| Symbol | Name | Sector | Return% | Trend | Accel | R² | Sharpe | Sortino | Stability |
|---|---|---|---|---|---|---|---|---|---|
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Penalty: -10 pts for each period with negative return
Overbought: -5 pts (>2σ) or -10 pts (>3σ) based on 14-day
Low Return: -10 pts if 1M < 2%, -10 pts if 3M < 5%
Stock Filter: Excluded if 2W ret < 0% OR 1M ret < 1% OR 3M ret < XU100 3M
Sector Filter: Excluded if 2W avg return < 0%
Max Drawdown: -10 pts if 1M DD >5%, 3M DD >10%, 6M DD >15%
Choppy: -20 pts each if 1M R²<0.2, 3M R²<0.3, 6M R²<0.4
Sector Bonus: +5 pts if sector 1M & 2W returns are positive