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Each dot = one S&P 500 stock. x = current drawdown, y = bounce off the recent low, color = score, size = volume-climax. Top-right green = confirmed bounces; bottom-left red = deep & still falling.
How the names break down by setup status.
All names — ranked scan
📋 The 4-layer detection framework
- Is it actually capitulating? (climax test) — volume spike ≥1.5× the 50-day average into the low, a sharp multi-day flush. No volume surge → it's a downtrend, not a bottom. Wait.
- Context filters — market-wide selloffs mean-revert (+61% vs +26%); favor a drawdown in the −20%…−35% sweet spot; beware <−40% or >25% below the 200-day MA (falling-knife zone); favor cyclical/semis/energy/industrials regime.
- Fundamentals: shock vs rot (the layer price can't see) — an event/macro shock with the business intact recovers; a guidance cut / broken model / serial dilution keeps falling. Use the 🔎 Research button.
- Confirmation — react, don't predict — wait for a higher low and/or reclaim of the 20/50-day MA, or a +10–15% bounce off the low on volume. Costs the first few %, avoids the knife.
📊 What actually worked (492-event study)
| Signal at the low | present | absent |
| Market-wide crash | +61% | +26% |
| Volume climax >1.5× | +51% | +27% |
| Cyclical/semis sector | +37% | +26% |
| Deep drawdown <−40% | +17% ⚠ | +33% |
| >25% below 200-day MA | +16% ⚠ | +33% |
| Comm-svcs / software | +11% ⚠ | +31% |
| Sharp vs slow drop | ~no difference | |
Combined rule — (market-wide OR volume-climax) AND a sharp flush → 72% hit-rate (vs 51% baseline), +62% median recovery. Counterintuitive headline: deeper is worse.
⚠️ Honest limits (by design)
- Fundamentals aren't in the score. Price can't tell a shock (recovers) from structural rot (doesn't). A high score on a name in secular decline is still risky — do the news read (layer 3). Software/comm-services are flagged structural-derating risk.
- Survivorship bias. Scored on S&P 500 survivors, so it won't warn you about a name heading to delisting — the "WAIT for confirmation" rule is your protection there.
- Probabilistic, not certain. The edge is 72% vs 51% — better than a coin-flip, not a guarantee. Position-size accordingly.
- Not investment advice. Returns are estimates from public price data; do your own research before acting.