M
Macy's
Screener candidate detail · 5 active archetypes
Active
5
archetypes
History
49
rows
Days on list
2
oldest active
Screener Funnel
✓Fired
7 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
A6 · Vol Mispricingpartialpersisting
score: 0.622confluence: 2days: 2as of 2026-09-10
Triggers:quality:passhist_earnings_move 3.9% (weighted avg of 8 events, w=0.7)catalyst 0d awayimplied_move:unavailable (options enabled but no data)vol_edge: pending implied_move data
Dislocation:
Hist Earnings Move
3.87
N Events Used
8.00
Days To Catalyst
0.00
Implied Move
—
Vol Edge
—
Options Legs Enabled
Yes
Gate pass
Yes
Recency Weight
0.70
Regime at flag: CAUTIOUS
A2 · Oversold Sympathypartialpersisting
score: 0.622confluence: 2days: 2as of 2026-09-10
Triggers:ret_1d -4.8%quality:passdemoted:partial explained by recent_earnings (attribution_confidence=high)no_own_news (weak flag — store coverage limited)borrowed_drop -4.39pp (unexplained)sector_explained 0.95×-0.4%=-0.4pp
Dislocation:
1-day return
-4.81%
1-day return
-4.81%
Beta (60d)
0.95
Sector return (1d)
-0.45%
Sector return
-0.45%
Borrowed drop
-4.39%
Own news
No
Newsless
Yes
Regime at flag: CAUTIOUS
N3 · Failed Breakoutprimednew
score: 0.510confluence: 1days: 1as of 2026-09-08
Triggers:quality:passrecent_breakout_above:sma20failure_bar:-1.5%failure_vol:weak:0.22sustained_below
Dislocation:
Breakout Level
sma20
Dist 52w High
-0.13
Sma Dist 20
-0.01
Recent Push
Yes
Below Level
Yes
Failure Bar
Yes
Sustained Below
Yes
1-day return
-1.53%
Regime at flag: CAUTIOUS
A4 · Pre-Catalyst Coilingpartialpersisting
score: 0.000confluence: 1days: 17as of 2026-09-09
Triggers:rvol_pctile 6.8 (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
6.77
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
A3 · Positioning Extremepartialpersisting
score: 0.000confluence: 0days: 50as of 2026-09-11
Triggers:short_pct 12.5% (below 15% floor)days_to_cover 6.07 (extreme)ret_20d -13.0% (falling)dist_52w_low +30.1% (above lows)price_holding:not_confirmedprice_resilient:not_confirmed (needs ret_20d >= +5% for primed)skew:no_options_data (co_options_daily absent — sparse by design)quality:pass
Dislocation:
Short Pct Float
12.50
Days To Cover
6.07
Ret 20d
-0.13
Dist 52w Low
0.30
Short Extreme
Yes
Short Pct Extreme
No
Days To Cover Extreme
Yes
Price Holding
No
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.
A3 · Positioning Extremelong recoveryactive
10 days
A6 · Vol Mispricinglong recoveryactive
2 daysripe: Confirmed
A2 · Oversold Sympathylong recoveryactive
10 daysripe: Confirmed
A4 · Pre-Catalyst Coilinglong recoveryactive
6 days
N3 · Failed Breakoutshort fragilityactive
9 days
N1 · Distribution Top
2 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: 5/9 directionally right · mean +2.9% · small sample, illustrative not proof
A2 · Oversold Sympathylong recovery2026-09-10 → open2 bars
+2.3%open · MTM
A6 · Vol Mispricinglong recovery2026-09-10 → open2 bars
+2.3%open · MTM
N3 · Failed Breakoutshort fragility2026-09-08 → open4 bars
+6.9%open · MTM
A4 · Pre-Catalyst Coilinglong recovery2026-08-25 → open13 bars
-9.6%open · MTM
A2 · Oversold Sympathylong recovery2026-08-21 → 2026-08-242 bars
-0.1%closed
A2 · Oversold Sympathylong recovery2026-08-13 → 2026-08-142 bars
-1.4%dropped
N1 · Distribution Topshort fragility2026-08-11 → open23 bars
+15.0%open · MTM
N3 · Failed Breakoutshort fragility2026-08-05 → 2026-08-073 bars
+0.8%closed
A3 · Positioning Extremelong recovery2026-07-27 → open34 bars
-15.7%open · MTM
A2 · Oversold Sympathylong recovery2026-07-24 → 2026-07-316 bars
+6.6%dropped
N3 · Failed Breakoutshort fragility2026-07-20 → 2026-07-212 bars
+2.0%dropped
N3 · Failed Breakoutshort fragility2026-06-15 → 2026-06-173 bars
-2.0%closed
A5 · Mechanical Reversionlong recovery2026-06-15 → 2026-06-3011 bars
-3.8%closed
A2 · Oversold Sympathylong recovery2026-06-08 → 2026-07-0218 bars
+6.5%closed
A3 · Positioning Extremelong recovery2026-06-04 → 2026-06-2917 bars
+17.3%dropped
Lifecycle History(newest first, up to 60 rows)
| Date | Archetype | State | Score | Confluence | Status | Dislocation |
|---|---|---|---|---|---|---|
| 2026-09-11 | A3 · Positioning Extreme | partial | 0.000 | 0 | persisting | Short Pct Float: 12.50 · Days To Cover: 6.07 · Ret 20d: -0.13 · Dist 52w Low: 0.30 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-09-10 | A2 · Oversold Sympathy | partial | 0.622 | 2 | persisting | 1-day return: -4.81% · 1-day return: -4.81% · Beta (60d): 0.95 · Sector return (1d): -0.45% · Sector return: -0.45% · Borrowed drop: -4.39% |
| 2026-09-10 | A3 · Positioning Extreme | partial | 0.622 | 2 | persisting | Short Pct Float: 11.73 · Days To Cover: 6.81 · Ret 20d: -0.15 · Dist 52w Low: 0.27 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-09-10 | A6 · Vol Mispricing | partial | 0.622 | 2 | persisting | Hist Earnings Move: 3.87 · N Events Used: 8.00 · Days To Catalyst: 0.00 · Implied Move: — · Vol Edge: — · Options Legs Enabled: Yes |
| 2026-09-09 | A2 · Oversold Sympathy | partial | 0.515 | 2 | new | 1-day return: -4.28% · 1-day return: -4.28% · Beta (60d): 0.72 · Sector return (1d): -1.35% · Sector return: -1.35% · Borrowed drop: -3.31% |
| 2026-09-09 | A3 · Positioning Extreme | partial | 0.515 | 2 | persisting | Short Pct Float: 11.73 · Days To Cover: 6.81 · Ret 20d: -0.13 · Dist 52w Low: 0.34 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-09-09 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 6.77 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-09-09 | A6 · Vol Mispricing | partial | 0.515 | 2 | new | Hist Earnings Move: 4.11 · N Events Used: 8.00 · Days To Catalyst: 1.00 · Implied Move: — · Vol Edge: — · Options Legs Enabled: Yes |
| 2026-09-08 | N1 · Distribution Top | primed | 0.306 | 1 | decayed | Dist 52w High: -0.05 · Near 52w High: Yes · Rsi 14: 53.71 · Rsi Divergence: Yes · Sma Dist 10: -0.01 · Sma Dist 20: 0.02 |
| 2026-09-08 | N3 · Failed Breakout | primed | 0.510 | 1 | new | Breakout Level: sma20 · Dist 52w High: -0.13 · Sma Dist 20: -0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-09-08 | A3 · Positioning Extreme | partial | 0.000 | 0 | persisting | Short Pct Float: 11.73 · Days To Cover: 6.81 · Ret 20d: -0.10 · Dist 52w Low: 0.40 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-09-04 | A3 · Positioning Extreme | partial | 0.000 | 0 | persisting | Short Pct Float: 11.73 · Days To Cover: 6.81 · Ret 20d: -0.10 · Dist 52w Low: 0.43 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-09-03 | A2 · Oversold Sympathy | primed | 0.189 | 1 | exited | 1-day return: -3.57% · 1-day return: -3.57% · Beta (60d): 1.01 · Sector return (1d): -1.62% · Sector return: -1.62% · Borrowed drop: -1.93% |
| 2026-09-03 | A3 · Positioning Extreme | partial | 0.000 | 1 | persisting | Short Pct Float: 11.73 · Days To Cover: 6.81 · Ret 20d: -0.11 · Dist 52w Low: 0.40 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-09-03 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 1.59 · Inside Day: Yes · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-09-02 | N3 · Failed Breakout | partial | 0.320 | 1 | exited | Breakout Level: 52w_high · Dist 52w High: -0.00 · Sma Dist 20: 0.08 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-09-02 | A3 · Positioning Extreme | partial | 0.000 | 0 | persisting | Short Pct Float: 11.73 · Days To Cover: 6.81 · Ret 20d: -0.16 · Dist 52w Low: 0.72 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-09-01 | A3 · Positioning Extreme | partial | 0.000 | 0 | persisting | Short Pct Float: 11.73 · Days To Cover: 6.81 · Ret 20d: -0.17 · Dist 52w Low: 0.72 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-08-31 | A3 · Positioning Extreme | partial | 0.000 | 1 | persisting | Short Pct Float: 11.73 · Days To Cover: 6.81 · Ret 20d: -0.12 · Dist 52w Low: 0.72 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-08-31 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 12.75 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-28 | A3 · Positioning Extreme | partial | 0.000 | 0 | persisting | Short Pct Float: 11.73 · Days To Cover: 6.81 · Ret 20d: -0.12 · Dist 52w Low: 0.73 · Short Extreme: Yes · Short Pct Extreme: No |
| 2026-08-28 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 11.55 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-27 | A2 · Oversold Sympathy | primed | 0.189 | 1 | decayed | 1-day return: -3.57% · 1-day return: -3.57% · Beta (60d): 1.01 · Sector return (1d): -1.62% · Sector return: -1.62% · Borrowed drop: -1.93% |
| 2026-08-26 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 10.36 · Inside Day: Yes · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-24 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | new | Realized Vol Pct 1y: 7.97 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-20 | A2 · Oversold Sympathy | primed | 0.189 | 1 | new | 1-day return: -3.57% · 1-day return: -3.57% · Beta (60d): 1.01 · Sector return (1d): -1.62% · Sector return: -1.62% · Borrowed drop: -1.93% |
| 2026-08-19 | N3 · Failed Breakout | partial | 0.320 | 1 | decayed | Breakout Level: 52w_high · Dist 52w High: -0.00 · Sma Dist 20: 0.08 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-08-19 | A2 · Oversold Sympathy | partial | 0.248 | 2 | decayed | 1-day return: -3.02% · 1-day return: -3.02% · Beta (60d): 0.97 · Sector return (1d): -1.14% · Sector return: -1.14% · Borrowed drop: -1.92% |
| 2026-08-12 | A2 · Oversold Sympathy | partial | 0.248 | 2 | new | 1-day return: -3.02% · 1-day return: -3.02% · Beta (60d): 0.97 · Sector return (1d): -1.14% · Sector return: -1.14% · Borrowed drop: -1.92% |
| 2026-08-10 | N1 · Distribution Top | primed | 0.306 | 1 | new | Dist 52w High: -0.05 · Near 52w High: Yes · Rsi 14: 53.71 · Rsi Divergence: Yes · Sma Dist 10: -0.01 · Sma Dist 20: 0.02 |
| 2026-08-05 | N3 · Failed Breakout | partial | 0.320 | 1 | new | Breakout Level: 52w_high · Dist 52w High: -0.00 · Sma Dist 20: 0.08 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-08-05 | A2 · Oversold Sympathy | partial | 0.443 | 2 | decayed | 1-day return: -4.10% · 1-day return: -4.10% · Beta (60d): 1.01 · Sector return (1d): -0.47% · Sector return: -0.47% · Borrowed drop: -3.62% |
| 2026-07-31 | N3 · Failed Breakout | primed | 0.862 | 1 | decayed | Breakout Level: sma20 · Dist 52w High: -0.09 · Sma Dist 20: -0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-29 | A2 · Oversold Sympathy | partial | 0.443 | 2 | persisting | 1-day return: -4.10% · 1-day return: -4.10% · Beta (60d): 1.01 · Sector return (1d): -0.47% · Sector return: -0.47% · Borrowed drop: -3.62% |
| 2026-07-23 | A2 · Oversold Sympathy | partial | 0.042 | 1 | new | 1-day return: -4.20% · 1-day return: -4.20% · Beta (60d): 0.98 · Sector return (1d): -4.72% · Sector return: -4.72% · Borrowed drop: 0.45% |
| 2026-07-17 | N3 · Failed Breakout | primed | 0.862 | 1 | new | Breakout Level: sma20 · Dist 52w High: -0.09 · Sma Dist 20: -0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-13 | N3 · Failed Breakout | primed | 0.572 | 2 | exited | Breakout Level: 52w_high · Dist 52w High: -0.02 · Sma Dist 20: 0.13 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-13 | A5 · Mechanical Reversion | primed | 0.772 | 1 | exited | 1-day return: 1.01% · 1-day return: 1.01% · Beta (60d): 0.99 · Spy Ret 1d: 0.04 · Spy Ret Pct: 3.60% · Beta Residual Pct: -2.56% |
| 2026-07-06 | A5 · Mechanical Reversion | primed | 0.772 | 1 | decayed | 1-day return: 1.01% · 1-day return: 1.01% · Beta (60d): 0.99 · Spy Ret 1d: 0.04 · Spy Ret Pct: 3.60% · Beta Residual Pct: -2.56% |
| 2026-06-29 | N3 · Failed Breakout | primed | 0.572 | 2 | decayed | Breakout Level: 52w_high · Dist 52w High: -0.02 · Sma Dist 20: 0.13 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-26 | A5 · Mechanical Reversion | primed | 0.772 | 1 | persisting | 1-day return: 1.01% · 1-day return: 1.01% · Beta (60d): 0.99 · Spy Ret 1d: 0.04 · Spy Ret Pct: 3.60% · Beta Residual Pct: -2.56% |
| 2026-06-23 | A5 · Mechanical Reversion | partial | 0.595 | 2 | persisting | 1-day return: -2.92% · 1-day return: -2.92% · Beta (60d): 1.10 · Spy Ret 1d: -0.01 · Spy Ret Pct: -1.20% · Beta Residual Pct: -1.59% |
| 2026-06-21 | A5 · Mechanical Reversion | partial | 0.598 | 2 | persisting | 1-day return: 1.04% · 1-day return: 1.04% · Beta (60d): 1.02 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 1.04% |
| 2026-06-20 | A5 · Mechanical Reversion | partial | 0.647 | 2 | persisting | 1-day return: 1.04% · 1-day return: 1.04% · Beta (60d): 1.02 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 1.04% |
| 2026-06-19 | A5 · Mechanical Reversion | partial | 0.711 | 2 | persisting | 1-day return: 1.04% · 1-day return: 1.04% · Beta (60d): 1.02 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 1.04% |
| 2026-06-18 | A5 · Mechanical Reversion | partial | 0.752 | 1 | persisting | 1-day return: 2.30% · 1-day return: 2.30% · Beta (60d): 1.03 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |
| 2026-06-17 | A5 · Mechanical Reversion | partial | 0.580 | 2 | persisting | 1-day return: -4.30% · 1-day return: -4.30% · Beta (60d): 1.00 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |
| 2026-06-16 | A5 · Mechanical Reversion | partial | 0.437 | 1 | persisting | 1-day return: 1.05% · 1-day return: 1.05% · Beta (60d): 0.90 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |
| 2026-06-15 | N3 · Failed Breakout | primed | 0.572 | 2 | new | Breakout Level: 52w_high · Dist 52w High: -0.02 · Sma Dist 20: 0.13 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |