NLY
Annaly Capital Management
Screener candidate detail · 3 active archetypes
Active
3
archetypes
History
32
rows
Days on list
14
oldest active
Screener Funnel
✓Fired
6 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
N3 · Failed Breakoutprimedpersisting
score: 0.709confluence: 1days: 14as of 2026-07-20
Triggers:quality:passrecent_breakout_above:sma20failure_bar:-1.4%failure_vol:weak:0.64sustained_below
Dislocation:
Breakout Level
sma20
Dist 52w High
-0.03
Sma Dist 20
0.01
Recent Push
Yes
Below Level
Yes
Failure Bar
Yes
Sustained Below
Yes
1-day return
-1.36%
Regime at flag: RISK-ON
A8 · PEAD Beat Driftpartialpersisting
score: 0.173confluence: 1days: 6as of 2026-07-27
Triggers:quality:passeps_beat:partial (0.053 in [0.03,0.1))earnings_6d_ago
Dislocation:
Eps Surprise
0.05
Days Since Earnings
6.00
Recency Max
10.00
Primed Floor
0.10
Partial Floor
0.03
Direction Of Evidence
pead_beat_continuation
Honesty Caveat
PROVISIONAL. Validated in a single calm post-2022 regime only — no bear in-sample. rank-IC 5d +0.128 [+0.034,+0.216]; 10d +0.125. DISTINCT FROM A1 (A1 is contrarian gap-down recovery; A8 is continuation in the beat direction, no gap-down required). CONTEXT — never advice.
Regime at flag: TRANSITIONAL
N1 · Distribution Topprimedpersisting
score: 0.173confluence: 1days: 7as of 2026-07-27
Triggers:quality:passnear_52w_high:-3.6%rsi_divergence:53momentum_rollover:-0.6%rel_vol:1.52sma_breach:sma10confirmation:pass
Dislocation:
Dist 52w High
-0.04
Near 52w High
Yes
Rsi 14
53.50
Rsi Divergence
Yes
Sma Dist 10
-0.01
Sma Dist 20
-0.00
Sma Breach
Yes
Ret 5d
-0.01
Regime at flag: TRANSITIONAL
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.
A8 · PEAD Beat Driftlong recoveryactive
4 days
N1 · Distribution Topshort fragilityactive
5 days
N3 · Failed Breakoutshort fragilityactive
5 days
A2 · Oversold Sympathy
3 days
A5 · Mechanical Reversion
10 days
A4 · Pre-Catalyst Coiling
5 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: 3/4 directionally right · mean +1.4% · small sample, illustrative not proof
A8 · PEAD Beat Driftlong recovery2026-07-23 → open3 bars
+1.6%open · MTM
N1 · Distribution Topshort fragility2026-07-22 → open4 bars
-0.4%open · MTM
N3 · Failed Breakoutshort fragility2026-07-08 → open14 bars
-0.6%open · MTM
A2 · Oversold Sympathylong recovery2026-07-01 → 2026-07-022 bars
+1.1%closed
A5 · Mechanical Reversionlong recovery2026-06-15 → 2026-06-3011 bars
+1.2%closed
N3 · Failed Breakoutshort fragility2026-06-11 → 2026-06-122 bars
-1.0%dropped
A4 · Pre-Catalyst Coilinglong recovery2026-06-05 → 2026-06-104 bars
+4.3%dropped
Lifecycle History(newest first, up to 60 rows)
| Date | Archetype | State | Score | Confluence | Status | Dislocation |
|---|---|---|---|---|---|---|
| 2026-07-27 | N1 · Distribution Top | primed | 0.173 | 1 | persisting | Dist 52w High: -0.04 · Near 52w High: Yes · Rsi 14: 53.50 · Rsi Divergence: Yes · Sma Dist 10: -0.01 · Sma Dist 20: -0.00 |
| 2026-07-27 | A8 · PEAD Beat Drift | partial | 0.173 | 1 | persisting | Eps Surprise: 0.05 · Days Since Earnings: 6.00 · Recency Max: 10.00 · Primed Floor: 0.10 · Partial Floor: 0.03 · Direction Of Evidence: pead_beat_continuation |
| 2026-07-24 | N1 · Distribution Top | primed | 0.171 | 1 | persisting | Dist 52w High: -0.04 · Near 52w High: Yes · Rsi 14: 51.58 · Rsi Divergence: Yes · Sma Dist 10: -0.01 · Sma Dist 20: -0.01 |
| 2026-07-24 | A8 · PEAD Beat Drift | partial | 0.171 | 1 | persisting | Eps Surprise: 0.05 · Days Since Earnings: 3.00 · Recency Max: 10.00 · Primed Floor: 0.10 · Partial Floor: 0.03 · Direction Of Evidence: pead_beat_continuation |
| 2026-07-23 | N1 · Distribution Top | primed | 0.170 | 1 | persisting | Dist 52w High: -0.05 · Near 52w High: Yes · Rsi 14: 49.32 · Rsi Divergence: Yes · Sma Dist 10: -0.02 · Sma Dist 20: -0.01 |
| 2026-07-23 | A8 · PEAD Beat Drift | partial | 0.170 | 1 | persisting | Eps Surprise: 0.05 · Days Since Earnings: 2.00 · Recency Max: 10.00 · Primed Floor: 0.10 · Partial Floor: 0.03 · Direction Of Evidence: pead_beat_continuation |
| 2026-07-22 | N1 · Distribution Top | primed | 0.148 | 1 | persisting | Dist 52w High: -0.04 · Near 52w High: Yes · Rsi 14: 51.06 · Rsi Divergence: Yes · Sma Dist 10: -0.02 · Sma Dist 20: -0.01 |
| 2026-07-22 | A8 · PEAD Beat Drift | partial | 0.148 | 1 | new | Eps Surprise: 0.05 · Days Since Earnings: 1.00 · Recency Max: 10.00 · Primed Floor: 0.10 · Partial Floor: 0.03 · Direction Of Evidence: pead_beat_continuation |
| 2026-07-21 | N1 · Distribution Top | primed | 0.372 | 1 | new | Dist 52w High: -0.03 · Near 52w High: Yes · Rsi 14: 54.81 · Rsi Divergence: Yes · Sma Dist 10: -0.01 · Sma Dist 20: 0.00 |
| 2026-07-20 | N3 · Failed Breakout | primed | 0.709 | 1 | persisting | Breakout Level: sma20 · Dist 52w High: -0.03 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-17 | N3 · Failed Breakout | primed | 0.830 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.02 · Sma Dist 20: 0.03 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-14 | A2 · Oversold Sympathy | primed | 0.447 | 1 | exited | 1-day return: -3.47% · 1-day return: -3.47% · Beta (60d): 0.61 · Sector return (1d): -0.20% · Sector return: -0.20% · Borrowed drop: -3.35% |
| 2026-07-13 | A5 · Mechanical Reversion | partial | 0.291 | 1 | exited | 1-day return: 1.71% · 1-day return: 1.71% · Beta (60d): 0.66 · Spy Ret 1d: 0.04 · Spy Ret Pct: 3.60% · Beta Residual Pct: -0.64% |
| 2026-07-07 | N3 · Failed Breakout | primed | 0.720 | 1 | new | Breakout Level: 52w_high · Dist 52w High: -0.01 · Sma Dist 20: 0.04 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-07 | A2 · Oversold Sympathy | primed | 0.447 | 1 | decayed | 1-day return: -3.47% · 1-day return: -3.47% · Beta (60d): 0.61 · Sector return (1d): -0.20% · Sector return: -0.20% · Borrowed drop: -3.35% |
| 2026-07-06 | A5 · Mechanical Reversion | partial | 0.291 | 1 | decayed | 1-day return: 1.71% · 1-day return: 1.71% · Beta (60d): 0.66 · Spy Ret 1d: 0.04 · Spy Ret Pct: 3.60% · Beta Residual Pct: -0.64% |
| 2026-07-06 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | decayed | Realized Vol Pct 1y: 6.37 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-06-30 | A2 · Oversold Sympathy | primed | 0.447 | 1 | new | 1-day return: -3.47% · 1-day return: -3.47% · Beta (60d): 0.61 · Sector return (1d): -0.20% · Sector return: -0.20% · Borrowed drop: -3.35% |
| 2026-06-26 | A5 · Mechanical Reversion | partial | 0.291 | 1 | persisting | 1-day return: 1.71% · 1-day return: 1.71% · Beta (60d): 0.66 · Spy Ret 1d: 0.04 · Spy Ret Pct: 3.60% · Beta Residual Pct: -0.64% |
| 2026-06-24 | N3 · Failed Breakout | primed | 0.733 | 1 | decayed | Breakout Level: sma20 · Dist 52w High: -0.09 · Sma Dist 20: -0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-24 | A5 · Mechanical Reversion | partial | 0.039 | 1 | persisting | 1-day return: 0.18% · 1-day return: 0.18% · Beta (60d): 0.72 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.36% · Beta Residual Pct: -0.08% |
| 2026-06-21 | A5 · Mechanical Reversion | partial | 0.098 | 1 | persisting | 1-day return: 0.23% · 1-day return: 0.23% · Beta (60d): 0.79 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 0.23% |
| 2026-06-20 | A5 · Mechanical Reversion | partial | 0.098 | 1 | persisting | 1-day return: 0.23% · 1-day return: 0.23% · Beta (60d): 0.79 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 0.23% |
| 2026-06-19 | A5 · Mechanical Reversion | partial | 0.099 | 1 | persisting | 1-day return: 0.23% · 1-day return: 0.23% · Beta (60d): 0.79 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 0.23% |
| 2026-06-18 | A5 · Mechanical Reversion | partial | 0.011 | 1 | persisting | 1-day return: -0.02% · 1-day return: -0.02% · Beta (60d): 0.80 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |
| 2026-06-17 | A5 · Mechanical Reversion | partial | 0.752 | 1 | persisting | 1-day return: -1.92% · 1-day return: -1.92% · Beta (60d): 0.81 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |
| 2026-06-16 | A5 · Mechanical Reversion | partial | 0.614 | 1 | persisting | 1-day return: 1.56% · 1-day return: 1.56% · Beta (60d): 0.80 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |
| 2026-06-10 | N3 · Failed Breakout | primed | 0.733 | 1 | persisting | Breakout Level: sma20 · Dist 52w High: -0.09 · Sma Dist 20: -0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-08 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 6.37 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-06-07 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 11.16 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-06-05 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 11.16 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-06-04 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 12.35 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |