JEF
Jefferies
Screener candidate detail · 4 active archetypes
Active
4
archetypes
History
50
rows
Days on list
28
oldest active
Screener Funnel
✓Fired
8 archetypes
✓S1 signal
reached primed
✓S2 deep set
conviction stamped
○Promoted
not promoted
Stages a name passes through: fired an archetype → reached an S1 signal (state ≥ partial) → entered the S2 deep-enrichment set (conviction stamped) → promoted to the watchlist. Each step is "ever reached" across this name's recorded history (capped at 60 rows — a very long-lived name's earliest episodes may fall outside this window).
Active Candidacies
A4 · Pre-Catalyst Coilingpartialpersisting
score: 0.139confluence: 2days: 28as of 2026-09-10
Triggers:rvol_pctile 7.2 (tight ≤20)quality:passNR7: confirmedcatalyst: no upcoming date foundNOTE: vol setup — resolves both ways (not directional)iv_pctile:no_options_data (co_options_daily absent — sparse by design; score = rvol×proximity only)
Dislocation:
Realized Vol Pct 1y
7.17
Inside Day
No
Nr7
Yes
Days To Catalyst
—
Proximity Factor
0.00
Iv Pctile
—
Options Legs Enabled
Yes
Gate pass
Yes
Regime at flag: CAUTIOUS
A2 · Oversold Sympathyprimednew
score: 0.496confluence: 1days: 1as of 2026-09-11
Triggers:ret_1d -3.1%quality:passunexplained:idiosyncratic — real A2 (attribution_confidence=low; low confidence here = HIGH A2 conviction)no_own_news (weak flag — store coverage limited)borrowed_drop -3.41pp (unexplained)sector_explained 1.32×+0.3%=+0.3pp
Dislocation:
1-day return
-3.08%
1-day return
-3.08%
Beta (60d)
1.32
Sector return (1d)
0.25%
Sector return
0.25%
Borrowed drop
-3.41%
Own news
No
Newsless
Yes
Regime at flag: CAUTIOUS
A6 · Vol Mispricingpartialpersisting
score: 0.496confluence: 1days: 3as of 2026-09-11
Triggers:quality:passhist_earnings_move 2.5% (weighted avg of 8 events, w=0.7)catalyst 17d awayimplied_move:unavailable (options enabled but no data)vol_edge: pending implied_move data
Dislocation:
Hist Earnings Move
2.49
N Events Used
8.00
Days To Catalyst
17.00
Implied Move
—
Vol Edge
—
Options Legs Enabled
Yes
Gate pass
Yes
Recency Weight
0.70
Regime at flag: CAUTIOUS
N3 · Failed Breakoutprimednew
score: 0.258confluence: 1days: 1as of 2026-09-10
Triggers:quality:passrecent_breakout_above:sma20failure_bar:-2.4%failure_vol:weak:0.76sustained_below
Dislocation:
Breakout Level
sma20
Dist 52w High
-0.21
Sma Dist 20
0.01
Recent Push
Yes
Below Level
Yes
Failure Bar
Yes
Sustained Below
Yes
1-day return
-2.42%
Regime at flag: CAUTIOUS
Promote to Watchlist
Seeds the company layer immediately; full deep-data scaffold runs in the background.
Lifecycle Timeline
One strip per archetype, oldest → newest. Each cell is a trading day the screener recorded this name; color = lifecycle status. A ● marks a day the name was in the buy zone (ripeness confirmed/loaded); a left gap marks the start of a new candidacy episode.
A2 · Oversold Sympathylong recoveryactive
10 days
A6 · Vol Mispricinglong recoveryactive
3 daysripe: Confirmed
A4 · Pre-Catalyst Coilinglong recoveryactive
10 days
N3 · Failed Breakoutshort fragilityactive
4 days
N6 · PEAD Miss Drift
5 days
N2 · Overextended Blowoff
4 days
A3 · Positioning Extreme
4 days
A5 · Mechanical Reversion
10 days
newpersistingdecayedexitedpromotedunknownripe day
Realized Episodes
Each completed candidacy graded as a "would-have" trade: entered when the archetype began flagging this name, exited when the screener dropped it. Return is direction-adjusted and market-adjusted (minus SPY, where available) — hindsight, not advice. Open episodes are marked-to-market and excluded from the tally.
Closed: 4/10 directionally right · mean -4.0%
A6 · Vol Mispricinglong recovery2026-09-10 → open2 bars
-5.8%open · MTM
A2 · Oversold Sympathylong recovery2026-08-21 → 2026-08-242 bars
+0.4%closed
A4 · Pre-Catalyst Coilinglong recovery2026-08-17 → open19 bars
-4.0%open · MTM
N3 · Failed Breakoutshort fragility2026-08-10 → 2026-08-123 bars
-1.0%closed
A2 · Oversold Sympathylong recovery2026-07-30 → 2026-07-312 bars
-5.8%closed
A2 · Oversold Sympathylong recovery2026-07-08 → 2026-07-103 bars
+0.6%closed
N6 · PEAD Miss Driftshort fragility2026-07-01 → 2026-07-074 bars
-9.7%closed
A2 · Oversold Sympathylong recovery2026-06-24 → 2026-06-305 bars
-19.8%dropped
N2 · Overextended Blowoffshort fragility2026-06-16 → 2026-06-224 bars
-2.0%closed
A5 · Mechanical Reversionlong recovery2026-06-15 → 2026-06-3011 bars
-21.0%closed
A4 · Pre-Catalyst Coilinglong recovery2026-06-05 → 2026-06-126 bars
+11.0%closed
A3 · Positioning Extremelong recovery2026-06-04 → 2026-06-083 bars
+7.9%closed
2 episodes could not be priced (missing OHLCV) and are omitted.
Lifecycle History(newest first, up to 60 rows)
| Date | Archetype | State | Score | Confluence | Status | Dislocation |
|---|---|---|---|---|---|---|
| 2026-09-11 | A2 · Oversold Sympathy | primed | 0.496 | 1 | new | 1-day return: -3.08% · 1-day return: -3.08% · Beta (60d): 1.32 · Sector return (1d): 0.25% · Sector return: 0.25% · Borrowed drop: -3.41% |
| 2026-09-11 | A6 · Vol Mispricing | partial | 0.496 | 1 | persisting | Hist Earnings Move: 2.49 · N Events Used: 8.00 · Days To Catalyst: 17.00 · Implied Move: — · Vol Edge: — · Options Legs Enabled: Yes |
| 2026-09-10 | N3 · Failed Breakout | primed | 0.258 | 1 | new | Breakout Level: sma20 · Dist 52w High: -0.21 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-09-10 | A4 · Pre-Catalyst Coiling | partial | 0.139 | 2 | persisting | Realized Vol Pct 1y: 7.17 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-09-10 | A6 · Vol Mispricing | partial | 0.258 | 1 | persisting | Hist Earnings Move: 2.49 · N Events Used: 8.00 · Days To Catalyst: 18.00 · Implied Move: — · Vol Edge: — · Options Legs Enabled: Yes |
| 2026-09-09 | A6 · Vol Mispricing | partial | 0.286 | 1 | new | Hist Earnings Move: 2.49 · N Events Used: 8.00 · Days To Catalyst: 19.00 · Implied Move: — · Vol Edge: — · Options Legs Enabled: Yes |
| 2026-09-08 | N3 · Failed Breakout | primed | 0.380 | 1 | exited | Breakout Level: sma20 · Dist 52w High: -0.19 · Sma Dist 20: 0.00 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-09-08 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 4.78 · Inside Day: Yes · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-09-03 | A2 · Oversold Sympathy | primed | 0.247 | 1 | exited | 1-day return: -3.36% · 1-day return: -3.36% · Beta (60d): 1.09 · Sector return (1d): -0.93% · Sector return: -0.93% · Borrowed drop: -2.35% |
| 2026-09-02 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 0.80 · Inside Day: Yes · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-31 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 0.00 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-28 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 0.80 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-27 | A2 · Oversold Sympathy | primed | 0.247 | 1 | decayed | 1-day return: -3.36% · 1-day return: -3.36% · Beta (60d): 1.09 · Sector return (1d): -0.93% · Sector return: -0.93% · Borrowed drop: -2.35% |
| 2026-08-24 | N3 · Failed Breakout | primed | 0.380 | 1 | decayed | Breakout Level: sma20 · Dist 52w High: -0.19 · Sma Dist 20: 0.00 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-08-21 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 9.16 · Inside Day: Yes · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-20 | A2 · Oversold Sympathy | primed | 0.247 | 1 | new | 1-day return: -3.36% · 1-day return: -3.36% · Beta (60d): 1.09 · Sector return (1d): -0.93% · Sector return: -0.93% · Borrowed drop: -2.35% |
| 2026-08-14 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | new | Realized Vol Pct 1y: 5.58 · Inside Day: Yes · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-12 | A2 · Oversold Sympathy | primed | 0.162 | 1 | exited | 1-day return: -3.79% · 1-day return: -3.79% · Beta (60d): 1.40 · Sector return (1d): -1.61% · Sector return: -1.61% · Borrowed drop: -1.54% |
| 2026-08-10 | N3 · Failed Breakout | primed | 0.380 | 1 | new | Breakout Level: sma20 · Dist 52w High: -0.19 · Sma Dist 20: 0.00 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-08-05 | A2 · Oversold Sympathy | primed | 0.162 | 1 | decayed | 1-day return: -3.79% · 1-day return: -3.79% · Beta (60d): 1.40 · Sector return (1d): -1.61% · Sector return: -1.61% · Borrowed drop: -1.54% |
| 2026-08-05 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | exited | Realized Vol Pct 1y: 18.73 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-07-30 | N6 · PEAD Miss Drift | primed | 0.500 | 1 | exited | Eps Surprise: -0.18 · Days Since Earnings: 8.00 · Recency Max: 10.00 · Primed Floor: -0.10 · Partial Floor: -0.03 · Direction Of Evidence: pead_miss_continuation |
| 2026-07-29 | N2 · Overextended Blowoff | partial | 0.681 | 2 | exited | Rsi 14: 81.53 · Sma Dist 20: 0.14 · Sma Dist 50: 0.24 · Stretch: 0.24 · Atr Pct: 2.97% · 1-day return: 2.67% |
| 2026-07-29 | A2 · Oversold Sympathy | primed | 0.162 | 1 | new | 1-day return: -3.79% · 1-day return: -3.79% · Beta (60d): 1.40 · Sector return (1d): -1.61% · Sector return: -1.61% · Borrowed drop: -1.54% |
| 2026-07-22 | A2 · Oversold Sympathy | primed | 0.082 | 1 | exited | 1-day return: -3.29% · 1-day return: -3.29% · Beta (60d): 1.27 · Sector return (1d): -1.95% · Sector return: -1.95% · Borrowed drop: -0.82% |
| 2026-07-16 | N6 · PEAD Miss Drift | primed | 0.500 | 1 | decayed | Eps Surprise: -0.18 · Days Since Earnings: 8.00 · Recency Max: 10.00 · Primed Floor: -0.10 · Partial Floor: -0.03 · Direction Of Evidence: pead_miss_continuation |
| 2026-07-16 | A3 · Positioning Extreme | partial | 0.000 | 2 | exited | Short Pct Float: — · Ret 20d: 0.07 · Dist 52w Low: 0.54 · Short Extreme: No · Price Holding: Yes · Options Legs Enabled: Yes |
| 2026-07-15 | A2 · Oversold Sympathy | primed | 0.082 | 1 | decayed | 1-day return: -3.29% · 1-day return: -3.29% · Beta (60d): 1.27 · Sector return (1d): -1.95% · Sector return: -1.95% · Borrowed drop: -0.82% |
| 2026-07-13 | A5 · Mechanical Reversion | primed | 0.934 | 2 | exited | 1-day return: -6.96% · 1-day return: -6.96% · Beta (60d): 1.30 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: -6.96% |
| 2026-07-08 | N2 · Overextended Blowoff | partial | 0.681 | 2 | decayed | Rsi 14: 81.53 · Sma Dist 20: 0.14 · Sma Dist 50: 0.24 · Stretch: 0.24 · Atr Pct: 2.97% · 1-day return: 2.67% |
| 2026-07-08 | A2 · Oversold Sympathy | primed | 0.082 | 1 | persisting | 1-day return: -3.29% · 1-day return: -3.29% · Beta (60d): 1.27 · Sector return (1d): -1.95% · Sector return: -1.95% · Borrowed drop: -0.82% |
| 2026-07-08 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | decayed | Realized Vol Pct 1y: 18.73 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-07-06 | A5 · Mechanical Reversion | primed | 0.934 | 2 | decayed | 1-day return: -6.96% · 1-day return: -6.96% · Beta (60d): 1.30 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: -6.96% |
| 2026-07-02 | N6 · PEAD Miss Drift | primed | 0.500 | 1 | persisting | Eps Surprise: -0.18 · Days Since Earnings: 8.00 · Recency Max: 10.00 · Primed Floor: -0.10 · Partial Floor: -0.03 · Direction Of Evidence: pead_miss_continuation |
| 2026-07-01 | N6 · PEAD Miss Drift | primed | 0.500 | 1 | persisting | Eps Surprise: -0.18 · Days Since Earnings: 7.00 · Recency Max: 10.00 · Primed Floor: -0.10 · Partial Floor: -0.03 · Direction Of Evidence: pead_miss_continuation |
| 2026-06-30 | N6 · PEAD Miss Drift | primed | 0.500 | 1 | persisting | Eps Surprise: -0.18 · Days Since Earnings: 6.00 · Recency Max: 10.00 · Primed Floor: -0.10 · Partial Floor: -0.03 · Direction Of Evidence: pead_miss_continuation |
| 2026-06-28 | A5 · Mechanical Reversion | primed | 0.934 | 2 | persisting | 1-day return: -6.96% · 1-day return: -6.96% · Beta (60d): 1.30 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: -6.96% |
| 2026-06-27 | A5 · Mechanical Reversion | primed | 0.934 | 2 | persisting | 1-day return: -6.96% · 1-day return: -6.96% · Beta (60d): 1.30 · Spy Ret 1d: -0.00 · Spy Ret Pct: -0.04% · Beta Residual Pct: -6.91% |
| 2026-06-26 | A5 · Mechanical Reversion | primed | 0.949 | 2 | persisting | 1-day return: -6.96% · 1-day return: -6.96% · Beta (60d): 1.30 · Spy Ret 1d: 0.04 · Spy Ret Pct: 3.60% · Beta Residual Pct: -11.63% |
| 2026-06-25 | A5 · Mechanical Reversion | primed | 0.955 | 2 | persisting | 1-day return: -6.45% · 1-day return: -6.45% · Beta (60d): 1.16 · Spy Ret 1d: -0.00 · Spy Ret Pct: -0.37% · Beta Residual Pct: -6.02% |
| 2026-06-25 | A3 · Positioning Extreme | partial | 0.000 | 2 | decayed | Short Pct Float: — · Ret 20d: 0.07 · Dist 52w Low: 0.54 · Short Extreme: No · Price Holding: Yes · Options Legs Enabled: Yes |
| 2026-06-24 | A5 · Mechanical Reversion | primed | 0.758 | 2 | persisting | 1-day return: -4.36% · 1-day return: -4.36% · Beta (60d): 1.17 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.36% · Beta Residual Pct: -4.78% |
| 2026-06-23 | A5 · Mechanical Reversion | primed | 0.661 | 2 | persisting | 1-day return: -3.71% · 1-day return: -3.71% · Beta (60d): 1.13 · Spy Ret 1d: -0.01 · Spy Ret Pct: -1.20% · Beta Residual Pct: -2.36% |
| 2026-06-21 | A5 · Mechanical Reversion | partial | 0.157 | 1 | persisting | 1-day return: 0.35% · 1-day return: 0.35% · Beta (60d): 0.93 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 0.35% |
| 2026-06-20 | A5 · Mechanical Reversion | partial | 0.157 | 1 | persisting | 1-day return: 0.35% · 1-day return: 0.35% · Beta (60d): 0.93 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 0.35% |
| 2026-06-17 | N2 · Overextended Blowoff | partial | 0.681 | 2 | persisting | Rsi 14: 81.53 · Sma Dist 20: 0.14 · Sma Dist 50: 0.24 · Stretch: 0.24 · Atr Pct: 2.97% · 1-day return: 2.67% |
| 2026-06-16 | N2 · Overextended Blowoff | partial | 0.531 | 2 | new | Rsi 14: 80.00 · Sma Dist 20: 0.14 · Sma Dist 50: 0.24 · Stretch: 0.24 · Atr Pct: 3.04% · 1-day return: 1.78% |
| 2026-06-10 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 18.73 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-06-04 | A3 · Positioning Extreme | partial | 0.000 | 2 | persisting | Short Pct Float: — · Ret 20d: 0.07 · Dist 52w Low: 0.54 · Short Extreme: No · Price Holding: Yes · Options Legs Enabled: Yes |
| 2026-06-03 | A3 · Positioning Extreme | partial | 0.000 | 1 | persisting | Short Pct Float: — · Ret 20d: 0.06 · Dist 52w Low: 0.48 · Short Extreme: No · Price Holding: Yes · Options Legs Enabled: Yes |