DFS — Optimizer

Closer + Exploitable + Surprise = Lock/Fade

Same tags as hoops: closer 1.28 stays in S&P through drawdown, exploitable 0.62 high short interest / Beneish >-1.78, dependent 0.81 leveraged beta, injury load Sloan accrual >0.15 or restatement flag. props beating exp = earnings surprise vs Street. Locks = closer + low drawdown lock% + high profitability. Fades = exploitable or disclosure_quality flag.

closer 1.28 low DDexploitable 0.62 high shortSloan >0.15 fadetriple barrier 10%/−7%/63d
Screener — value = (Profit+Moat) / (Valuation penalty)
TickerArchSectorTagsLock%ValSurprise
Locks highlight = closer+low DD. Value = (Profitability(0.4746)+Moat(0.4931)) / (1+Violation). Deterministic dailySeed same-link-same-stars LCG (seed*1103515245+12345)&0x7fffffff. ?daily=YYYYMMDD&n=1/3/5
How we optimize
  1. cheap-for-quality surplus: Profitability rank − Valuation_Discipline rank >+0.25 → surplus α
  2. closer check = stays in index (years_in_index >=5, drawdown beta <0.9)
  3. exploitable check = Beneish M > −1.78 flagged manipulator or Sloan high → short danger
  4. props exp = Δ EPS vs whisper, triple-barrier hit 21.89% baseline → fade if <0.22
  5. Pack 1/3/5 same dailySeed LCG — Pack1 lock, Pack5 diversify
Live — same-link-same-stars
seed 20260809 → 70737614 → idx2948
Pack1/3/5 deterministic