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LongFundamentalneutralEvidence B · Practitioner overlay

Mega-Cap Quality Anchors

What it finds: $200B+ mega-caps with elite quality, healthy growth, and primary trend intact. Designed as a core anchor sleeve. • Best market conditions: All-weather; especially attractive when breadth narrows. • Typical trigger: Market cap ≥ $200B, quality ≥ 75, revenue growth ≥ 5%, above SMA-200.

Quality-factor research (MSCI, AQR) — large-cap quality has historically delivered favorable risk-adjusted returns through cycles.

Filter breakdown

  • Market cap ≥ $200B
  • Price ≥ $10
  • Avg dollar-volume ≥ $20M
  • Above 200-SMA
  • Revenue growth ≥ 0.1%

How to use this screen

Click Apply this screen to open the Screener pre-loaded with these filters. Re-rank the results by your preferred metric (Stockscore, Master Rank, RS Rank), then open any ticker for the full chart, factor breakdown, options-sentiment overlay and insider-buying history.

Screens are deterministic snapshots — they recompute every market day against the latest factor table. Save a copy in the Screener to tune thresholds for your own playbook.

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