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Patent Velocity Acceleration

Updated monthlyData needs: mediumlong onlylong short
paper
2013
Source
Cohen-Diether-Malloy 2013 RFS -- Misvaluing Innovation.
Read the paper β†’

In plain terms

Companies whose patent filing rate is accelerating are investing more in innovation -- and the market is slow to price that in.

How it works

Acceleration in patent application filing rate (publications per quarter, change in slope) signals increasing R&D output intensity before the financial statements capture it. The market undervalues rising innovation velocity, particularly in mid-cap names where analyst coverage is thinner.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • Daily prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • Uspto patent applications

    A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return
~3-5% ann. long-leg
Tested over
1980-2006 (Cohen-Diether-Malloy)

Patent velocity acceleration: ~3-5% annual alpha over the 12-month window post-signal.

Related families

Explore Patent Velocity Acceleration on alphactor.ai

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

For informational and educational purposes only. Not financial advice. Learn more