "100% of the net debit",
      "leverage_on_target": 6.14
     }
    ],
    "caveats": [
     "IV changes not modeled (post-spike crush can eat a correct call)",
     "spreads are priced at the ask/bid of BOTH legs (what crossing costs); they need a spread-approved account and both legs must be closed \u2014 the short leg carries assignment risk if it goes ITM",
     "premium cap $30.00 ($3,000/contract) excluded 3 liquid call(s)",
     "105 spread(s) sell a leg whose own market is wide (quotes go stale after the close). Entry is modelled at its BID so the debit is not flattered, but buying that leg back early could cost more than the model assumes",
     "164 structure(s) hidden for returning under 3x the +11.5% target move \u2014 at that leverage the shares do the job with no expiry and no total loss",
     "EV assumes the future resembles the backtest cell; treat huge EV on OTM strikes with suspicion",
     "cost basis = ask; options can expire worthless",
     "not investment advice"
    ]
   },
   {
    "ticker": "MANH",
    "sleeve": "momentum",
    "underlying": 187.24,
    "horizon_date": "2026-09-01",
    "sessions": 21,
    "expirations_used": [
     "2026-09-18",
     "2026-10-16",
     "2027-01-15"
    ],
    "target_move_pct": 13.0,
    "target_source": "implied 1-sigma expected move (ATM IV interpolated $180/$190)",
    "distribution": "lognormal fit: 3y gated-momentum cell (mean +1.8%, p95 +35.8%, n=6410)",
    "n_contracts_liquid": 4,
    "n_contracts_affordable": 3,
    "n_spreads_affordable": 2,
    "min_leverage": 3.0,
    "n_dominated": 2,
    "max_ask": 30.0,
    "budget_per_contract": 3000.0,
    "budget_note": "premium <= $30.00/share ($3,000 per contract) \u2014 3 of 4 liquid calls fit, plus 2 debit spread(s)",
    "top_by_return_if_target": [
     {
      "kind": "call",
      "symbol": "MANH261016C00190000",
      "expiry": "2026-10-16",
      "strike": 190.0,
      "label": "$190C",
      "bid": 14.0,
      "ask": 16.1,
      "mid": 15.05,
      "oi": 43,
      "wide": false,
      "volume": 0,
      "iv": 0.46,
      "delta": 0.5316,
      "contract_size": 100.0,
      "cost_per_contract": 1610.0,
      "breakeven_move_pct": 10.07,
      "return_if_target_pct": 68.6,
      "return_if_flat_pct": -30.3,
      "ev_return_pct": 20.4,
      "p_profit_pct": 40.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.28
     },
     {
      "kind": "call",
      "symbol": "MANH261016C00180000",
      "expiry": "2026-10-16",
      "strike": 180.0,
      "label": "$180C",
      "bid": 19.3,
      "ask": 21.1,
      "mid": 20.200000000000003,
      "oi": 86,
      "wide": false,
      "volume": 0,
      "iv": 0.464,
      "delta": 0.6349,
      "contract_size": 100.0,
      "cost_per_contract": 2110.0,
      "breakeven_move_pct": 7.4,
      "return_if_target_pct": 65.8,
      "return_if_flat_pct": -22.3,
      "ev_return_pct": 16.1,
      "p_profit_pct": 42.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.06
     },
     {
      "kind": "call",
      "symbol": "MANH270115C00220000",
      "expiry": "2027-01-15",
      "strike": 220.0,
      "label": "$220C",
      "bid": 13.5,
      "ask": 15.2,
      "mid": 14.35,
      "oi": 34,
      "wide": false,
      "volume": 0,
      "iv": 0.4853,
      "delta": 0.393,
      "contract_size": 100.0,
      "cost_per_contract": 1520.0,
      "breakeven_move_pct": 25.61,
      "return_if_target_pct": 49.4,
      "return_if_flat_pct": -22.0,
      "ev_return_pct": 12.3,
      "p_profit_pct": 40.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.8
     }
    ],
    "top_by_empirical_ev": [
     {
      "kind": "call",
      "symbol": "MANH261016C00190000",
      "expiry": "2026-10-16",
      "strike": 190.0,
      "label": "$190C",
      "bid": 14.0,
      "ask": 16.1,
      "mid": 15.05,
      "oi": 43,
      "wide": false,
      "volume": 0,
      "iv": 0.46,
      "delta": 0.5316,
      "contract_size": 100.0,
      "cost_per_contract": 1610.0,
      "breakeven_move_pct": 10.07,
      "return_if_target_pct": 68.6,
      "return_if_flat_pct": -30.3,
      "ev_return_pct": 20.4,
      "p_profit_pct": 40.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.28
     },
     {
      "kind": "call",
      "symbol": "MANH261016C00180000",
      "expiry": "2026-10-16",
      "strike": 180.0,
      "label": "$180C",
      "bid": 19.3,
      "ask": 21.1,
      "mid": 20.200000000000003,
      "oi": 86,
      "wide": false,
      "volume": 0,
      "iv": 0.464,
      "delta": 0.6349,
      "contract_size": 100.0,
      "cost_per_contract": 2110.0,
      "breakeven_move_pct": 7.4,
      "return_if_target_pct": 65.8,
      "return_if_flat_pct": -22.3,
      "ev_return_pct": 16.1,
      "p_profit_pct": 42.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.06
     },
     {
      "kind": "call",
      "symbol": "MANH270115C00220000",
      "expiry": "2027-01-15",
      "strike": 220.0,
      "label": "$220C",
      "bid": 13.5,
      "ask": 15.2,
      "mid": 14.35,
      "oi": 34,
      "wide": false,
      "volume": 0,
      "iv": 0.4853,
      "delta": 0.393,
      "contract_size": 100.0,
      "cost_per_contract": 1520.0,
      "breakeven_move_pct": 25.61,
      "return_if_target_pct": 49.4,
      "return_if_flat_pct": -22.0,
      "ev_return_pct": 12.3,
      "p_profit_pct": 40.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.8
     }
    ],
    "top_by_p_profit": [
     {
      "kind": "call",
      "symbol": "MANH261016C00180000",
      "expiry": "2026-10-16",
      "strike": 180.0,
      "label": "$180C",
      "bid": 19.3,
      "ask": 21.1,
      "mid": 20.200000000000003,
      "oi": 86,
      "wide": false,
      "volume": 0,
      "iv": 0.464,
      "delta": 0.6349,
      "contract_size": 100.0,
      "cost_per_contract": 2110.0,
      "breakeven_move_pct": 7.4,
      "return_if_target_pct": 65.8,
      "return_if_flat_pct": -22.3,
      "ev_return_pct": 16.1,
      "p_profit_pct": 42.6,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.06
     },
     {
      "kind": "call",
      "symbol": "MANH261016C00190000",
      "expiry": "2026-10-16",
      "strike": 190.0,
      "label": "$190C",
      "bid": 14.0,
      "ask": 16.1,
      "mid": 15.05,
      "oi": 43,
      "wide": false,
      "volume": 0,
      "iv": 0.46,
      "delta": 0.5316,
      "contract_size": 100.0,
      "cost_per_contract": 1610.0,
      "breakeven_move_pct": 10.07,
      "return_if_target_pct": 68.6,
      "return_if_flat_pct": -30.3,
      "ev_return_pct": 20.4,
      "p_profit_pct": 40.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 5.28
     },
     {
      "kind": "call",
      "symbol": "MANH270115C00220000",
      "expiry": "2027-01-15",
      "strike": 220.0,
      "label": "$220C",
      "bid": 13.5,
      "ask": 15.2,
      "mid": 14.35,
      "oi": 34,
      "wide": false,
      "volume": 0,
      "iv": 0.4853,
      "delta": 0.393,
      "contract_size": 100.0,
      "cost_per_contract": 1520.0,
      "breakeven_move_pct": 25.61,
      "return_if_target_pct": 49.4,
      "return_if_flat_pct": -22.0,
      "ev_return_pct": 12.3,
      "p_profit_pct": 40.9,
      "max_loss": "100% of premium",
      "leverage_on_target": 3.8
     }
    ],
    "caveats": [
     "IV changes not modeled (post-spike crush can eat a correct call)",
     "spreads are priced at the ask/bid of BOTH legs (what crossing costs); they need a spread-approved account and both legs must be closed \u2014 the short leg carries assignment risk if it goes ITM",
     "premium cap $30.00 ($3,000/contract) excluded 1 liquid call(s)",
     "2 structure(s) hidden for returning under 3x the +13.0% target move \u2014 at that leverage the shares do the job with no expiry and no total loss",
     "EV assumes the future resembles the backtest cell; treat huge EV on OTM strikes with suspicion",
     "cost basis = ask; options can expire worthless",
     "not investment advice"
    ],
    "liquidity_note": "RELAXED OI floor 25 (none passed OI>=100); expect wider fills and worse exits"
   }
  ]
 }
}