Champion Disagreement Filter
In plain terms
We have dozens of in-house champion strategies per ticker. When they all disagree on direction, that disagreement itself flags regime uncertainty — fade extremes.
How it works
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 faded. We compute per-ticker sign of every production champion's most recent backtested position, count sign-flips, and use that disagreement count as a long-side mean-reversion signal.
Live results
0 times picked on its own · 185 times inside a blend (183 beat the stock) · updated 2026-07-06Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- User strategies
A data feed this strategy reads, refreshed on its normal schedule.
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).
Explore Champion Disagreement Filter on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.