Filings, Insiders & OwnershipExtended setexperimental liveNew

index co-member reversal spillover

Updated dailyData needs: highlong onlyshort onlylong short

In plain terms

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

How it works

Propagates short-term reversal across the same-index-membership graph: the focal name reverses against a short-term overreaction in its fellow index constituents. No documented lead-lag basis; survives only as a passing pure-cross-sectional pooled exposure, not a drained directional family.

Live results

0 times picked on its own · 200 times inside a blend (179 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 200 such blended picks (179 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

Exploratory short-term reversion against an index-co-member overreaction; served from a pooled cross-sectional row.

Related families

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

Tests whether a stock snaps back when a wider web of its index members overreacts.

index co-member momentum spilloverFilings, Insiders & Ownership

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

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 reversal spillover on alphactor.ai

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

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