Mean-Reversion#48tier 1live in production
crowding reversal
cadence: Quarterlydata: mediumlong onlyshort onlylong short
Mechanism
Stocks that mutual funds + 13F filers are forced to buy/sell because of their own client flows (not because of fundamentals) experience reversal over the subsequent 1-3 months. Heavily-owned-by-active-funds names underperform after extreme inflows; lightly-owned names outperform after extreme
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
sec_13f_aggregateWorker data table — see services/worker schema.
Expected edge
See referenced paper for original effect size; modern out-of-sample replication may be weaker.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
Explore crowding reversal on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.