NTRS
Northern Trust
Screener candidate detail · 3 active archetypes
Active
3
archetypes
History
37
rows
Days on list
42
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
N3 · Failed Breakoutprimedpersisting
score: 0.836confluence: 1days: 42as of 2026-07-16
Triggers:quality:passrecent_breakout_above:52w_highfailure_bar:-1.4%failure_vol:weak:1.02sustained_below
Dislocation:
Breakout Level
52w_high
Dist 52w High
-0.01
Sma Dist 20
0.05
Recent Push
Yes
Below Level
Yes
Failure Bar
Yes
Sustained Below
Yes
1-day return
-1.37%
Regime at flag: TRANSITIONAL
A2 · Oversold Sympathyprimednew
score: 0.495confluence: 1days: 1as of 2026-07-22
Triggers:ret_1d -3.5%quality:passunexplained:idiosyncratic — real A2 (attribution_confidence=low; low confidence here = HIGH A2 conviction)no_own_news (weak flag — store coverage limited)borrowed_drop -3.45pp (unexplained)sector_explained 0.67×-0.1%=-0.1pp
Dislocation:
1-day return
-3.52%
1-day return
-3.52%
Beta (60d)
0.67
Sector return (1d)
-0.11%
Sector return
-0.11%
Borrowed drop
-3.45%
Own news
No
Newsless
Yes
Regime at flag: RISK-ON
N6 · PEAD Miss Driftpartialpersisting
score: 0.441confluence: 1days: 5as of 2026-07-27
Triggers:quality:passeps_miss:partial (-0.084 in (-0.1,-0.03))earnings_5d_ago
Dislocation:
Eps Surprise
-0.08
Days Since Earnings
5.00
Recency Max
10.00
Primed Floor
-0.10
Partial Floor
-0.03
Direction Of Evidence
pead_miss_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 (shared PEAD evidence; miss tail: −1.42%/−1.62% at 5d/10d). DISTINCT FROM A1 short-side equivalent — N6 fires on the MISS regardless of whether price gapped (continuation, not reversal). CONTEXT — never advice.
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.
N6 · PEAD Miss Driftshort fragilityactive
3 days
A2 · Oversold Sympathylong recoveryactive
1 day
N3 · Failed Breakoutshort fragilityactive
10 days
A3 · Positioning Extreme
4 days
A5 · Mechanical Reversion
10 days
N1 · Distribution Top
3 days
A4 · Pre-Catalyst Coiling
6 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: 2/5 directionally right · mean -2.3% · small sample, illustrative not proof
N6 · PEAD Miss Driftshort fragility2026-07-24 → open2 bars
-2.2%open · MTM
A2 · Oversold Sympathylong recovery2026-07-23 → open3 bars
+4.1%open · MTM
A5 · Mechanical Reversionlong recovery2026-06-15 → 2026-06-3011 bars
+1.0%closed
N1 · Distribution Topshort fragility2026-06-11 → 2026-06-153 bars
-3.3%dropped
N3 · Failed Breakoutshort fragility2026-06-08 → 2026-07-2029 bars
-8.6%dropped
A4 · Pre-Catalyst Coilinglong recovery2026-06-05 → 2026-06-115 bars
-3.4%dropped
A3 · Positioning Extremelong recovery2026-06-04 → 2026-06-083 bars
+2.9%closed
Lifecycle History(newest first, up to 60 rows)
| Date | Archetype | State | Score | Confluence | Status | Dislocation |
|---|---|---|---|---|---|---|
| 2026-07-27 | N6 · PEAD Miss Drift | partial | 0.441 | 1 | persisting | Eps Surprise: -0.08 · Days Since Earnings: 5.00 · Recency Max: 10.00 · Primed Floor: -0.10 · Partial Floor: -0.03 · Direction Of Evidence: pead_miss_continuation |
| 2026-07-24 | N6 · PEAD Miss Drift | partial | 0.500 | 1 | persisting | Eps Surprise: -0.08 · Days Since Earnings: 2.00 · Recency Max: 10.00 · Primed Floor: -0.10 · Partial Floor: -0.03 · Direction Of Evidence: pead_miss_continuation |
| 2026-07-23 | N6 · PEAD Miss Drift | partial | 0.571 | 1 | new | Eps Surprise: -0.08 · Days Since Earnings: 1.00 · Recency Max: 10.00 · Primed Floor: -0.10 · Partial Floor: -0.03 · Direction Of Evidence: pead_miss_continuation |
| 2026-07-22 | A2 · Oversold Sympathy | primed | 0.495 | 1 | new | 1-day return: -3.52% · 1-day return: -3.52% · Beta (60d): 0.67 · Sector return (1d): -0.11% · Sector return: -0.11% · Borrowed drop: -3.45% |
| 2026-07-16 | N3 · Failed Breakout | primed | 0.836 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.01 · Sma Dist 20: 0.05 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-16 | A3 · Positioning Extreme | partial | 0.000 | 2 | exited | Short Pct Float: — · Ret 20d: 0.06 · Dist 52w Low: 0.68 · Short Extreme: No · Price Holding: Yes · Options Legs Enabled: Yes |
| 2026-07-13 | A5 · Mechanical Reversion | partial | 0.465 | 1 | exited | 1-day return: -1.20% · 1-day return: -1.20% · Beta (60d): 0.51 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: -1.20% |
| 2026-07-09 | N1 · Distribution Top | primed | 0.843 | 1 | decayed | Dist 52w High: -0.03 · Near 52w High: Yes · Rsi 14: 52.97 · Rsi Divergence: Yes · Sma Dist 10: -0.01 · Sma Dist 20: -0.00 |
| 2026-07-08 | N3 · Failed Breakout | primed | 0.298 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.02 · Sma Dist 20: 0.02 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-07 | N3 · Failed Breakout | partial | 0.000 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.00 · Sma Dist 20: 0.04 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-07 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | decayed | Realized Vol Pct 1y: 15.14 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-07-06 | A5 · Mechanical Reversion | partial | 0.465 | 1 | decayed | 1-day return: -1.20% · 1-day return: -1.20% · Beta (60d): 0.51 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: -1.20% |
| 2026-06-28 | N3 · Failed Breakout | primed | 0.465 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.01 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-28 | A5 · Mechanical Reversion | partial | 0.465 | 1 | persisting | 1-day return: -1.20% · 1-day return: -1.20% · Beta (60d): 0.51 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: -1.20% |
| 2026-06-27 | N3 · Failed Breakout | primed | 0.458 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.01 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-27 | A5 · Mechanical Reversion | partial | 0.458 | 1 | persisting | 1-day return: -1.20% · 1-day return: -1.20% · Beta (60d): 0.51 · Spy Ret 1d: -0.00 · Spy Ret Pct: -0.04% · Beta Residual Pct: -1.18% |
| 2026-06-26 | N3 · Failed Breakout | primed | 0.829 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.01 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-26 | A5 · Mechanical Reversion | primed | 0.829 | 1 | persisting | 1-day return: -1.20% · 1-day return: -1.20% · Beta (60d): 0.51 · Spy Ret 1d: 0.04 · Spy Ret Pct: 3.60% · Beta Residual Pct: -3.03% |
| 2026-06-25 | A3 · Positioning Extreme | partial | 0.000 | 2 | decayed | Short Pct Float: — · Ret 20d: 0.06 · Dist 52w Low: 0.68 · Short Extreme: No · Price Holding: Yes · Options Legs Enabled: Yes |
| 2026-06-24 | N3 · Failed Breakout | partial | 0.331 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.01 · Sma Dist 20: 0.02 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-24 | A5 · Mechanical Reversion | partial | 0.570 | 1 | persisting | 1-day return: -1.33% · 1-day return: -1.33% · Beta (60d): 0.51 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.36% · Beta Residual Pct: -1.52% |
| 2026-06-21 | N3 · Failed Breakout | primed | 0.592 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.02 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-21 | A5 · Mechanical Reversion | partial | 0.592 | 1 | persisting | 1-day return: -1.64% · 1-day return: -1.64% · Beta (60d): 0.62 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: -1.64% |
| 2026-06-20 | N3 · Failed Breakout | primed | 0.601 | 1 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.02 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-20 | A5 · Mechanical Reversion | partial | 0.601 | 1 | persisting | 1-day return: -1.64% · 1-day return: -1.64% · Beta (60d): 0.62 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: -1.64% |
| 2026-06-19 | N3 · Failed Breakout | primed | 0.796 | 2 | persisting | Breakout Level: 52w_high · Dist 52w High: -0.02 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-06-19 | A5 · Mechanical Reversion | partial | 0.796 | 2 | persisting | 1-day return: -1.64% · 1-day return: -1.64% · Beta (60d): 0.62 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: -1.64% |
| 2026-06-18 | A5 · Mechanical Reversion | partial | 0.051 | 2 | persisting | 1-day return: -0.09% · 1-day return: -0.09% · Beta (60d): 0.66 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |
| 2026-06-11 | N1 · Distribution Top | primed | 0.843 | 1 | persisting | Dist 52w High: -0.03 · Near 52w High: Yes · Rsi 14: 52.97 · Rsi Divergence: Yes · Sma Dist 10: -0.01 · Sma Dist 20: -0.00 |
| 2026-06-10 | N1 · Distribution Top | primed | 0.417 | 1 | new | Dist 52w High: -0.04 · Near 52w High: Yes · Rsi 14: 51.28 · Rsi Divergence: Yes · Sma Dist 10: -0.01 · Sma Dist 20: -0.00 |
| 2026-06-09 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 15.14 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-06-08 | A4 · Pre-Catalyst Coiling | partial | 0.341 | 2 | persisting | Realized Vol Pct 1y: 13.55 · Inside Day: No · Nr7: No · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-06-07 | A4 · Pre-Catalyst Coiling | partial | 0.336 | 2 | persisting | Realized Vol Pct 1y: 9.56 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-06-05 | A4 · Pre-Catalyst Coiling | partial | 0.487 | 2 | persisting | Realized Vol Pct 1y: 13.94 · Inside Day: Yes · Nr7: Yes · 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: 0.06 · Dist 52w Low: 0.68 · Short Extreme: No · Price Holding: Yes · Options Legs Enabled: Yes |
| 2026-06-04 | 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: — |
| 2026-06-03 | A3 · Positioning Extreme | partial | 0.000 | 1 | persisting | Short Pct Float: — · Ret 20d: 0.04 · Dist 52w Low: 0.63 · Short Extreme: No · Price Holding: Yes · Options Legs Enabled: Yes |