Methodology

How the Stock Alpha Scanner finds opportunities

The 5-Step Pipeline

Every Monday before markets open, an automated pipeline scans 229+ stocks across 6 major indices and generates actionable signals.

1
Fetch
Pull price, fundamentals & technicals via yfinance
229+ stocks
2
Score
5-factor model: Value, Quality, Momentum, Catalyst, Liquidity
max 100 pts
3
Research
AI reads latest news, filings & analyst reports
Perplexity AI
4
Evaluate
Combine score + research into BUY, HOLD, or AVOID
+ stop & target
5
Publish
Dashboard updates & Telegram alert sent
every Monday
229+ stocks from 6 indices (AEX, DAX, CAC40, FTSE100, DJIA, NASDAQ)
Top 10 scored above threshold
10 HOLD

5-Factor Scoring Model

Each stock is scored on 5 factors, totaling up to 100 points. The model identifies stocks that combine undervaluation, rising momentum, and real-world catalysts.

Value 25 pts
Measures how cheap a stock is relative to its sector peers.
  • P/E ratio vs sector median
  • P/B ratio vs sector median
  • Dividend yield above average
Quality 25 pts
Evaluates the financial health and profitability of the company.
  • Return on Equity (ROE)
  • Debt-to-Equity ratio
  • Dividend track record
  • Forward PE improvement
Momentum 25 pts
Captures price trend strength and technical positioning.
  • 6-month and 12-month returns
  • Price vs SMA 50 & 200
  • RSI in optimal zone (40-70)
Catalyst 15 pts
Identifies upcoming events that could drive price movement.
  • Earnings within 30/60 days
  • Priority sector exposure
  • Recovery potential (>20% below 52-week high)
Liquidity 10 pts
Ensures the stock is tradeable with sufficient market depth.
  • Market cap above $10B
  • Above-average trading volume
  • Major index membership

Signal Generation

After scoring, top stocks are researched by AI (Perplexity) to verify the quantitative signal with real-world context. The final signal combines both:

BUY Signal

Requires bullish AI research (high confidence) + alpha score above 60, or bullish research (medium confidence) + score above 70. Includes stop loss (2x ATR below price) and take profit (3x ATR above price).

HOLD Signal

Stocks with potential but not enough conviction for a full BUY. Either the AI research is neutral, confidence is low, or the score is borderline.

AVOID Signal

AI research returned bearish sentiment with medium-to-high confidence. Negative catalysts, deteriorating fundamentals, or significant downside risk identified.

Stock Universe

The scanner covers 229+ stocks across 6 major indices, focused on liquid, large-cap names available on DeGiro.

AEX 25
25 stocks · Amsterdam
DAX 40
40 stocks · Frankfurt
CAC 40
40 stocks · Paris
FTSE 100
100 stocks · London
DJIA
30 stocks · New York
NASDAQ
15 stocks · Select

Adaptive Learning

The model tracks every prediction and evaluates outcomes at 30, 60, and 90-day windows. If a factor consistently correlates with correct predictions, its weight gets boosted. Poor-performing factors get reduced.

This creates a feedback loop where the scanner improves over time based on real market outcomes rather than theoretical backtests.

View current model performance →

Data Sources

Market Data: Yahoo Finance (yfinance) for price, fundamentals, and technicals.

Supplementary Data: Twelve Data API for additional market data.

AI Research: Perplexity Sonar Pro for real-time news, analyst reports, and sentiment analysis.

Important Disclaimer

This scanner generates signals for informational purposes only. It is not financial advice. Past performance does not guarantee future results. Always do your own research before making investment decisions. The scanner is designed for signal generation only and does not execute trades.

Stay Updated

Telegram alerts are sent automatically for BUY signals after each scan.