🏛️

Top 100 US Assets Screener

v38

Institutional Active Kelly (DD-Adjusted), Drawdown & Bounce, DD vs Avg, P/E & FCF Yield, and Risk-Adjusted Compounding.

🍑 The Bottoms ← Portfolio Studio

Live Data Fresh --

Synced: --

🔄

Average Drawdown 📉

-0.0%

100 stocks active

Floor Bargains (≤5%) 🎯

0 stocks ≤ 5% above bottom

Median Trailing P/E 📊

0.0x

Earnings Multiple

Median FCF Yield 💸

0.0%

Free Cash Flow / MktCap

⏳ Horizon:

📅 to

Baseline: All-Time (1985–Present)

In View: 192 / 192

🌐 Universe:

⚡ Parametric Quant Screener (Supports custom operators: >, <, ≥, ≤ or raw numbers)

Score≥

Dip≥

CAGR≥

Rarity≤

Bounce≥

Ulcer≤

DnVol≤

CVaR≥

RSI≤

200W≥

TL≤

Smooth≥

Pace≥

Sortino≥

Kelly≥

MinUp≥

R²≤

Insider≥

Strike≥

Disloc≤

ShYield≥

OpM≥

🔍

204 / 204 in View

Cap≥

Age≥

# ▲ Rank	Asset ↕ Company • Cap	QUANT SCORE • • •	52W & Weekly Radar • • • •	CAGR & Returns • • • • •	DCA & Yield • •	Drawdown / Bounce • •	DD RATIO & RARITY • •	MAX DD & RISK • •	Risk-Adj Return • • •	Alpha & Beta • •	Correlation • •	Capture Profile • •	Stress & Health • •	ATH & RECOVERY • •	Kelly Sizing •	Valuation • • •	Moat & Quality • •	CONSENSUS & FLOAT • •

🧺 Quant Custom Basket Studio 0 Assets • 0% Weight

Total Allocation Must sum to 100%

Allocated

Composite P/E

-- P/E

FCF Yield: --% Holdings: 0 Assets

Basket Drawdown 1.00x vs Avg

Current DD

0.0%

Max DD Risk

-0.0%

Avg Dip: -0.0% From Low: +0.0%

Kelly Leverage TV Aligned

Max Kelly (TV)

0.00x

Active Sizing

0.00x

CAGR: +0.0% Vol: 0.0% p.a.

Risk-Adjusted Quant Ratios

Calmar Ratio

0.00x

Sortino Ratio

0.00x

Sharpe: 0.00x DnVol: 0.0%

Solver Mode:

Constituents:

✅ Include:

🚫 Exclude:

1. 🎯 Min DD vs Avg:

2. 🛡️ Max Risk:

3. 🌊 Max Bounce:

4. 🚀 Min CAGR:

5. 🎯 Min Kelly:

6. 🧩 Max Avg ρ:

7. 🛡️ Max CVaR:

Ready to solve optimal basket from assets in view

MPT Diversified Risk Parity (ρ = 0.50)

Basket Constituents & Target Allocation: Adjust % weights below (Total: 100%)

🔍

📈 TradingView Spread Formula (Auto-Normalized):

Include Exchange (NASDAQ: / NYSE:)

Select 2 or more assets above to generate TradingView synthetic basket formula...

💡 Paste this formula directly into TradingView's ticker search box. Each asset is price-normalized by its current live price multiplied by its target weight percentage.

Keyboard Shortcuts & Navigation

MSFT

Constituent Pairwise Correlation Matrix

Portfolio Studio Pairwise Correlation Matrix