Qwant Agent: Ultra-Aggressive 2-Week Stock Screening - Quantitative Analysis Request

Mission Context

• Trading Window: December 8-19, 2025 (2 weeks)
• Risk Profile: ULTRA-AGGRESSIVE
• Target Performance: 5x SPY outperformance
• Budget: €1,271.97
• Broker: DEGIRO (no fractional shares, €2 per trade)

SPY Baseline (December 6, 2025)

• Current Price: $604.00 (approx)
• Annualized Volatility: 13.7%
• Recent 1-month return: +2.29%
• 2-Week Target for 5x outperformance: ~+5.7% (SPY baseline ~1.15% × 5)

Request

I have conducted qualitative screening and identified 10 ultra-aggressive stock candidates. I need your quantitative analysis to:

1. Calculate Quantitative Factor Scores (1-5 scale) for each candidate:

   • Momentum Factor Score (RSI, price momentum, volume trends)
   • Volatility Factor Score (historical vol, beta, daily swings)
   • Short Squeeze Probability Score (short %, days to cover, recent momentum)
   • Event Catalyst Score (upcoming events, timing, market impact potential)
   • Overall Aggression Score (composite)

2. Risk-Adjusted Return Projections for 2-week horizon:

   • Expected return distribution (base/bull/bear cases)
   • Probability-weighted expected return
   • Downside risk (VaR, max drawdown potential)
   • Risk-adjusted score (considering transaction costs)

3. Statistical Outlier Detection:

   • Identify which stocks are statistical outliers in momentum/volatility
   • Flag potential red flags (extreme valuations, recent blow-offs)

4. Portfolio Allocation Recommendations:

   • Suggested position sizes for €1,271.97 budget
   • Diversification across strategies (Quantum, AI, Short Squeeze, etc.)
   • Risk management recommendations

Candidate Data

See: /home/pengacau/pasar-malam/output/ultra_aggressive_shortlist_dec2025.json

Key Candidates Summary:

1. QBTS (D-Wave Quantum): 127% vol, +19% 1W, quantum sector momentum
2. IONQ (IonQ): 105% vol, 16.5% short, revenue +222% YoY
3. RGTI (Rigetti): 131% vol, -18% 1M pullback, quantum play
4. PLTR (Palantir): Dec 4 NVIDIA partnership, AI catalyst
5. BYND (Beyond Meat): 443% vol, +24% 1W, extreme volatility
6. RIVN (Rivian): Dec 11 AI Day event, +18% 1M momentum
7. CVNA (Carvana): 3.5 beta, +38% 1M, high momentum
8. CRSP (CRISPR): 27% short interest, biotech catalysts
9. UPST (Upstart): 30% short interest, AI recovery play
10. SOFI (SoFi): -6.5% 1W pullback, fintech entry opportunity

Output Required

Please provide:

1. Quantitative scores (1-5) for each candidate across all factors
2. Ranked list of top 5-7 candidates with allocation %
3. Brief rationale for each score (2-3 sentences)
4. Portfolio construction recommendation with risk management

Methodology Guidance

• Use Elements of Quantitative Investing principles
• Consider Chapter 3 (Performance metrics), Chapter 8 (Backtesting), Chapter 9-10 (Portfolio construction)
• Apply pragmatic risk management given 2-week ultra-aggressive horizon
• Balance diversification vs concentration for small portfolio size