MOMENTUM + QUALITY FACTOR SCREEN — 151 US LARGE-CAPS, FULL DATA + PYTHON CODE

Stop guessing. Get the exact momentum + quality factor model that ranks all 151 US large-cap stocks, the complete 151-ticker CSV with raw factors, z-scores and composite ranks, and the runnable Python script that regenerates every number in front of you.

WHAT’S IN THE PACK

• Full 151-ticker CSV: raw factors, z-scores, composite rank (14 columns) — ready for Excel, pandas, or your own backtest
• Runnable Python script: the complete momentum + quality model, config knobs included (pip install yfinance pandas numpy, run, done)
• Dated research report: top/bottom 10 with narrative, every formula defined

THE MODEL (2 legs, fully documented)

1. Momentum — z-score of trailing 12-month return
2. Quality — z-score of annualized volatility (negated: lower vol = higher score)
   Composite = 0.5 x Momentum + 0.5 x Quality, ranked 1-151.

No black box. No proprietary data. No subscription. $9 one-time, no email gate, no renewal.

TRY IT FREE FIRST — grab the 15-row sample (top 10 + bottom 5) on GitHub:
https://github.com/pennypenguinapp-beep/launchtower-factor-sample

Direct CSV download:
https://raw.githubusercontent.com/pennypenguinapp-beep/launchtower-factor-sample/main/factor_sample_151_2026-09-16.csv

DISCLAIMER: Research/educational output from public market data. Not personalized investment advice, not a recommendation to buy or sell any security. Past performance does not guarantee future results.