Research Library
Research Library
The Research Library offers an index of systematic research notes produced across equity, macro, commodity, and risk-related routes.
Each note has the same process discipline: research setup, ranking logic, headline diagnostics, horizon context, interpretation, and known limitations.
The library is not a list of live trades or public recommendations. It does not publish holdings, current ranks, live tickers, exact formulas, or implementation parameters.
The purpose is to show how ideas are tested, retained, rejected, or monitored before they can become part of an investment process.
Selected notes
Selected signal reports
369 reports
| Name | Results | Report | |
|---|---|---|---|
| Sector Peer Spread Reversion Rank | Equity signal research | 63d horizon; 0.81% rank spread; IC 0.029; Sector-relative spread dislocation and peer reversion review. | Open PDF |
| European Sector PMI Rank | Macro / sector | 6m horizon; 1.75% rank spread; IC 0.106; European sector PMI demand-momentum and rotation review. | Open PDF |
| Futures Proxy Commodity Trend Rank | CTA / futures | 126d horizon; 0.54% rank spread; IC 0.029; Commodity futures proxy trend diagnostics. | Open PDF |
| Futures Proxy Equity Index Trend Rank | CTA / futures | 126d horizon; 1.32% rank spread; IC 0.108; Equity-index futures proxy trend diagnostics. | Open PDF |
| Futures Proxy Multi-Asset Trend Rank | CTA / futures | 126d horizon; 1.60% rank spread; IC 0.066; Multi-asset futures and macro trend proxy diagnostics. | Open PDF |
| Commodity Futures Trend Proxy Rank | CTA / futures | 126d horizon; 0.54% rank spread; IC 0.029; Commodity futures trend proxy challenger route. | Open PDF |
| Equity Index Futures Trend Proxy Rank | CTA / futures | 126d horizon; 1.32% rank spread; IC 0.108; Equity-index futures trend proxy challenger route. | Open PDF |
| Multi-Asset Futures Trend Proxy Rank | CTA / futures | 126d horizon; 1.14% rank spread; IC 0.088; Multi-asset futures trend proxy challenger route. | Open PDF |
| Managed Futures ETF Capacity-Aware Execution Diagnostic | CTA / implementation | Full sample; Managed-futures ETF execution and capacity diagnostic. | Open PDF |
| Managed Futures ETF Trend Replication Variant | CTA / implementation | Full sample; Managed-futures ETF trend-replication variant review. | Open PDF |
| Liquid Macro Trend Rank | Macro / cross-asset | 63d horizon; 1.75% rank spread; IC 0.157; Liquid macro trend context for overlay and regime review. | Open PDF |
| Macro Fundamental Momentum Rank | Macro / cross-asset | 63d horizon; 1.23% rank spread; IC 0.041; Macro fundamental momentum route for allocation context. | Open PDF |
| ETF Dual Momentum TAA Rank | Macro / multi-asset | 252d horizon; 6.72% rank spread; IC 0.216; ETF dual-momentum allocation route and tactical review. | Open PDF |
| Macro-Conditioned ETF Overlay Rank | Macro / multi-asset | 252d horizon; 6.72% rank spread; IC 0.228; Macro-conditioned ETF overlay route for scenario review. | Open PDF |
| Macro Cross-Asset Trend Composite | Macro / multi-asset | 126d horizon; 8.19% rank spread; IC 0.361; Cross-asset trend composite for regime and overlay context. | Open PDF |
| Multi-Asset Trend Equity Rank | Macro / multi-asset | 252d horizon; 6.73% rank spread; IC 0.040; Multi-asset trend context translated into equity diagnostics. | Open PDF |
| Multi-Asset Trend Equity Proxy Rank | Macro / multi-asset | 252d horizon; 6.74% rank spread; IC 0.040; Trend-family equity proxy challenger route. | Open PDF |
| Commodity Diversification Rank | Commodity / futures | 63d horizon; 2.34% rank spread; IC 0.128; Commodity-linked diversification and allocation-context research. | Open PDF |
| Index Volatility Targeting Rank | Options / volatility | 252d horizon; -1.04% rank spread; IC 0.032; Volatility-aware exposure and drawdown-control review. | Open PDF |
| Volatility-Scaled Trend Overlay Rank | Options / volatility | 252d horizon; 6.39% rank spread; IC 0.043; Trend overlay scaled by realised volatility state. | Open PDF |
| Realized Volatility Timing Rank | Options / volatility | 63d horizon; -1.36% rank spread; IC 0.022; Realised-volatility timing diagnostic for exposure review. | Open PDF |
| Realized Volatility Risk Rank | Options / volatility | 126d horizon; 0.73% rank spread; IC 0.011; Realised-volatility risk route for defensive monitoring. | Open PDF |
| Volatility Risk Premium Rank | Options / volatility | 63d horizon; -1.39% rank spread; IC 0.022; Volatility-risk-premium route for overlay context. | Open PDF |
| Low-Volatility Momentum Cycle Rank | Options / volatility | 126d horizon; 3.46% rank spread; IC 0.046; Low-volatility momentum cycle and regime diagnostic. | Open PDF |
| Volatility Breakout With Contraction Rank | Options / volatility | 252d horizon; -2.27% rank spread; IC -0.011; Volatility breakout route with contraction-state filter. | Open PDF |
| Liquidity Shock Reversal Rank | Risk diagnostics | 21d horizon; 0.45% rank spread; IC 0.048; Liquidity-event reversal and implementation fragility review. | Open PDF |
| Liquidity Stress Reversal Rank | Risk diagnostics | 252d horizon; -3.04% rank spread; IC 0.026; Liquidity-stress reversal route for stress-aware monitoring. | Open PDF |
| Correlation Regime Stability Rank | Risk diagnostics | 21d horizon; -0.21% rank spread; IC -0.008; Correlation-regime stability route for portfolio risk review. | Open PDF |
| Correlation Fragility Defense Rank | Risk diagnostics | 252d horizon; -3.01% rank spread; IC -0.000; Correlation-fragility defence route for drawdown review. | Open PDF |
| Downside Beta Resilience Rank | Risk diagnostics | 252d horizon; -4.13% rank spread; IC 0.013; Downside-beta resilience route for market-stress review. | Open PDF |
| Tail-Risk Drawdown Pressure Rank | Risk diagnostics | 252d horizon; -16.62% rank spread; IC -0.025; Tail-risk and drawdown-pressure diagnostic. | Open PDF |
| Short Trigger Overlay Diagnostic | Risk diagnostics | 20 sessions; Short-trigger overlay diagnostic for risk implementation review. | Open PDF |
| Equity Price Momentum Rank | Equity signal research | 126d horizon; 5.50% rank spread; IC 0.043; Cross-sectional price-confirmation and continuation review. | Open PDF |
| Accrual Quality Rank | Equity signal research | 252d horizon; 5.92% rank spread; IC 0.035; PIT accounting-quality research with source controls. | Open PDF |
| Cash-Backed Quality Rank | Equity signal research | 252d horizon; 2.56% rank spread; IC 0.032; Cash-backed quality route for balance-sheet durability review. | Open PDF |
| Fundamental Value Creation Momentum Rank | Equity signal research | 252d horizon; 3.00% rank spread; IC 0.051; Fundamental value-creation momentum route. | Open PDF |
| Style-Residual Momentum Rank | Equity signal research | 252d horizon; 2.06% rank spread; IC 0.016; Momentum route after broad style reduction. | Open PDF |
| Price Stack / Peer Blend Exposure Repair | Equity signal research | 63d horizon; 6.66% rank spread; IC 0.043; Price-stack and peer-blend exposure repair diagnostic. | Open PDF |
| Sector-Neutral Price / Peer Blend | Equity signal research | 63d horizon; 8.38% rank spread; IC 0.070; Sector-neutral price and peer-blend route. | Open PDF |
| Volume-Confirmed Momentum Rank | Equity signal research | 252d horizon; 5.75% rank spread; IC 0.033; Volume-confirmed continuation route. | Open PDF |
| Post-Call Drift Rank | Event / behavioural | 63 sessions; 0.81% rank spread; IC 0.022; Post-call drift diagnostics after information events. | Open PDF |
| Abnormal Filing Frequency Rank | Disclosure / NLP | 252d horizon; 50.94% rank spread; IC 0.116; Abnormal filing-frequency route for disclosure monitoring. | Open PDF |
| SEC Disclosure GBM Rank | Disclosure / NLP | walk-forward checkpoints; Issuer-disclosure model diagnostic and limitation review. | Open PDF |
| Prepared Remarks Sentiment Change Rank | Disclosure / NLP | 252d horizon; 40.01% rank spread; IC 0.067; Prepared-remarks sentiment-change route. | Open PDF |
| Transcript Sentiment Change Rank | Disclosure / NLP | 21d horizon; 35.87% rank spread; IC 0.099; Transcript sentiment-change route for event review. | Open PDF |
| 12-Month Momentum Rank | OAP / price momentum | 252d horizon; 6.53% rank spread; IC 0.029; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| 6-Month Momentum Rank | OAP / price momentum | 126d horizon; 4.54% rank spread; IC 0.042; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| Abnormal Accruals Rank | OAP / fundamentals | 252d horizon; 5.02% rank spread; IC 0.024; OpenAssetPricing accrual-quality rank diagnostics. | Open PDF |
| Accruals Rank | OAP / fundamentals | 252d horizon; 4.75% rank spread; IC 0.024; OpenAssetPricing accrual-quality rank diagnostics. | Open PDF |
| Analyst Revision Rank | OAP / analyst revision | 63d horizon; 2.42% rank spread; IC 0.008; OpenAssetPricing analyst-revision diagnostics. | Open PDF |
| Change in Asset Turnover Rank | OAP / fundamentals | 252d horizon; 4.76% rank spread; IC 0.018; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Debt Issuance Rank | OAP / corporate finance | 252d horizon; 6.72% rank spread; IC 0.036; OpenAssetPricing corporate-investment and financing diagnostics. | Open PDF |
| Deferred Revenue Change Rank | OAP / fundamentals | 252d horizon; 3.68% rank spread; IC 0.012; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Dollar Volume Liquidity Rank | OAP / liquidity | 63d horizon; 3.80% rank spread; IC 0.051; OpenAssetPricing liquidity and implementation-fragility diagnostics. | Open PDF |
| Earnings Consistency Rank | OAP / fundamentals | 252d horizon; 2.61% rank spread; IC 0.013; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Earnings Increase Count Rank | OAP / fundamentals | 252d horizon; 7.57% rank spread; IC 0.026; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Firm Age Momentum Rank | OAP / price momentum | 126d horizon; 4.51% rank spread; IC 0.041; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| Gross Sales to Inventory Growth Rank | OAP / fundamentals | 252d horizon; 3.14% rank spread; IC 0.013; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Gross Sales to Overhead Growth Rank | OAP / fundamentals | 252d horizon; 3.15% rank spread; IC 0.004; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Illiquidity Rank | OAP / liquidity | 21d horizon; 1.44% rank spread; IC 0.020; OpenAssetPricing liquidity and implementation-fragility diagnostics. | Open PDF |
| Industry Momentum Rank | OAP / price momentum | 252d horizon; 6.37% rank spread; IC 0.020; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| Long-Term Investment Change Rank | OAP / corporate finance | 252d horizon; 1.89% rank spread; IC 0.019; OpenAssetPricing corporate-investment and financing diagnostics. | Open PDF |
| Long-Term Reversal Rank | OAP / price momentum | 252d horizon; 5.09% rank spread; IC 0.067; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| Momentum-Volatility Rank | OAP / price momentum | 252d horizon; 5.63% rank spread; IC 0.036; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| Net Debt Financing Rank | OAP / corporate finance | 252d horizon; 2.97% rank spread; IC 0.027; OpenAssetPricing corporate-investment and financing diagnostics. | Open PDF |
| Net Operating Assets Change Rank | OAP / fundamentals | 252d horizon; 2.03% rank spread; IC 0.004; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Net Operating Assets Rank | OAP / fundamentals | 252d horizon; 2.98% rank spread; IC 0.033; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Off-Season Momentum Rank | OAP / price momentum | 63d horizon; 2.91% rank spread; IC 0.033; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| Operating Leverage Rank | OAP / fundamentals | 252d horizon; 4.51% rank spread; IC 0.021; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Percent Accruals Rank | OAP / fundamentals | 252d horizon; 3.79% rank spread; IC 0.020; OpenAssetPricing accrual-quality rank diagnostics. | Open PDF |
| Percent Total Accruals Rank | OAP / fundamentals | 252d horizon; 2.37% rank spread; IC 0.002; OpenAssetPricing accrual-quality rank diagnostics. | Open PDF |
| Price Delay Slope Rank | OAP / price momentum | 252d horizon; 2.01% rank spread; IC 0.026; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| R&D Ability Rank | OAP / corporate finance | 252d horizon; 6.10% rank spread; IC 0.006; OpenAssetPricing corporate-investment and financing diagnostics. | Open PDF |
| R&D Surprise Rank | OAP / corporate finance | 252d horizon; 5.38% rank spread; IC 0.000; OpenAssetPricing corporate-investment and financing diagnostics. | Open PDF |
| R&D-to-Sales Rank | OAP / corporate finance | 252d horizon; 7.70% rank spread; IC 0.002; OpenAssetPricing corporate-investment and financing diagnostics. | Open PDF |
| Recommendation Change Rank | OAP / analyst revision | 63d horizon; 2.42% rank spread; IC 0.008; OpenAssetPricing analyst-revision diagnostics. | Open PDF |
| Residual Momentum Rank | OAP / price momentum | 252d horizon; 6.53% rank spread; IC 0.029; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| Short-Season Momentum Rank | OAP / price momentum | 63d horizon; 1.06% rank spread; IC 0.025; OpenAssetPricing price-behaviour rank diagnostics. | Open PDF |
| Tax Change Rank | OAP / fundamentals | 252d horizon; 4.59% rank spread; IC 0.012; OpenAssetPricing fundamental-quality rank diagnostics. | Open PDF |
| Three-Year Capital Expenditure Growth Rank | OAP / corporate finance | 252d horizon; 1.82% rank spread; IC 0.041; OpenAssetPricing corporate-investment and financing diagnostics. | Open PDF |
| Total Accruals Rank | OAP / fundamentals | 252d horizon; 4.75% rank spread; IC 0.024; OpenAssetPricing accrual-quality rank diagnostics. | Open PDF |
| VIX Beta Rank | OAP / volatility beta | 63d horizon; 2.23% rank spread; IC 0.058; OpenAssetPricing volatility-sensitivity diagnostics. | Open PDF |
| Bollinger Reversion Rank | Technical signal research | 1d horizon; 0.39% rank spread; IC 0.065; Short-horizon Bollinger-band reversion evidence across broad listed equities. | Open PDF |
| Accounting Frontier Rank | OAP / fundamentals | 252d horizon; 11.33% rank spread; IC 0.066; OpenAssetPricing accounting-frontier evidence across a broad listed-equity panel. | Open PDF |
| Beta Pricing Rank | OAP / market beta | 252d horizon; 2.36% rank spread; IC 0.004; OpenAssetPricing market-beta pricing diagnostics. | Open PDF |
| Off-Season Momentum Plus Rank | OAP / price momentum | 252d horizon; 1.52% rank spread; IC 0.039; OpenAssetPricing seasonal momentum extension diagnostics. | Open PDF |
| Industry Concentration Rank | OAP / industry structure | 252d horizon; 1.46% rank spread; IC 0.003; OpenAssetPricing industry-concentration diagnostics. | Open PDF |
| ETF Relative Value Reversal Rank | ETF / reversal | 1d horizon; 0.19% rank spread; IC 0.070; Cross-ETF relative-value reversal evidence across liquid ETF exposures. | Open PDF |
| ETF Close Pressure Reversal Rank | ETF / reversal | 1d horizon; 0.23% rank spread; IC 0.084; Closing-pressure reversal evidence across liquid ETF exposures. | Open PDF |
| Awesome Oscillator Trend Rank | Technical signal research | 126d horizon; 1.81% rank spread; IC 0.013; Awesome-oscillator trend-momentum proxy diagnostics. | Open PDF |
| Dual Thrust Breakout Rank | Technical signal research | 1d horizon; 0.12% rank spread; IC 0.001; Dual-thrust breakout proxy diagnostics across broad listed equities. | Open PDF |
| RSI Reversal Rank | Technical signal research | 1d horizon; 0.22% rank spread; IC 0.051; RSI short-horizon reversal evidence across broad listed equities. | Open PDF |
| Bayesian Logistic Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.715; vol-rank corr. 0.429; fwd-vol spread 6.80%; Bayesian logistic volatility-stress gate diagnostic. | Open PDF |
| Gradient Boosting Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.714; vol-rank corr. 0.474; fwd-vol spread 8.29%; boosted-tree volatility-stress gate diagnostic. | Open PDF |
| K-Means Regime Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.636; vol-rank corr. 0.360; fwd-vol spread 6.85%; regime-cluster volatility-stress gate diagnostic. | Open PDF |
| KNN Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.707; vol-rank corr. 0.444; fwd-vol spread 6.93%; nearest-neighbour volatility-stress gate diagnostic. | Open PDF |
| LightGBM Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.711; vol-rank corr. 0.462; fwd-vol spread 7.51%; LightGBM volatility-stress gate diagnostic. | Open PDF |
| Logistic Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.706; vol-rank corr. 0.421; fwd-vol spread 6.93%; logistic volatility-stress gate diagnostic. | Open PDF |
| Naive Bayes Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.745; vol-rank corr. 0.405; fwd-vol spread 6.66%; conditional-probability volatility-stress gate diagnostic. | Open PDF |
| PCA Anomaly Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.580; vol-rank corr. 0.246; fwd-vol spread 5.49%; PCA anomaly volatility-stress gate diagnostic. | Open PDF |
| Random Forest Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.706; vol-rank corr. 0.437; fwd-vol spread 7.43%; random-forest volatility-stress gate diagnostic. | Open PDF |
| Support Vector Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.693; vol-rank corr. 0.471; fwd-vol spread 6.30%; support-vector volatility-stress gate diagnostic. | Open PDF |
| Torch GRU Volatility Crash Gate | ML / volatility overlay | 21d risk horizon; AUC 0.762; vol-rank corr. 0.287; fwd-vol spread 4.18%; sequence-model volatility-stress gate diagnostic. | Open PDF |
| LightGBM Residual Return Rank | ML / residual return | 126d horizon; 13.04% rank spread; IC 0.074; machine-learning residual-return ranking evidence. | Open PDF |
| XGBoost Residual Return Rank | ML / residual return | 126d horizon; 13.12% rank spread; IC 0.073; XGBoost residual-return ranking evidence. | Open PDF |
| Residual Return Rank Ensemble | ML / residual return | 126d horizon; 12.65% rank spread; IC 0.057; ensemble residual-return ranking evidence. | Open PDF |
| Random Forest Residual Return Rank | ML / residual return | 126d horizon; 13.01% rank spread; IC 0.061; tree-based residual-return ranking evidence. | Open PDF |
| Bayesian Ridge Residual Return Rank | ML / residual return | 126d horizon; 10.15% rank spread; IC 0.037; shrinkage-based residual-return ranking evidence. | Open PDF |
| Elastic Net Residual Return Rank | ML / residual return | 126d horizon; 10.16% rank spread; IC 0.036; regularised residual-return ranking evidence. | Open PDF |
| Ridge Residual Return Rank | ML / residual return | 126d horizon; 9.37% rank spread; IC 0.030; linear-shrinkage residual-return ranking evidence. | Open PDF |
| GRU Sequence Return Rank | ML / sequence return | 21d horizon; 1.39% rank spread; IC 0.048; sequence-model return ranking evidence. | Open PDF |
| CNN Sequence Return Rank | ML / sequence return | 21d horizon; 1.56% rank spread; IC 0.011; convolutional sequence-model return ranking evidence. | Open PDF |
| Autoencoder Representation Return Rank | ML / representation | 21d horizon; 0.83% rank spread; IC 0.024; representation-learning return ranking evidence. | Open PDF |
| CatBoost Return Rank | ML / return challenger | 21d horizon; 1.52% rank spread; IC 0.015; gradient-boosted return ranking evidence. | Open PDF |
| LightGBM Top-Quintile Gate | ML / top-quintile gate | 126d top-quintile gate; +2.91% return improvement; +3.47% success-rate lift; selection rate 52.26%. | Open PDF |
| XGBoost Top-Quintile Gate | ML / top-quintile gate | 126d top-quintile gate; +2.36% return improvement; +3.57% success-rate lift; selection rate 52.26%. | Open PDF |
| Gradient Boosting Top-Quintile Gate | ML / top-quintile gate | 126d top-quintile gate; +1.95% return improvement; +1.41% success-rate lift; selection rate 52.26%. | Open PDF |
| Volatility Crash Overlay Gate | ML / volatility overlay | Stress overlay; trigger rate 19.98%; crash capture 54.50%; vol reduction 3.51%; return drag -1.63%. | Open PDF |
| Volatility Crash Ensemble Gate | ML / volatility overlay | Stress overlay; trigger rate 19.63%; crash capture 51.52%; vol reduction 2.82%; return delta -1.76%. | Open PDF |
| Futures VIX VolGap Crash Gate | ML / volatility overlay | Stress overlay; trigger rate 24.63%; crash capture 54.55%; vol reduction 3.52%; return delta -2.13%. | Open PDF |
| LightGBM 252d Regression Rank | ML / model variation | 126d horizon; 14.78% rank spread; IC 0.091; LightGBM longer-horizon regression ranking evidence. | Open PDF |
| Family Rank Ensemble | ML / model variation | 126d horizon; 14.34% rank spread; IC 0.084; family-level ensemble ranking evidence. | Open PDF |
| Cross-Model Rank Ensemble | ML / model variation | 126d horizon; 14.23% rank spread; IC 0.083; cross-model ensemble ranking evidence. | Open PDF |
| Rank-Then-Meta Gate | ML / model variation | 126d horizon; 14.06% rank spread; IC 0.088; rank-then-meta model-variation gate evidence. | Open PDF |
| Liquidity-Volatility Family LightGBM Rank | ML / model variation | 126d horizon; 13.86% rank spread; IC 0.083; liquidity-volatility family LightGBM variation. | Open PDF |
| Cost-Aware LightGBM Rank | ML / model variation | 126d horizon; 13.52% rank spread; IC 0.079; cost-aware LightGBM ranking variation. | Open PDF |
| LightGBM 126d Regression Rank | ML / model variation | 126d horizon; 13.49% rank spread; IC 0.078; LightGBM medium-horizon regression ranking evidence. | Open PDF |
| Feature-Dropout LightGBM Rank | ML / model variation | 126d horizon; 13.30% rank spread; IC 0.071; feature-dropout LightGBM ranking variation. | Open PDF |
| LightGBM 63d Regression Rank | ML / model variation | 126d horizon; 12.56% rank spread; IC 0.074; LightGBM shorter-horizon regression ranking evidence. | Open PDF |
| Gradient Boosting Top-Quintile Meta-Label Rank | ML / model variation | 126d horizon; 12.24% rank spread; IC 0.043; gradient-boosting top-quintile meta-label variation. | Open PDF |
| Regime-Conditioned LightGBM Rank | ML / model variation | 126d horizon; 12.03% rank spread; IC 0.061; regime-conditioned LightGBM ranking variation. | Open PDF |
| LightGBM Top-Quintile Meta-Label Rank | ML / model variation | 126d horizon; 11.93% rank spread; IC 0.039; LightGBM top-quintile meta-label variation. | Open PDF |
| Full-Style Orthogonal LightGBM Rank | ML / model variation | 126d horizon; 11.55% rank spread; IC 0.074; style-orthogonal LightGBM ranking variation. | Open PDF |
| LightGBM 21d Regression Rank | ML / model variation | 126d horizon; 11.44% rank spread; IC 0.067; LightGBM short-horizon regression ranking evidence. | Open PDF |
| LightGBM LambdaRank 126d Rank | ML / model variation | 126d horizon; 11.42% rank spread; IC 0.056; LightGBM LambdaRank model-variation evidence. | Open PDF |
| Transformer Lite Return Rank | ML / model variation | 126d horizon; 10.26% rank spread; IC 0.061; Transformer Lite return-ranking variation. | Open PDF |
| LightGBM LambdaRank 63d Rank | ML / model variation | 126d horizon; 10.16% rank spread; IC 0.051; shorter-horizon LightGBM LambdaRank variation. | Open PDF |
| Conformal Uncertainty Gate Rank | ML / model variation | 126d horizon; 9.77% rank spread; IC 0.057; conformal uncertainty-gated ranking variation. | Open PDF |
| XGBoost Pairwise Rank 126d | ML / model variation | 126d horizon; 9.63% rank spread; IC 0.079; XGBoost pairwise rank model-variation evidence. | Open PDF |
| Price-Trend Family LightGBM Rank | ML / model variation | 126d horizon; 8.89% rank spread; IC 0.045; price-trend family LightGBM variation. | Open PDF |
| TCN Lite Return Rank | ML / model variation | 126d horizon; 8.89% rank spread; IC 0.052; TCN Lite return-ranking variation. | Open PDF |
| LightGBM LambdaRank 21d Rank | ML / model variation | 126d horizon; 8.33% rank spread; IC 0.020; short-horizon LightGBM LambdaRank variation. | Open PDF |
| Quality-Value Family LightGBM Rank | ML / model variation | 126d horizon; 6.47% rank spread; IC 0.033; quality-value family LightGBM variation. | Open PDF |
| CatBoost YetiRank 126d Rank | ML / model variation | 126d horizon; 6.37% rank spread; IC 0.084; CatBoost YetiRank model-variation evidence. | Open PDF |
| XGBoost Pairwise Rank 63d | ML / model variation | 126d horizon; 6.06% rank spread; IC 0.049; shorter-horizon XGBoost pairwise rank variation. | Open PDF |
| Volatility-Conditional Price Trend Rank | Equity signal research | 126d horizon; 3.94% rank spread; IC 0.044; volatility-conditioned price-trend persistence evidence. | Open PDF |
| Liquidity-Adjusted Volatility Trend Rank | Equity signal research | 126d horizon; 2.99% rank spread; IC 0.035; liquidity-adjusted volatility-trend evidence. | Open PDF |
| Realized-Implied Volatility Gap Rank | Options / volatility | 63d horizon; 1.31% rank spread; IC 0.014; realized-minus-implied volatility gap ranking evidence. | Open PDF |
| Forecast Volatility Gap Rank | Options / volatility | 63d horizon; 4.39% rank spread; IC 0.027; forecast-minus-implied volatility gap ranking evidence. | Open PDF |
| Multi-Asset Slow-Fast Trend Rank | CTA / futures | 252d horizon; 3.48% rank spread; IC 0.108; slow-fast cross-asset trend proxy evidence. | Open PDF |
| Cash Holdings Rank | OAP / fundamentals | 252d horizon; 4.46% rank spread; IC 0.010; cash and balance-sheet factor-style evidence. | Open PDF |
| Operating Profitability R&D Rank | OAP / fundamentals | 252d horizon; 1.71% rank spread; IC 0.038; profitability and R&D factor-style evidence. | Open PDF |
| Gross Profitability Rank | OAP / fundamentals | 252d horizon; 1.96% rank spread; IC 0.031; gross-profitability factor-style evidence. | Open PDF |
| Intermediate Momentum Rank | OAP / price momentum | 126d horizon; 1.54% rank spread; IC 0.017; intermediate-horizon momentum factor evidence. | Open PDF |
| Price Delay R-Squared Rank | OAP / price momentum | 252d horizon; 0.53% rank spread; IC 0.004; price-delay explanatory-power factor evidence. | Open PDF |
| Seasonal Momentum Rank | OAP / price momentum | 252d horizon; 0.77% rank spread; IC 0.006; seasonal momentum factor-style evidence. | Open PDF |
| Price Delay T-Statistic Rank | OAP / price momentum | 252d horizon; 0.61% rank spread; IC 0.020; price-delay significance factor evidence. | Open PDF |
| Organizational Capital Rank | OAP / fundamentals | 252d horizon; 0.89% rank spread; IC 0.013; intangibles and organizational-capital factor evidence. | Open PDF |
| Broad Pair Spread Reversion Rank | Pair / relative value | 21d horizon; 0.18% rank spread; IC 0.012; broad peer-pair spread reversion evidence. | Open PDF |
| Regime-Adaptive Momentum Rank | Equity signal research | 63d horizon; 3.71% rank spread; IC 0.063; regime-conditioned trend and reversal evidence. | Open PDF |
| Regularized Short-Horizon Forecast Rank | Forecast rank proxy | 63d horizon; 2.77% rank spread; IC 0.032; constrained short-horizon forecast-rank evidence. | Open PDF |
| Regularized Medium-Horizon Forecast Rank | Forecast rank proxy | 63d horizon; 3.50% rank spread; IC 0.048; constrained medium-horizon forecast-rank evidence. | Open PDF |
| Beta-Residual Pair Reversion Rank | Pair / relative value | 63d horizon; 0.34% rank spread; IC 0.010; beta-residual pair-reversion variant. | Open PDF |
| Stability-Gated Pair Reversion Rank | Pair / relative value | 63d horizon; 0.40% rank spread; IC 0.010; pair-reversion evidence filtered by relationship stability. | Open PDF |
| Nearest-Peer Spread Reversion Rank | Pair / relative value | 63d horizon; 2.41% rank spread; IC 0.087; nearest-peer log-spread reversion evidence. | Open PDF |
| Pair Ratio Reversion Rank | Pair / relative value | 63d horizon; 1.96% rank spread; IC 0.066; pair-ratio moving-average reversion evidence. | Open PDF |
| Half-Life-Gated Pair Reversion Rank | Pair / relative value | 63d horizon; 1.88% rank spread; IC 0.085; reversion-speed-gated pair evidence. | Open PDF |
| Volatility Upshift Risk Rank | Risk diagnostics | 63d horizon; 1.10% rank spread; IC 0.023; volatility-upshift risk diagnostic. | Open PDF |
| Drift-Mean Forecast Rank | Forecast rank proxy | 63d horizon; 3.20% rank spread; IC 0.040; drift-mean forecast-family ranking evidence. | Open PDF |
| Forecast Momentum Rank | Forecast rank proxy | 63d horizon; 3.03% rank spread; IC 0.051; momentum-style forecast-family ranking evidence. | Open PDF |
| Robust Forecast Rank Ensemble | Forecast rank proxy | 63d horizon; 3.22% rank spread; IC 0.036; robust forecast-rank ensemble evidence. | Open PDF |
| LightGBM Residual Return Rank | ML / return challenger | 126d horizon; 13.04% rank spread; IC 0.074; Primary signal evidence pack retained for signal-library review. | Open PDF |
| XGBoost Residual Return Rank | ML / return challenger | 126d horizon; 13.12% rank spread; IC 0.073; Primary signal evidence pack retained for signal-library review. | Open PDF |
| Residual Return Rank Ensemble | ML / return challenger | 126d horizon; 12.65% rank spread; IC 0.057; Primary signal evidence pack retained for signal-library review. | Open PDF |
| Accrual Quality Rank | Primary signal research | 21d horizon; 10.13% rank spread; IC 0.083; Primary signal evidence pack retained for signal-library review. | Open PDF |
| Book-to-Price Value Rank | Primary signal research | 252d horizon; 5.18% rank spread; IC 0.052; Primary signal evidence pack retained for signal-library review. | Open PDF |
| GRU Sequence Return Rank | ML / return challenger | 21d horizon; 1.39% rank spread; IC 0.048; Primary signal evidence pack retained for signal-library review. | Open PDF |
| Abnormal Filing Frequency Rank | Disclosure / NLP | 252d horizon; 50.94% rank spread; IC 0.116; Disclosure, transcript, and language-change diagnostics. | Open PDF |
| Managed Futures Trend Replication | CTA / futures | 64.66% rank spread; Futures and liquid macro proxy diagnostics. | Open PDF |
| Managed Futures Capacity-Aware Replication | CTA / futures | 57.12% rank spread; Futures and liquid macro proxy diagnostics. | Open PDF |
| Prepared Remarks Sentiment Change Rank | Disclosure / NLP | 252d horizon; 40.01% rank spread; IC 0.067; Disclosure, transcript, and language-change diagnostics. | Open PDF |
| Guidance Language Change Rank | Disclosure / NLP | 252d horizon; 29.88% rank spread; IC 0.017; Disclosure, transcript, and language-change diagnostics. | Open PDF |
| Random Forest Residual Return Rank | ML / model variation | 126d horizon; 13.01% rank spread; IC 0.061; Model-variation and ranking-engine diagnostics. | Open PDF |
| Filing Risk Rank | Disclosure / NLP | 126d horizon; 19.11% rank spread; IC 0.060; Disclosure, transcript, and language-change diagnostics. | Open PDF |
| Bayesian Ridge Residual Return Rank | ML / model variation | 126d horizon; 10.15% rank spread; IC 0.037; Model-variation and ranking-engine diagnostics. | Open PDF |
| Elastic Net Residual Return Rank | ML / model variation | 126d horizon; 10.16% rank spread; IC 0.036; Model-variation and ranking-engine diagnostics. | Open PDF |
| ETF Close-Pressure Reversal Rank | Pair / relative value | 1d horizon; 0.23% rank spread; IC 0.084; Relative-value and reversal signal diagnostics. | Open PDF |
| Random Forest Price Feature Rank | ML / model variation | 252d horizon; 10.65% rank spread; IC 0.032; Model-variation and ranking-engine diagnostics. | Open PDF |
| Ridge Residual Return Rank | ML / model variation | 126d horizon; 9.37% rank spread; IC 0.030; Model-variation and ranking-engine diagnostics. | Open PDF |
| Cross-ETF Relative Value Reversal | Pair / relative value | 1d horizon; 0.19% rank spread; IC 0.070; Relative-value and reversal signal diagnostics. | Open PDF |
| ML LightGBM Regression 252D Rank | ML / model variation | 126d horizon; 14.78% rank spread; IC 0.091; Model-variation and ranking-engine diagnostics. | Open PDF |
| Bollinger Reversion Rank | Pair / relative value | 1d horizon; 0.39% rank spread; IC 0.065; Relative-value and reversal signal diagnostics. | Open PDF |
| Question Intensity Change Rank | Disclosure / NLP | 252d horizon; 7.53% rank spread; IC 0.056; Disclosure, transcript, and language-change diagnostics. | Open PDF |
| ML Rank-then-meta Gate 126D | Equity signal research | 14.06% rank spread; IC 0.088; Equity signal research diagnostics. | Open PDF |
| Volatility-Conditioned Trend Rank | Risk diagnostics | 126d horizon; 3.94% rank spread; IC 0.044; Risk, liquidity, and volatility conditioning diagnostics. | Open PDF |
| ML Family Rank Ensemble 126D | ML / model variation | 14.34% rank spread; IC 0.084; Model-variation and ranking-engine diagnostics. | Open PDF |
| Borrow-Fee Liquidity Pressure Rank | Risk diagnostics | 63d horizon; 3.46% rank spread; IC 0.044; Risk, liquidity, and volatility conditioning diagnostics. | Open PDF |
| ML Cross-model Rank Ensemble 126D | Equity signal research | 14.23% rank spread; IC 0.083; Equity signal research diagnostics. | Open PDF |
| Value Creation Momentum Rank | Equity signal research | 252d horizon; 3.00% rank spread; IC 0.051; Equity signal research diagnostics. | Open PDF |
| ML Family Liquidity Vol LightGBM 126D Rank | Risk diagnostics | 126d horizon; 13.86% rank spread; IC 0.083; Risk, liquidity, and volatility conditioning diagnostics. | Open PDF |
| Quality Momentum CatBoost Rank | ML / model variation | 2.73% rank spread; IC 0.040; Model-variation and ranking-engine diagnostics. | Open PDF |
| RSI Reversal Rank | Pair / relative value | 1d horizon; 0.22% rank spread; IC 0.051; Relative-value and reversal signal diagnostics. | Open PDF |
| ML Cost Aware LightGBM 126D Rank | ML / model variation | 126d horizon; 13.52% rank spread; IC 0.079; Model-variation and ranking-engine diagnostics. | Open PDF |
| ML LightGBM Regression 126D Rank | ML / model variation | 126d horizon; 13.49% rank spread; IC 0.078; Model-variation and ranking-engine diagnostics. | Open PDF |
| LambdaRank Equity Rank | ML / model variation | 3.49% rank spread; IC 0.032; Model-variation and ranking-engine diagnostics. | Open PDF |
| ML Feature Dropout LightGBM 126D Rank | ML / model variation | 126d horizon; 13.30% rank spread; IC 0.071; Model-variation and ranking-engine diagnostics. | Open PDF |
| ML LightGBM Regression 63D Rank | ML / model variation | 126d horizon; 12.56% rank spread; IC 0.074; Model-variation and ranking-engine diagnostics. | Open PDF |
| Qlib Price-Volume Rank | ML / return challenger | 2.20% rank spread; IC 0.032; Machine-learning return challenger diagnostics. | Open PDF |
| ML Full Style Orthogonal LightGBM 126D Rank | ML / model variation | 126d horizon; 11.55% rank spread; IC 0.074; Model-variation and ranking-engine diagnostics. | Open PDF |
| LightGBM Residual Reversion Rank | Pair / relative value | 0.95% rank spread; IC 0.027; Relative-value and reversal signal diagnostics. | Open PDF |
| Equity Trend Quality Rank | Equity signal research | 252d horizon; 3.17% rank spread; IC 0.026; Equity signal research diagnostics. | Open PDF |
| Low-Beta Dispersion Reversion Rank | Pair / relative value | 0.33% rank spread; IC 0.034; Relative-value and reversal signal diagnostics. | Open PDF |
| ML XGBoost Rank Pairwise 126D | Pair / relative value | 126d horizon; 9.63% rank spread; IC 0.079; Relative-value and reversal signal diagnostics. | Open PDF |
| ML LightGBM Regression 21D Rank | ML / model variation | 126d horizon; 11.44% rank spread; IC 0.067; Model-variation and ranking-engine diagnostics. | Open PDF |
| ML Regime Conditioned LightGBM 126D Rank | ML / model variation | 126d horizon; 12.03% rank spread; IC 0.061; Model-variation and ranking-engine diagnostics. | Open PDF |
| ML LightGBM LambdaRank 126D | ML / model variation | 126d horizon; 11.42% rank spread; IC 0.056; Model-variation and ranking-engine diagnostics. | Open PDF |
| ML Torch Transformer Lite 126D Rank | ML / return challenger | 126d horizon; 10.26% rank spread; IC 0.061; Machine-learning return challenger diagnostics. | Open PDF |
| ML CatBoost Yetirank 126D Rank | ML / model variation | 126d horizon; 6.37% rank spread; IC 0.084; Model-variation and ranking-engine diagnostics. | Open PDF |
| Awesome Oscillator Trend Rank | Equity signal research | 126d horizon; 1.81% rank spread; IC 0.013; Equity signal research diagnostics. | Open PDF |
| Short Residual Overextension Rank | Equity signal research | 63d horizon; 1.24% rank spread; IC 0.032; Equity signal research diagnostics. | Open PDF |
| ML Conformal Uncertainty Gate 126D Rank | ML / model variation | 126d horizon; 9.77% rank spread; IC 0.057; Model-variation and ranking-engine diagnostics. | Open PDF |
| LightGBM Residual Overlay Rank | ML / model variation | 0.51% rank spread; IC 0.009; Model-variation and ranking-engine diagnostics. | Open PDF |
| ML Meta Label Hist Gradient Top Quintile 126D Rank | ML / top-quintile gate | 126d horizon; 12.24% rank spread; IC 0.043; Meta-label and top-quintile gate diagnostics. | Open PDF |
| Commodity Trend Proxy Rank | CTA / futures | 126d horizon; 0.54% rank spread; IC 0.029; Futures and liquid macro proxy diagnostics. | Open PDF |
| ML LightGBM LambdaRank 63D | ML / model variation | 126d horizon; 10.16% rank spread; IC 0.051; Model-variation and ranking-engine diagnostics. | Open PDF |
| ML Meta Label LightGBM Top Quintile 126D Rank | ML / top-quintile gate | 126d horizon; 11.93% rank spread; IC 0.039; Meta-label and top-quintile gate diagnostics. | Open PDF |
| Post-Call Drift Rank | Event / behavioural | 63d horizon; 1.08% rank spread; IC 0.023; Event-window behavioural signal diagnostics. | Open PDF |
| Seasonal Accrual Quality Drift | Equity signal research | 126d horizon; 1.13% rank spread; IC 0.022; Equity signal research diagnostics. | Open PDF |
| ML Torch TCN Lite 126D Rank | ML / return challenger | 126d horizon; 8.89% rank spread; IC 0.052; Machine-learning return challenger diagnostics. | Open PDF |
| ML Family Price Trend LightGBM 126D Rank | ML / model variation | 126d horizon; 8.89% rank spread; IC 0.045; Model-variation and ranking-engine diagnostics. | Open PDF |
| Equity Index Futures Trend Proxy | CTA / futures | 126d horizon; 1.32% rank spread; IC 0.108; Futures and liquid macro proxy diagnostics. | Open PDF |
| ML XGBoost Rank Pairwise 63D | Pair / relative value | 126d horizon; 6.06% rank spread; IC 0.049; Relative-value and reversal signal diagnostics. | Open PDF |
| Market Geometry Curvature Rank | Equity signal research | 1.59% rank spread; Equity signal research diagnostics. | Open PDF |
| Deep RL Policy Research Rank | ML / return challenger | 21.39% rank spread; Machine-learning return challenger diagnostics. | Open PDF |
| Option Volatility Gap Rank | Options / volatility | 63d horizon; 1.31% rank spread; Volatility and option-linked signal diagnostics. | Open PDF |
| Defensive Volatility Prediction Rank | Risk diagnostics | 1.18% rank spread; Risk, liquidity, and volatility conditioning diagnostics. | Open PDF |
| ML Family Quality Value LightGBM 126D Rank | ML / model variation | 126d horizon; 6.47% rank spread; IC 0.033; Model-variation and ranking-engine diagnostics. | Open PDF |
| Multi-Asset Futures Trend Proxy | CTA / futures | 126d horizon; 1.14% rank spread; IC 0.088; Futures and liquid macro proxy diagnostics. | Open PDF |
| Low Idiosyncratic Volatility Lottery Rank | Risk diagnostics | 252d horizon; -6.48% rank spread; IC 0.087; Risk, liquidity, and volatility conditioning diagnostics. | Open PDF |
| ML LightGBM LambdaRank 21D | ML / model variation | 126d horizon; 8.33% rank spread; IC 0.020; Model-variation and ranking-engine diagnostics. | Open PDF |
| Risk Language Change Rank | Disclosure / NLP | 10d horizon; 0.96% rank spread; IC 0.058; Disclosure, transcript, and language-change diagnostics. | Open PDF |
| Cash-Backed Quality Rank | Equity signal research | 252d horizon; 2.56% rank spread; IC 0.032; Equity signal research diagnostics. | Open PDF |
| Pair Spread Reversion Rank | Pair / relative value | 1d horizon; 0.09% rank spread; IC 0.024; Relative-value and reversal signal diagnostics. | Open PDF |
| Pre-Event Liquidity Volatility Rank | Event / behavioural | 63d horizon; 2.07% rank spread; IC 0.033; Event-window behavioural signal diagnostics. | Open PDF |
| ETF Residual Reversion Rank | Pair / relative value | 3d horizon; 0.14% rank spread; IC 0.039; Relative-value and reversal signal diagnostics. | Open PDF |
| Conformal Seasonal Return Forecast Rank | ML / model variation | 10d horizon; 0.28% rank spread; IC 0.015; Model-variation and ranking-engine diagnostics. | Open PDF |
| CatBoost GPU Return Rank | ML / model variation | 21d horizon; 1.52% rank spread; Model-variation and ranking-engine diagnostics. | Open PDF |
| Autoencoder Asset-Pricing Rank | ML / representation | 0.83% rank spread; Representation-learning signal diagnostics. | Open PDF |
| Liquidity Shock Reversal Rank | Pair / relative value | 21d horizon; 2.16% rank spread; IC 0.019; Relative-value and reversal signal diagnostics. | Open PDF |
| Option Volatility Forecast Gap Rank | Options / volatility | 63d horizon; 4.39% rank spread; Volatility and option-linked signal diagnostics. | Open PDF |
| Transformer Sequence Return Rank | ML / return challenger | 0.25% rank spread; Machine-learning return challenger diagnostics. | Open PDF |
| Dense Neural Return Rank | ML / return challenger | 0.52% rank spread; Machine-learning return challenger diagnostics. | Open PDF |
| Extreme Rank Momentum Rank | Equity signal research | 126d horizon; 4.03% rank spread; IC 0.049; 80% positive-year hit rate; Equity signal research diagnostics. | Open PDF |
| Scaling Persistence Trend Rank | Equity signal research | 126d horizon; 3.92% rank spread; IC 0.048; 80% positive-year hit rate; Equity signal research diagnostics. | Open PDF |
| Correlation-Mode Trend Rank | Equity signal research | 126d horizon; 4.08% rank spread; IC 0.047; 80% positive-year hit rate; Equity signal research diagnostics. | Open PDF |
| Autocorrelation-Adjusted Trend Rank | Equity signal research | 126d horizon; 4.01% rank spread; IC 0.047; 70% positive-year hit rate; Equity signal research diagnostics. | Open PDF |
| Concentrated Extreme Momentum Quality Rank | Equity signal research | 126d horizon; 2.62% rank spread; IC 0.054; 70% positive-year hit rate; Equity signal research diagnostics. | Open PDF |
| Altcoin-BTC Cross-Asset Trend Rank | Macro / cross-asset | 126d horizon; 3.96% rank spread; IC 0.047; 70% positive-year hit rate; Liquid cross-asset signal diagnostics. | Open PDF |
| Gaussian EMA Trend Following Rank | Equity signal research | 126d horizon; 4.12% rank spread; IC 0.049; 60% positive-year hit rate; Equity signal research diagnostics. | Open PDF |
| EMA Memory Trend Rank | Equity signal research | 126d horizon; 4.00% rank spread; IC 0.049; 60% positive-year hit rate; Equity signal research diagnostics. | Open PDF |
| Guarded Momentum Timing Rank | Equity signal research | 126d horizon; 3.50% rank spread; IC 0.047; 70% positive-year hit rate; Equity signal research diagnostics. | Open PDF |
| Quantile-Scaled Momentum Rank | Equity signal research | 63d horizon; 1.67% rank spread; IC 0.025; 82% positive-year hit rate; Equity signal research diagnostics. | Open PDF |
| ETF Mean Reversion Challenger Rank | Pair / relative value | 5d horizon; 0.51% rank spread; IC 0.054; Relative-value and reversal signal diagnostics. | Open PDF |
| ETF Short-Horizon Mean Reversion Rank | Pair / relative value | 10d horizon; 0.77% rank spread; 82% positive-year hit rate; Relative-value and reversal signal diagnostics. | Open PDF |
| Overnight Gap Reversal Premium Rank | Pair / relative value | 5d horizon; 0.51% rank spread; 73% positive-year hit rate; Relative-value and reversal signal diagnostics. | Open PDF |
| State-Space Trend Rank | ML / model variation | 252d horizon; 5.58% rank spread; IC 0.046; 69% positive-year hit rate; Model-variation and ranking-engine diagnostics. | Open PDF |
| Detrended Correlation Residual Rank | Risk diagnostics | 63d horizon; 2.02% rank spread; IC 0.014; 82% positive-year hit rate; Detrended co-movement and residual correlation diagnostic. | Open PDF |
| Gated Factor Trend Rank | ML / model variation | 63d horizon; 2.27% rank spread; IC 0.037; 73% positive-year hit rate; Gated factor-trend challenger route with model-variation diagnostics. | Open PDF |
| Value Momentum Risk Sentiment Rank | Equity signal research | 63d horizon; 1.52% rank spread; IC 0.005; 82% positive-year hit rate; Value, momentum, risk, and sentiment composite research route. | Open PDF |
| Multi-Scale FX Trend Persistence Rank | Macro / cross-asset | 63d horizon; 1.92% rank spread; IC 0.036; 73% positive-year hit rate; Multi-scale FX trend persistence route for cross-asset context. | Open PDF |
| Volume-Forecast Liquidity Residual Rank | Risk diagnostics | 21d horizon; 0.77% rank spread; IC 0.018; 91% positive-year hit rate; Volume-forecast liquidity residual and implementation-risk diagnostic. | Open PDF |
| Equity Momentum Composite Rank | Equity signal research | 63d horizon; 2.23% rank spread; IC 0.035; 64% positive-year hit rate; Equity momentum composite route for signal-family review. | Open PDF |
| Copula Sector Trend Rank | Macro / sector | 63d horizon; 1.53% rank spread; IC 0.031; 73% positive-year hit rate; Sector trend route with copula-aware dependence diagnostics. | Open PDF |
| Network-Peripheral Residual Momentum Rank | Equity signal research | 63d horizon; 1.63% rank spread; IC 0.014; 64% positive-year hit rate; Network-peripheral residual momentum route for equity signal review. | Open PDF |
| VIX Term-Structure Relief Reversal Rank | Options / volatility | 63d horizon; 33.17% rank spread; Secondary research evidence pack. | Open PDF |
| Regime-Adaptive Trend Switch EWMA6 Rank | Equity signal research | 63d horizon; 4.05% rank spread; IC 0.062; Secondary research evidence pack. | Open PDF |
| VIX Momentum Relief Reversal Rank | Options / volatility | 63d horizon; 16.87% rank spread; Secondary research evidence pack. | Open PDF |
| Regime-Adaptive Trend Switch Quarterly EWMA3 Rank | Equity signal research | 63d horizon; 3.51% rank spread; IC 0.057; Secondary research evidence pack. | Open PDF |
| Regime-Adaptive Trend Switch EWMA3 Rank | Equity signal research | 63d horizon; 3.58% rank spread; IC 0.056; Secondary research evidence pack. | Open PDF |
| Regime-Adaptive Trend Switch Semiannual Hold Rank | Equity signal research | 63d horizon; 3.03% rank spread; IC 0.057; Secondary research evidence pack. | Open PDF |
| Regime-Adaptive Trend Switch Quarterly Hold Rank | Equity signal research | 63d horizon; 3.28% rank spread; IC 0.054; Secondary research evidence pack. | Open PDF |
| Regime-Adaptive Trend Switch Rank | Equity signal research | 63d horizon; 3.12% rank spread; IC 0.046; Secondary research evidence pack. | Open PDF |
| VVIX Convexity Relief Reversal Rank | Options / volatility | 63d horizon; 13.77% rank spread; Secondary research evidence pack. | Open PDF |
| Regime-Adaptive Trend Switch Reference Rank | Equity signal research | 63d horizon; 3.05% rank spread; IC 0.046; Secondary research evidence pack. | Open PDF |
| Regime-Adaptive Trend Switch Hysteresis Rank | Equity signal research | 63d horizon; 3.19% rank spread; IC 0.046; Secondary research evidence pack. | Open PDF |
| Industry Trend Persistence Rank | Macro / sector | 126d horizon; 3.98% rank spread; IC 0.046; Secondary research evidence pack. | Open PDF |
| VIX Gap Relief Reversal Rank | Options / volatility | 63d horizon; 10.05% rank spread; Secondary research evidence pack. | Open PDF |
| PIT Value Trap-Filtered Rank | Equity signal research | 252d horizon; 8.26% rank spread; IC 0.067; Secondary research evidence pack. | Open PDF |
| PIT Value Original Composite Rank | Equity signal research | 252d horizon; 7.38% rank spread; IC 0.060; Secondary research evidence pack. | Open PDF |
| PIT Value Multifactor Retest Rank | Equity signal research | 252d horizon; 5.05% rank spread; IC 0.035; Secondary research evidence pack. | Open PDF |
| Autocorrelation Trend Compounding Rank | Equity signal research | 63d horizon; 1.30% rank spread; IC 0.018; Secondary research evidence pack. | Open PDF |
| Downside Correlation Regime Rank | Risk diagnostics | 63d horizon; 0.40% rank spread; Secondary research evidence pack. | Open PDF |
| Adaptive EMD Volume-Energy Confirmation Rank | Equity signal research | 21d horizon; 0.62% rank spread; IC 0.017; Secondary research evidence pack. | Open PDF |
| Volume Hidden-State Breakout Rank | Equity signal research | 21d horizon; 0.60% rank spread; IC 0.013; Secondary research evidence pack. | Open PDF |
| Realized Volatility Timing Rank | Options / volatility | 63d horizon; 0.58% rank spread; Secondary research evidence pack. | Open PDF |
| Cross-Asset Trend Momentum Rank | Macro / cross-asset | 63d horizon; 0.04% rank spread; Secondary research evidence pack. | Open PDF |
| Low-Volatility Momentum Rank | Equity signal research | 126d horizon; 1.90% rank spread; IC 0.013; Secondary research evidence pack. | Open PDF |
| Momentum Quality Factor Rank | Equity signal research | 126d horizon; 1.57% rank spread; IC 0.024; Secondary research evidence pack. | Open PDF |
| Momentum Relative Strength Rank | Equity signal research | 126d horizon; 1.45% rank spread; IC 0.006; Secondary research evidence pack. | Open PDF |
| Defensive Reversal Rank | Equity signal research | 126d horizon; 1.07% rank spread; IC 0.015; Secondary research evidence pack. | Open PDF |
| Factor Timing Rank | Equity signal research | 63d horizon; 0.17% rank spread; IC 0.016; Secondary research evidence pack. | Open PDF |
| Multi-Asset Futures Trend Proxy | CTA / futures | 126d horizon; 1.60% rank spread; IC 0.066; 37% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| EPS Growth Rank | Equity signal research | 126d horizon; 3.55% rank spread; IC 0.019; Secondary research evidence pack. | Open PDF |
| Profitability Quality Rank | Equity signal research | 252d horizon; 2.44% rank spread; IC 0.134; Secondary research evidence pack. | Open PDF |
| Residual Momentum Style Rank | Equity signal research | 63d horizon; 3.02% rank spread; IC 0.055; Research evidence pack. | Open PDF |
| Revenue Growth Rank | Equity signal research | 1d horizon; 0.15% rank spread; IC 0.026; Secondary research evidence pack. | Open PDF |
| Volume-Confirmed Momentum Rank | Equity signal research | 252d horizon; 10.81% rank spread; IC 0.206; 60% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Analyst Grade Action Momentum Rank | Event / behavioural | 1d horizon; 0.01% rank spread; IC 0.009; Secondary research evidence pack. | Open PDF |
| Analyst Rating Momentum Rank | Event / behavioural | 126d horizon; 2.91% rank spread; IC 0.032; Research evidence pack. | Open PDF |
| News Event Pressure Rank | Event / behavioural | 1d horizon; 0.14% rank spread; IC 0.007; Secondary research evidence pack. | Open PDF |
| Histogram Gradient Boosting Residual Return Rank | ML / residual return | 126d horizon; 12.78% rank spread; IC 0.074; 100% positive-year hit rate; Research evidence pack. | Open PDF |
| CFE VIX Volume/OI Pressure Rank | Options / volatility | 21d horizon; 0.49% rank spread; IC 0.034; Secondary research evidence pack. | Open PDF |
| Broad Pair-Spread Reversion Rank | Pair / relative value | 63d horizon; 0.32% rank spread; IC 0.008; Research evidence pack. | Open PDF |
| Pair Cointegration Rank | Pair / relative value | 63d horizon; 1.69% rank spread; IC 0.087; Secondary research evidence pack. | Open PDF |
| Pair Distance Reversion Rank | Pair / relative value | 10d horizon; 0.19% rank spread; IC 0.023; Secondary research evidence pack. | Open PDF |
| Bollinger Reversion Rank | Technical signal research | 63d horizon; 1.29% rank spread; IC 0.039; Secondary research evidence pack. | Open PDF |
| Volume-Confirmed Bollinger Reversion Rank | Technical signal research | 63d horizon; 2.08% rank spread; IC 0.078; Secondary research evidence pack. | Open PDF |
| Beta-Gamma Event Gate Rank | Event / behavioural | 1d horizon; 0.14% rank spread; IC 0.001; 73% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Average Daily Volume Cold-Minus-Hot Rank | Equity signal research | 252d horizon; 18.84% rank spread; IC 0.104; 90% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Average Daily Volume Cold-Minus-Hot Beta-Neutral Rank | Equity signal research | 252d horizon; 17.38% rank spread; IC 0.096; 90% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Average Daily Volume Cold-Minus-Hot Low-Volatility Beta-Neutral Rank | Equity signal research | 252d horizon; 17.43% rank spread; IC 0.095; 90% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Volatility-Weighted Lasso Forecast Rank | ML / residual return | 126d horizon; 5.98% rank spread; IC 0.061; Secondary research evidence pack. | Open PDF |
| Moving-Average Return 52-Week Rank | Technical signal research | 126d horizon; 4.21% rank spread; IC 0.048; 64% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| ADX Range Confirmation Filter Rank | Technical signal research | 252d horizon; 10.13% rank spread; IC 0.035; Secondary research evidence pack. | Open PDF |
| Overlapping Multi-Horizon Consensus Rank | Equity signal research | 126d horizon; 7.37% rank spread; IC 0.047; Secondary research evidence pack. | Open PDF |
| Moving-Average Return 16-Week Rank | Technical signal research | 126d horizon; 4.11% rank spread; IC 0.044; 64% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Semi-Supervised Trend Student Rank | ML / residual return | 126d horizon; 6.20% rank spread; IC 0.052; Secondary research evidence pack. | Open PDF |
| Overlapping 6-Month / 12-Month Momentum Rank | Equity signal research | 126d horizon; 6.59% rank spread; IC 0.049; Secondary research evidence pack. | Open PDF |
| ADX Directional Trend Rank | Technical signal research | 252d horizon; 9.67% rank spread; IC 0.031; Secondary research evidence pack. | Open PDF |
| Middle-80 Liquidity Momentum Rank | Equity signal research | 126d horizon; 4.57% rank spread; IC 0.053; Secondary research evidence pack. | Open PDF |
| Asset-Independent Regime Student Rank | ML / residual return | 126d horizon; 3.34% rank spread; IC 0.058; Secondary research evidence pack. | Open PDF |
| Hurst Momentum Persistence Rank | Technical signal research | 126d horizon; 3.86% rank spread; IC 0.025; 100% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Ex-Top-Decile Liquidity Momentum Rank | Equity signal research | 126d horizon; 4.15% rank spread; IC 0.050; Secondary research evidence pack. | Open PDF |
| Panic-State Winner-Minus-Loser Blend Rank | Technical signal research | 252d horizon; 7.61% rank spread; IC 0.032; Secondary research evidence pack. | Open PDF |
| Panic-State Loser Recovery Rank | Technical signal research | 252d horizon; 6.96% rank spread; IC 0.035; Secondary research evidence pack. | Open PDF |
| Asymmetric Fractal State Momentum Rank | Technical signal research | 126d horizon; 4.63% rank spread; IC 0.044; Secondary research evidence pack. | Open PDF |
| Hurst Transition Acceleration Rank | Technical signal research | 126d horizon; 2.44% rank spread; IC 0.022; 73% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Maximally Flat Positive Trend Rank | Technical signal research | 126d horizon; 4.40% rank spread; IC 0.034; Secondary research evidence pack. | Open PDF |
| Maximally Flat Low-Pass Volatility-Adjusted Momentum Rank | Technical signal research | 126d horizon; 3.77% rank spread; IC 0.031; Secondary research evidence pack. | Open PDF |
| Volatility-Adaptive Sector Residual Momentum Rank | Macro / sector | 126d horizon; 4.36% rank spread; IC 0.026; Secondary research evidence pack. | Open PDF |
| Ornstein-Uhlenbeck Kalman-Filtered Trend Rank | Technical signal research | 252d horizon; 3.71% rank spread; IC 0.021; Secondary research evidence pack. | Open PDF |
| Asymmetric Fractal Intensity Momentum Rank | Technical signal research | 126d horizon; 2.79% rank spread; IC 0.024; Secondary research evidence pack. | Open PDF |
| Cash Productivity Residual Rank | Equity signal research | 63d horizon; 0.69% rank spread; IC 0.008; 82% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Cash Productivity Walk-Forward Ridge Rank | ML / residual return | 63d horizon; 1.48% rank spread; IC 0.016; 56% positive-year hit rate; Secondary research evidence pack. | Open PDF |
| Extreme Loss 5-Day Reversal Rank | Technical signal research | 21d horizon; 1.16% rank spread; IC -0.017; Secondary research evidence pack. | Open PDF |
| Extreme Loss Liquid-Universe Reversal Rank | Technical signal research | 21d horizon; 0.85% rank spread; IC -0.017; Secondary research evidence pack. | Open PDF |
| Inflation Canary Market-Cap Momentum Rank | Macro / multi-asset | 252d horizon; 10.86% rank spread; IC 0.239; Cross-asset inflation-sensitivity and market-cap momentum evidence. | Open PDF |
| Cross-Asset Network Momentum 126-Day Rank | Macro / cross-asset | 126d horizon; 4.67% rank spread; IC 0.148; Cross-asset network-momentum evidence. | Open PDF |
| Brent-WTI Hidden-Markov Spread Reversion Rank | Commodity / futures | 1d horizon; 2.22% rank spread; IC 0.159; Commodity relative-value regime-reversion evidence. | Open PDF |
| Cross-Asset Realized Skew Rank | Macro / cross-asset | 126d horizon; 3.64% rank spread; IC 0.128; Multi-asset realized-skew evidence. | Open PDF |
| Lower-Tail Dependence Carry Rank | Risk diagnostics | 252d horizon; 9.35% rank spread; IC 0.047; Lower-tail dependence and carry evidence. | Open PDF |
| Cross-Asset Network Momentum 63-Day Rank | Macro / cross-asset | 126d horizon; 2.70% rank spread; IC 0.067; Cross-asset network-momentum variant evidence. | Open PDF |
| Multi-Window Seasonal Machine-Learning 63-Day Rank | ML / residual return | 63d horizon; 1.74% rank spread; IC 0.071; Machine-learning seasonal forecast evidence. | Open PDF |
| Directional-Loss-Selected XGBoost 63-Day Rank | ML / residual return | 126d horizon; 3.04% rank spread; IC 0.061; Directional-loss-selected gradient-boosted forecast evidence. | Open PDF |
| Low-Entropy Momentum 126-Day Rank | Technical signal research | 126d horizon; 5.01% rank spread; IC 0.048; Entropy-conditioned price-action evidence. | Open PDF |
| Balance Composition Tangibility 252-Day Rank | Equity signal research | 252d horizon; 9.85% rank spread; IC 0.020; Balance-sheet composition and asset-tangibility evidence. | Open PDF |
| Single-Stock Risk-Neutral Skewness Rank | Options / volatility | 126d horizon; 5.68% rank spread; IC 0.039; Option-implied state and risk-neutral skewness evidence. | Open PDF |
| Crowding-Discounted Momentum 126-Day Rank | Equity signal research | 126d horizon; 3.85% rank spread; IC 0.041; Network-crowding-adjusted momentum evidence. | Open PDF |
| Balance Composition Liquidity 252-Day Rank | Equity signal research | 252d horizon; 4.99% rank spread; IC 0.029; Balance-sheet composition and asset-liquidity evidence. | Open PDF |
| Realized Skewness Style Residual Rank | Equity signal research | 21d horizon; 0.52% rank spread; IC 0.026; Style-residualized realized-skewness evidence. | Open PDF |
| Single-Observation Prediction Probability Reversal Rank | Event / behavioural | 1d horizon; 2.15% rank spread; IC 0.149; Prediction-market probability microstructure and short-horizon reversal evidence. | Open PDF |
| Three-Observation Prediction Probability Reversal Rank | Event / behavioural | 1d horizon; 1.92% rank spread; IC 0.106; Three-observation prediction-market probability-reversal evidence. | Open PDF |
| Single-Observation Prediction Volume-Shock Reversal Rank | Event / behavioural | 1d horizon; 1.22% rank spread; IC 0.088; Prediction-market volume-shock and reversal evidence. | Open PDF |
| Evaporating Liquidity Price Reversal Rank | Risk diagnostics | 5d horizon; 1.36% rank spread; IC 0.052; Evaporating-liquidity price-reversal evidence. | Open PDF |
| Evaporating Liquidity Weighted Reversal Rank | Risk diagnostics | 5d horizon; 1.22% rank spread; IC 0.046; Liquidity-weighted short-horizon reversal evidence. | Open PDF |
| Hierarchical PCA Residual Momentum 126-Day Rank | ML / residual return | 126d horizon; 1.39% rank spread; IC 0.011; Hierarchical-eigenportfolio residual-momentum evidence. | Open PDF |
| Automatic Factor Ridge 21-Day Rank | ML / residual return | 21d horizon; 0.88% rank spread; IC 0.013; Automatically constructed factor-ridge evidence. | Open PDF |
| Support-Resistance Bounce Memory 5-Day Rank | Technical signal research | 5d horizon; 0.37% rank spread; IC 0.009; Support-resistance bounce-persistence evidence. | Open PDF |
| Relative 5% Tail-Beta Rank | Risk diagnostics | 252d horizon; 9.90% rank spread; IC 0.045; Quantile-spectral relative tail-beta evidence. | Open PDF |
No reports match the current filters.
Research comparison
Signal route comparison
| Route | Representative reports | Technique | Research use |
|---|---|---|---|
| OpenAssetPricing factor research | 12-Month Momentum; Accounting Frontier; Cash Holdings; Gross Profitability; Intermediate Momentum; Price Delay; VIX Beta | Academic factor-style ranks rebuilt on a consistent broad equity panel | Expands the research library across momentum, fundamentals, financing, liquidity, analyst revision, market-beta, industry-structure, and volatility-beta evidence routes. |
| Technical signal proxies | Bollinger Reversion; RSI Reversal; Awesome Oscillator Trend; Dual Thrust Breakout | Price-action reversion, oscillator trend, and breakout proxy diagnostics | Tests external technical concepts as disciplined research routes without exposing live names or implementation parameters. |
| ETF price-discovery routes | ETF Relative Value Reversal; ETF Close Pressure Reversal | Short-horizon ETF reversal and closing-pressure diagnostics | Assesses cross-ETF price-discovery effects on a liquid ETF research panel. |
| Primary signal research | Accrual Quality; Book-to-Price Value; LightGBM Residual Return; XGBoost Residual Return; Residual Return Rank Ensemble; GRU Sequence Return | Primary retained evidence packs across fundamentals, residual-return models, ensembles, and sequence ranking | Separates core retained signal evidence from broader challenger and monitoring routes. |
| ML volatility-overlay diagnostics | Torch GRU Volatility Crash Gate; Naive Bayes Volatility Crash Gate; LightGBM Volatility Crash Gate; Support Vector Volatility Crash Gate | Walk-forward stress-label models, volatility-ranking correlation, and forward-volatility spread | Compares volatility-stress gating designs for overlay review, not as standalone trading recommendations. |
| ML return-ranking research | LightGBM Residual Return; XGBoost Residual Return; Residual Return Rank Ensemble; GRU Sequence Return | Cross-sectional residual-return models, sequence models, ensemble ranks, and representation-learning challengers | Compares machine-learning ranking families on broad listed-equity research panels without publishing current names or ranks. |
| ML model-variation ranks | LightGBM 252d Regression; Family Rank Ensemble; Cross-Model Rank Ensemble; Rank-Then-Meta Gate | Model-horizon variants, ensemble ranks, LambdaRank and pairwise-ranking challengers | Compares alternative machine-learning ranking constructions before any portfolio translation or live use. |
| ML top-quintile gates | LightGBM Top-Quintile Gate; XGBoost Top-Quintile Gate; Gradient Boosting Top-Quintile Gate | Conditional selection filters, meta-label evidence, return-improvement and success-rate diagnostics | Tests whether rank signals can be filtered before portfolio translation and implementation review. |
| Volatility stress overlays | Volatility Crash Overlay Gate; Volatility Crash Ensemble Gate; Futures VIX VolGap Crash Gate | Stress-trigger diagnostics, crash capture, false-positive review, volatility reduction and return-drag checks | Frames overlay candidates as defensive diagnostics rather than live market-timing recommendations. |
| CTA / futures | Futures Proxy Commodity Trend; Futures Proxy Equity Index Trend; Futures Proxy Multi-Asset Trend; Multi-Asset Slow-Fast Trend | Futures-proxy trend ranks, slow-fast trend diagnostics, managed-futures replication, execution diagnostics | Tests whether trend routes are coherent across futures-like liquid proxies and implementation wrappers. |
| Macro / multi-asset | Liquid Macro Trend; European Sector PMI; ETF Dual Momentum TAA; Macro Cross-Asset Trend Composite | Macro state, sector rotation, ETF overlay, cross-asset trend | Frames allocation context and regime awareness without publishing live positioning. |
| Commodity / futures | Commodity Diversification; Commodity Futures Trend Proxy | Commodity-linked trend and diversification diagnostics | Extends the research library beyond equity-only signal work. |
| Options / volatility | Index Volatility Targeting; Volatility-Scaled Trend Overlay; Volatility Risk Premium; Forecast Volatility Gap; Realized-Implied Volatility Gap | Realised-volatility timing, implied-volatility gap diagnostics, defensive overlays, drawdown control | Supports hedge and downside-review discipline around portfolio implementation. |
| Risk diagnostics | Liquidity Shock Reversal; Correlation Regime Stability; Tail-Risk Drawdown Pressure; Volatility Upshift Risk | Liquidity events, correlation fragility, downside beta, short-trigger diagnostics, volatility-upshift risk | Separates signal behaviour from implementation fragility and stress exposure. |
| Equity signal research | Sector Peer Spread Reversion; Accrual Quality; Equity Price Momentum; Style-Residual Momentum; Volatility-Conditional Price Trend; Regime-Adaptive Momentum | Relative value, PIT fundamentals, price confirmation, volatility-conditioned trend, style residualisation, regime conditioning | Shows retained and challenger routes across quantamental equity research. |
| Pair spread reversion | Broad Pair Spread Reversion; Nearest-Peer Spread Reversion; Pair Ratio Reversion; Half-Life-Gated Pair Reversion | Peer-pair spread, ratio, residual and reversion-speed diagnostics | Tests whether relative divergence versus selected equity peers carries short-to-medium horizon ranking evidence. |
| Forecast rank proxies | Regularized Medium-Horizon Forecast; Drift-Mean Forecast; Forecast Momentum; Robust Forecast Rank Ensemble | Constrained forecast-style ranks, drift/momentum proxies and ensemble checks | Frames forecast-family ranking evidence as research diagnostics before any portfolio permission or implementation use. |
| Disclosure / NLP | SEC Disclosure GBM; Prepared Remarks Sentiment Change; Transcript Sentiment Change | Filing metadata, disclosure models, transcript sentiment diagnostics | Tests document-driven information routes before any production claim. |
| Event / behavioural | Post-Call Drift; Abnormal Filing Frequency | Event drift, disclosure cadence, behavioural information digestion | Evaluates post-event research routes without publishing current names or ranks. |