Meridian scores every name in the index against the rest of the market — momentum, fundamentals, sentiment — and publishes the top of the distribution. One engineer. Paper research only. It does not trade money.
Waiting for the published scan file.
Updated automatically after each nightly run. Every signal shows its factor breakdown — why the system ranked it, not just that it did. These are research outputs, not recommendations.
Older published scans
MERIDIAN is one agent inside a larger autonomous system. A central orchestrator dispatches specialised agents on schedule: MERIDIAN generates the signals, LEDGER manages a simulated portfolio against them, a quantitative advisor reviews the mathematics weekly, and an infrastructure agent handles backups, monitoring and data-integrity guards.
Every number the system reports must cite its source query and sample size — a standing rule adopted after live operation showed how easily a confident-looking figure can be computed on broken data. The system is designed to distrust itself.
Rank is a cross-sectional rank against the other stocks scored the same night — typically 502 others when 503 names print. 1 is the highest composite that session, not a probability of profit. The smaller figure next to it is the average rank over the last five sessions, so a one-night jump is visible as noise rather than as a new truth.
Trend strength and persistence — RSI, MACD, moving-average structure, volume confirmation.
Business quality — return on equity, revenue growth, margins, leverage and cash generation.
News tone over recent coverage, scored for each name and normalised across the universe.
Market regime context — volatility, rates and policy backdrop. Validation found the original 15% weight structurally inert. It is not in tonight’s rank until the redesign ships.
Stocks inside an earnings blackout window are excluded before scoring — the system does not take positions into binary event risk. The top quartile of the composite becomes Tier 1; the middle half is held as a watchlist.
MERIDIAN completed a 60-day live paper validation against criteria locked before day one. The system ran unattended, generated signals nightly, and a simulated portfolio traded them under fixed rules — stops, targets, sector caps and capital limits — with no human intervention in the trades.
| Closed trades in window | 23 |
| Simulated result | positive, modest |
| Average win vs average loss | 1.49 : 1 |
| Sample required for statistical confidence | ~100 trades |
| Verdict on edge | cannot yet be confirmed |
The honest reading: at 23 trades, the confidence interval around any win rate spans roughly ±20 points — far too wide to distinguish genuine edge from chance. A positive result at this sample is encouraging and statistically silent at the same time. The validation also surfaced real findings — data-freshness gaps, a structurally inert macro factor — now driving the v2 redesign.
The system continues in extended paper validation toward a statistically meaningful sample, across at least one full earnings season. No real capital is deployed, and none will be unless the evidence earns it.