📂 MONDAY – Cash-Flow Momentum Screen: “Quiet Compounders Into Year-End”
A year-end screener focused on cash-flow-rich stocks that tend to hold up—and quietly outperform—during thin December trading.
📂 FRIDAY – Agent-Level Upgrade: Pre-FOMC Volatility Compression v2
A multi-step refinement of Monday’s volatility-compression list, producing a PM-ready shortlist for post-FOMC trades.
📂 THURSDAY – Portfolio Stress Test: “Downside Capture Audit”
A portfolio risk audit that evaluates how your holdings behave during market drawdowns.
📂 WEDNESDAY – Sector Scanner: “Year-End Window Dressing Detection”
A sector-level scanner revealing which industries are being distorted by year-end institutional flows.
📂 TUESDAY – Single-Stock Deep Dive: “Earnings Drift Exploitation Framework”
A post-earnings drift analysis framework to evaluate whether a recently reported stock is likely to trend further.
📂 MONDAY – Event-Driven Watchlist: “Pre-FOMC Volatility Compression Targets”
A pre-FOMC volatility-compression screener designed to identify stocks primed for post-announcement expansion moves.
📂 FRIDAY – Agent-Level Upgrade: Quality Compounders v2
A multi-step agent-style upgrade that sharpens Monday’s Quality Compounders list into a PM-ready short list.
📂 THURSDAY – Portfolio X-Ray: Hidden Macro Fragility Check
A portfolio X-ray prompt that uncovers hidden rate and macro fragilities inside your positions.
📂 WEDNESDAY – Sector Winners if the Fed Blinks
A sector-level macro scan to identify which industries benefit most if the Fed pivots in December.
📂 TUESDAY – Earnings Week Hedge-Fund Teardown Protocol
A hedge-fund-style teardown prompt for analyzing any stock reporting earnings this week.
📂 MONDAY – Pre-FOMC Quality Compounders Watchlist
A fundamentals-first AI screener for investors seeking high-quality compounders ahead of December’s FOMC decision.