QUANTITATIVE STRATEGY DOSSIER• Mark Minervini (U.S. Investing Champion)
Mark Minervini Volatility Contraction Pattern (VCP)
The VCP setup identifies institutional accumulation where selling pressure dries up across 2 to 4 distinct contractions (e.g. 15% -> 8% -> 3%), creating an asymmetric pivot entry with tight volatility risk invalidation.
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📐 Quantitative Screening Rules & Mathematical Bounds
- Stage 2 Structural Uptrend: Price > 50-day EMA > 200-day SMA.
- Progressive Volatility Contraction: Range narrowing across consecutive swing pullbacks.
- Volume Dry-Up (VDU): Volume drops >= 40% below 50-day average on final consolidation handle.
- Tight Risk Invalidation: Stop loss strictly placed 1.25x ATR below optimal accumulation pivot.
🎯 Current Matching Candidates
Updated Daily Pre-Market🟢 IN_BUY_ZONEPiotroski: 8/9
Optimal Entry: $207.80 - $213.05
Target 1 (+2.5x ATR): $229.80
Stop Loss Floor: $201.35
Capital Efficiency: ROIC 58.4%
Execution Setup: 3-Stage contraction handle resting above 20 EMA with Blackwell datacenter ramp.
🟢 IN_BUY_ZONEPiotroski: 8/9
Optimal Entry: $138.20 - $142.80
Target 1 (+2.5x ATR): $154.20
Stop Loss Floor: $134.50
Capital Efficiency: ROIC 32.1%
Execution Setup: High-density institutional accumulation handle following TITAN contract award.
🔵 APPROACHING_TARGETPiotroski: 7/9
Optimal Entry: $109.50 - $112.00
Target 1 (+2.5x ATR): $124.50
Stop Loss Floor: $105.80
Capital Efficiency: ROIC 28.6%
Execution Setup: Liquid cooling AI datacenter infrastructure breakout expanding toward Target 1.