Fundamental Stress Inflection Internal Pit
In plain terms
Research-only accepted-time fundamental policy. It is not production-approved or an established return effect.
How it works
internal_hypothesis: distress-deterioration deltas are neither Altman 1968 nor Piotroski 2000; frozen as a YoY quarterly composite (-dLeverage + dCashROA + dCurrentRatio)
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
Companies where gross profit is rising while accruals are falling signal improving earnings quality that the market is slow to price.
A rising Piotroski F-Score from a weak starting level signals fundamental recovery before the sell-side catches on.
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