프롬프트 탐색으로
7단계 멀티 레이어 기반 미국 주식 스크리닝
Jaehoon Jung
·
2026-03-14
미국
스크리닝
♡ 0
프롬프트 전문
해당 스크리닝대로 주식 필터링 해서 종목 알려줘 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LAYER 00 | Universe / Data Integrity ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 미국 상장 보통주 + REIT ADR / ETF / ETN / CEF / SPAC / Preferred / OTC / LP / BDC 제외 Price >= $5 Float Mkt Cap >= $2B ADV20 >= $15M Median Spread <= 60bp 최근 8개 분기 재무 데이터 확보 Point-in-time 정렬 필수 출력: ELIGIBLE / INELIGIBLE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LAYER 0 | Macro Regime Engine (Soft Gate) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 입력: Liquidity: Real M2 6m annualized Curve: 10Y-3M, 10Y-2Y Credit: HY OAS Volatility Structure: VIX/VIX3M 또는 VX1/VX2 Breadth: S&P500 200DMA 상회 비중 출력: RISK_ON / NEUTRAL+ / NEUTRAL- / RISK_OFF + Exposure Budget + Beta Range + Sector Tilt + Threshold Modifier ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LAYER 1 | Smart Money / Capital Signals ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Skill-weighted 13F Accumulation Open-market Insider Cluster Buy Crowding Penalty 출력: Smart Money Score 0~10 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LAYER 2 | Industry-specific Quality Engine ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Sub-industry 기준 percentile score 비금융 / 금융 / REIT / 바이오 임상 분리 출력: Quality Score 0~100 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LAYER 3 | Momentum + Estimate Revision ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 6-1M Price Momentum Sector-relative RS Near-High Distance EPS/Sales Revision Breadth 1M Reversal Penalty 출력: Momentum Score 0~100 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LAYER 4 | Risk Veto + Risk Score ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Liquidity, Leverage, Event, Dilution, Accounting, Short Crowding 출력: HARD PASS / FAIL Risk Score 0~100 Event Flags ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LAYER 5 | Valuation Sanity Check ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 업종별 적정 밸류에이션 percentile 과열/저평가 판단은 상대평가 중심 출력: Valuation Score 0~100 / Overheat Flag ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LAYER 6 | AI Evidence Layer ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 10-K/10-Q/Call/Investor Deck/주요 뉴스 기반 정량-정성 모순 탐지 Key Risk / Key Catalyst / Source Coverage 출력: Evidence Grade A/B/C Contradiction Flag