Hard filters: Quality FAIL, illiquid, Avg Return ≤ 0%, Hurst > 0.60 removed. Ranked by expected return (Millennium style).
Fundamentals 25% → Win Rate 20% → Hurst 15% → Z-Score 12% → Liquidity 12% → MTF 8% → Volume 8%
Only tradeable stocks with passing fundamentals appear. Set your position size and click Run.