Methodology
The weekly universe
Each week, the pipeline rebuilds its candidate universe from scratch: every stock with a real technical trigger that week and a clean data-quality verdict. No fixed reference library, no matching against a fixed set of past examples.
The model
A machine learning model trains fresh every single week against a rolling window of recent history, then is discarded the moment that week's ranking is done — there is no persisted version carried from one week to the next. Four independently-trained models, each looking back a different length of time, vote together on every candidate; their averaged score is what ranks the week's candidates.
A candidate isn't published just for scoring well against its own week's field — it also has to clear a rolling confidence bar, measured against the trailing year of scores. Most weeks all 3 slots fill; some weeks fewer candidates clear the bar, and fewer get published.
Outcomes and the 12-week window
A candidate's outcome is not written until 12 weeks have elapsed. The metric is maximum favourable excursion (MFE) - the highest return the stock reached at any point within 30 weeks of the scan date. Outcome files are written once and never edited, enforced at the code level.
All figures from the real, unedited candidate and outcome record — see the full portfolio simulations for a year-by-year breakdown against major indices.