This week Debs and Graham build an investment screen with Claude and run it across the S&P 500. The prompt was two lines: produce a value and momentum screen, pull fundamentals from the SEC API and market data from a free source. Claude chose the factors, built the scoring and generated the dashboard. Debs, who is quick to point out she is not a coder, did the setup in Power Query.
The screen ranks every company on earnings yield, book to price, EBITDA to EV, sales to EV and free cash flow yield, then blends those with one, three and six month price momentum into a composite score. Value on its own finds cheap stocks and some of those are cheap for a reason, so momentum is one way of filtering out the value trap.
Debs is direct about where a screen still needs a human. The factor set punishes banks and insurers, which do not report a comparable EBITDA and score zero regardless of quality. Some multiple calculations need checking before you would rely on them. And the output is a shortlist to research, not a portfolio to buy.
Timestamps:
00:00 — Intro 01:11 — What an investment screen is 02:28 — A word from Wall Street Prep 03:47 — Value and momentum styles 06:01 — The two line prompt 09:11 — "I am not a coder" 10:44 — The factors Claude chose 13:22 — Z scores and composite ranking 17:39 — The dashboard and your factor tilt 19:50 — Private markets vs public markets 24:38 — Retail investors and trading platforms 26:31 — What institutions still have that you don't
Topics covered:
→ What an investment screen is and why investors use one → Building a value and momentum screen from a two line prompt → The factors Claude chose and why value alone is not enough → Z scores, composite ranking and adjusting factor weights → Where factor choices exclude viable companies → Why a screen is a starting point, not a buy list → Backtesting, alpha and systematic strategies → Retail investors connecting screens to trading platforms → What institutions still have: proprietary data and trading costs
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The information provided in this video is for educational and entertainment purposes only and does not constitute financial, investment, tax, or legal advice.
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