Screeners
The whole market runs through the engines on every scan — the screeners are how you search the result. There are two, because there are two different questions: what just triggered, and what is currently true. Signal Scan answers the first; Search answers the second.
Two screeners
Signal Scan is a feed: the freshest engine triggers across the universe, newest first, filtered by engine and side. Search is a query builder: every engine's current state — regime, freshness, confluence, wave position, flow — is a criterion you can combine, which makes the indicator itself a function of search. No other screener can ask "bullish daily regime, flipped this week, wave still below zero" — here that's three clicks.
Signal Scan
| Filter | Options | Use it for |
|---|---|---|
| Engine | Bands · Oscillator · Both agree | "Both agree" is the quality cut — regime and momentum firing together. |
| Side | Long · Short · All | Trade-direction focus, or all for market breadth. |
| Market cap | Minimum floor | Cutting the illiquid tail out of the feed. |
Search
Every column in Search is also a criterion: ticker text, timeframe (daily, weekly, monthly), regime direction, freshness, minimum confluence, wave position, flow side and noise floor. Criteria combine with AND — each one you add narrows the list. Sort by any column; the result caps at 200 rows because a search that returns more than that isn't a search yet.
Workflow
The loop that works: Signal Scan in the evening for what triggered today → Search to qualify the survivors against the higher timeframes → the Dashboard for the full read on the two or three names that pass. The screeners find; the dashboard decides.