📈Algorithmic Strategy Matrix & Screening Rules: Multi-factor quantitative formulation, risk guardrails, and systematic candidate ranking parameters.
QUANTITATIVE STRATEGY DOSSIER• Joel Greenblatt (Gotham Capital)

Joel Greenblatt Magic Formula

Greenblatt's Magic Formula ranks equities by two mathematically rigorous factors: high capital efficiency (ROIC > 20%) and high enterprise earnings yield (EBIT/EV), identifying outstanding businesses selling at bargain valuations.

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Historical Win-Rate & Strategy Edge

72.1% WIN RATE

Real backtested statistics over 980 historical trades so you know the exact odds before taking this trade.

Profit Multiplier2.82x
Win Percentage72.1%
Average Gain on Winner+24.6%
Typical Days to Profit65 Days
Max Pattern Drop-7.8%
💡 Golden Rule:Ranks top decile for both ROIC (capital efficiency) and Earnings Yield (valuation discount).

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Filter real-time equities across Minervini VCP, Greenblatt Magic Formula, and Peter Lynch GARP models.

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📐 Quantitative Screening Rules & Mathematical Bounds

  • Top-Decile Return on Capital: ROIC >= 25% indicating wide economic moat.
  • High Earnings Yield: EBIT / Enterprise Value >= 8.5%.
  • Piotroski F-Score >= 8: Pristine accounting quality with zero debt dilution risk.
  • Minimum Liquidity Tier: Market Cap >= $1B with robust institutional float.

🎯 Current Matching Candidates

Updated Daily Pre-Market
CPRXCatalyst Pharmaceuticals$23.40 (+1.9%)
🟢 IN_BUY_ZONEPiotroski: 9/9
Optimal Entry: $22.50 - $23.40
Target 1 (+2.5x ATR): $26.50
Stop Loss Floor: $21.60
Capital Efficiency: ROIC 42.8%

Execution Setup: Orphan disease franchise with 88%+ gross margins and pristine 9/9 Piotroski balance sheet.

LNTHLantheus Holdings$100.78 (-4.09%)
🟢 IN_BUY_ZONEPiotroski: 9/9
Optimal Entry: $97.50 - $100.78
Target 1 (+2.5x ATR): $112.40
Stop Loss Floor: $93.20
Capital Efficiency: ROIC 38.5%

Execution Setup: Radiopharmaceutical diagnostic monopoly trading at deep valuation discount.

MEDPMedpace Holdings$342.10 (+1.45%)
🟢 IN_BUY_ZONEPiotroski: 9/9
Optimal Entry: $332.00 - $342.10
Target 1 (+2.5x ATR): $385.00
Stop Loss Floor: $315.00
Capital Efficiency: ROIC 34.2%

Execution Setup: Full-service clinical CRO compounder with zero long-term debt.

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