LITE Lumentum Holdings Inc.
Technology · doubler · MEDIUM confidence
158.0
Alpha Score
Price
$881.64
Win Prob
80%
Half-Kelly
10.0%
Shares
11
📊 Scoring Waterfall
Each factor's weighted contribution to the total alpha score. Formula: contribution = (raw / max) × weight × 100
Fundamentals
5 / 20
· weight 15%
· 3.75 pts
Momentum
1.0 / 1.0
· weight 15%
· 15.00 pts
Options
8 / 20
· weight 15%
· 6.00 pts
Implied
0.8 / 1.0
· weight 10%
· 8.00 pts
Volume
0 / 2
· weight 10%
· 3.30 pts
Relative Strength
0 / 3
· weight 10%
· 2.50 pts
Technical
12 / 15
· weight 10%
· 8.00 pts
Pattern
20.0 / 20
· weight 5%
· 5.00 pts
Mean Reversion
0 / 2
· weight 5%
· 2.50 pts
Quality
3 / 5
· weight 5%
· 3.00 pts
🚀 Doubler Bonus: +20.0 pts
Stocks that have doubled in price get a 20-point bonus in the doubler-first strategy
Total Alpha Score
77.0
🎯 Factor Radar
📉 Entry Signal
Signal Type
PULLBACK
Entry Zone
$829.74 – $881.64
Signal Strength
4/5
ATR (14)
$67.66
🛡️ Trailing Stops
Initial Stop
$793.48
-10.0%
Trail at +50%
$991.85
Trail at +100%
$1498.79
Stop Type
atr (23.0%)
📐 Kelly Criterion
Win Probability (p)
0.80
Avg Win (b)
0.80
Avg Loss
0.10
Win/Loss Ratio
8.000
Formula
f* = (p×b - q) / b
= f* = (0.80 × 8.00 - 0.20) / 8.00 = 77.5%
Full Kelly
77.5%
Half-Kelly ✅
38.8%
📝 capped at 10% (MEDIUM confidence)
Suggested Shares
11
Position Size
9.7%
📊 Options Flow
IV Rank
25.7
IV Current
1.07
P/C OI Ratio
1.84
P/C Vol Ratio
1.17
IV Regime
normal
Squeeze
No
Analyst Target
$832.04
Analyst Upside
-5.6%
Rating
Buy
Unusual Activity
CALL $910.0
Vol: 297 / OI: 41
7.2x
CALL $915.0
Vol: 468 / OI: 40
11.7x
CALL $950.0
Vol: 853 / OI: 136
6.3x
CALL $970.0
Vol: 282 / OI: 15
18.8x
PUT $597.5
Vol: 108 / OI: 14
7.7x
PUT $635.0
Vol: 125 / OI: 9
13.9x
📅 Earnings Risk
Earnings Date
2026-05-05
Days Away
9 days
Risk Flag
⚠️ Yes
🎯 Confidence Factors
●
outperforming sector
●
oversold bounce setup
●
earnings within 2 weeks