Filings#119tier 1live in productionNew
risk factor 10k item1a delta
cadence: Dailydata: mediumlong onlylong short
What it checks
Spike in Item 1A risk-factor changes predicts ~2% underperformance over the next quarter.
Mechanism
Y/Y change in Item 1A (Risk Factors) text predicts negative drift; distinct from filing_text_delta.
No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.
Data dependencies
sec_10k_sectionsWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- ~2% over 3m
Campbell et al 2014: ~2% over 3m on top-decile delta.
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