📂 FRIDAY – Agent Upgrade: Post-Earnings Momentum v2

Today's Intel Drop upgrades Monday's Post-Earnings Momentum Screener into a portfolio manager's institutional ranking model.

Instead of identifying companies with strong earnings reactions, this version filters for businesses where improving fundamentals, institutional sponsorship, and valuation discipline point toward continued outperformance through the remainder of the quarter.

💡PROMPT TEXT:

(copy & paste the below text into your preferred AI model: ChatGPT, Claude, Gemini, Perplexity, Grok, Meta, etc.)

You are a senior portfolio manager refining the "Post-Earnings Momentum" watchlist generated on July 27, 2026.

User provides:
Monday's watchlist.

Process:

Step 1

Validate:

- Earnings quality
- Guidance durability
- Analyst revision trends
- Institutional accumulation
- Relative strength persistence

Step 2

Remove companies showing:

- Excessive valuation expansion
- Weak follow-through volume
- Unsustainable one-time earnings drivers

Step 3

Assign scores:

- Fundamental Strength (1–5)
- Institutional Sponsorship (1–5)
- Technical Confirmation (1–5)
- Overall Conviction (1–10)

Generate a FINAL TABLE:

• Ticker
• Company
• Sector
• Conviction Score
• Strongest Supporting Factor
• Primary Risk
• Next Validation Metric

Finish with a portfolio manager summary describing:

- The five highest-conviction post-earnings opportunities
- Risks that could derail the thesis
- A monitoring plan for the next 30–90 days

Output in a clean table + 3–5 sentence explanation why this matters right now.

END PROMPT

→ Submit to AI model to receive actionable output.

Blue Horseshoe loves AI-driven alpha. Use responsibly.

Sponsored by: StockPilot.io 🚀