FRESH

Screens

Watchlists, not orders — the Mid/Small Screen plus tape radars.

Mid/Small Screen — the second universe

~56 tradeable names outside the liquid top-200 — different factors work here

backtest

as of 2026-10-09 · universe 56 names

LS Sharpe
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Excess CAGR
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ls_sharpe/excess_cagr not persisted by quant_sleeve_screen.py (console-only output) — picks and max-position cap come from the paper journal

RankSymbolScoreSectorDriverMax pos (MTHB)
1LHFG0.685Financial Services0.2
2SAMART0.459Communication Services0.2
3NEX0.429Industrials0.2
4ZIGA0.403Basic Materials0.2
5TEAMG0.373Industrials0.3
6AE0.180Consumer Cyclical0.3
7AIMIRT—UNKNOWN0.2
8AJ—UNKNOWN0.3
9BAREIT—UNKNOWN0.3
10BM—UNKNOWN0.3

Highs watch

liquid names within 1% of at least their 3-month high

SymbolSectorADV201DFrom 52WTier
SCC50Industrials1,547+1.9%0.0%3M6M52W
COM750Consumer Cyclical398+1.5%0.0%3M6M52W
PLANB100Communication Services244+4.3%0.0%3M6M52W

52-week proximity is the validated factor; 3M/6M tiers are attention context.