Methodology Documentation

How the Free US Stock Screener Works

Every number on this site comes from a documented, repeatable system. This page covers the full stack — from raw data ingestion to final valuation output.

6 Systems Documented·31,500+ Words·Updated February 2026
Infrastructure · Data

Data & Market Infrastructure

Financial statements are sourced directly from SEC EDGAR 10-K and 10-Q filings, parsed from structured XBRL/iXBRL data. Market prices, volume, and enterprise value are computed from institutional-grade exchange feeds with end-of-day processing. The pipeline normalizes 180+ financial line items to a standardized schema, resolves cross-year comparability, and runs automated anomaly detection at ingestion.

5,800+ US equities7+ years fundamentals20+ years price historyDaily refresh
Open Screener
Engine · Screener

Screener & Metrics Engine

200+ metrics are pre-computed across every covered equity each trading day — accounting ratios (P/E, EV/EBITDA, P/FCF), derived quality scores (Piotroski F-Score, Magic Formula rank), and proprietary pattern grades. Price consolidation patterns are detected from price and volume series using geometric validation: contraction depth, contraction count, volume dry-up, and pivot proximity each contribute to a quality grade (A+ to D). No subjective interpretation.

200+ screener metrics36 prebuilt screensPattern grades: A+ to DPiotroski F-Score (0–9)
Open Screener
Engine · Technicals

Technical Analysis Engine

Technical indicators are computed natively from the price history database on each request. This includes simple and exponential moving averages (10/21/50/150/200-day), RSI-14, ATR-14, 52-week Beta, and the proprietary RS Rating — a percentile rank of 12-month price performance weighted toward the most recent quarter. Five programmatic verdicts (Trend, RSI, Breakout Setup, Volume, Relative Strength) are derived from deterministic decision trees with no ambiguity.

20+ technical indicatorsRS Rating: 0–99 percentileBeta vs S&P 500All 5,800+ equities
See Example

Documentation is updated whenever a model or system changes. Version numbers appear at the top of each full-doc page.