23 lines
1.4 KiB
Markdown
23 lines
1.4 KiB
Markdown
# Analyst Upgrades Scanner
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## Current Understanding
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Detects analyst upgrades/price target increases. Most reliable when upgrade comes
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from a top-tier firm (Goldman, Morgan Stanley, JPMorgan) and represents a meaningful
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target increase (>15%). Short squeeze potential (high short interest) combined with
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an upgrade is a historically strong setup.
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## Evidence Log
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### 2026-04-12 — P&L review + fast-loop
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- 36 tracked recommendations (mature). Win rates: 38.2% 1d, 50.0% 7d, 30.4% 30d. Avg returns: +0.13% 1d, -0.75% 7d, -3.64% 30d.
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- 7d win rate of 50% is close to coin-flip; 30d degrades sharply.
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- Recent runs (Apr 6-12): 7 candidates — LRN, SEZL, NTWK, CSCO, NFLX, DLR, INTC. INTC Apr 12 (score=85) had a strong catalyst (Terafab + Apple rumor), which is a genuine material catalyst, fitting the "already priced in" concern.
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- CSCO appeared in analyst_upgrade (Apr 8) AND options_flow (Apr 6, Apr 9) — cross-scanner confluence is a positive quality signal.
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- Confidence calibration: Good (cal_diff ≤ 0.5 across all recent instances).
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- Confidence: medium (36 samples, 7d win rate at breakeven)
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## Pending Hypotheses
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- [ ] Does analyst tier (BB firm vs boutique) predict upgrade quality?
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- [ ] Does short interest >20% combined with an upgrade produce outsized moves?
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- [ ] Does cross-scanner confluence (analyst_upgrade + options_flow on same ticker) predict higher 7d returns?
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