qmj (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
internal_hypothesis: the legacy 'qmj' was a single-metric GP/A own-history rank with a momentum AND-gate, not AFP quality; frozen as GP/A cross-sectional rank within the positive-12m-momentum sub-universe
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.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Low-beta stocks (calmer than the market) tend to deliver better risk-adjusted returns than high-beta ones; this family overweights when beta drops.
Companies with high gross profit / total assets keep beating peers — it's the cleanest measure of 'is this business actually good'.
Explore qmj (Accepted-time PIT) on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.