132 lines
7.1 KiB
TypeScript
132 lines
7.1 KiB
TypeScript
import React from 'react';
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import { BookOpen } from 'lucide-react';
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import 'katex/dist/katex.min.css';
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import { BlockMath, InlineMath } from 'react-katex';
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interface ScannerMathModalProps {
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isOpen: boolean;
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onClose: () => void;
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}
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export default function ScannerMathModal({ isOpen, onClose }: ScannerMathModalProps) {
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React.useEffect(() => {
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const handleKeyDown = (e: KeyboardEvent) => {
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if (e.key === 'Escape') {
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onClose();
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}
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};
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if (isOpen) {
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window.addEventListener('keydown', handleKeyDown);
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}
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return () => {
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window.removeEventListener('keydown', handleKeyDown);
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};
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}, [isOpen, onClose]);
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if (!isOpen) return null;
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return (
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<div className="fixed inset-0 z-50 flex items-center justify-center bg-slate-950/85 backdrop-blur-md p-4 sm:p-6 md:p-8">
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<div className="bg-slate-900 border border-slate-800/80 rounded-3xl w-full max-w-4xl h-[80vh] flex flex-col overflow-hidden shadow-2xl relative text-slate-300">
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{/* Modal Header */}
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<div className="flex justify-between items-center px-6 py-4 bg-slate-950/40 border-b border-slate-800/60">
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<div>
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<h2 className="text-base font-bold bg-gradient-to-r from-amber-400 to-orange-400 bg-clip-text text-transparent flex items-center gap-2">
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<BookOpen className="w-5 h-5 text-amber-400" /> Overreaction Scanner - Math & Logic Specification
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</h2>
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<p className="text-[10px] text-slate-500 font-mono">Institutional Specification Manual</p>
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</div>
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<button
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onClick={onClose}
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className="text-slate-400 hover:text-slate-200 bg-slate-950/50 border border-slate-800 hover:border-slate-700 px-3 py-1.5 rounded-lg text-xs font-semibold font-mono transition-all cursor-pointer"
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>
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Schließen (ESC)
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</button>
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</div>
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{/* Modal Body */}
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<div className="flex-1 overflow-y-auto p-6 sm:p-8 space-y-6 text-slate-300 scrollbar-thin">
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<div className="space-y-6">
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<div className="border-b border-slate-800/80 pb-3">
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<h3 className="text-base font-bold text-slate-200">2. Deep-Value & Overreaction Scanner Engine</h3>
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<p className="text-xs text-slate-400 mt-1">Filters stocks experiencing extreme technical selling deviations backed by cheap fundamental valuations.</p>
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</div>
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<div className="space-y-3">
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<h4 className="text-xs font-bold text-amber-400 uppercase tracking-wider font-mono">A. Ingestion & Pipeline Tiers</h4>
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<p className="text-xs leading-relaxed text-slate-400">
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Scans the entire corporate equity universe daily, segmenting equities into three distinct market capitalization classes to identify localized overreactions:
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</p>
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<div className="grid grid-cols-3 gap-3 text-[11px] text-slate-400 font-mono text-center">
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<div className="bg-slate-950/40 p-3 rounded-lg border border-slate-800/50">
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<span className="block font-bold text-slate-300">Mega Caps</span>
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<span>> $100B</span>
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</div>
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<div className="bg-slate-950/40 p-3 rounded-lg border border-slate-800/50">
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<span className="block font-bold text-slate-300">Mid Caps</span>
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<span>$10B - $100B</span>
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</div>
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<div className="bg-slate-950/40 p-3 rounded-lg border border-slate-800/50">
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<span className="block font-bold text-slate-300">Small Caps</span>
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<span>< $10B</span>
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</div>
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</div>
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</div>
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<div className="space-y-3">
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<h4 className="text-xs font-bold text-amber-400 uppercase tracking-wider font-mono">B. Technical Distancing Formulas</h4>
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<p className="text-xs leading-relaxed text-slate-400">
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Calculates price distance ratios relative to support levels:
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</p>
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<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2 space-y-4">
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<div>
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<p className="text-xs text-slate-400 mb-1">1. 52-Week High Deviation:</p>
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<BlockMath math="\Delta_{52w} = \frac{P_{\text{current}} - P_{52w\_high}}{P_{52w\_high}}" />
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</div>
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<div>
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<p className="text-xs text-slate-400 mb-1">2. 50-Day Moving Average Drop:</p>
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<BlockMath math="\Delta_{MA} = \frac{P_{\text{current}} - \text{MA}_{50}}{\text{MA}_{50}}" />
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</div>
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<div>
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<p className="text-xs text-slate-400 mb-1">3. Relative Strength Index (RSI-14) with smoothing:</p>
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<BlockMath math="\text{RSI} = 100 - \frac{100}{1 + \text{RS}}" />
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<BlockMath math="\text{RS} = \frac{\text{Smoothed Gain}_t}{\text{Smoothed Loss}_t}" />
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<p className="text-[11px] text-slate-505 mt-2 font-mono">
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where smoothed elements use Welles Wilder alpha = 1/14. Deep oversold signals trigger at RSI < 30.
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</p>
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</div>
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</div>
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</div>
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<div className="space-y-3">
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<h4 className="text-xs font-bold text-amber-400 uppercase tracking-wider font-mono">C. Fundamental Cheapness Overlay & Forward Valuations</h4>
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<p className="text-xs leading-relaxed text-slate-400">
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To avoid value traps, technical drop factors are coupled with valuation metrics fetched in real-time from FMP:
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</p>
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<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2 space-y-4">
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<ul className="list-disc pl-5 text-xs text-slate-400 space-y-2 font-mono">
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<li><strong>Trailing P/E (KGV)</strong>: Measures the price relative to trailing 12-month earnings.</li>
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<li><strong>Price-to-Book (KBV)</strong>: Measures the asset backing relative to equity capital.</li>
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<li><strong>Dividend Yield (%)</strong>: Tangible dividend payouts to measure cash backflow support.</li>
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<li><strong>PEG Ratio</strong>: Relates PE multiple to annual earnings growth:
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<BlockMath math="\text{PEG} = \frac{\text{PE Ratio}}{\text{Earnings Growth Rate} \times 100}" />
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</li>
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</ul>
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<div className="border-t border-slate-850 pt-3">
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<p className="text-xs text-slate-400 mb-1">Implicit Forward P/E calculation from PEG relationship:</p>
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<BlockMath math="\text{Forward PE} = \frac{\text{Trailing PE}}{1 + g_{\text{implicit}}}" />
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<BlockMath math="g_{\text{implicit}} = \frac{\text{Trailing PE}}{\text{PEG} \times 100}" />
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<p className="text-[11px] text-slate-500 mt-2 font-mono">
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If PEG is unavailable, a default growth rate of 10% is assumed as a conservative fallback baseline.
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</p>
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</div>
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</div>
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</div>
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</div>
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</div>
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</div>
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</div>
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);
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}
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