The work, not the claim.

NVIDIA is one of the few names where the bull case and the bear case both have credible fundamentals — that's exactly what makes it worth modelling carefully rather than reciting a thesis from memory.

The note builds a standalone DCF with explicit revenue and margin assumptions out to FY27, triangulates against peer multiples, and then runs three scenario paths (bear, base, bull) to bound the price target. The conclusion: BUY at $222, with the DCF mid-case at $235 — call it ~18% upside from the print date.

The work that matters here isn't the answer, it's the method. WACC is decomposed and defended; terminal growth is a real assumption, not 3% by reflex; sensitivity tables show where the valuation breaks. A recruiter reading this should be able to challenge any single input and see exactly where it flows through.

A quarterly model that pulls in EPS history, sector P/Es, current price, and analyst-estimated next-quarter EPS for the full PSX universe — KSE-100, KMI-30, and broader all-share names. Roughly 100+ tickers refreshed every reporting season.

The output is a shortlist. Every name is scored against three rules: EPS Q/Q expansion, valuation within ±1.5× of sector P/E, and implied upside greater than 25%. Names that pass all three become candidates for the swing book; everything else gets monitored for the next quarter.

This isn't a black box — every formula is visible, every input is sourced, and every shortlisted name has to survive a manual fundamental review before it gets traded. The screener is the funnel; the work happens after.

Every month, the US data cycle prints in roughly the same shape: ISM in week 1, CPI in week 2, FOMC in week 3, GDP and PCE in week 4. Knowing this isn't impressive on its own — but reading which release matters most for which trade is.

The framework is a workbook with 12+ tabs, one per primary release. Each tab logs: actual vs forecast, the surprise direction, and the historical reaction in DXY, gold, indices, and risk. Over time it becomes a database of how the market has actually responded — not how textbook says it should.

I read it on Sunday nights. Whatever's coming that week tells me which positions to size up, which to flatten, and which to skip entirely. The framework doesn't predict; it contextualises.