profitability trend (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
incorrect_implementation: own-history z of the slope with price-trend gates; the successor uses the paper's eight contiguous quarterly gross-profit/assets observations, time plus fiscal-quarter effects, monthly formation, and NYSE decile breakpoints; accepted-time and next-open execution are declared causal adaptations
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.
Related families
Explore profitability trend (Accepted-time PIT) on alphactor.ai
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