A daily automated pipeline that screens stocks, scores them with AI, tracks OTM call options, and emails you when something is worth entering.
Every weekday after market close, BZsignals scans all NASDAQ and NYSE stocks against 9 screening filters to find stocks in a strong uptrend with room to move. Candidates that pass have their best OTM call fetched and are reviewed by Claude AI. If Claude issues an ENTER signal, the system records a 3-month just-OTM call option at that evening's market close and tracks it until a mechanical exit rule fires.
All 9 must pass for a stock to enter AI scoring.
Price ≥ $10
Sub-$10 stocks have structurally wide option spreads and thin open interest
Avg Daily Dollar Volume ≥ $10M
Equity turnover proxy — below this threshold options chains are almost always unusable
Price > EMA 50
Stock is above its 50-day trend
Price > EMA 200
Stock is above its 200-day trend
EMA 50 > EMA 200
Short-term trend above long-term (golden cross zone)
3-Month Performance > 10%
Strong recent momentum
RSI(14) below 70
Not overextended — stocks above 70 are parabolic and likely to mean-revert
ATR(14) 4–9% of price
Enough movement to make an option worthwhile, not so volatile the premium is prohibitive
Market Cap > $1B
Established enough to have liquid options
+ Estimated next earnings date is passed to Claude as context. Trades with earnings near expiry are scored down or rejected by the AI.
Pulls all NASDAQ/NYSE stocks, applies all 9 filters, saves new signals. Takes ~5–7 min.
For each screened stock, fetches the best just-OTM call (90–120 DTE) from Polygon then calls Claude with full stock + option context for a 0–100 score and enter/no-enter decision. Skips stocks with no tradeable option. ~1–2 sec per stock.
Fills in the 1M/2M/3M/4M stock return columns for historical signals that now have enough price history.
Adds today's OHLCV price row for every signal still within its 84-day forward tracking window.
For every open position, fetches today's option bid/ask/mid/IV/delta/theta/vega/gamma from Polygon and stores it for the P&L chart.
Checks every open position against 3 mechanical exit rules using EOD prices. Records the close mid and marks the position closed — final, no next-morning step.
Sends one consolidated email with everything: ENTER signals (with EOD option snapshot), any POSITIONS CLOSED today (with P&L), and a full summary of all stocks scored tonight.
For each stock that passes the 9 filters, the system fetches the best just-OTM call (90–120 DTE) from Polygon. The option must clear 4 quality gates before Claude sees it: open interest ≥ 100, delta ≥ 0.15, mid ≥ $0.50, and spread < 20% of mid. Claude then scores the trade 0–100 across four dimensions — technical momentum (0–30), option pricing attractiveness (0–25), risk/reward profile (0–25), and market regime alignment (0–20) — and issues an independent ENTER decision. Disqualifying factors that force enter=false regardless of score: earnings within 14 days, IV so elevated a pullback would crush the option, or a parabolic move likely to mean-revert.
When Claude marks enter=true, it appears in that night's nightly digest email with the full rationale and option snapshot. The entry is recorded at that evening's market close — the same run that sends the email.
Checked every evening after the EOD option snapshot. No manual decisions — all exits are automatic.
Option is too close to expiration to hold. Closed unconditionally regardless of profit/loss.
Stock has broken down meaningfully below entry. The thesis has failed — cut the loss.
If after 45 days the stock hasn't moved above entry, the thesis hasn't played out. Exit and redeploy capital.
Nightly Digest
~5 PM EST, every weekday — one email with everything
Always sent. Sections appear as needed: ENTER SIGNALS (ticker, score, rationale, EOD option snapshot), POSITIONS CLOSED (exit reason, stock P&L, option P&L, days held), and ALL SCORED TONIGHT (every stock Claude reviewed). Subject line reflects the night's highlights — e.g. "BZsignals ENTER: WT" or "BZsignals Daily — 4 scored, no enters".
Entry Recorded
~5 PM EST, evening of signal
Daily Snapshot
~5 PM EST, every market day from Day 1
At Exit
~5 PM EST, evening exit rule fires
Full historical database of every stock that passed the 9 filters. Sortable and filterable by sector, date, score, and all technical columns. Expand any row to see the 84-day price chart. Use the Entered & Closed view (pill button) for a track record of all entered positions with win stats.
Tracks every stock Claude issued an ENTER signal for. Shows option entry details (including entry stock price), current P&L tracked via daily snapshots, exit reason when closed, and summary stats (win rate, avg return vs baseline). Expand any row to see a daily Greeks chart (Delta %, IV %, Theta cost).
Manual controls for the data pipeline. Trigger the full daily job, backfill prices, or run Claude scoring manually. Shows DB health stats.
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