📈Algorithmic Strategy Matrix & Screening Rules: Multi-factor quantitative formulation, risk guardrails, and systematic candidate ranking parameters.
QUANTITATIVE STRATEGY DOSSIER• Mark Minervini (U.S. Investing Champion)
Mark Minervini Volatility Contraction Pattern (VCP)
The VCP setup identifies institutional accumulation where selling pressure dries up across 2 to 4 distinct contractions (e.g. 15% -> 8% -> 3%), creating an asymmetric pivot entry with tight volatility risk invalidation.
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Filter real-time equities across Minervini VCP, Greenblatt Magic Formula, and Peter Lynch GARP models.
📐 Quantitative Screening Rules & Mathematical Bounds
- Stage 2 Structural Uptrend: Price > 50-day EMA > 200-day SMA.
- Progressive Volatility Contraction: Range narrowing across consecutive swing pullbacks.
- Volume Dry-Up (VDU): Volume drops >= 40% below 50-day average on final consolidation handle.
- Tight Risk Invalidation: Stop loss strictly placed 1.25x ATR below optimal accumulation pivot.
🎯 Current Matching Candidates
Updated Daily Pre-Market🟢 IN_BUY_ZONEPiotroski: 8/9
Optimal Entry: $207.80 - $213.05
Target 1 (+2.5x ATR): $229.80
Stop Loss Floor: $201.35
Capital Efficiency: ROIC 58.4%
Execution Setup: 3-Stage contraction handle resting above 20 EMA with Blackwell datacenter ramp.
🟢 IN_BUY_ZONEPiotroski: 8/9
Optimal Entry: $138.20 - $142.80
Target 1 (+2.5x ATR): $154.20
Stop Loss Floor: $134.50
Capital Efficiency: ROIC 32.1%
Execution Setup: High-density institutional accumulation handle following TITAN contract award.
🔵 APPROACHING_TARGETPiotroski: 7/9
Optimal Entry: $109.50 - $112.00
Target 1 (+2.5x ATR): $124.50
Stop Loss Floor: $105.80
Capital Efficiency: ROIC 28.6%
Execution Setup: Liquid cooling AI datacenter infrastructure breakout expanding toward Target 1.