About CapScreener
A systematic, rules-based approach to investing in the world's most inefficiently priced segment of equities: small and micro-cap stocks.
The Story
I built CapScreener because I was frustrated with two extremes: discretionary stock picking driven by narrative, and black-box quant funds with no transparency. I wanted something in between — a rigorous, transparent, factor-based system I could understand and trust.
The small and micro-cap space is uniquely suited to quantitative investing. These companies are under-researched, under-covered by analysts, and often mispriced. A systematic approach that scores them objectively across multiple dimensions can exploit these inefficiencies consistently over time.
After years of research — testing hundreds of factor combinations, refining the ranking methodology, and stress-testing across multiple market regimes — the 18-factor model emerged. Since January 2009, it has returned 27.29% annualized with a 1.62 Sharpe ratio, through bear markets, recoveries, and everything in between.
How It Works in Practice
Factor scores and rankings are recalculated daily using fresh FactSet data. You always have an up-to-date picture of where every stock stands.
You only need to check and act once a week — aligned with the model's weekly rebalancing cycle. The same frequency used throughout the backtest.
Investment Philosophy
Data Over Narrative
No earnings calls, no management meetings, no story stocks. Only what the numbers say.
Diversified Signal Types
Momentum, quality, value, FCF yield — six factor categories ensure the system works across regimes.
Consistent Process
The same scoring methodology runs every week. No overrides, no gut feels, no exceptions.
Why Quantitative Investing?
The academic evidence for factor investing is overwhelming. Value, momentum, quality, and low volatility premiums have been documented across decades of research and across global markets. But knowing the factors exist and actually implementing them systematically are very different things.
Most investors fail at the implementation step. They override the model when it gets uncomfortable. They concentrate in their favorite factors. They stop following the system after a bad quarter. CapScreener removes the human from the equation — the model runs, the scores update, and the portfolio follows. Period.
In the small and micro-cap space specifically, where institutional coverage is thin and behavioral biases are strongest, this systematic edge compounds powerfully over time.
About Me
Hi, I'm Michael, 37 years old, and I'm passionate about investing and helping others build wealth through intelligent, data-driven strategies. With a deep interest in quantitative investing, I created CapScreener to give individual investors access to the same systematic tools used by professional quant funds — transparent, rules-based, and grounded in academic evidence.
I believe individual investors shouldn't be left behind. My mission is to provide you with a rigorous multi-factor ranking system that removes emotion from the process, identifies the strongest stocks across Europe, the US, and Canada, and tells you clearly what to do — without the noise.
See the results for yourself
17 years of backtest data, fully transparent methodology, 1% slippage applied.
Past performance is not indicative of future results. This is not investment advice.