Daily ranked signals, by market regime.
Every trading morning, Shishin publishes a ranked list of US-equity setups — chosen by whichever of four engines fits the day’s market regime, so the same scanner does not run in every market. Here is the whole path, from a read of the market to the list on your screen.
It starts with the regime.
Before a single stock is ranked, a breadth-driven classifier reads the market — how many stocks are actually participating, not just where the index closed.
That read places the day in one of four regimes and hands it to the matched engine — momentum in a broad uptrend, large-cap recovery in a turn, small-cap quality in chop, defensive in weakness. When no regime qualifies, the system trades nothing and holds cash. The gate decides whether and how to trade before any individual name is considered — the detail is in the regime classifier, market breadth, and four engines for four regimes.
A pipeline that runs while you sleep.
You receive the output. We keep the plumbing. The process is deterministic, auditable, and delivered to you daily — every decision traceable to a feature row and a timestamp.
Scan
Every weekday morning the universe scanner processes ~5,800 US-listed tickers, computing 40 indicators per stock: ADR, ATR, MA stack, breakout proximity, dollar volume, RSI, returns, range, prior-high — the inputs each engine needs to score.
Score
Each candidate is scored against the active guardian's locked composite. Genbu, Seiryū, Suzaku, Byakko — one fires per day based on the macro regime. The composite is deterministic; given the same indicators it produces the same number on every machine.
Publish
By 09:35 ET the day's ranked list lands in your inbox and on the Rankings board. Symbol, composite score, sector, the pattern tags that fired. You decide whether and how to act — we never touch your money and never tell you to act.
What you receive.
Not a single 'buy this' alert — a ranked board.
Each row carries the symbol, its composite score, the engine that surfaced it, and the underlying indicators — relative strength, volatility, volume, position in its range — so you can see why a name ranked where it did rather than taking a number on faith. How a single name travels from raw bars to a ranked signal is detailed in how a stock signal is made; the score itself is composite scoring. The list is the research; what you do with it is your decision.
Why regime-adaptive beats a static screen.
A fixed screen works brilliantly in the regime it was built for and bleeds in the others.
Tying the day’s logic to the day’s regime is the whole point: run momentum only when momentum is working, turn defensive when breadth rolls over, and sit out when nothing qualifies. What separates a genuinely regime-adaptive system from a static one wearing the label is the subject of regime-adaptive stock strategies.
The proof, and the posture.
The approach is backed by a survivorship-bias-free five-year backtest and a publicly paper-traded track, both reproducible to the dollar — the figures live on the track record. And the posture never changes: Shishin is a research publisher, not a manager or an adviser. We hand you a ranked, transparent read of the morning’s setups. We never touch your money and never tell you to act. The decisions are entirely yours.