SOLS Solstice Advanced Materials Inc.

Materials · doubler · MEDIUM confidence
48.0
Alpha Score
Price
$81.30
Win Prob
68%
Half-Kelly
10.0%
Shares
123

📊 Scoring Waterfall

Each factor's weighted contribution to the total alpha score. Formula: contribution = (raw / max) × weight × 100

Fundamentals
0 / 20 · weight 15% · 0.00 pts
Momentum
1.0 / 1.0 · weight 15% · 15.00 pts
Options
7 / 20 · weight 15% · 5.25 pts
Implied
0.68 / 1.0 · weight 10% · 6.80 pts
Volume
0 / 2 · weight 10% · 10.00 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 78.0

🎯 Factor Radar

📉 Entry Signal

Signal Type
PULLBACK
Entry Zone
$79.46 – $81.30
Signal Strength
4/5
ATR (14)
$3.24

🛡️ Trailing Stops

Initial Stop
$73.17
-10.0%
Trail at +50%
$91.46
Trail at +100%
$138.21
Stop Type
atr (12.0%)

📐 Kelly Criterion

Win Probability (p) 0.68
Avg Win (b) 0.70
Avg Loss 0.10
Win/Loss Ratio 7.000

Formula
f* = (p×b - q) / b
= f* = (0.68 × 7.00 - 0.32) / 7.00 = 63.4%

Full Kelly 63.4%
Half-Kelly ✅ 31.7%
📝 capped at 10% (MEDIUM confidence)

Suggested Shares 123
Position Size 10.0%

📊 Options Flow

IV Rank 35.5
IV Current 0.63
P/C OI Ratio 4.78
P/C Vol Ratio 0.08
IV Regime normal
Squeeze No
Analyst Target $83.83
Analyst Upside +3.1%
Rating Buy

📅 Earnings Risk

Earnings Date 2026-05-06
Days Away 10 days
Risk Flag ⚠️ Yes

🎯 Confidence Factors

outperforming sector
oversold bounce setup
earnings within 2 weeks