Run a cross-signal screen

AND-combine filters across seven public signal families (alerts rollup, smart-money composite, insider flow, congressional trades, 13F quarter-over-quarter, options gamma, filing fundamentals) and the valuation group (P/E, P/S, P/B, EV/revenue, EV/operating income, FCF and dividend yield in percent, net debt/operating cash flow; latest close over the newest annual filing, refused values NULL with the reason in val_refusals) into one ranked ticker table. Every field, operator, and sort target is drawn from a server-side catalog (GET this path); every value is a bound parameter. Results come from a materialized snapshot refreshed every 15 minutes (valuations daily); as_of reports the snapshot's freshness. A ticker missing data for a filtered field is excluded from that filter. Descriptive, not advice.