Every signal a rule can watch.
170 signals in eight groups. Each is a reading your rule checks against a limit you set, like a P/E above its five-year average or cash under 5%. None of them is a call to buy or sell.
Back to the overviewPortfolio & risk
Your positions, your cash and the risk of the whole book.
- BetaWhole portfolio · Stock or ETF
On your whole portfolio: Weighted portfolio beta using available fundamentals data.
On a stock or ETF: Beta for the selected holding.
- Cash BalanceWhole portfolio
Uninvested cash in dollars across connected brokerage accounts. Use it to flag idle cash (e.g. > 50000 sitting uninvested).
Backtests: Cash is synced from your brokerage as of today, and there is no history of it to replay.
- Cash Buffer %Whole portfolio
Uninvested cash as a percent of the total portfolio (cash + holdings). Use with ≥ for a minimum cash buffer (e.g. keep ≥ 5% cash).
Backtests: Cash is synced from your brokerage as of today, and there is no history of it to replay.
- Combined holdings weight %Whole portfolio
Adds the portfolio weights of the holdings you choose. Use it to check their combined weight against your limit.
- CorrelationWhole portfolio
Average correlation across the holdings in your portfolio.
- Drift %Whole portfolio
Root-mean-square drift between your current weights and target weights.
- Drift from Target (% of target)Stock or ETF
How far this holding sits from its target weight, as a percent of that target. Targeted at 20% and sitting at 25% reads +25.
- Drift from Target (points)Stock or ETF
How far this holding sits from its target weight, in percentage points. Positive is overweight, negative is underweight.
- Largest Drift (% of target)Whole portfolio
The furthest any holding sits from its target weight, as a percent of that target. The relative half of the 5/25 rule is ≥ 25. Uses equal weight when the rule sets no target weights.
- Largest Drift (points)Whole portfolio
The furthest any holding sits from its target weight, in percentage points. A 5-point rebalancing band is ≥ 5. Uses equal weight when the rule sets no target weights.
- Max Names in a SectorWhole portfolio
The most names you hold in any single sector. Use with ≤ to cap concentration by count (e.g. ≤ 5 per sector).
- Number of HoldingsWhole portfolio
Number of distinct held names. Use with ≤ to cap how many positions you carry (e.g. ≤ 20).
- Number of Sectors HeldWhole portfolio
Number of distinct sectors you hold. Use with ≥ as a diversification floor.
- Pair CorrelationTwo holdings
Current pairwise return correlation between the two selected holdings using available price history.
- Portfolio Drawdown %Whole portfolio
Percent below your portfolio's highest recorded value, measured on the daily snapshot taken every trading day.
- Position Gain/Loss %Stock or ETF
Unrealized gain or loss on your position versus its average cost basis. It needs a position: with no shares held there is no cost basis and the condition has no reading. For a price move over a set window, use a 5-Day, 60-Day, 120-Day or 12-Month Return instead.
- Sector Weight %Sector you hold
Current portfolio exposure to the selected sector.
- Target Weight %Stock or ETF
The weight this rule targets for the holding.
- Total Value ($)Whole portfolio
Current total portfolio market value in dollars.
- Unrealized Gain/Loss ($)Stock or ETF
Unrealized gain or loss on your position in dollars, versus what it cost. If an account holding it has no cost from your broker, as with a transferred-in position, the condition has no reading. With no shares held it reads $0.
- Volatility %Whole portfolio · Stock or ETF
On your whole portfolio: Annualized portfolio volatility based on available price history.
On a stock or ETF: Annualized volatility for the selected holding.
- Weight %Stock or ETF
Current portfolio weight for this holding.
Valuation & quality
What a business earns, owes and costs, alone and against its own history or its sector.
- Asset TurnoverStock or ETF
Revenue per dollar of assets (TTM).
- Buyback Yield %Stock or ETF
Net share-count reduction over the past year, as a percent. Positive = the company is buying back stock; negative = dilution.
- Current RatioStock or ETF
Current assets over current liabilities (TTM). Below 1 can signal liquidity stress.
- D/E RatioStock or ETF
Debt-to-equity ratio from the fundamentals snapshot.
- Earnings Yield %Stock or ETF
Earnings as a percent of price (TTM), the inverse of P/E.
- EPS Growth YoY %Stock or ETF
Trailing-twelve-month EPS versus the prior TTM, as a percent, the year-over-year earnings trend.
- EV/EBITStock or ETF
Enterprise value over EBIT (TTM), the Acquirer's Multiple. Lower is cheaper.
- EV/EBITDAStock or ETF
Enterprise value to EBITDA multiple (TTM).
- Expense Ratio %Stock or ETF
ETF expense ratio, when available.
- FCF Margin %Stock or ETF
Free cash flow as a percent of revenue (TTM). Pair with revenue growth for the Rule of 40.
- FCF Yield %Stock or ETF
Free cash flow as a percent of market value (TTM).
- Graham Number ($)Stock or ETF
Graham's fair value per share (TTM). Compare against price to screen for a margin of safety.
- Gross Margin %Stock or ETF
Gross profit margin (TTM), as a percent.
- Income QualityStock or ETF
Operating cash flow over net income (TTM). Below 1 means reported earnings are running ahead of the cash collected.
- Interest CoverageStock or ETF
EBIT over interest expense (TTM). Higher means debt is easier to service.
- Market Cap ($)Stock or ETF
Market capitalization from the fundamentals snapshot.
- Net Debt / EBITDAStock or ETF
Net debt over EBITDA (TTM). Above 3 is usually considered levered.
- Net Margin %Stock or ETF
Net profit margin (TTM), as a percent.
- Net-Net Value ($)Stock or ETF
Net current asset value per share (TTM). Price below it is Graham's net-net screen.
- Operating Margin %Stock or ETF
Operating profit margin (TTM), as a percent.
- P/B RatioStock or ETF
Price-to-book ratio from the fundamentals snapshot.
- P/B vs 5Y Avg %Stock or ETF
Approximate percent premium or discount versus the trailing five-year average implied P/B, using current book value and historical prices.
- P/B vs Sector Median %Stock or ETF
Percent premium or discount versus the current sector median P/B.
- P/E RatioStock or ETF
Price-to-earnings ratio from the fundamentals snapshot.
- P/E vs 5Y Avg %Stock or ETF
Approximate percent premium or discount versus the trailing five-year average implied P/E, using current earnings and historical prices.
- P/E vs Sector Median %Stock or ETF
Percent premium or discount versus the current sector median P/E.
- P/FCF RatioStock or ETF
Price-to-free-cash-flow ratio (TTM).
- P/S RatioStock or ETF
Price-to-sales ratio (TTM).
- PEG RatioStock or ETF
P/E divided by earnings growth (TTM). Below 1 is often considered cheap for the growth.
- Quick RatioStock or ETF
Quick (acid-test) ratio (TTM), excluding inventory.
- Revenue Growth %Stock or ETF
Revenue growth rate from the fundamentals snapshot.
- ROA %Stock or ETF
Return on assets (TTM), as a percent.
- ROE %Stock or ETF
Return on equity from the fundamentals snapshot.
- ROIC %Stock or ETF
Return on invested capital (TTM), as a percent. The usual quality bar for a compounder is a durable 15%+.
- Yield vs Sector Median (pts)Stock or ETF
Dividend yield spread versus the current sector median, in percentage points.
Earnings & income
Earnings dates and surprises, dividends, and analyst rating changes.
- Analyst Rating ChangeStock or ETF
Most recent analyst action: +1 upgrade, −1 downgrade, 0 maintain or initiate.
- Days Since EarningsStock or ETF
Calendar days since the most recent earnings report. Pair with a surprise metric to act on a fresh report.
- Days Since Rating ChangeStock or ETF
Calendar days since the most recent analyst grade action. Pair with the rating change to act while fresh.
- Days Until EarningsStock or ETF
Calendar days until this holding's next known earnings date.
- Days Until Ex-DividendStock or ETF
Calendar days until this holding's next known ex-dividend date.
- Days Until Next EarningsWhole portfolio
Calendar days until the nearest upcoming earnings date across your holdings.
- Days Until Next Ex-DividendWhole portfolio
Calendar days until the nearest upcoming ex-dividend date across your holdings.
- Dividend 5Y CAGR %Stock or ETF
Five-year compound annual growth rate of the annual dividend, as a percent.
- Dividend Change %Stock or ETF
The latest declared dividend versus the median of the previous four payments, as a percent. Negative means the payment was reduced; the median baseline keeps a one-off special dividend from reading as a cut.
- Dividend Cut (1/0)Stock or ETF
Returns 1 when the latest declared dividend came in below the recent norm, otherwise 0. The classic sell trigger for a dividend-growth holding.
- Dividend Growth Streak (yrs)Stock or ETF
Consecutive complete years the annual dividend rose. Use ≥ to screen dividend growers (e.g. ≥ 10 hikes).
- Dividend Yield %Whole portfolio · Stock or ETF
On your whole portfolio: Weighted dividend yield across your holdings.
On a stock or ETF: Dividend yield for the selected holding.
- Earnings Beat (1/0)Stock or ETF
Returns 1 when the most recent reported quarter beat the EPS estimate, otherwise 0.
- Earnings Event TodayWhole portfolio
Returns 1 when any in-scope holding has its next earnings date today, otherwise 0.
- Earnings Surprise %Stock or ETF
EPS surprise of the most recent reported quarter: (actual − estimate) / |estimate| × 100. Negative means a miss.
- Ex-Dividend Event TodayWhole portfolio
Returns 1 when any in-scope holding has its next ex-dividend date today, otherwise 0.
- Is Earnings DayStock or ETF
Returns 1 when this holding's next earnings date is today, otherwise 0.
- Is Ex-Dividend DayStock or ETF
Returns 1 when this holding's next ex-dividend date is today, otherwise 0.
- Payout Ratio %Stock or ETF
Dividends as a percent of earnings (TTM).
- Revenue Surprise %Stock or ETF
Revenue surprise of the most recent reported quarter, as a percent. Negative means below estimate.
- Yield on Cost %Stock or ETF
Dividend income as a percent of what you paid, not what the shares are worth today. Bought at $20 and now paying $1.60 reads 8% here and 2% as a quoted yield.
Trend & momentum
Price, moving averages, oscillators, returns and volume. Read on daily bars, one per trading day. An intraday rule uses today's live price as the bar still forming, so the window is unchanged.
- 12-1 Momentum %Stock or ETF
The 12-month return measured to one month ago, skipping the most recent 21 sessions. The skip avoids short-term reversal, which is why momentum ranking is usually built on this rather than the raw 12-month number.
- 12-Month Return %Stock or ETF
Percent price change versus the close 252 trading days ago (~12-month momentum). Above 0 is the absolute-momentum leg of dual momentum.
- 120-Day Return %Stock or ETF
Percent price change versus the close 120 trading days ago (~6-month momentum).
- 5-Day Return %Stock or ETF
Percent price change versus the close 5 trading days ago (1-week momentum).
- 60-Day Return %Stock or ETF
Percent price change versus the close 60 trading days ago (~3-month momentum).
- ADXStock or ETF
Average Directional Index over the last 14 daily bars: trend strength regardless of direction. Above 25 signals a strong trend.
- ATRStock or ETF
Average True Range over the last 14 daily bars: the typical daily high-to-low range in dollars.
- ATR %Stock or ETF
ATR as a percent of price. Use it to size volatility-based (ATR) stops.
- Avg Volume (30d)Stock or ETF
Average daily share volume over the trailing 30 trading days.
- Bollinger Bandwidth %Stock or ETF
Bollinger band spread as a percent of the 20-day average. A low value signals a volatility squeeze.
- CCIStock or ETF
Commodity Channel Index over the last 20 daily bars. Above +100 or below -100 flags a stretched move.
- Close vs Day High %Stock or ETF
Where the close landed versus the day's high (≤ 0; 0 = closed right at the high).
- Close vs Day Low %Stock or ETF
Where the close landed versus the day's low (≥ 0; 0 = closed right at the low).
- Daily Change %Stock or ETF
The latest quote's percent change versus the prior daily close.
- Distance to 52W High/Low %Stock or ETF
Percent distance to whichever 52-week boundary is nearer, the high or the low. A small number means price is pinned against one end of its year.
- Down Streak (days)Stock or ETF
Number of consecutive sessions the close fell. Use with ≥ to catch streaks (e.g. down 3 days in a row).
- Drawdown %Stock or ETF
Percent drop from the holding's trailing peak in available history.
- From 20d High %Stock or ETF
Percent distance from the highest close of the last 20 sessions. 0 means a new 20-day high.
- From 20d Low %Stock or ETF
Percent distance above the lowest close of the last 20 sessions. 0 means a new 20-day low.
- From 52W High %Stock or ETF
Distance from the 52-week high, expressed as a percent.
- Intraday Range %Stock or ETF
The day's high-to-low range as a percent of the close, single-bar volatility.
- MACD HistogramStock or ETF
MACD histogram. Crossing zero approximates MACD crossing the signal line.
- MACD LineStock or ETF
MACD line using 12/26-day EMAs.
- MACD SignalStock or ETF
MACD signal line using a 9-day EMA of MACD.
- Money Flow IndexStock or ETF
Money Flow Index over the last 14 daily bars: a volume-weighted RSI. Above 80 is overbought, below 20 oversold.
- Opening Gap %Stock or ETF
Today's open versus the prior close, as a percent. Use < to catch gap-downs at the open (e.g. gap_pct < -5).
- Price ($)Stock or ETF
Latest market price for this holding.
- Price vs Lower Band %Stock or ETF
Percent distance between price and the 20-day lower Bollinger Band.
- Price vs SMA200 %Stock or ETF
Percent distance between price and the 200-day moving average.
- Price vs SMA50 %Stock or ETF
Percent distance between price and the 50-day moving average.
- Price vs Upper Band %Stock or ETF
Percent distance between price and the 20-day upper Bollinger Band.
- Rate of Change 20d %Stock or ETF
20-day rate of change (momentum): percent change versus the close 20 trading days ago.
- Relative VolumeStock or ETF
Today's volume divided by the 30-day average. 1.0 = average, 3.0 = a 3x spike.
- RSI (14)Stock or ETF
Relative Strength Index over the last 14 daily bars. Below 30 is the common oversold read, above 70 overbought.
- SMA 200Stock or ETF
Average of the last 200 daily closes, in dollars.
- SMA 50Stock or ETF
Average of the last 50 daily closes, in dollars.
- Stochastic %DStock or ETF
Average of the last 3 daily %K readings.
- Stochastic %KStock or ETF
Close-only stochastic %K over the last 14 daily bars: 0 sits at the 14-day low, 100 at the high.
- Up Streak (days)Stock or ETF
Number of consecutive sessions the close rose. Use with ≥ to catch streaks (e.g. up 3 days in a row).
- VolumeStock or ETF
Latest daily share volume for this holding.
- VWAP Distance %Stock or ETF
Percent distance of the close from the 20-day volume-weighted average price. Negative = trading below VWAP.
- Williams %RStock or ETF
Williams %R over the last 14 daily bars: 0 = at the 14-day high, -100 = at the low. Below -80 is oversold, above -20 overbought.
Rankings
Where a holding stands against the rest of your holdings or a list.
- Drawdown PercentileStock or ETF
This holding's percentile among your holdings by drawdown. 100 is the shallowest drop.
- Drawdown RankStock or ETF
Where this holding places among your holdings by drawdown. 1 is the shallowest drop.
- Momentum PercentileStock or ETF
This holding's percentile among your holdings by 12-month return. 100 is the strongest.
- Momentum RankStock or ETF
Where this holding places among your holdings by 12-month return. 1 is the strongest.
- Position P&L PercentileStock or ETF
This holding's percentile among your holdings by position gain/loss. 100 is the best performer.
- Position P&L RankStock or ETF
Where this holding places among your holdings by position gain/loss. 1 is the best performer.
- Quality (ROE) PercentileStock or ETF
This holding's percentile among your holdings by return on equity. 100 is the highest.
- Quality (ROE) RankStock or ETF
Where this holding places among your holdings by return on equity. 1 is the highest.
- Stability PercentileStock or ETF
This holding's percentile among your holdings by volatility. 100 is the steadiest.
- Stability RankStock or ETF
Where this holding places among your holdings by volatility. 1 is the steadiest.
- Value (PB) PercentileStock or ETF
This holding's percentile among your holdings by P/B ratio. 100 is the cheapest.
- Value (PB) RankStock or ETF
Where this holding places among your holdings by P/B ratio. 1 is the cheapest.
- Value (PE) PercentileStock or ETF
This holding's percentile among your holdings by P/E ratio. 100 is the cheapest.
- Value (PE) RankStock or ETF
Where this holding places among your holdings by P/E ratio. 1 is the cheapest.
- Yield PercentileStock or ETF
This holding's percentile among your holdings by dividend yield. 100 is the highest.
- Yield RankStock or ETF
Where this holding places among your holdings by dividend yield. 1 is the highest.
Index & regime
What the broad market is doing: index levels, drawdowns, sell-off days and the VIX.
- -3% Days (1M)Market index
How many trading days in the last month (21 sessions) closed down 3% or more.
- -3% Days (3M)Market index
How many trading days in the last quarter (63 sessions) closed down 3% or more.
- Daily Change %Market index
Daily percent change for the selected index.
- Days Since -3% DayMarket index
Trading days since the index last closed down 3% or more. 0 on the drop day itself.
- From High %Market index
Percent distance from the index's trailing high.
- Index ValueMarket index
The index's latest level, in points. An intraday rule reads the live quote, an end-of-day rule the closing print.
- VIX LevelMarket index
The VIX's latest level: roughly what the options market expects S&P 500 volatility to be over the next 30 days. Near 20 is ordinary, above 30 is stressed.
Macro & rates
Rates, inflation, growth and commodities, the backdrop every holding shares.
- 10Y - 2Y Slope (pp)Whole portfolio
10-year Treasury yield minus 2-year Treasury yield, in percentage points.
- 10Y Real Yield (%)Whole portfolio
Latest 10-year Treasury inflation-protected (TIPS) real yield from FRED.
- 10Y Treasury (%)Whole portfolio
Latest 10-year Treasury yield from FRED, forward-filled on non-reporting days.
- 10Y-2Y InversionWhole portfolio
Returns 1 when the 10-year Treasury yield is below the 2-year Treasury yield, otherwise 0.
- 2Y Treasury (%)Whole portfolio
Latest 2-year Treasury yield from FRED, forward-filled on non-reporting days.
- 30Y Treasury (%)Whole portfolio
Latest 30-year Treasury yield from FRED, forward-filled on non-reporting days.
- 3M Treasury (%)Whole portfolio
Latest 3-month Treasury bill yield from FRED, forward-filled on non-reporting days.
- CPI YoY (%)Whole portfolio
Year-over-year CPI change from FRED, expressed as a percent.
- Fed Funds Rate (%)Whole portfolio
Latest effective federal funds rate from FRED, forward-filled on non-reporting days.
- Gold ($/oz)Whole portfolio
Latest gold futures price (USD/oz, FMP GCUSD), a real spot proxy, not a GLD ETF wrapper.
- High-Yield Spread (%)Whole portfolio
ICE BofA US high-yield option-adjusted credit spread from FRED, in percentage points. Widening = stress.
- PCE Inflation YoY (%)Whole portfolio
PCE price index, year-over-year percent, from FRED (PCEPI), the Fed's preferred inflation gauge (distinct from CPI).
- Real GDP Growth YoY (%)Whole portfolio
Real GDP growth, year-over-year percent, from FRED (GDPC1). Below 0 flags contraction.
- Retail Sales YoY (%)Whole portfolio
US advance retail sales growth, year-over-year percent, from FRED (RSAFS), consumer-demand health.
- Unemployment Rate (%)Whole portfolio
Latest US unemployment rate (U-3) from FRED, as a percent.
- US Dollar IndexWhole portfolio
Broad trade-weighted US dollar index from FRED, a DXY-style measure of dollar strength.
- WTI Crude Oil ($)Whole portfolio
Latest WTI crude oil spot price (USD/barrel) from FRED.
Calendar
Days, months and session boundaries, for rules that run on a schedule.
- Day of MonthWhole portfolio
Calendar day of the month (1-31). Use with == or ≥ for date-based scheduling.
- Day of WeekWhole portfolio
ISO weekday of today: Monday=1 … Sunday=7. Use == to schedule, e.g. day_of_week == 5 for every Friday.
- Is First Trading Day of MonthWhole portfolio
Returns 1 on the first trading session of the month, otherwise 0 (the month-start counterpart of is_month_end).
- Is Month End SessionWhole portfolio
Returns 1 on the final trading session of the current month, otherwise 0.
- Is Quarter End SessionWhole portfolio
Returns 1 on the final trading session of the current quarter, otherwise 0.
- Is Year End SessionWhole portfolio
Returns 1 on the final trading session of the calendar year, otherwise 0.
- Month of YearWhole portfolio
Calendar month: January=1 … December=12. Useful for seasonal rules.
- Trading Days Until Month EndWhole portfolio
Trading sessions remaining until the final market day of the current month.
- Trading Days Until Quarter EndWhole portfolio
Trading sessions remaining until the final market day of the current quarter.
- Trading Days Until Year EndWhole portfolio
Trading sessions remaining until the final market day of the current calendar year.