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7단계 멀티 레이어 기반 미국 주식 스크리닝

Jaehoon Jung · 2026-03-14
미국 스크리닝
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프롬프트 전문

해당 스크리닝대로 주식 필터링 해서 종목 알려줘

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LAYER 00 | Universe / Data Integrity
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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

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LAYER 0 | Macro Regime Engine (Soft Gate)
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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

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LAYER 1 | Smart Money / Capital Signals
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Skill-weighted 13F Accumulation
Open-market Insider Cluster Buy
Crowding Penalty
출력: Smart Money Score 0~10

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LAYER 2 | Industry-specific Quality Engine
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Sub-industry 기준 percentile score
비금융 / 금융 / REIT / 바이오 임상 분리
출력: Quality Score 0~100

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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

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LAYER 4 | Risk Veto + Risk Score
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Liquidity, Leverage, Event, Dilution, Accounting, Short Crowding
출력:
  HARD PASS / FAIL
  Risk Score 0~100
  Event Flags

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LAYER 5 | Valuation Sanity Check
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업종별 적정 밸류에이션 percentile
과열/저평가 판단은 상대평가 중심
출력: Valuation Score 0~100 / Overheat Flag

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LAYER 6 | AI Evidence Layer
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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