Methodology
One engine scores every US and Canadian listed company once a week, publishes five named books with position weights before the week starts, and shows the result afterwards.
The eight axes
- Valuation: Earnings yield, FCF yield, EV/EBITDA, price/book, PEG and a forward-P/E gradient, each ranked inside the name's own sector before they are blended.
- Quality: ROIC and its three-year trend, gross-margin direction, operating margin, the Piotroski F-Score, Altman Z where it is defined, and a moat read.
- Growth: Revenue and free-cash-flow growth, acceleration rather than a single year's print, operating-income growth and revenue consistency.
- Price Action: Trend, relative strength, RSI position and volume confirmation.
- Risk: Leverage, net debt to EBITDA, dilution, customer concentration, accruals, short interest and regulatory exposure. Higher is safer.
- Conviction: Insider net buying and 13F institutional flow read from SEC EDGAR filings, plus analyst revision behaviour.
- Liquidity: Dollar volume and float turnover: whether the position could actually be traded.
- Macro Sensitivity: Rate and inflation betas and sector-macro alignment.
The rules we hold ourselves to
An absence is never a zero
A column with no value renders as a hole and says so; every score carries its own coverage.
Entry is a bar you could have traded
Every published pick is entered at the close of the last completed regular session strictly before the Sunday publication.
Annualised statistics stay suppressed below twelve observations
CAGR, Sharpe and Sortino are not printed until twelve independent observations exist.
A book short of its declared size is disclosed
A pick without a resolvable entry price is dropped, the book renormalised, and the drop stated on the receipts page.
A retired book stops being sold, not stops existing
Its record stays readable on the receipts page.
What this is not
It is not investment advice. It covers US and Canadian listed equities, and the published books are a record of what one systematic process selected, including the weeks it was wrong.