🔬 Screening Funnel
How 1,557 Russell 2000 stocks become 5 final alpha picks.
Russell 2000 Universe
1557
All stocks in the Russell 2000 index
Listed on Russell 2000
Minimum price $3
Minimum avg volume 100K
⬇️
Price / Volume / Volatility Filter
100
Stocks passing basic tradability filters
Price ≥ $3
Avg daily volume ≥ 100K
Annual volatility ≤ 300%
Not halted/delisted
⬇️
Top 100 Screened
100
Top stocks ranked by preliminary momentum + quality score
Highest preliminary composite score
Momentum (6m, 3m) weighted
RSI in reasonable range
Volume confirmation
⬇️
Top 20 Deep Analysis
20
Deep-dive analysis with options, fundamentals, and technicals
Full fundamental scoring
Options flow analysis
Technical pattern recognition
Mean reversion check
⬇️
Final Picks
5
Stocks passing all filters with position sizing via Kelly criterion
Alpha score > threshold
Quality pass
Kelly position sizing
Regime-adjusted
📊 Tickers Per Stage
Russell 2000 Universe
50 of 1557 shown
MMM
AOS
ABT
ABBV
ACN
ADBE
AMD
AES
AFL
A
APD
ABNB
AKAM
ALB
ARE
ALGN
ALLE
LNT
ALL
GOOGL
GOOG
MO
AMZN
AMCR
AEE
AEP
AXP
AIG
AMT
AWK
AMP
AME
AMGN
APH
ADI
AON
APA
APO
AAPL
AMAT
APP
APTV
ACGL
ADM
ARES
ANET
AJG
AIZ
T
ATO
+1507 more
Price / Volume / Volatility Filter
50 of 100 shown
LITE
DAR
APA
APA
CIEN
CIEN
MU
MU
INTC
ALB
MRNA
SATS
TRGP
WDC
TER
COHR
COHR
STX
STX
MRVL
OXY
FANG
SNDK
ON
LRCX
LRCX
DAR
DOW
HAL
FCX
DVN
TPL
VLO
CRC
ARWR
ARWR
GEV
AMAT
VRT
KLAC
SLB
LYB
MPWR
BIIB
KEYS
GLW
AMD
AMD
DELL
ARM
+50 more
Top 100 Screened
50 of 100 shown
LITE
DAR
APA
APA
CIEN
CIEN
MU
MU
INTC
ALB
MRNA
SATS
TRGP
WDC
TER
COHR
COHR
STX
STX
MRVL
OXY
FANG
SNDK
ON
LRCX
LRCX
DAR
DOW
HAL
FCX
DVN
TPL
VLO
CRC
ARWR
ARWR
GEV
AMAT
VRT
KLAC
SLB
LYB
MPWR
BIIB
KEYS
GLW
AMD
AMD
DELL
ARM
+50 more
Top 20 Deep Analysis
20 of 20 shown
LITE
DAR
APA
APA
CIEN
CIEN
MU
MU
INTC
ALB
MRNA
SATS
TRGP
WDC
TER
COHR
COHR
STX
STX
MRVL
📈 Reduction Summary
1557
Russell 2000 Universe
100
Price / Volume / Volatility Filter
100
Top 100 Screened
20
Top 20 Deep Analysis
5
Final Picks
0.3% of universe makes the cut
(5 of 1557)