700+ stocks across S&P 400/500 & Nasdaq 100. Four independent signals. One conviction score. Every qualifying setup gets a full stock or options trade card in your inbox by 9:32 AM ET.
The algo runs two steps every trading day — a pre-market scan at 9:00 AM ET and a final options analysis at 9:30 AM ET. Stock and options trade cards hit your inbox by 9:32 AM ET.
700+ stocks across S&P 400, S&P 500, and Nasdaq 100 are loaded via Amora Edge with live price, volume, and EMA data.
Each stock is scored 0–100 across EMA crossover, RSI zone, Relative Strength vs SPY, and Volume Surge. Takes about 8 seconds per batch.
Only stocks scoring 65+ advance. On a typical day that's 15–40 stocks. On high-breadth days, up to 60. Ranked by composite score.
Live options chains pulled from Massive/Polygon API for every qualifying ticker. ATM strikes, IVR, open interest, bid/ask spreads.
Any setup with IVR ≥ 90 is automatically rejected. Buying options at peak IV destroys edge — the filter is non-negotiable.
Final stock and options trade cards — entry range, target, stop, Greeks, and position sizing — hit your dashboard and inbox. Done before market open.
Each signal is independently scored 0–25 points. A stock must hit 65+ total to advance to options analysis. Click any signal to see exactly how points are awarded.
The algo checks whether price is above both the 20-day and 50-day Exponential Moving Averages. EMA crossovers identify sustained directional momentum — not short-term noise.
RSI (Relative Strength Index) measures the speed and magnitude of price changes on a 0–100 scale. The algo targets the "momentum zone" — neither oversold panic nor overbought exhaustion.
RS measures how a stock has performed versus the S&P 500 ETF (SPY) over the past 20 trading days. A positive RS% means the stock is attracting more capital than the broad market.
The Volume Surge ratio compares today's volume to the 20-day average. High relative volume confirms that institutional participants are actively buying — not just retail noise.
Each signal contributes up to 25 points. Minimum 65 to advance.
Only stocks passing the 65-point threshold reach this stage. Here the algo fetches live options data from the Massive/Polygon API and selects the optimal contract.
Targets the ATM strike with 25–45 DTE (days to expiration). Near-term expiry = higher gamma. Far-term = theta drag. The 25–45 window maximises directional leverage with manageable decay.
Delta (directional exposure), Theta (daily decay cost), Vega (IV sensitivity), and Gamma (rate of delta change) are calculated and displayed in every trade card so you know exactly what you're buying.
IVR is calculated against a 252-day rolling window. Any setup with IVR ≥ 90 is automatically rejected — buying options when IV is at its yearly high is a losing strategy regardless of direction.
Recommended position size is calculated as 1–3% of your account size (set in your dashboard). Sizing adapts to the composite score — higher conviction setups can take a slightly larger allocation.
Only setups with IVR below 90 advance. High IVR means options are expensive — buying overpriced options destroys edge.
Moderate IV
Backtesting across 500+ closed trades showed that setups scoring 65+ produced significantly better win rates than lower-scoring setups. The threshold balances selectivity (not too few picks) with quality (not too many marginal setups). On days with fewer qualifiers, the algo delivers fewer picks — it never forces a trade.
Every qualifying setup produces a full trade card with signal breakdown, options contract details, entry range, target, stop, Greeks, and position sizing.
A bid/ask midpoint range rather than a single price — so you can set a limit order and not overpay.
Target is calculated at the next major resistance. Stop is set at 50% of premium — the point where continuing to hold costs more than exiting.
Delta tells you how much the option moves per $1 of stock move. Theta tells you how much you pay per day just to hold. These are shown so you can make an informed decision — not just follow blindly.
Calculated as 1–3% of your account size, with the percentage tied to the composite score. An 84-score setup gets a slightly larger allocation than a 67-score setup.
The algo scans for momentum — which is naturally scarcer in bear markets. It delivers fewer picks (or none) when fewer stocks meet the 65-point threshold. That's by design. No manufactured setups.
Yes. Every trade card includes a full signal breakdown showing the exact score for EMA, RSI, RS, and Volume. You can audit every pick.
The signal weights were calibrated on historical data. The 65-point threshold, IVR cutoff, and position sizing rules were all derived from backtesting across 500+ closed trades.
Every trade card is a signal, not an order. You review the Greeks, the signal scores, and the market context and make your own decision. The algo surfaces the setup — you control the execution.
Every trading day. The algo fires at 9:00 AM and 9:30 AM ET. On low-momentum days it may deliver 2–3 picks. On strong-breadth days, up to 10.
The LSTM layer (activates at 50 closed trades) adds a learned confidence multiplier on top of the existing score — it doesn't replace the four signals. It learns from outcomes to weight which signal combinations have historically produced the best results.
The Morning Brief lands in your dashboard and inbox every trading day by 9:30 AM ET — with full trade cards, signal breakdowns, and position sizing.