| # | 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.