Filings, Insiders & OwnershipExtended setexperimental liveNew

index co-member momentum spillover

Updated dailyData needs: highlong onlyshort onlylong short

In plain terms

Tests whether a stock follows the other members of its index when they trend.

How it works

Propagates 21d momentum across the same-index-membership graph. The factory treats shared index membership as having NO information-diffusion lead-lag basis (directional cells scored net-negative), so this is an exploratory directional spillover only.

Live results

0 times picked on its own · 104 times inside a blend (89 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 104 such blended picks (89 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Entity graph edges
A data feed this strategy reads, refreshed on its normal schedule.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Weak/exploratory: index co-membership shares no documented lead-lag; directional cells scored net-negative.

Related families

index co-member momentum spillover (2-hop)Filings, Insiders & Ownership

Tests whether a stock follows a wider web of its index members when they trend.

index co-member reversal spilloverFilings, Insiders & Ownership

Tests whether a stock snaps back when the other members of its index overreact.

index co-member relative-value reversionFilings, Insiders & Ownership

When a stock drifts away from the other members of its index, it tends to drift back.

Explore index co-member momentum spillover on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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