5-Stage Processing Pipeline

The Signal Engine

How 5,530 raw data points become decision-ready signals with precise entry, stop-loss, and target levels.

Daily at4:05 PM ET
Processing~4 hours
Universe5,530 stocks
Pipeline Flow
Stage 1
4:05 PM ET

Ingest

Daily automated data collection from our proprietary market data pipeline. 5,530 tickers processed through event-driven workflow.

Visual
Trigger
Scrape
Track
Finalize
Processing batches0/111
50 tickers/batch × 7 API calls each~38,710 total calls
Rate Limit
750/min
Exchanges
NYSE+NAQ
Window
~4 hrs
Technical Details
Event Flow (Inngest)
⏱Cron: 0 5 21 * * *(4:05 PM ET)
→dailyScrapeTrigger emits 111 batch events
→scrapeBatch processes each (concurrency: 1)
→batchCompletionTracker counts completions
✓scrapeFinalization triggers z-scores, R/R
Concurrency
1 batch
Sequential to avoid rate limits
Retry Strategy
3 passes
Exponential backoff
Stage 2

Normalize

Raw values transformed into comparable Z-scores using statistical normalization. Three-factor model applied at market, industry, and sector levels.

Visual
Value Score33.3%
-(zPE + zPB + zPS) / 3
Negated so low P/E → high score
P/E RatioP/B RatioP/S Ratio
Growth Score33.3%
(zEPSg + zSalesG) / 2
Next year EPS + 5Y sales CAGR
EPS Growth (Y)Sales Growth (5Y)
Technical Score33.4%
(zPerf + zRSI) / 2
RSI uses distance from 50
1Y PerformanceRSI Distance
Overall Score
(V + G + T) / 3
Z-score range
-3 to +3 typical
Technical Details
Z = (x - μ) / σ
Measures standard deviations from mean
Z > +2
Top 2.3%
-1 to +1
Middle 68%
Z < -2
Bottom 2.3%
Stage 3

Analyze

Dual-layer risk/reward analysis combining ATR-based simple calculations with sophisticated pivot-point trendline detection.

Visual
Pivot Detection
▲Peak: prev < curr > next
▼Trough: prev > curr < next
Trendline Fit
Linear regression on pivots
R² ≥ 0.98 required
Blended StopWhen pivot available
75% × Pivot + 25% × ATR
Technical Details
Stop Loss Logic
1. Start: 8% below current price
2. Use higher of: SMA50 (2% below) or EMA20 (3% below)
3. ATR-based: current - (ATR × 2)
4. Enforce minimum 3% risk
Target Price Logic
1. Primary: Analyst consensus target
2. Fallback: Score-based projection (5-35%)
3. Momentum boost: +20% if perfYear > 50%
Stage 4

Qualify

Earnings Quality (EQ) and Capital Discipline (CD) scores assess fundamental quality and shareholder alignment over 5-year history.

Visual
Composite Score0 → 100
40%
20%
20%
20%
GrowthProfitDilutionReserve
GrowthCAGR × R²
Consistent revenue & EPS growth
ProfitabilityLevel + Δ Trend
Operating margins & trend
Dilution-CAGR (inverted)
Share count discipline
Track record multiplier:min(1, years / 10)
Technical Details
Measures earnings quality using 5 years of quarterly income statements.
Growth Score40%
Revenue CAGR × R² + EPS CAGR × R²
Rewards consistent, not erratic, growth
Profitability Score20%
Operating margin level + margin trend
Both current level and improvement matter
Dilution Score20%
-Share count CAGR + EPS/NI alignment
Penalizes share dilution over time
Track record multipliermin(1, years/10)
Stage 5

Rank

RS-Rating (IBD-style momentum) combined with overall z-scores produces final rankings across the entire universe.

Visual
IBD-Style RS-Rating
Q1
40%
Q2
20%
Q3
20%
Q4
20%
Weighted quarterly performance vs SPY → 0-100 percentile
90+
Top 10%
70-89
Strong
<50
Lagging
Technical Details
Overall = (Value + Growth + Technical) / 3
Each factor contributes 33.3%
Scores are z-scores, so +2.0 means the stock is 2 standard deviations above average across all three factors.
Pipeline Complete

See the engine in action

From raw data to ranked signals. Every stock in the market, analyzed daily, available now.

Open ScreenerBack to Home