quantitative-screening

> Methodology fused from professional trading and investment frameworks; all text is an original paraphrase. ## Defaults | Parameter | Default Value | Rationale | |-----------|---------------|-----------| | screening_universe | S&P 500 + Russell 1000 liquid | Broad enough for diversity, liquid enough for execution | | historical_years | 5 | Minimum years of financial data for trend analysis | | peg_threshold | 1.0 | PEG < 1.0 suggests undervaluation relative to growth | | fcf_conversion_min | 70% | FCF/Net Income below 70% flags earnings quality issues | | earnings_beat_threshold | 70% | Beat frequency above 70% suggests conservative guidance | ## Preflight Run canonical pre-flight per `contracts/preflight.md`. Propagate X-Agentii-Trace per `contracts/x-agentii-trace-header.md`. ## Data Source Priority 1. Quantitative methodology — `references/quant-methodology.md` (bundled screening framework) 2. Financial data — SEC XBRL facts via agentii MCP for historical financials 3. Market data — `~~market_data` placeholder for real-time valuation multiples 4. Strategy frameworks — `search_investment_strategies(domain=fundamental, kind=screening)` ## Methodology ### Retrieval Scope structured_only ### Retrieval Strategy **Ownership & insider signals**: `search_institutional_holdings` (top-10 holders + whale portfolios, `direction=accumulating|reducing|new|exited`) and `search_insider_trades` (Form-4 transactions with SEC URLs) are available as signal inputs. Branch (a) Struct...