# Score Symbol Name Sector Price Rel Z Quality Prem Sect Med Q Earnings Diff Win Rate 20d Avg Ret 20d Value Mkt Cap ADTV Liquidity Grade

Quant Relative Value Screener

Hard filters: Quality FAIL/Weak, illiquid, < 3 sector peers, Hurst > 0.60 removed.

Ranked by relative value composite (Millennium style).

Quality Premium 30% → Rel Z-Score 20% → Win Rate 15% → Earnings Diff 15% → Liquidity 10% → Volume 10%

Only tradeable stocks that are fundamentally superior but cheap relative to their sector peers appear.