Call Transcript Jaccard Similarity Lineaged Pit
In plain terms
Research-only transcript policy using content-addressed, observation-tiered calls. Bulk history is survivorship-caveated and cannot establish production alpha.
How it works
Brochet-Loumioti-Serafeim short-horizon ratio is preserved; own-percentile trade is an adaptation
Data dependencies
- Transcript revision admissible
A data feed this strategy reads, refreshed on its normal schedule.
- Transcript content vintages
A data feed this strategy reads, refreshed on its normal schedule.
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
No inherited return claim; evaluate the exact lineaged policy post-cost against identical-episode controls.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
If a company's 10-K barely changes year-over-year, the business is boring-and-steady and outperforms. Big text changes signal hidden bad news.
Counts uncertainty/risk words ('may', 'could', 'challenging') in 10-K Item 1 (Business) YoY. A spike means management is privately more worried — bearish.
Read each year's 10-K through a finance-specific positive/negative word filter. Companies whose tone got more positive year-over-year tend to outperform after the filing date; those whose tone got more negative tend to lag.
Explore Call Transcript Jaccard Similarity Lineaged Pit on alphactor.ai
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