Regler
/*
Refined Momentum Screen — V2 (May 2026)
──────────────────────────────────────────
Changes vs prior run (−1.9% return):
• Price floor raised to $20 (was ~$1)
• MarketCap ≥ 500M added
• OwnershipScore + InsiderScore gates added
• Short-term ROC(5d) > 0 required
• Limit reduced to 50 from ~232
• NasdaqGM/CM micro-caps excluded via cap floor
*/
// ── Universe ──
Country = US;
Exchange != OTC;
Price > 20;
MarketCap > 500; // $500M+ market cap
// ── Quality Gates ──
OwnershipScore > 55; // Institutional backing
InsiderScore > 45; // Insider alignment
// ── Multi-Timeframe Momentum ──
Price > Price{20d}; // Up over ~1 month
Price > Price{60d}; // Up over ~3 months
roc({5d}) > 0; // Fresh short-term momentum
// ── Moving Average Confirmation ──
Price > sma({200d}); // Long-term uptrend intact
Price > ema({50d}); // Mid-term trend confirmed
ema({50d}) > sma({200d}); // Golden cross in effect
// ── RSI: Momentum without overextension ──
rsi({14d}) > 52;
rsi({14d}) < 72;
// ── MACD: Trend alignment ──
macd() > 0;
// ── Output ──
MarketCap;
OwnershipScore;
InsiderScore;
rsi({14d});
limit 50;
