CEPVCantor Equity Partners V, Inc.

Fact → Principle → Simulation

• 🟢Daily volatility (ATR): 0.4% of price — Housel's core point: the boring, low-volatility holding is the one you can actually stay invested in long enough to compound.

Fact → Principle → Simulation

• 🟢Distance above 200-day average: +0.9% — Mackay's delusions always shared one trait: prices detached from any reasonable anchor.
• 🟢RSI(14): 43 — An extreme, sustained RSI is one signature of a crowd already 'all in.'
• 🟢News sentiment score: 50/100 — Near-universal enthusiasm in the coverage is exactly the pattern that preceded every mania Mackay documented.
• 🟢12-period rate of change: -0.2% — A sudden, sharp acceleration is more consistent with mania than with steady, sustainable demand.

Fact → Principle → Simulation

• 🟢Recent insider transactions: 2 buys, 0 sells — Whether management is putting its own money behind the growth story is a real, hard-to-fake signal.
• 🟡Return on equity: 388.1% — Real, moderate-to-strong returns on capital — not so extreme as to suggest it's leverage-driven rather than operational.

Fact → Principle → Simulation

• 🟡Composite risk score: 58/100 — Marks' central argument is that risk-awareness matters more than raw return-seeking.
• 🟢Distance above 200-day average: +0.9% — A stock far above its long-term average is one where the crowd has likely already gotten excited — worth extra caution, not extra conviction.
• 🟢News sentiment score: 50/100 — Marks is explicitly wary when sentiment is near-universally positive — that's exactly when expectations get hardest to beat.

Fact → Principle → Simulation

• 🟡Composite risk score: 58/100 — Loeb's rule was capital preservation first — missing a gain is far better than absorbing a large loss.
• 🟢Daily volatility (ATR): 0.4% of price — Loeb watched volatility closely — a wild swinger is a much harder position to cut losses on cleanly.

Fact → Principle → Simulation

• 🟢Distance from 200-day average: +0.9% — Marks' cycle framework treats distance from a long-term anchor as the clearest single cycle-position signal.
• 🟢RSI(14): 43 — An extended oscillator reading is one more sign of a late-cycle position, not early.
• 🟢3-month relative strength vs. S&P 500: -1.5pp — Wild outperformance or underperformance vs. the broad market often marks a crowded, late-cycle trade.
• 🟢News sentiment score: 50/100 — Marks: risk is highest exactly when everyone agrees things look great.

Fact → Principle → Simulation

• 🟡Spread across the other methodologies' scores: ±20 points — Real, independent methodologies converging on a similar view is weak evidence of a genuine, findable edge — wide disagreement suggests there isn't one.
• 🟢Average conviction away from neutral: 21 points — A near-neutral average is exactly the case Malkiel/Bogle expect most stocks to be — no strong signal to act on.
• 🟢Average real-data availability: 77% — A case built on real, available data is at least a fair test — one built on missing data is no case at all.

Fact → Principle → Simulation

• 🟢RSI(14): 43 — Nelson read cyclical exhaustion and renewal in price oscillation, not just trend direction.
• 🔴Stochastic %K: 75 — A cycle nearing its low end offers more room to move than one already stretched to its high end.
• 🔴Williams %R: -25 — A second, independent read on the same overbought/oversold question.
• 🟢CCI(20): -156 — An extreme reading here is exactly the kind of cyclical extension Nelson's method watched for.
• 🟢Bollinger %B: 0.22 — Position within the recent trading range, a purely statistical cycle marker.

Fact → Principle → Simulation

• 🟡Market structure: range — Livermore's first rule: trade with the established trend, not against it.
• 🟢ADX(14): 51 — A strong trend (not a directionless chop) is exactly the setup Livermore waited for.
• 🔴MACD histogram: -0.00 — Positive momentum confirmation supports staying with the trend.
• 🟡12-period rate of change: -0.2% — Livermore read price momentum itself as the most reliable signal available.
• 🔴Volume vs. 20-day average: 0.80x — Livermore looked for volume confirming a move, not a thin, unconvincing rally.

Fact → Principle → Simulation

• 🟢ADX(14): 51 — Schwager's wizards consistently avoided directionless chop — a real, tradeable trend is the precondition.
• 🟡Reward/risk to resistance vs. support: 1.17 — Schwager's central lesson: trade setups with real, favorable reward-to-risk, not just a hunch about direction.
• 🔴Volume vs. 20-day average: 0.80x — Real conviction shows up in volume — a setup without it is a much weaker bet.
• 🔴Market structure: range — A defined trend gives a real setup to trade; a range is exactly what disciplined traders wait out.

Fact → Principle → Simulation

• 🔴Dividend payments on record: 0 — Smith's central finding was that stocks with reinvested dividends beat bonds over time — a real dividend record is the evidence.