API Requests Today
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of — limit/hr
Active Signals
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BUY + OVERWEIGHT
Avg Excess Return
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vs SPY (closed positions)
Win Rate
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Excess return > 0
Backtest Analytics
Walk-forward validated 2022–2025 · Long-only · Full methodology →
Alpha Decay by Hold Period
Avg excess return vs SPY — longer holds = more alpha
| Hold | Avg Return | vs SPY | Sharpe |
|---|---|---|---|
| 20d | +0.61% | −0.11% | 0.35 |
| 40d | +3.63% | +1.34% | 1.13 |
| 60d | +4.79% | +2.45% | 1.20 |
Win Rate by Confidence Band
Lower confidence = higher alpha — IC is negative above 0.75
Key finding: The 0.65–0.70 band delivers 90% win rate and
+12.3% avg return at 60d. Higher confidence does NOT predict better returns.
Confidence cap set at 0.75.
Per-Signal Excess Return vs SPY
Quarterly avg excess alpha (signal overlay, 60-day hold, 2022–2025)
Signal overlay framing: ~40 signals/year; capital not fully deployed.
Per-signal edge: +2.45% excess vs SPY at 60d (Sharpe 1.20).
Hedge funds apply these signals as overlays on existing book positions.
Download CSV (Tier 2+) →
Download CSV (Tier 2+) →
Top Signals — Today
Auto-refresh every 60s | WebSocket live
| Ticker | Signal | Confidence | Momentum | Freshness | Signal Date | Rationale |
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Live Paper Track Record
Since 2026-05-21
Total Signals
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Open
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Closed
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Avg Excess Return
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| Ticker | Signal | Confidence | Form | Generated | Exit Date | Status | Actual | SPY | Excess |
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API Usage
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