SuperPerform - Minervini SEPA Stock Analyzer

A Python implementation of Mark Minervini's SEPA methodology from "Trade Like a Stock Market Wizard". Screens stocks through RS ratings, Stage 2 trend template, and fundamental analysis - then ranks them by a Quality Score based on 18 months of backtested data.

Quick Start

pip install -r requirements.txt
python SuperPerform.py

What It Does

1. Universe RS Rating - Calculates relative strength percentile within pre-filtered Finviz universe (not IBD-equivalent)
2. Stage 2 Template - Validates 9 technical criteria for uptrend confirmation
3. Fundamental Screening - Checks earnings/revenue acceleration
4. Quality Score - Ranks stocks A/B/C/D based on backtest-proven edge factors
5. Entry Timing - Flags stocks in buy zone vs extended (10/21 EMA)
6. Volume Analysis - Validates breakouts with volume confirmation
7. Earnings Warning - Flags upcoming earnings within 45 days
8. Market Regime - Shows SPY health (bullish/cautious/bearish)
9. Sector Tracking - Warns if >40% concentrated in one sector

Output Example

MARKET STATUS: BULLISH
  SPY: $687.01 | Above 50 MA ($676.57) | Above 200 MA ($622.91)
  Recommendation: Full position sizes OK

TOP PICKS - Ready to Buy (Grade A/B, Buy Zone, Earnings Clear)
  TICKER   GRADE  URS  PRICE      ENTRY      VOLUME   EARNINGS   SECTOR
  APP      A      88   $693.71    BUY_ZONE   WEAK     43d        Communication S
  GOOG     B      85   $314.55    BUY_ZONE   WEAK     35d        Communication S

WATCHLIST - Wait for Pullback or Earnings to Pass
  SMCI     B      88   $42.50     EXTENDED   NORMAL   12d [!]    Technology

SECTOR CONCENTRATION
  Technology:    45% (5 stocks) [!CONCENTRATED]
  Healthcare:    25% (3 stocks)

Entry Timing

Based on 10/21 EMA proximity:

Status	Meaning
BUY_ZONE	Within 5% of 10 or 21 EMA - good pullback entry
EXTENDED	>10% above 21 EMA - chasing risk
WATCHLIST	In between - wait for pullback

Volume Analysis

Status	Criteria
STRONG	Recent volume >1.5x 50-day avg AND up/down ratio >1.2
WEAK	Recent volume <0.8x avg OR up/down ratio <0.8
NORMAL	Everything else

Earnings Warning

Flag	Meaning
12d [!]	DANGER - earnings within 14 days
35d	CAUTION - earnings within 45 days
57d	CLEAR - earnings >45 days away
Rpt:10/22	REPORTED - last earnings date, next TBD
N/A	No earnings data (ETFs, funds)

Market Regime

Checked at startup based on SPY:

Regime	Condition	Recommendation
BULLISH	SPY > 50 MA > 200 MA	Full position sizes OK
CAUTIOUS	SPY > 200 MA but < 50 MA	Reduce size, be selective
BEARISH	SPY < 200 MA	Cash preferred, avoid new longs

Quality Score System

Stocks are scored 0-100 and graded:

Grade	Score	Meaning
A	85-100	Premium setup - highest probability
B	70-84	Good setup - solid edge
C	55-69	Average setup - moderate edge
D	<55	Weak setup - marginal edge

Score components:

• Distance from 52w high (30 pts) - most predictive factor
• Universe RS sweet spot (25 pts)
• Earnings growth (25 pts)
• Revenue growth (10 pts)
• Earnings acceleration (10 pts)

Configuration

Edit top of SuperPerform.py:

# Universe RS & Stage Thresholds
MIN_RS_RATING = 80          # Minimum Universe RS rating
MAX_RS_RATING = 94          # Avoid overextended stocks
MAX_PCT_FROM_HIGH = 10      # Must be within 10% of 52w high

# Fundamental Screening
MIN_EARNINGS_GROWTH = 15.0  # Minimum YoY earnings growth %
MIN_SALES_GROWTH = 10.0     # Minimum YoY sales growth %

# Entry Timing
EMA_PULLBACK_THRESHOLD = 5.0   # Within 5% of EMA = buy zone
EMA_EXTENDED_THRESHOLD = 10.0  # >10% above EMA = extended

# Volume
VOLUME_STRONG_RATIO = 1.5      # 1.5x avg = strong
UP_DOWN_VOLUME_THRESHOLD = 1.2 # Up days should have more volume

# Earnings
EARNINGS_DANGER_DAYS = 14      # Within 14 days = danger
EARNINGS_CAUTION_DAYS = 45     # Within 45 days = caution

# Sector
MAX_SECTOR_CONCENTRATION = 40  # Warn if >40% in one sector

# Stock Source
USE_FINVIZ_SCRAPER = True   # False = use STOCK_LIST array
MAX_PAGES = 4               # Finviz pages to scrape

Output Files

File	Contents
superperform_TIMESTAMP.csv	All analyzed stocks with full metrics
sepa_qualified_TIMESTAMP.csv	Only SEPA qualified stocks
top_picks_TIMESTAMP.csv	Actionable picks (Grade A/B, BUY_ZONE, earnings clear)

Stage 2 Criteria (13 total)

1. Price > 150-day and 200-day MA
2. 150-day MA > 200-day MA
3. 200-day MA trending up
4. 50-day MA > 150-day and 200-day MA
5. Price > 50-day MA
6. Price 30%+ above 52-week low
7. Price within 10% of 52-week high
8. Universe RS >= 80
9. Universe RS <= 94
10. 50-day MA trending up
11. 150-day MA not rolling over
12. Not too extended from 50 MA
13. Recent 52-week high (within 6 months)

SEPABacktester

Validates the methodology by simulating weekly SEPA screens over 2 years:

python SEPABacktester.py

Runtime: First run downloads data (~30 min), subsequent runs use cache (~20 min).

Troubleshooting

Issue	Solution
No stocks meet criteria	Lower MIN_RS_RATING (Universe RS threshold), increase MAX_PAGES
Finviz scrape fails	Check internet, or set USE_FINVIZ_SCRAPER = False
"Insufficient data"	yfinance API issue, try again later
Slow performance	Normal (5-10 min), reduce MAX_PAGES for faster runs
Earnings all UNKNOWN	yfinance doesn't have future date yet - shows last reported

References

• Trade Like a Stock Market Wizard - Mark Minervini
• IBD Relative Strength methodology (Universe RS is a pre-filtered percentile approximation, not IBD RS)
• Data: Yahoo Finance (yfinance), Finviz screener

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Not financial advice. SEPA qualified stocks still require manual review for entry points, catalysts, and risk management.