PHILOSOPHY — WHAT THIS TERMINAL IS, AND ISN'T

This is a hobby speculation terminal for a small, deliberately risky sleeve of capital — money whose total loss is accepted in advance. It is separate from, and no substitute for, professionally managed long-term savings. Nothing here is investment advice; it is a research aid built to one rule: never show a fabricated number.

The stocks — what's in, what's out

In: the ~1,000 members of the S&P MidCap 400 and SmallCap 600 — a rules-based universe maintained by S&P (size, liquidity, and a profitability requirement), refreshed here daily. Nothing is hand-picked.

Out: S&P 500 mega-caps (a conventional index fund already owns those), micro-caps and OTC tickers (where manipulation and dilution live), foreign listings, crypto, and new IPOs until an index committee admits them. The profitability screen keeps out the worst junk while preserving the volatility this sleeve is deliberately seeking.

The engine — in general terms

Candidates are ranked by published, peer-reviewed return anomalies — price momentum and proximity to prior highs — behind a trend gate that stands a name aside when it trades below its long-term average. The weights were chosen by backtesting real market history, not intuition. Ranked names are then enriched with live fundamentals, and a separate scoring layer issues verdict tags. When the data isn't there, the verdict is withheld — gaps are never filled with estimates.

Every number on screen is live from market data feeds or shown as "—" / N/A. Quotes are ~15 minutes delayed (free-tier data). Free feeds have coverage gaps; where they exist, the terminal says so instead of guessing.

The risks — read this part twice

1. Mid/small caps swing hard. Backtesting this exact approach through 2017–2026 produced drawdowns near -37% — and that window contained no 2000- or 2008-scale bear. Worse is possible.

2. Momentum crashes. The strategy's known failure mode is sharp reversals at regime turns. The trend gate softens this; nothing eliminates it.

3. Backtests flatter. Survivorship bias, post-publication factor decay, and costs mean the live result should be assumed meaningfully worse than any test shown here.

4. Signals are tendencies, not predictions. A top-ranked name is statistically more likely to outperform; any individual pick can and will fail. Verdict tags are prompts to investigate, never reasons to buy.

5. Concentration is a choice. Momentum clusters in hot sectors; the portfolio builder's sector cap exists because concentrated momentum books fall together when a theme breaks.

Size positions as if the worst backtest month happens the week after you buy. Paper-trade the engine before funding it. This terminal is honest about its data — it cannot be honest about the future.