Algorithm Builder
Total Weight:101.0%
Weights should sum to 100%. Click normalize to auto-adjust.
Load Existing Algorithm
Market Cap Tier Configuration
Nano Cap
Micro Cap
Max Position:
Confidence Cap:
Small Cap
Max Position:
Confidence Cap:
Mid Cap
Max Position:
Confidence Cap:
Large Cap
Max Position:
Confidence Cap:
Mega Cap
Max Position:
Confidence Cap:
Mechanical Events Override
Stock Split
Action:
Days Before:
Dividend Ex Date
Action:
Days Before:
Index Inclusion
Action:
Days Before:
Index Removal
Action:
Days Before:
Buyback Active
Action:
Dilution Risk
Action:
Merger Activity
Action:
Earnings Coming
Action:
Days Before:
Fda Decision
Action:
Days Before:
Lockup Expiry
Action:
Days Before:
27 Factor Configuration
Order Flow Imbalance
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Threshold:
Lookback:
Institutional Flow
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Min Size:
Dark Pool Weight:
Volume
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Avg Period:
Surge Multiplier:
Gamma Exposure
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Strike Range:
Days To Expiry:
Options Delta
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Hedge Ratio:
Implied Volatility
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Iv Rank Threshold:
Put Call Ratio
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Extreme Threshold:
Insider Trading
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Min Purchase Size:
Cluster Days:
Short Interest
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Days Tocover:
Change Threshold:
Social Media
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Sentiment Threshold:
Volume Spike:
Analyst Ratings
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Upgrade Weight:
Consensus Min:
Support Resistance
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Touch Count:
Breakout Percent:
Fifty Two Week
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High Threshold:
Low Threshold:
Rsi
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Oversold Level:
Overbought Level:
Beta
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Market Correlation:
Period:
Valuation
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Pe Ratio Max:
Pb Ratio Max:
Financial Health
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Debt To Equity Max:
Current Ratio Min:
Patents
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Recent Filings Weight:
Citation Score:
Growth
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Revenue Growth Min:
Eps Growth Min:
Liquidity
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Min Daily Volume:
Bid Ask Max:
International
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Adr Premium:
Currency Hedge:
Currency
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Dollar Strength Impact:
Premarket
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Gap Threshold:
Volume Min:
Sector Momentum
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Sector Rank Min:
Relative Strength:
Market Regime
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Vix Threshold:
Trend Strength:
Seasonality
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Monthly Pattern:
Weekly Pattern:
Correlation
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Spy Correlation:
Sector Correlation: