Each strategy is built on a documented economic reason a price should move, a clear rule for when to act, and the data it reads. Every one is graded the same way before it is allowed to influence what you see.
Every strategy we run, and the reason it should work.
308 strategies, grouped into 6 families by the kind of signal they read. Each one is tied to published research or a documented market effect. Open any strategy to see what it looks for, the idea behind it, and the data it uses.
Option IV Skew Drift
When put options become unusually expensive vs in-the-money puts, the market is bracing for a drop. Stock usually recovers as the panic fades.
How it works →Six families of strategies
Triggered by what a company does: earnings surprises, guidance changes, product news, mergers and other corporate events.
Read from the wider world: interest rates, inflation, the Fed, government action and geopolitics that move whole markets.
What the paperwork and the people closest to a company reveal: regulatory filings, insider buying and selling, short interest and who owns the stock.
Signals from outside the market: weather, shipping, crops, consumer demand, web attention and other physical-world measurements.
Read straight from price, volume and volatility, including how a stock trades against the market and its peers.
Strategies that blend several of the others into one signal and switch between them as market conditions change.
How recent is the research?
The oldest idea here dates to 1973, the newest to 2026. 40% are based on work published since 2015, so this is not just textbook history.
Company Events & Earnings
54 strategiesTriggered by what a company does: earnings surprises, guidance changes, product news, mergers and other corporate events.
13d Activist Filing Drift
Activist 13D filing → +12% over 2 years.
Activist Pair Revert
Activist-targeted stocks beat their sector for ~12 months, then give some back as the activist exits — we ride both legs as a pair-trade.
Adcomm Split Vote Short
When a drug's FDA review keeps getting delayed (3+ different target dates), we short the sponsor for the next 1-2 months.
Black Box Warning Short
When a drug accumulates fatal adverse-event reports in a short window (a black-box warning trigger), we short the sponsor for 3-6 months.
Clinical Trial Discontinuation Short
When a drug company publicly terminates or withdraws a late-stage trial, the idea is to short the stock for the next 2-6 months as the lost pipeline value prices in. This signal is currently turned off: our trial data only records each trial's latest status…
Corporate Jet Acquisition Target Signal
When an acquirer's corporate jet visits the target's HQ region, the target's stock tends to outperform over 2-4 weeks.
Corporate Jet Executive Travel
Tracks corporate aircraft in the air via OpenSky live snapshots (the successor data feed after ADS-B Exchange went paywalled). When a ticker's jets cluster their airborne days, something is happening at the company — go long for a short event window.
Corporate Jet Management Distraction Short
Months when a company's corporate jet flies way more than usual (z >= 2 over 2 years) signal distracted management — short for the next quarter.
Customer Concentration Event Spillover
When our biggest customer (proxied as TNIC peer) has a huge price move, ours follows over 1-3 weeks. Long/short directional.
Faers Class Rotation
When a whole drug class has a safety-event spike, we short the worst-hit company and assume the market rotates to alternatives.
Faers Severity Spike Short
Pharma stocks drop after a spike in serious side-effect reports for a marketed drug. Short the day after the 7-day rolling severity z-score crosses +2.
Fast Track Designation Long
When the FDA grants a Fast-Track or Priority Review designation, we go long the sponsor for the next 2-3 months.
Federal Contract Award Drift
Big federal contract wins quietly preview revenue beats 1-2 quarters out. Long the ticker the day after a top-decile award.
G13 To D13 Conversion Long
When a previously-quiet large shareholder switches to declaring activist intent on a stock, the stock tends to outperform for the next 12 months.
Github Engineering Momentum
When a company's engineering activity on GitHub accelerates (more commits, more stars), the stock tends to outperform over the following 1-6 months.
Index Deletion Reversal Long
When a stock is removed from a major index, the forced selling temporarily pushes the price too low. Wait 5 days for the press to finish, then go long for 2-6 months as the price partially recovers.
Innovative Efficiency Tilt
Companies that generate more patents per R&D dollar outperform those that spend heavily on R&D but produce fewer high-value patents.
IPO Lockup Expiry Short
Standard IPO lockups expire 180 days after the offering. The flood of newly tradable shares from insiders and VCs creates supply pressure, so shorting the stock for 1-3 months after the lockup expires has historically produced consistent drift.
Kpss Inno Value Momentum
Companies where the economic value of each new patent is rising (not just the count) compound innovation quality in a way the market underprices.
Late Filing Drift Short
When a company files Form NT (saying they need more time on their 10-K/10-Q), we short the stock for the next 3-9 months because late filers underperform by ~10%.
Layoff-Wave Short
When a public company announces a large layoff, we short it after the announcement and hold for a few weeks.
Litigation Shock Short
When a federal lawsuit naming a public company is filed in the categories that historically hurt the most (securities fraud, patent, antitrust), we go short for 1-6 months.
Mohanram G Score
Growth-stock analogue to the Piotroski F-score: an 8-signal quality score that separates winning from losing growth stocks based on profitability, earnings stability, and accounting conservatism in R&D, capex, and SG&A spending.
Multiple Activist Pile On Long
When 2+ different activists file 13D on the same stock within 60 days, the pile-on signal is stronger than a single activist alone.
Nhtsa Recall Drift Short
When NHTSA announces a vehicle recall, we short the manufacturer for the next 1-3 months, weighting by recall size.
Opentable Traffic Consumer Discretionary
When OpenTable seated-diner traffic spikes vs the 2019 baseline, restaurant and travel stocks tend to follow over 5-20 days.
Orphan Drug Premium Long
A firm heuristic: long small biotechs (few Phase III programs) the day after a pivotal trial completion. Loosely motivated by the paper's rare-disease market-size idea, but the paper itself reports no stock-return premium; whether this carries alpha is tested…
Patent Class Peer Spillover
When a peer in our tech cluster has a patent surge, we go long because the innovation tailwind tends to lift the whole class over the next 1-6 months.
Patent Velocity Acceleration
Companies whose patent filing rate is accelerating are investing more in innovation -- and the market is slow to price that in.
Pdufa Extension Short
When the FDA pushes back a drug's review date by a month or more, we short the sponsor for the next few weeks.
Pead Informed Competition
Contreras (2025): PEAD collapses when insiders (Form 4) and short sellers (FINRA short volume) trade the SAME direction right after an earnings surprise (competition accelerates discovery); drift persists where informed flow is absent or co
Pead Price Trend Confirmation
PEAD drift is stronger when the post-announcement price move aligns with the earnings surprise direction.
Peer Earnings Shock Propagation
When a TNIC competitor beats (or misses) earnings, the focal stock tends to drift in the same direction before its own announcement.
Peer Price Shock Propagation
When a close TNIC competitor has a large price move, the focal stock tends to follow in the same direction over the next 1-5 days as the market slow-processes the related news.
Polymarket Executive Departure Short
When Polymarket says it's more likely than not that the CEO will leave by date Y, short the stock through resolution. Markets price in the imminent-departure premium before it happens.
Polymarket IV Skew Spread
When prediction markets disagree with options markets on the same event, the cheaper side has the edge. We take the equity position implied by whichever instrument is mispriced lower.
Polymarket MA Close Drift
Polymarket asks 'will the merger close on time?' — if YES is above 75% but the stock is still trading far below the deal price, take the long. Symmetric short when YES drops below 25%.
Polymarket Resolution Drift
In the last 5 days before a polymarket resolves, the YES price often overshoots its all-time fair value. We mean-revert: short when overshot up, long when overshot down.
R&D Intensity Growth Momentum
Companies spending heavily on R&D relative to their (often beaten-down) market value tend to be under-priced by the market and outperform over the following years. The signal buys when a firm's R&D-to-market-value jumps above its own 2-year baseline and holds…
Recall Competitor Benefit Long
When a carmaker's rival has a big recall, we go long the carmaker - its market share tends to grow over the next few weeks.
Recall First Of Model Year
When a carmaker's brand-new model year has its first recall, we short more aggressively - the market reads it as a real design flaw.
Recall Severity Premium
When a carmaker has a recall involving death or injury, we short more aggressively than for routine recalls.
Revision Momentum Confirmation
When both analyst estimate revisions and price momentum point the same direction, the combined drift is more reliable than either signal alone.
Russell Reconstitution Drift
Once a year (late June), small-cap stocks that have grown into mid-cap territory get promoted from the Russell 2000 to the Russell 1000. Those promoted names tend to drift up for the next 2-3 months as the largest index-fund flows re-balance. NOTE: requires…
Sales Surprise Drift
Revenue surprises (top-line beats or misses) predict 1-2 month drift, even when EPS surprise is controlled. Standardize the surprise by the firm's own trailing volatility to find the meaningful events.
Sga Operating Leverage
Companies whose overhead costs (SG&A) are growing faster than revenue are sitting on a hidden problem: when revenue softens, those costs don't drop as fast, so earnings get squeezed. Short the stock when this gap widens beyond 5-10 percentage points.
Share Issuance Anomaly
Companies that have dramatically increased their share count over 5 years tend to underperform (they issued shares when overvalued). Companies that have shrunk their share count via buybacks tend to outperform. Trade the top/bottom deciles of 5y share-count…
Sp500 Inclusion Drift
When a stock is newly added to the S&P 500, it tends to keep drifting up for a month or two after the official inclusion date — index-tilted funds keep buying, and analyst coverage expands. Go long for 30-60 days post-inclusion.
Surprise Acceleration Rs
Stocks where earnings surprises are accelerating quarter-over-quarter while price is trending up show compounding drift.
Surprise Price Reaction Confirmation
When the market's immediate price reaction to an earnings surprise is large and aligned, the subsequent drift is more reliable.
TNIC Earnings Surprise Spillover
When a stock similar to ours beats or misses earnings, ours often drifts in the same direction over the next 1-3 weeks. We position alongside.
Trademark Filing Velocity
When a company files an unusual cluster of new trademarks, especially intent-to-use filings, it often signals a product launch and predicts 1-3 month outperformance.
Transcript Numerical Specificity
When management gives unusually concrete numbers on an earnings call, uncertainty can fall. When the call gets vague, that can be a warning sign.
Vehicle-Recall Drift
When a carmaker has an unusually large recall wave, we short the stock for the next few weeks.
Economy & Policy
53 strategiesRead from the wider world: interest rates, inflation, the Fed, government action and geopolitics that move whole markets.
Acled Mining Disruption
When violence spikes in major mining regions, metal prices tend to jump and big cross-listed miners rise with them. This family goes long the miner basket on those event spikes.
Acled Oil Supply Shock Long
When conflict events spike in oil-producing countries (Saudi/Iraq/Iran/Libya/Nigeria), the supply-shock premium lifts US-listed oil majors over the next 5-20 days.
Acled Protest Consumer Short
When US protest activity spikes, brick-and-mortar consumer retailers see foot-traffic drop — short the basket for 1-3 months.
Acled Red Sea Freight Premium
When conflict heats up around the Red Sea / Suez (Yemen / Saudi / Egypt), freight rates spike and dry-bulk + tanker stocks rally.
Baa Aaa Quality Spread
The gap between the worst investment-grade corporate bond yield (BAA) and the best (AAA) is the within-IG quality margin. When that gap widens, lower-quality investment-grade corporates underperform for 3 months. Distinct from the BAA-Treasury spread.
Calendar Anomalies
Three calendar quirks: turn-of-month (last/first days outperform), pre-FOMC drift, and day-of-week (Mon weak, Wed-Thu strong).
Congressional Speech Tone
When Congress speaks unusually much in one day, we test whether the burst itself moves any sector the next 5-20 days.
Congressional Trade Cluster
When 2+ members of Congress trade the same stock the same way within a month, we go alongside the cluster because they likely share insider info from hearings.
Cot Managed Money Extreme Reversal
When managed-money speculators are extremely long a commodity, fade them on the equity proxy — they tend to be wrong at extremes.
Dollar Factor Betas
Companies with high empirical sensitivity to the dollar suffer when the dollar strengthens (FX translation drag). Domestic-revenue-heavy companies benefit. Compute each ticker's 60-day dollar beta and trade the extremes against USD direction.
Drawdown-Recovery Premium
Buys stocks that crashed hard over the past year, but only after the price climbs back above its 60-day average (a recovery filter). The cited paper actually finds that crashed, high-tail-risk stocks tend to KEEP underperforming, so the recovery conditioning,…
Epu Shock Defensives Long
When the Economic Policy Uncertainty index spikes more than 1 standard deviation above its yearly average, investors rotate into defensive stocks (utilities, staples, gold). Go long the defensive basket for 1-3 months.
Euribor US Spread
Fear premium rich (VIX vs realized vol) -> buy intl index ETFs, hold 3-4 months.
FED Speech Dovish Long Em
This family tests a hypothesis: when a Fed official's speech scores unusually positive on Loughran-McDonald tone (read as dovish), emerging-markets stocks (EEM, China internet, LatAm names) may rally for 1-2 weeks on softer-USD expectations. No academic paper…
Federal Contract Prime Subcontractor Momentum
When government contract flow surges in a NAICS sector, we go LONG firms in that sector (excluding the direct prime contractor) as subcontractor beneficiaries.
Financial Conditions Regime
The Chicago Fed's NFCI is the most comprehensive single-number measure of financial conditions, combining money market, debt, equity, and shadow-banking signals. When it goes above zero (tight), trim risk; when its adjusted version goes well below zero…
FOMC Hawkish Tone Short Duration
Stocks reliably drift up in the ~24 hours before scheduled Fed rate announcements. This family buys a rate-sensitive basket (long Treasuries, REITs, high-multiple growth tech) 1-3 trading days before each scheduled FOMC announcement and exits at the…
Gdelt Event Density Volatility
When global news event volume spikes 2σ above baseline, realized volatility is about to rise — under-weight (short) cyclical and high-beta names for 3-10 days.
Gdelt Geopolitical Tone Short
When the tone of news about a country tanks (z below -1.5), short the US-listed multinationals with revenue exposure to that country.
Gpr Oil Long
When geopolitical risk spikes, oil prices tend to rise on expected supply disruption. Go long oil majors (Exxon, Chevron, ConocoPhillips, etc.) for 1-3 months.
Gpr Sector Defense Long
When geopolitical risk spikes (Caldara-Iacoviello GPR index, daily), defense stocks (Lockheed, Raytheon, Northrop, etc.) outperform on expected procurement budget increases. Go long the defense basket for 1-3 months.
Inflation Beta Rotation
Boons, Duarte, de Roon & Szymanowska (2020): a stock's inflation beta (rolling covariance of returns with CPI growth) is priced and the sign of the inflation risk premium flips across regimes.
Jolts Hiring Acceleration Long
Industry hiring acceleration (the 3-month change in YoY job openings growth) leads earnings surprises by about a quarter. When an industry's hiring growth jumps by 5+ percentage points over 3 months, go long the industry leaders for 1-3 months.
Jolts Quits Wage Pressure Short
When the BLS JOLTS data shows industry separations (people quitting + getting laid off) jumping above their 12-month average in labor-intensive sectors like restaurants and retail, wage pressure follows. Short the basket for 1-3 months.
Liquidity Composite Short
When credit spreads and bank funding stress all spike together, high-beta risk-on stocks tend to crack 1-3 weeks later.
Lobbying Issue Sector Beneficiary
When the lobbying spend rises on a topic our company cares about, that topic-driven sector tends to outperform. We go LONG.
Low Volatility Anomaly
Boring low-vol stocks quietly beat high-vol ones risk-adjusted.
Mega-Cap Concentration Overlay
When the Mag-7 (AAPL/MSFT/NVDA/...) outperform together, the rest of the market mechanically lags. Use that as a rotation signal.
Milliman Pfi Macro Signal
Once a month Milliman publishes the funded ratio for the 100 biggest US corporate pensions. When that ratio drops sharply (often because interest rates fell), pension-heavy companies face bigger cash contributions and EPS drag. Short the basket for a few…
Mortgage 30y Housing Short
When 30-year mortgage rates spike, housing demand falls within a few months. Short homebuilders, mortgage REITs, home improvement, and home furnishing stocks during sustained mortgage rate spikes; go long on equivalent compressions.
Peer Contract Shock Propagation
When a TNIC competitor wins or loses a large government contract, the focal stock drifts in the same direction as the market recalibrates vendor revenue exposure.
Polymarket Election Volatility X Sector
When prediction-market election odds tilt one way, certain sectors (defense/energy vs healthcare/clean) lead.
Post Earnings Layoff Timing
Miss earnings + announce layoff within two weeks = short for a month, then long for 2-3 months on the cost-cut rebound.
Pre-Fed-Meeting Drift
The 24 hours before each scheduled Fed announcement, the market drifts up ~0.5% — one of the cleanest known anomalies, especially on press-conf meetings.
Regime Overlay
Only go long if the broad market (SPY) is above its 200-day average AND VIX is calm. Otherwise stand aside — don't fight a falling tape.
Repeat Layoff Acceleration Short
Companies that lay off twice within six months are in a cost-cutting spiral; the stock underperforms.
Return-Skew Premium
Stocks with fat downside tails (negative realized skew) trade at a discount and earn a premium; right-skew 'lottery' stocks underperform.
Sanctions Country Basket Short
When OFAC sanctions hit multiple countries that a US-listed company discloses exposure to within a month, we expect the stock to keep drifting down for weeks.
Sanctions Supply Chain Passthrough
When a country a company sources inputs from gets sanctioned, the supply-chain disruption tends to weigh on the downstream company. The academic basis (Carvalho et al 2021) shows this kind of supplier shock lowers firms' sales growth; the specific…
Sector Momentum Orthogonal
If a stock has beaten the market by a lot over the past 6 months, it tends to keep winning; if it's been losing badly, it tends to keep losing — long the leaders, short the laggards.
Speculative-Beta Fade
High-beta stocks usually underperform — but only when there's high disagreement (analyst dispersion). Without disagreement, high beta is fine.
Tech Layoff Sector Rotation
When 3+ tech firms announce big layoffs in two weeks, growth-tech rotates out and defensives rotate in.
Ted Funding Stress
When the spread between interbank lending rates and Treasury rates widens sharply, it signals funding stress in the banking system. Short high-beta names during such squeezes; go long during equivalent compressions.
Term Structure Curvature
Tent-shaped curvature in the yield curve signals macro regime change — when it spikes, defensives outperform cyclicals.
Terror Real Estate Msa Short
Major terror events in US cities depress office and hospitality REITs for weeks afterward — short the basket on event clusters.
Tpu Shock Trade Exposed Short
When Trade Policy Uncertainty spikes more than 1.5 standard deviations above its yearly average, multinationals with heavy foreign revenue exposure (Apple, Nike, Boeing, Caterpillar) underperform. Short the basket for 1-3 months.
Treasury Auction Tail Regime
When demand at Treasury auctions weakens (low bid-to-cover, foreign buyers retreating), equities sell off over 1-3 weeks. We use the auction signal as a regime gate on each ticker.
Trump Company Mention
When Trump names a company, we trade in the direction his tone suggests for 1-5 days.
Trump Post Volume
When Trump posts a lot in one day, we test whether that volume alone moves any ticker the next day, regardless of what he said.
Trump Tariff Tone
When Trump posts heavily about tariffs or China, we test a one-day-later move on every ticker and let the harness discover which ones actually react.
VIX Term Structure
Front-month VIX cheap vs 3-month (contango) means calm — SPY drifts up. When it inverts (backwardation), panic mode.
VIX Term Structure Carry
Daily roll-yield between front-month and second-month VIX futures. The bigger the contango, the better the short-vol carry trade.
Volatility Risk Premium
Compare the market's implied volatility (VIX) with how much the S&P 500 actually moved over the past month. When implied exceeds realized (investors are overpaying for insurance) and near-term fear is below longer-term fear (VIX below VIX3M), stay long;…
Filings, Insiders & Ownership
71 strategiesWhat the paperwork and the people closest to a company reveal: regulatory filings, insider buying and selling, short interest and who owns the stock.
13F co-holder momentum spillover
When stocks owned by the same big funds move, this one tends to follow.
13F co-holder momentum spillover (2-hop)
When stocks owned by the same big funds (and the funds' other holdings) trend, this one tends to follow.
13F co-holder relative-value reversion
When a stock drifts away from the other companies the same big funds own, it tends to drift back.
13F co-holder reversal spillover
When stocks owned by the same big funds jump or drop sharply, this one tends to move the opposite way next.
13F co-holder reversal spillover (2-hop)
When the broader group of stocks owned by the same big funds overreacts, this one tends to move the opposite way next.
Activist Purpose Aggressive Long
When an activist files a 13D with aggressive language (proxy contest, demand strategic alternatives, push for board seats), the post-filing drift is stronger than for passive 13D filings. Mining the purpose text isolates the value-creating subset.
AI Disclosure Growth
When a company suddenly starts mentioning AI, machine learning, and related terms much more in its annual report than the prior year, that often anticipates revenue and margin gains the market hasn't priced in yet. Long the stock for the next year.
Analyst Dispersion Uncertainty
When analysts strongly disagree about a company's earnings (wide high-low range vs the consensus), the stock tends to underperform.
Analyst Forecast Dispersion Short
When analyst EPS estimates spread WAY wider than usual for a stock (top z-score over the trailing year), it's a stronger signal of unresolved disagreement than just the absolute level. Short the stock for 1-3 months.
Analyst Question Aggression Short
When analysts pile on with aggressive questions on an earnings call (negative tone + scattered concerns), the stock tends to drop over the next 1-2 months.
Analyst Recommendation Revision Drift
When 2 or more analyst upgrades (or downgrades) cluster on the same stock within 2 weeks, the stock drifts in that direction for 2-6 weeks. Go long upgrade clusters, short downgrade clusters.
Analyst Surprise Momentum
When a company's last two quarterly earnings reports BOTH beat (or BOTH missed) by a meaningful amount, the stock tends to keep drifting in that direction for the next 2-3 months. Go long sustained-beat companies, short sustained-miss companies.
Board Member Cross Firm Overlap
When a director sits on multiple corporate boards and trades on one, the others often follow. We trade alongside the cross-firm signal.
Business Description Item1 Fluidity
When a company materially changes its Business (Item 1) description vs the prior year, it usually signals competitive flux — and underperformance.
Cluster Buy Post Drawdown
When 3 or more insiders buy their own stock within 30 days AND the stock is at least 20% below its 90-day high, it is the highest-conviction insider signal (insiders are buying weakness, not chasing momentum). Long for 2-6 months.
cross-graph consensus momentum spillover
It looks at how a company's economically related peers (similar products, shared owners, shared board members) have been moving, and trades only when several of those peer networks point the same direction.
cross-graph consensus reversal
Only bets that a stock will snap back when several different groups of related companies all overshoot in the same direction.
Cyber Risk Disclosure Short
When a company adds substantially more cybersecurity, ransomware, or data-breach language in its annual risk-factors section, it may reflect a recent incident or rising security costs. This family shorts the stock for about 9 months after the filing. This is…
Days To Cover Risk Premium Short
Hong-Li-Ni-Scheinkman (2015): days-to-cover (SI / ADV) measures how many days of normal trading volume it would take crowded shorts to exit. Hard-to-exit (high-DTC) names earn LOW subsequent returns (~1.2%/mo spread), separate from how heavily shorted they…
Earnings Call Word Count Anomaly
When an earnings call runs unusually long OR the Q&A balloons relative to the prepared remarks (z >= 1.5 vs the ticker's own history), management is hedging — short.
ETF Creation Redemption Flow
When ETFs collectively buy more shares of a stock (creation units), the flow pressure tends to drift the price up over weeks; redemption flows do the opposite.
ETF Premium Discount Revert
When an ETF trades at a premium or discount to its underlying basket, the gap closes within 1-3 days as arbitrageurs step in - we fade the deviation.
Executive Pronoun Shift
When executives stop saying 'we/our' and shift to 'I/my/the company' on earnings calls, the stock tends to drop over the next 1-3 months.
Finra Daily Short Volume Spike
When daily short volume spikes on a stock that is already in a downtrend, that is informed shorts piling on. We short alongside for 1-4 weeks.
Form 144 Cluster With Insider
When 2+ insiders file paperwork to sell within 14 days of each other, the coordinated planned-exit signal tends to mark short-term tops.
Form 144 Filer Cluster
When 3 or more insiders file Form 144 (intent-to-sell notices) within a single month, the cited papers predicted the stock underperforms for 2-6 months. Our testing found the opposite on the current universe: these clusters happen at high-momentum names that…
Form 144 Vs Form 4 Divergence
When insiders file paperwork saying they will sell but then don't actually sell much, the stock tends to drift up as the perceived overhang lifts.
Form4 Cluster Anomaly
When 4+ insiders buy in a single month (a real cluster, not noise), the stock tends to outperform for the next few months.
Form4 Dollar Weighted Cluster
Insider buy clusters are most predictive when the dollar amount is large relative to the firm's own history, not relative to an absolute threshold. Rank each company's 30-day rolling insider dollar-buy against its 1-year history and trade the top-decile…
Forward Looking Statement Count
Companies that ramp up forward-looking language in their annual filing tend to outperform; those that pull back tend to underperform.
Hedge Fund Activist Target Drift
When a hedge-fund activist (Elliott, Pershing, Starboard, etc.) discloses a brand-new stake in a company for the first time, the stock typically drifts upward for 2-3 months as the market prices in expected operational or governance changes.
index co-member momentum spillover
Tests whether a stock follows the other members of its index when they trend.
index co-member momentum spillover (2-hop)
Tests whether a stock follows a wider web of its index members when they trend.
index co-member relative-value reversion
When a stock drifts away from the other members of its index, it tends to drift back.
index co-member reversal spillover
Tests whether a stock snaps back when the other members of its index overreact.
index co-member reversal spillover (2-hop)
Tests whether a stock snaps back when a wider web of its index members overreacts.
Index Inclusion Drift
When a stock first shows up in a broad index ETF, it tends to drift up 3-5% over the next month as funds rebalance.
Insider Post Runup Sell
When multiple insiders sell after the stock has rallied 20% or more from its 3-month low, that cluster of opportunistic sales tends to mark a near-term top. Short for 2-6 months. Routine sales unconditioned on price moves are noise.
Insider-Sale Overhang
When insiders file large planned-sale notices, we short the issuer for the next few weeks.
Institutional Co Ownership Graph
Stocks held by the same big mutual funds co-move beyond fundamentals. We trade the dislocation when one moves and the other has not caught up.
multi-hop network momentum spillover
It follows momentum not just from a company's closest peers but from the peers of those peers, since news tends to spread step by step through a web of related firms.
Mutual Fund Fire Sale
When mutual funds get hit with redemptions, they dump stocks regardless of fundamentals. The press lasts 20-40 days (short opportunity), then prices recover over the next 60-180 days (long opportunity). The 13F-aggregate drop in filers and shares is our proxy…
Q And A Hesitation Short
When executives get noticeably more hedged and non-committal in the Q&A part of an earnings call (mixed, uncertain tone) compared with how that same company usually sounds, we bet the stock drifts down over the next 1 to 3 months and take a short position the…
Risk Factor Count Z
When a company lists materially more discrete risks in its 10-K vs prior year, the stock tends to underperform over the next 3-6 months.
Routine Vs Opportunistic 10b5 1
Routine insider sales are noise; opportunistic ones (one-off or right after a plan is adopted) tend to mark short-term tops.
same-state HQ momentum spillover
Tests whether a stock follows other companies headquartered in its home state when they trend.
same-state HQ momentum spillover (2-hop)
Tests whether a stock follows a wider web of companies based in its home state when they trend.
same-state HQ relative-value reversion
When a company drifts away from other firms based in its home state, it tends to drift back.
same-state HQ reversal spillover
Tests whether a stock snaps back when companies in its home state overreact.
same-state HQ reversal spillover (2-hop)
Tests whether a stock snaps back when a wider web of home-state companies overreacts.
Shared-ETF Contagion
When many ETFs increase exposure to the same stock, we treat that as flow pressure and go long.
shared-lobbying-issue momentum spillover
Tests whether a stock follows other companies lobbying on the same issue when they trend.
shared-lobbying-issue momentum spillover (2-hop)
Tests whether a stock follows a wider web of companies lobbying its issue when they trend.
shared-lobbying-issue relative-value reversion
When a company drifts away from other firms lobbying on the same issue, it tends to drift back.
shared-lobbying-issue reversal spillover
Tests whether a stock snaps back when companies lobbying on the same issue overreact.
shared-lobbying-issue reversal spillover (2-hop)
Tests whether a stock snaps back when a wider web of companies lobbying its issue overreacts.
Short Interest Surprise
Hanauer-Lesnevski-Smajlbegovic (2023): investors anchor on the prior short-interest print and underreact to the UNEXPECTED component.
Short Pressure Squeeze Long
Stocks with high short interest and rapidly rising borrow costs are primed for short squeezes -- a tactical long opportunity.
Thirteen F Breadth Overpriced Short
When the number of institutional investors holding a stock drops sharply in a single quarter, short-sale constraints are binding: the pessimists are locked out and only optimists set the price. The stock is overpriced, so short it for the next 2-3 months.
Thirteen F Quarterly Accumulation
When both 'how many funds bought the stock' AND 'how much they bought' jump together to top-20% of the stock's history in the same quarter, institutions are accumulating aggressively. Go long for 2-9 months.
Thirteen F Superinvestor Coattail
When a small set of top-tier hedge fund managers (Buffett, Ackman, etc.) reveal a brand-new position on their quarterly 13F filing, the stock tends to drift up over the next 2-6 months as other investors copy the trade.
TNIC peer relative-value reversion
When a company drifts away from its closest product-market rivals, it tends to drift back.
TNIC product-market peer momentum spillover
When a company's closest product-market rivals trend, this one tends to follow.
TNIC product-market peer reversal spillover
When a company's product-market rivals jump or drop sharply, this one tends to move the opposite way next.
TNIC product-market peer reversal spillover (2-hop)
When a company's product-market rivals (and their rivals) overreact, this one tends to move the opposite way next.
Tone Delta Industry Rank
Rank each company's earnings-call tone change against sector peers — buy the most-improved, short the most-deteriorated.
Transcript Analyst Question Uniqueness
Allee, Do & Do (2024): textual uniqueness of analyst Q&A questions (dissimilarity vs other analysts on the same call, the same analyst's prior calls, and the prepared remarks) reflects genuine private information-gathering, and the answers
Transcript Revision Disagreement Magnitude
The larger the gap between management optimism on a call and subsequent analyst estimate cuts, the stronger the drift toward analyst reality.
Transcript Revision Disagreement Pt Dispersion
When analyst price targets are widely spread after an earnings call and management tone was bullish, the stock tends to underperform as the optimistic outliers revise down.
Transcript Revision Disagreement Tone Gap
When the prepared remarks on an earnings call are much more upbeat than the Q&A section, the stock tends to drift down as the optimism fades.
Transcript Uncertainty Score
When management uses lots of hedging words ('may', 'could', 'approximately') on the earnings call, the stock tends to underperform over the next 1-3 months.
Real-World & Alternative Data
41 strategiesSignals from outside the market: weather, shipping, crops, consumer demand, web attention and other physical-world measurements.
Bitcoin Treasury Proxies
MSTR/miners track BTC momentum with leverage.
Box Office Genre X Distributor
When a distributor's slate is heavily one-genre AND that genre is in a market-wide uptrend, the distributor outperforms.
Box Office Holdover Premium
Movies that hold over from week 1 to week 2 (60%+ retention vs typical 40%) signal positive word-of-mouth — long the distributor.
Btc Tech Correlation Regime
Bitcoin miners and Coinbase track BTC with a 1-2 day lag.
calendar-month seasonality
Some stocks reliably do better in certain months of the year, and this strategy leans into those repeating monthly patterns.
Census Ft900 Import Nowcast
When U.S. monthly imports are surging year-over-year, import-reliant retailers tend to restock and may see firmer demand a quarter later, so the strategy leans long on the import surge and short on the pullback. This is an internal macro heuristic, not a…
Crop Condition X Weather Composite
When crop conditions deteriorate AND the climate signal is unusually strong, we buy ag-input/processor names - the joint signal is sharper than either alone.
Crop State Dispersion Short
When top-producer states disagree about crop conditions, supply uncertainty rises and ag-equipment makers tend to underperform.
Crop-Condition Signal
When USDA crop conditions deteriorate, we buy agribusiness and ag-equipment names that can benefit from supply tightness.
Crypto Proxy Basket Long
Long crypto-proxies only when DeFi adoption is rising AND capital is broadly distributed (not concentrating into a single protocol).
Defi Tvl Protocol Concentration
When DeFi capital concentrates into a few protocols (rising HHI), the system is fragile and crypto-stocks underperform.
Degree Days Utility Revenue Lead
When heating/cooling demand spikes far above the 5-year norm, regulated utilities tend to beat revenue expectations 30 days out.
Drought Severity Ag Input Short
When the US Drought Monitor shows severe drought (D2+D3+D4) expanding across the corn/wheat belt to the worst 10% of the past 3 years, food companies that buy a lot of corn and wheat (General Mills, Kellogg, Campbell, Kraft Heinz) face cost pressure. Short…
Earthquake Insurance Window Short
When a major earthquake (magnitude 6 or higher) hits California, Japan, or the Pacific Rim, reinsurers take an immediate loss-recognition hit — short them for 1-2 weeks. Construction firms gain on rebuild demand — go long for 3 months.
Eia Crude Storage Surprise
EIA crude-storage surprise (vs consensus) → 1-5d energy move.
Eia Natgas Storage Surprise
Every Thursday EIA publishes US natgas storage. If the build is smaller than expected, natgas E&Ps (EQT, RRC, CHK) jump for 1-5 days.
El Nino Softs Long
When NOAA's El Niño index (ONI) hits strong territory (>= +1.5), coffee, sugar and soy supplies tighten globally. Companies heavily exposed to those inputs (Starbucks, ADM, Bunge) tend to rise over the following 3-6 months.
Enso Pc Insurance Short
When El Niño or La Niña intensify (|ONI| >= 1.5), US severe weather (tornadoes, hurricanes, typhoons) tends to be more active. Property & casualty insurers (AIG, Travelers, Allstate, Progressive) face higher catastrophe losses. Short the basket for 3-6 months.
Extreme Temp Retail Short
Extreme heat or cold during peak retail weeks (back-to-school, Black Friday) hurts specialty apparel — short for 2-6 weeks.
Gasoline Distillate Crack Spread
When gasoline ETF rallies vs crude ETF (a wide crack spread), refiners benefit; when it compresses, they suffer.
Google Svi Attention Spike
When Google searches for a stock spike, the stock pops then mean-reverts. Long the spike, short the reversal.
Google Trends Finbert Composite
When Google Trends search interest spikes AND earnings-call sentiment confirms the direction, you get a ~1-3% short-term move.
healthy volume pattern
When a stock suddenly trades much more heavily than usual, more investors notice it and the price tends to rise over the next few weeks.
Hq Geographic Cluster Spillover
Stocks based in the same state co-move because local investors hold them all. When the state basket moves and our stock has not caught up, we position alongside.
Hurricane Track Uncertainty Insurance Short
When NOAA publishes a hurricane outlook with wide track uncertainty, P&C insurers underperform until the cone resolves.
Joint Attention Spillover Reversal
Decompose a focal ticker's Wikipedia pageview attention spike into shared vs idiosyncratic components by co-movement with its TNIC-peer / sector cohort's pageview spikes on the same days.
NFT Volume Speculative Sentiment
NFT trading surge → speculative-tech and crypto-broker stocks rally within 1-2 weeks.
Polymarket Resolution Outlier Long
When a Polymarket resolves sharply opposite to its long-run consensus, the linked stock tends to drift in the direction of the surprise for 1-3 weeks.
Port Ship Count Throughput
We count ships at major container ports from free satellite imagery; spikes signal a global trade-throughput pulse that propagates to shipping and consumer names.
Pos Same Store Nowcast
When SafeGraph's 13-week smoothed foot-traffic YoY for a retailer breaks above +5% or below -5%, the next earnings report is likely to surprise in that direction. Go long winners, short laggards, hold through earnings.
price-momentum and call-tone fusion
It buys (or sells) only when a stock's price trend and the tone of its earnings calls agree, treating that double confirmation as a stronger signal than either one alone.
Refinery Utilization Z
When refinery utilization runs unusually low for the time of year, refiners tend to drift down on margin compression - we sell short for 5-10 days.
Round Number Anchoring
Stocks bounce off round-dollar prices — $50, $100, etc. — because traders cluster orders there. Fade approaches; ride bounces.
Search Volume Lead Indicator
When retail investors suddenly start searching for a small-cap stock, it usually pops over the next 1-2 weeks from order-flow alone.
Stablecoin Supply X Btc Long
When dollars locked in DeFi surge over 60 days, MicroStrategy/Coinbase/miners catch a bid within two weeks.
Steam Review Velocity Long
When the rate of Steam concurrency growth accelerates (proxy for review velocity), the publisher's stock outperforms over 2-4 weeks.
Stocktwits Message Velocity
When stock message-board chatter spikes on a name already declining, we short it for the next 1-2 weeks because the noise tends to fade.
Viirs Hotspot Density Utility Short
When NASA's VIIRS satellites detect a sustained surge of fire hotspots in California, PG&E and other CA utilities face heightened liability risk — short them. The flip side: reinsurers benefit from higher premium pricing post-event — go long.
Wiki Attention Earnings Interaction
When Wikipedia pageviews on a stock surge AND there was a recent positive earnings surprise in the past 2 weeks, the typical post-earnings drift gets amplified — go long for 1-3 months.
Wikipedia Attention Reversal
When Wikipedia pageviews for a stock surge in the top 10% of normal weekly moves, retail attention has driven the price up too far. Short the stock for 1-2 weeks as the attention premium fades.
Wildfire Smoke Airline Short
When major wildfires (including in Canada) blanket US airline hubs in smoke and degrade air quality, airlines face delays, diversions, and lost revenue. Short the US airline basket for 1-4 weeks after the worst smoke events.
Price & Market Behavior
74 strategiesRead straight from price, volume and volatility, including how a stock trades against the market and its peers.
52-Week-High Momentum
Stocks within 5% of their 52-week high tend to keep going (anchoring effect). Conversely, stocks at very deep drawdowns (-40%+) often bounce.
Betting Against Beta
Low-beta stocks (calmer than the market) tend to deliver better risk-adjusted returns than high-beta ones; this family overweights when beta drops.
Betting Against Correlation
Asness, Frazzini, Gormsen & Pedersen (2020): the low-risk effect is driven by the correlation leg of beta; a BAC portfolio (long low market-correlation, short high-correlation, volatility-matched) earns a premium distinct from idio-vol/lott
Borrow Rate Level Short
When the cost to short a stock annualizes above 10% (hard-to-borrow), the stock tends to underperform by roughly 3-4% per month. Short these expensive-to-borrow names for the next 4-12 weeks.
Borrow Rate Spike Short
When the cost to short a stock jumps sharply over a month (top 10% of normal moves), informed shorts are paying a premium to get in. Short the stock for 4-8 weeks.
Breakout Proximity
Flags stocks trading very close to their 52-week high — the closer to the high, the more likely they keep grinding higher.
Breakout Volume
A 20-day high breakout is taken only when volume is unusually large and true-range is expanding — confirming it's a real move, not a head-fake.
composite options pressure
Roll IV flow, term structure, and skew into a single bullish/bearish pressure gauge and trade it only when the stock's price is moving the same way.
Corwin Schultz Spread
A more precise daily-bar bid-ask spread estimator than Roll's, using high-low ranges. We go long only, when a stock's estimated spread widens sharply versus its own one-year history while it is in an uptrend; thresholds vary. No short side.
Coskewness Premium
Stocks that crash hardest when the market crashes (negative coskewness) are compensated with a higher risk premium. Conversely, stocks that act like insurance during market crashes underperform on average. Rank stocks by their 1-year coskewness with SPY.
Cross Sectional Momentum
Compare the stock to its sector peers on 12-month return (excluding last month). If it's in the top third of peers, go long.
cross-sectional options stress contrarian
Compare a stock's option fear gauge to every other optionable stock today, and buy the most fearful after a dip or fade the most complacent after a rally.
cross-sectional small-cap momentum
Buy the stocks that have been the strongest performers over the past year and (optionally) short the weakest, picked relative to all other stocks.
cross-sectional small-cap multifactor blend
Favor stocks that are both strong performers and low-volatility, combining two complementary ways of picking winners to smooth out the ride.
cross-sectional small-cap short-term reversal
Buy stocks that just underperformed everything else, betting they snap back over the next few days to weeks.
Days To Cover Squeeze Long
When an unusually large share of a stock's recent trading volume is short (high for that stock versus its own past year) and the price is starting to reverse upward, you have a squeeze setup. Go long for 1-4 weeks.
dealer-gamma adaptive regime overlay
When options dealers are positioned to calm the stock down, bet recent moves reverse; when they are positioned to amplify, bet recent moves keep going.
ETF Ownership Crowding
Stocks with disproportionately high ETF ownership experience predictable price dislocations when ETFs rebalance, creating short-term mean-reversion opportunities.
factor-neutral idiosyncratic residual
Filter out the parts of a stock's move driven by the market and big macro themes, then trade only on what is left that is unique to that company.
Fails-to-Deliver Pressure
When settlement fails spike far above normal, we treat it as a possible squeeze-pressure signal and go long briefly.
Fifty Two Week Low Drift
Stocks near their 52-week high tend to keep winning; stocks far below it tend to keep losing.
Frog In Pan Momentum
A series of small same-signed daily moves (continuous info) creates stronger momentum drift than the same total return delivered as a few big jumps.
FTD Anomaly Short
When the rolling-month average of failures-to-deliver on a stock hits the top 10% of its own history, informed shorts are aggressively in. Short the stock for the next 4 weeks.
FTD Concentrated Squeeze Long
When a stock is on the SEC's failure-to-deliver list and the daily fail value spikes, the forced-buy-in mechanism often triggers a short squeeze.
FTD Persistence Signal
When a stock fails to deliver shares for several days in a row, persistent short pressure tends to keep the price drifting down for another 1-3 weeks.
FTD With Borrow Rate Spike
When the cost to borrow a stock spikes AND the stock is failing to deliver shares at the same time, both independent stress signals point to continued downside.
Fundamental Inflection Dupont
Companies where ROE improvement is driven by margin gains (not leverage) outperform peers over the next year.
Fundamental Inflection Fscore Delta
A rising Piotroski F-Score from a weak starting level signals fundamental recovery before the sell-side catches on.
Fundamental Inflection Gp Accruals
Companies where gross profit is rising while accruals are falling signal improving earnings quality that the market is slow to price.
Fundamental Inflection Stress
Financially stressed firms with rising leverage and shrinking cash flow systematically underperform -- the short leg of the Piotroski F-Score screen.
Hou Xue Zhang Q Factor
Rank companies on two things: how little they spend on capex relative to assets (efficient investment) and how high their return on equity is. Top 25% combos go long, bottom 25% go short. Hold 3-12 months.
implied volatility innovation drift
When traders rush to buy bullish call options on a stock, it often rises afterward; when they rush to buy protective puts, it often falls.
implied volatility rank mean reversion
When fear in the options market is at a one-year high the stock tends to bounce back, and when it is unusually calm the stock tends to slip.
implied volatility term structure slope
When longer-dated options are calmer than near-dated ones the market is relaxed and the stock can trend up, but when near-dated options are jumpier it signals near-term stress.
iv-flow confirmed momentum
Ride a stock's trend only when option buyers are leaning the same way: calls getting pricier into an uptrend, puts getting pricier into a downtrend.
Liquidity Provision Premium
Stocks falling sharply bounce — bounce is bigger when VIX is high.
Lottery-Stock Avoidance
If a stock had a few wild up-days last month, retail piles in and overpays for it — so it tends to underperform next. We fade those lottery names.
low-turnover factor-neutral residual momentum
The same trade-on-the-stock's-unique-move idea, but holding positions for months so trading costs don't eat the profit.
Market Closure Reversal
After a long weekend or market holiday, sharp moves often snap back harder than usual. This family tests that closure-conditioned reversal.
Multi Horizon Trend
Looks at the stock's trend over several lookbacks (weeks, months, quarters). When most lookbacks agree the trend is up, go long; when most disagree, stand aside.
Option Call Put OI Imbalance
Open interest reflects positioning, not flow. When call-OI vs put-OI gets very crowded, the positioning eventually unwinds against itself.
Option Call Put Volume Imbalance
When unusual call buying surges (vs trailing baseline), informed traders are loading up via options. Stock tends to follow up over the next 1-3 weeks.
Option IV Skew Drift
When put options become unusually expensive vs in-the-money puts, the market is bracing for a drop. Stock usually recovers as the panic fades.
Option To Stock Volume Ratio
Johnson & So (2012): the ratio of total option volume to equity share volume (O/S) negatively predicts the underlying's 1-week return (~0.34%/wk on the spread) because short-sale-constrained negative-information traders migrate to options. Backtest uses…
option-implied kurtosis butterfly
When options imply the stock could make a big jump in either direction (fat tails), it tends to earn higher returns than when the option market expects a tame, narrow range.
option-implied variance asymmetry
When the options market is pricing in more room for the stock to rise than to crash, the stock tends to go up afterward.
options dealer gamma exposure regime
When options dealers are positioned to dampen moves the stock tends to drift back to where it was, and when they amplify moves the stock tends to keep trending.
Overnight Intraday Decomp
Stocks that quietly gain overnight, day after day, tend to keep doing it — that's where the after-hours news and informed off-exchange order flow lives. Stocks that lose overnight consistently keep losing.
Payment Cycle Reversal
Tests whether a stock-specific move around month-end and the first sessions of a new month reverses after recurring payment flows subside.
Quality Minus Junk
Score a company on four 'quality' dimensions — profitability, growth, low debt, dividend payout. The top 25% combo go long, the bottom 25% go short. Hold 3-12 months.
Range Regime Meanrev
Buys oversold dips and sells overbought pops, but only when the stock is in a sideways / range-bound phase (low ADX).
Realized Semivariance Asymmetry
Not all volatility is the same. This family separates upside and downside volatility, then tests whether downside-heavy stocks earn a premium.
Reg Sho Threshold Entry Short
When a stock first lands on the SEC's Reg SHO Threshold List after being off it for at least a week, short it for the next 1-2 weeks before the forced-buy-in mechanism kicks in.
risk-neutral skew term structure spread
When near-term options suddenly price in much more crash risk than longer-dated ones, the stock tends to fall as the market catches up.
risk-neutral skewness short
Stocks whose options make them look like lottery tickets with big upside tend to disappoint, so this strategy bets against them.
Roll Implicit Spread
Effective bid-ask spread inferred from how negatively a stock's daily price changes auto-correlate. Stocks trading with a wide implicit spread carry an illiquidity premium; the strategy goes long wide-spread names when the trend confirms, with no short side.
SEC issuance float pressure
When a company files a large new stock offering, Alphactor measures how much new supply is hitting the market and can flag a five-session short-term dilution signal.
Sector Momentum
Go long the stock when its sector ETF is itself in a strong uptrend; lets the sector tide do the work.
Sector Rs Leader Follower
Stocks in sectors with the strongest relative strength versus the S&P 500 tend to outperform those in the weakest sectors over the next 1-3 months.
Sector Spy Conditional
Whether the market overall is trending up or down conditions how strongly sector leadership translates into individual stock performance.
Short Interest Change
Watches FINRA's daily short-sale volume z-score. Aggressive new shorting in a falling tape = continuation; extreme highs that revert = squeeze fade.
Short Interest Ratio Drift
Stocks where short interest is persistently in the top 20% of their own history underperform by about 7% per year. Short these high-SI names for 1-6 months.
Single Name Volatility Of Volatility Short
Baltussen, van Bekkum & van der Grient (2018): single-stock uncertainty-about-risk (vol-of-vol = rolling stdev of a name's ATM IV) forecasts LOW returns (~10%/yr spread), distinct from idio-vol and the lottery/MAX effect, driven by investor Backtest uses…
skew-panic reversal
When put options spike in price and fear is high right after a drop, buy the bounce; when calls are euphoric after a run-up, fade it.
term-slope trend confirmation
Follow a stock's trend only when the shape of its implied-volatility curve agrees the move should keep going.
Variance Risk Premium Long
When the variance risk premium (the gap between implied vol and recent realized vol) is in the top 20% of its yearly distribution, equities tend to rally over the next 2-4 weeks as the overpriced hedges unwind.
VIX Contango Regime Long
When the 30-day VIX is meaningfully below the 90-day VIX (steep contango, ratio < 0.95), the equity market is in a calm risk-on regime. Go long SPY or high-beta names for 2-4 weeks.
Volatility Breakout
Trend-follow Donchian channel breakouts, but the breakout must be at least 1.5×ATR (volatility-sized) — the original Turtle Traders rule.
Volatility-Timed Trend
A moving-average crossover rule, but turned on only when the stock's recent volatility is in a regime where MA rules have historically worked.
volume shock reversal
When a stock trades on unusually heavy volume, the day's move is often just liquidity noise that gets reversed the next day.
vrp blended with term structure
Combine how overpriced a stock's options are with the shape of its volatility curve, buying when insurance is rich and the curve is healthy after a dip.
vrp confirmed by price action
When options are pricing in far more volatility than the stock has actually shown and it has already sold off, buy the rebound; fade the reverse after a run-up.
Vrp Turnover Corrected
Eksi-Roy (2025): the single-name VRP (realized minus implied vol spread) is contaminated by turnover-driven transient realized-vol shocks; applying a mean-reversion correction to realized vol and/or excluding abnormal-turnover names raises Backtest uses…
Weekly Reversal
After a stock has a particularly bad or good 5-day stretch (vs its own history), the move tends to partially reverse over the next 1-2 weeks. Buy the steepest 5-day losers; short the biggest 5-day winners.
Combined Strategies
15 strategiesStrategies that blend several of the others into one signal and switch between them as market conditions change.
Auto-Weighted Blend
Per-ticker automatically learned blend weights with out-of-sample gating. Instead of equal-weighting the top-3 strategies, an optimizer searches over how many to blend, which to pick, how much weight to give each, what regime to fire in, and when to kill the…
Cit Unwind Velocity Volatility Regime
When commodity-index traders flip positions fast, vol spikes are coming — size down other commodity strategies for a few weeks.
Cme Silver Gold Ratio Regime
When silver outperforms gold, industrial miners rally. When gold outperforms, the market is in safe-haven mode — go GLD only.
Combo Amihud X Industry Lead Lag
Combines two production families that almost never agree: a stock that's both thin-traded and lagging a sector that's beating the market is a textbook slow-diffusion setup.
Combo Amihud X Max Drawdown
Fallen-angel + illiquid stack - beat-up names that are also thin-traded recover with the highest hit-rate (75%) among any combo we found.
Combo Analyst Revision X Pairs Cointegration
Big gap up plus the stock is unusually cheap vs its sector ETF = double-confirmed drift entry.
Combo Bab X Low Volatility
Two independent ways to measure the leverage-constraint anomaly (low beta and low vol) - combining them is 21% sharper than either alone.
Combo Liquidity X Meta Hrp
Mean-reversion plus regime consensus from a multi-signal composite - fires hardest in high-VIX environments where the edge is structurally compensated.
cross-family hierarchical risk-parity blend
It spreads the bet across many of our best strategies for a stock, weighting each one so the overall mix stays balanced and steadier than any single strategy.
Equal-Weight Consensus
Instead of trying to optimize weights across sub-signals (which overfits), just equal-weight K canonical price signals. Hard to beat out-of-sample.
learned stacked-ensemble family blend
A machine-learning model studies how all our best strategies for a stock have behaved and learns the smartest way to combine them into one buy-or-sell call.
Multi Source Long Composite
When two or more independent bullish signals fire on the same stock within two months, the joint conviction is much stronger than any single signal.
Multi Source Short Composite
When two or more independent bearish signals fire on the same stock within a month, it's a much stronger short than any single signal alone.
Risk-Balanced Blend
Instead of equal-weighting our internal sub-signals, cluster them by how correlated their returns are and give each cluster a proportionate slice of the risk budget. Stable, classic Lopez de Prado allocator that systematically beats naive 1/N out-of-sample.
Strategy Ensemble
When no single strategy clearly wins, we combine the best three TA strategies with the best three alpha-family strategies — half-and-half — and use that blend as the champion. On stocks where every individual strategy was failing, the blend rescued 2 out of 3…
Want to see them score a real ticker?
Every family above runs nightly against the full universe. Open a stock page and the ones currently firing will sit at the top of the conviction stack.