A daily screen of where semiconductor names are stretched.
A daily statistical screen of the semiconductor universe, delivered before the open.
Request accessWhat it is
A daily screen of the semiconductor universe.
- A fixed universe of semiconductor names, screened every NYSE trading day from the prior session's close and delivered at 6:00 AM ET.
- Each name's latest close is measured against its own recent, outlier-filtered history as a z-score. A name is flagged when it sits beyond a fixed band.
- Around it: return correlations across the universe, a loose one-year model fit, and the size of recent moves.
- Names inside the earnings blackout window are flagged and kept out of the top slot.
What arrives
One report, before the open.
Illustrative sample Not a live report. Names withheld; values are invented.
| Name | Z | Side | Days outside | Earnings |
|---|---|---|---|---|
| 01 | −3.12 | BELOW | 2 | CLEAR |
| 02 | −2.47 | BELOW | 4 | CLEAR |
| 03 | −0.86 | NEUTRAL | 0 | CLEAR |
| 04 | +2.58 | ABOVE | 1 | CLEAR |
| 05 | +2.94 | ABOVE | 3 | BLOCKED · in 2 days |
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limit0limit
- Top of the screen
The most stretched name that cleared the earnings check, or, when nothing crossed the band, a plain statement of that.
- The tape
Breadth and posture across the universe, the largest moves, and the names moving together.
- The lists
Names stretched below and above their mean, and the ones held back by the earnings gate.
- The screen
Every name in the universe against the band, with event risk noted.
Method
What it does, and does not do.
- Systematic, not discretionary. Every name is scored by the same rule on the same data. Nothing is added or removed by hand.
- Statistical stretch, not prediction. A z-score says where a price sits relative to its own recent distribution. It does not say where it goes next.
- Blocked around earnings. A name inside the blackout window around its report is flagged and kept out of the top slot.
- No position advice. Lyra One is a screening tool. It carries no recommendation on direction, size, or timing.
Access
Access is by request.
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