Filings#123tier 1live in productionNew
sec comment letter drift
cadence: Dailydata: mediumlong onlylong short
What it checks
When a company receives an SEC comment letter, it tends to underperform for ~12 months.
Mechanism
Receiving an UPLOAD/CORRESP comment letter predicts ~2-4% negative drift over 12m.
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_comment_lettersWorker data table — see services/worker schema.
Expected edge
- Paper alpha
- ~2-4% over 12m
CDM 2013: ~2-4% over 12m.
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