Intangibles Adjusted Value Xsec 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: an RD/TA own-history z-score below a 200-day moving average is not capitalized intangible value; the successor builds Peters-Taylor perpetual-inventory capital inspired perpetual-inventory capital (delta_RD 15%, 30% of SG&A excluding R&D at delta 20%, zero pre-sample stocks, minimum three statements) into adjusted book-to-market; this is not the paper's industry-specific full-history estimator
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.
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