expected investment growth (q5) (Accepted-time PIT)
In plain terms
Research-only accepted-time fundamental policy. It is not production-approved or an established return effect.
How it works
incorrect_implementation: per-ticker own-history regression and own-history percentile gates; the successor fits pooled annual pooled walk-forward regression is an internal hypothesis; it is not q5's monthly Fama-MacBeth/WLS predictor
Data dependencies
- Xbrl fundamental snapshots pit
A data feed this strategy reads, refreshed on its normal schedule.
- Xsec accounting factor signals
A data feed this strategy reads, refreshed on its normal schedule.
- Xsec fundamental formation manifests
A data feed this strategy reads, refreshed on its normal schedule.
- Stock borrow pit
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
No inherited alpha claim; evaluate this causal policy post-cost against identical-episode controls.
Related families
Explore expected investment growth (q5) (Accepted-time PIT) on alphactor.ai
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