RUN #2 · data 2026-07-28 close · updated Tue Jul 28 6:25pm ET / 3:25pm PT · next update due Wed Jul 29 ~6:10pm ET / 3:10pm PT
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Daily screen — Run #2 — Tue Jul 28, 2026

Data: 2026-07-28 close · Generated Tue Jul 28 6:25pm ET / 3:25pm PT · NEXT UPDATE DUE: Wed Jul 29 ~6:10pm ET / 3:10pm PT.

If you're reading this ≥2h past that and the date above hasn't changed, this digest is STALE — check the scheduled task. Archive of all runs: screens/ in this project. Live site: https://mntmdaily.report

Changed since previous run (2026-07-27)

  • Value screen: in — · out CMCSA, RCI, SUZ
  • Momentum top-10: in ACN, IQV, IT, SAP · out ARWR, GM, LMT, SMCI
  • Action flips: KEP (short candidate → long-watch), BCE (short candidate → long-watch), EXE (short candidate → long-watch), VICI (short candidate → long-watch), THC (caution → long, 21-day hold), JBS (skip → long, 21-day hold)
  • Sleeves REBALANCED today (formed 2026-07-28)

    • Today's actions (15-year-calibrated rules)

  • LONG, 21-session hold: THC, IP, IQV, SW, ALLE, JBS, WAB
  • SKIP (below own 200-SMA): ACN, SAP, IT
  • LONG-WATCH (value screen): KEP, BCE, EXE, VICI

    • Value screen

    tkrpriceP/Evs 52w lowvs 200-SMA
    KEP$11.642.48+2.8%-26.6%
    BCE$21.814.55+4.5%-7.0%
    EXE$88.527.58+1.8%-13.1%
    VICI$27.109.28+4.5%-2.2%

    Momentum top-10

    tkr5-dayRSIvs 200-SMAaction
    THC+33.7%81+31.7%long, 21-day hold
    IP+21.3%74+16.0%long, 21-day hold
    IQV+20.5%80+23.4%long, 21-day hold
    SW+18.0%70+25.1%long, 21-day hold
    ALLE+17.4%78+6.6%long, 21-day hold
    ACN+16.9%66-20.9%skip
    JBS+16.6%73+2.6%long, 21-day hold
    SAP+16.1%65-11.1%skip
    WAB+16.0%75+26.9%long, 21-day hold
    IT+15.6%63-15.9%skip

    Factor sleeves (monthly rebalance)

    Formed 2026-07-28 · universe 842 names · next rebalance: first run of next calendar month.

  • 12-1 momentum top-25: SNDK, BE, WDC, MU, LITE, HUT, STX, CIEN, TSEM, INTC, ARWR, DOCN, NBIS, TTMI, TER, RVMD, COHR, ALAB, GLW, VSAT, IREN, LRCX, MKSI, ECHO, ASX
  • Low-vol quintile (168 names, first 20): EA, BRK-B, FTS, WBD, MPLX, ATO, REG, RY, DUK, ET, WEC, AFL, EVRG, FE, PNW, ED, O, CNP, L, OGE … (full list in screens JSON)

    • Context

    SPY 740.86 (below 21-day EMA — informational only; not predictive in backtests) · universe 851 names ≥$10B.

    Reference: 15-year PIT backtest — 40/60 mom121/low-vol barbell Sharpe 0.93 vs SPY 0.87 (claude/factor-tests-2026-07-28.md). Mechanical output; not investment advice.