0.60
ROC-AUC · test set (v39)
300+
Securities analysed
10 years
Panel history
100%
Public track record
The composite score — 4 pillars
QARP method (Quality at Reasonable Price) — inspired by the practices of small-cap fund managers. Each pillar is worth 25 points.
01
Valuation
Am I paying a reasonable price?
25 pts
02
Growth
Is the company really progressing?
25 pts
03
Strength
Can it survive a downturn?
25 pts
04
Momentum
Is the market starting to pay attention?
25 pts
ML model — XGBoost v39 (ranking)
A gradient boosting model trained specifically on European small caps. Goal: rank securities by expected 12-month return, then combine that ranking with the fundamental score (ensemble score — the basis of the model portfolio).
ROC-AUC test set0.6014
Features86 — incl. insiders & regulatory short positions
ValidationWalk-forward 2019-2026, net of costs
Training universeEuronext Growth & Access
Evaluation splitStrictly temporal
An AUC around 0.60 on public data is solid and honest — in line with the academic literature on equity return prediction (Gu, Kelly, Xiu 2020). The market is not perfectly predictable, and any model claiming otherwise would be lying. That is why the screener's value is judged on the publicly tracked model portfolio, net of costs — not on model metrics.
Data & coverage
| Universe covered | Euronext Growth & Access · 5 European markets 800+ securities · France, Germany, Italy, Netherlands, Belgium |
| Updates | Every business day after the close Fresh score every evening at 6:45pm |
| History | 10 years of financial data Income · balance sheet · cash flow · prices |
| Sources | Public financial data Euronext regulatory filings |
| Track record | Predictions logged with their date Results D+30 · D+60 · D+90 — Pro tier |
Infrastructure & compliance
| Hosting | Netherlands · Europe · data not exported |
| Authentication | JWT · end-to-end encryption |
| Payments | Stripe · PCI-DSS L1 · no card data stored |
| GDPR | Data stored in Europe · right to erasure |
| Model monitoring | Automatic drift detection · periodic retraining |
| Legal status | Sole proprietorship · France |