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Observed beta-window stability
Updated dailyData needs: lowlong onlyshort onlylong short
In plain terms
Test low stable beta on a rising trend and high unstable beta on a weak trend, using observed stock and market prices.
How it works
Internal stock/SPY price-return beta stability hypothesis; realized-beta dispersion across windows is not analyst disagreement or trader beliefs.
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.
- Spy prices
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
See the source research for the original effect size; a modern replication on new data may be weaker.
Related families
Explore Observed beta-window stability on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.