algovision-report.md

AlgoVision daily report - 2026-09-15

Prices through 2026-09-15; 518 of 518 symbols. Every ticker links to its TradingView chart.

1. Insider buying (SEC Form 4, officers & directors, last 45 days)

Rule tested 2016-2026: purchase >= $100k in a beaten-down stock (below 200-day MA, 6-month return < -8%): +10% vs random entry over 60 bars, +15% over 120, hit ~68%, both halves of the decade. Purchases in uptrending stocks showed no edge and are listed for context only.

Beaten-down stocks (the tested setup)

symbolsectorlast filingcluster (2+ insiders/30d)insiders 30dbuystotalavg pricelast6mvs MA200CEO/CFObuyers
BSXHealth Care2026-08-26yes33$9.33M48.2743.87-37%-33%yesLUDWIG EDWARD J; Mahoney Michael F; Morano Susan E
APTVConsumer Discretionary2026-08-17yes45$8.20M4843.75-39%-33%yesAgnevall Hakan; CLARK KEVIN P; MEISTER PAUL M; Mahoney Sean O
TSCOConsumer Discretionary2026-08-05yes22$0.52M32.1333.03-31%-19%yesHawaux Andre J; Lawton III Harry A
CSGPReal Estate2026-08-05no11$2.49M29.8931.56-28%-26%yesFLORANCE ANDREW C
VSTUtilities2026-09-02no13$1.17M135.38141.53-12%-10%yesBURKE JAMES A
TSNConsumer Staples2026-09-08no11$1.00M51.552.55-13%-12%yesSchomburger Jeffrey K
IRIndustrials2026-08-05no11$1.00M86.6871.91-14%-12%Satpathy Aurobind
FISVFinancials2026-08-11no11$0.52M51.9550.02-13%-14%FRITZ LANCE M
CEGUtilities2026-08-13no11$0.42M278.62259.89-15%-11%CRANDALL ROGER W
PODDHealth Care2026-08-24no11$0.16M147.47139.24-38%-32%yesMcEvoy Ashley

Other stocks with insider purchases (context)

symbolsectorlast filingcluster (2+ insiders/30d)insiders 30dbuystotalavg pricelast6mvs MA200CEO/CFObuyers
UBERIndustrials2026-09-10yes23$15.31M72.5871.43-4%-6%yesKHOSROWSHAHI DARA; Macdonald Andrew
PFEHealth Care2026-08-12yes33$2.96M25.7727.55+7%+8%yesBLAYLOCK RONALD E; BOURLA ALBERT; Buckley Mortimer J
INTCInformation Technology2026-08-14no11$10.00M9597.14+112%+28%yesTAN LIP BU
AONFinancials2026-09-03no16$6.55M327.48304.67-6%-9%KNIGHT LESTER B
CVNAConsumer Discretionary2026-08-04no12$1.54M61.866.9+9%-9%MAROONE MICHAEL E
WELLReal Estate2026-08-27no12$1.20M240.76232.76+12%+10%Gundlach Andrew
AMEIndustrials2026-08-12no11$1.02M255.85234.45+9%+3%Stanage Nick L
MSCIFinancials2026-09-04no11$1.00M560544.6-0%-4%Taneja Rajat
ECLMaterials2026-09-14no11$0.93M276.58274.6+1%+1%Green Eric Mark
BGConsumer Staples2026-08-04no12$0.69M106.01121.76-0%+7%Mahoney Christopher
AMTReal Estate2026-08-25no11$0.50M177177.71-2%+1%Kalathur Rajesh
NVRConsumer Discretionary2026-08-11no11$0.41M6431.516257.45-5%-8%Oliver George
KDPConsumer Staples2026-08-27no11$0.25M31.8331.49+16%+9%Alt Aaron E
AREReal Estate2026-08-19no11$0.23M46.2852.93+13%+7%MARCUS JOEL S
DVNEnergy2026-09-14no11$0.20M51.0851.33+11%+18%yesGaspar Clay M
CINFFinancials2026-08-27no11$0.17M171.64171.67+4%+3%Debbink Dirk J
JBLInformation Technology2026-08-05no11$0.15M299.63296.05+15%+0%Tyagarajan N. V.
ETRUtilities2026-08-06no11$0.11M106.08102.92-2%-2%Ropp Ralph Lewis
MOConsumer Staples2026-09-11no11$0.10M67.6269.81+7%+7%McQUADE KATHRYN B.

4047 officer/director open-market trades scanned.

2. Short-horizon signals

News-day rule (>=4% gap on >=3x volume in a beaten-down stock, last 5 bars; hold ~60 bars; tested +6-7% vs random)

symbolnews_datebars_agogapvolume_ratioret_6mdist_ma200last_closesince_newsbars_leftsector
AXON2026-09-150-5.1%3.7x-9.7%-12.3%442.08+0.0%60Industrials
COO2026-09-103-18.3%9.0x-26.5%-26.0%53.27-1.7%57Health Care
CASY2026-09-094-14.5%7.3x-8.7%-13.5%587.14-6.7%56Consumer Staples

Falling Wedge in beaten-down stocks (confirmed = broke out within 5 bars; forming = still inside; hold ~20 bars; tested +3% vs random)

symbolstatusscorestartendbreakoutlevelstoplast6mvs MA200
TXTconfirmed0.772026-07-152026-09-112026-09-1178.3178.1780.72-11%-10%
DUKforming0.822026-07-282026-09-15119.3117.82117.77-10%-4%
STZforming0.812026-03-092026-09-15131.79120.58123.62-17%-14%
NRGforming0.82026-02-252026-09-15120.99101.99105.99-30%-27%
SOforming0.82026-07-282026-09-1587.8285.8185.95-12%-6%
CMSforming0.792026-07-282026-09-1568.2565.9465.92-14%-9%
EXCforming0.792026-07-212026-09-1543.6542.0242.19-15%-6%
LNTforming0.772026-07-242026-09-1568.0266.2465.99-8%-5%
ATOforming0.742026-07-282026-09-15166.08162.38162.04-13%-7%
HONforming0.742026-07-302026-09-15204.61195.04203.44-17%-11%
NEEforming0.742026-07-282026-09-1583.2380.5781.07-11%-6%
PEGforming0.742026-06-262026-09-1572.8170.1370.42-16%-10%
YUMforming0.742026-06-222026-09-15152.63139.85140.77-12%-8%
FEforming0.732026-07-282026-09-1546.5744.9745.33-11%-3%
MCDforming0.732026-08-132026-09-15257.39250.83252.78-22%-13%
CRHforming0.712026-06-102026-09-1592.1387.787.69-14%-20%
LHXforming0.72026-07-282026-09-15253.42246.38249.66-31%-20%
TSNforming0.72026-05-052026-09-1557.7451.0152.55-13%-12%
VRSKforming0.72026-07-232026-09-15186.3167.53180.08-12%-7%
IDXXforming0.682026-08-042026-09-15514.14496.43510.73-13%-15%
PEPforming0.682026-04-172026-09-15140.44131.9135.5-12%-7%
ROLforming0.682026-07-232026-09-1535.534.0233.77-38%-34%
XYLforming0.672026-07-232026-09-15107.97103.79107.5-11%-12%
ALGNforming0.662026-07-272026-09-15157.33147.99147-13%-14%
DTEforming0.652026-07-242026-09-15135.74130.77130.4-12%-7%
WECforming0.652026-06-012026-09-15107.47103.2103.51-11%-6%
NKEforming0.632026-08-172026-09-1536.5736.2336.22-33%-27%
DOVforming0.622026-08-252026-09-15190.28183.38188.97-8%-10%
PPLforming0.622026-08-072026-09-1534.9333.1933.23-13%-7%
TMUSforming0.622026-01-212026-09-15188.15163.17180.47-15%-6%

3. Growth screen (top 15, max 3 per sector)

Growth 40% (revenue yoy, 3y CAGR, EPS yoy, margin change), quality 20%, momentum 25% (the only backtested block), valuation 15%. Not investment advice; the fundamental blocks are untested and are being forward-tested in the journal.

symbolsectorscorerev yoy3y CAGRop marginFCF margin12-1 momfwd P/EPEGcaution
SNDKInformation Technology0.95+372%+49%+62%+57%+1805%7cyclical peak
MUInformation Technology0.9+346%+7%+66%+29%+519%60.1cyclical peak
WDCInformation Technology0.87+44%+27%+36%+27%+422%220.9
FIXIndustrials0.79+50%+30%+16%+19%+136%270.6
EXPEConsumer Discretionary0.78+14%+8%+17%+28%+51%120.7
APOFinancials0.78+64%+43%+25%+26%+3%120.5
COFFinancials0.75+27%+16%+48%+3%90.2
FANGEnergy0.75+51%+16%+36%+22%+51%1125.2cyclical peak
LLYHealth Care0.75+48%+32%+50%+17%+57%241.1
INCYHealth Care0.75+38%+15%+32%+32%+45%1410.8
ASML(NASDAQ-only)0.74+21%+16%+35%+25%+128%281.5
ALLFinancials0.72+11%+10%+18%+32%91.9
NEMMaterials0.72+15%+24%+55%+38%+50%122.8
ALAB(NASDAQ-only)0.71+104%+120%+23%+23%+40%45
EOGEnergy0.71+59%-9%+35%+25%+25%101.4cyclical peak

Why (top 5):

  • SNDK: revenue +372% yoy (3y CAGR +49%); op margin +62% (+75.8% vs last year), FCF margin +57%; ROE +73%; 12-1 momentum +1805% (above 200-day MA, +46%), 1y drawdown -34%; CAUTION: growth far above the 3-year trend, likely a cyclical peak; fwd P/E 7
  • MU: revenue +346% yoy (3y CAGR +7%); EPS +1368% yoy; op margin +66% (+57.0% vs last year), FCF margin +29%; ROE +50%; 12-1 momentum +519% (above 200-day MA, +47%), 1y drawdown -24%; CAUTION: growth far above the 3-year trend, likely a cyclical peak; fwd P/E 6, PEG 0.14
  • WDC: revenue +44% yoy (3y CAGR +27%); EPS +989% yoy; op margin +36% (+16.7% vs last year), FCF margin +27%; ROE +105%; 12-1 momentum +422% (above 200-day MA, +8%), 1y drawdown -45%; fwd P/E 22, PEG 0.85
  • FIX: revenue +50% yoy (3y CAGR +30%); EPS +92% yoy; op margin +16% (+3.3% vs last year), FCF margin +19%; ROE +45%; 12-1 momentum +136% (above 200-day MA, +4%), 1y drawdown -24%; fwd P/E 27, PEG 0.56
  • EXPE: revenue +14% yoy (3y CAGR +8%); EPS +189% yoy; op margin +17% (+5.0% vs last year), FCF margin +28%; ROE +168%; 12-1 momentum +51% (above 200-day MA, +13%), 1y drawdown -13%; fwd P/E 12, PEG 0.74

Sector concentration in the top 15: Information Technology 3, Financials 3, Energy 2, Health Care 2, (NASDAQ-only) 2, Industrials 1, Consumer Discretionary 1, Materials 1

4. Forward test (journal)

Running results

falling_wedge_beaten_down (expected: +3% vs random, hit ~60% (docs/research_falling_wedge.md))

  • logged: 3, closed: 0, open: 3
  • open trades mark-to-market: mean -0.01%, hit 67%
  • SPY over the same holding periods: mean -0.56% (excess +0.55%)

growth_top10 (expected: long-horizon growth screen, judged against SPY over the same period (docs/growth_screen.md))

  • logged: 11, closed: 0, open: 11
  • open trades mark-to-market: mean -5.36%, hit 18%
  • SPY over the same holding periods: mean -1.52% (excess -3.84%)

insider_buy_beaten_down (expected: +10% vs random at 60 bars, +15% at 120, hit ~68% (docs/research_insiders.md))

  • logged: 1, closed: 0, open: 1
  • open trades mark-to-market: mean +0.44%, hit 100%
  • SPY over the same holding periods: mean -0.88% (excess +1.32%)

newsday (expected: +6-7% vs random, hit ~62% (docs/research_anomalies.md))

  • logged: 6, closed: 0, open: 6
  • open trades mark-to-market: mean -1.64%, hit 20%
  • SPY over the same holding periods: mean -0.99% (excess -0.65%)

Open positions

rulesymbolsignal_dateentry_dateentry_pricebars_elapsedhold_barsret
falling_wedge_beaten_downVST2026-09-022026-09-03145820-2.39%
newsdayLULU2026-09-042026-09-08100.58660-2.20%
newsdayFICO2026-09-042026-09-08920.51660+7.11%
growth_top10SNDK2026-09-042026-09-081769.436250-13.48%
growth_top10MU2026-09-042026-09-081036.46250-10.50%
growth_top10WDC2026-09-042026-09-08480.016250-14.18%
growth_top10FIX2026-09-042026-09-0816396250-3.80%
growth_top10EXPE2026-09-042026-09-08296.56250-1.15%
growth_top10LLY2026-09-042026-09-0811336250+0.27%
growth_top10INCY2026-09-042026-09-08124.116250-1.91%
growth_top10COF2026-09-042026-09-08217.436250-4.87%
growth_top10ASML2026-09-042026-09-081774.356250-10.31%
growth_top10FANG2026-09-042026-09-08201.836250+4.80%
growth_top10APO2026-09-042026-09-08132.056250-3.82%
newsdayHWM2026-09-082026-09-09232.71560-3.45%
newsdayCASY2026-09-092026-09-10632460-7.10%
falling_wedge_beaten_downTXT2026-09-092026-09-1079.3599420+1.71%
insider_buy_beaten_downTSN2026-09-082026-09-0952.325120+0.44%
newsdayCOO2026-09-102026-09-1154.66360-2.54%
falling_wedge_beaten_downTXT2026-09-112026-09-1480.19220+0.66%
newsdayAXON2026-09-15nan60

Systematic screens and a forward test, not investment advice. Survivorship bias applies to all backtests (today's index members); see docs/research*.md for methods and caveats.