Equity Factor Screener Factors add-on
The published multibagger factor recipe (Yartseva 2025, 464 US 10×-baggers 2009–2024), coded as a screen for the equity sleeve (alpaca / ibkr / tradier / robinhood-agentic): Free-Cash-Flow yield #1, small-cap, high book-to-market, buy near the 12-month low, rate-aware. Finviz Elite is $39.50, Koyfin Plus $39, QuantConnect $60 — our Factors add-on is $39/mo. Every candidate still runs the full 23-gate integrity battery before promotion. Demo screen shown.
Factor weights (from the paper)
| Factor | Signal | Edge |
|---|---|---|
| FCF yield | FCF / Price (high) | #1 driver |
| Size | mkt-cap < $250M | +37.7%/yr |
| Value (B/M) | book/market > 1 | +23.6% |
| Entry timing | near 12-mo LOW | reversal |
| Rate regime | Fed rising | −10.1% next-yr |
Demo screen — ranked candidates
| Ticker | FCF yld | Mkt cap | B/M | % off 12mo-hi | Score |
|---|---|---|---|---|---|
| DEMO-A | 11.2% | $180M | 1.8 | −41% | 94 |
| DEMO-B | 8.7% | $230M | 1.3 | −33% | 81 |
| DEMO-C | 6.1% | $95M | 2.1 | −28% | 77 |
| DEMO-D | 9.4% | $1.9B | 0.7 | −4% | 42 (near hi) |
Data: EDGAR 13F holdings + fundamentals. Survivorship-selected sample — every candidate is gated (PBO/DSR/CPCV/reality-check/conformal) before it earns capital. Slow factor edges are wired to theta-exit so capital still recycles.
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