champion overlay disagreement
Mechanism
Bryzgalova, Pelger & Zhu (2025) *Journal of Finance*: "Forest Through the Trees" — when an ensemble of model-derived signals disagrees on direction for the same asset, the disagreement itself is informative. High disagreement flags high regime-uncertainty rows where position size should be reduced or extremes
Signal rule
• High disagreement (>= 0.4 of champions disagree on sign) → fade
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
user_strategiesWorker data table — see services/worker schema.
Expected edge
show disagreement spikes mark the inflection point of consensus reversal — fading into the disagreement earns ~20-30% Sharpe lift as an overlay on the base book).
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
Explore champion overlay disagreement on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.