Advanced Analytics
One workspace over the whole signal cross-section: market breadth, sector term structures, conviction against measured predictability, rating migration, fundamentals and company analysis.
2503 companies scored · Total · absolute moveSwitch to Alpha
Distribution of the day's forecasts
90D Total forecasts of every company scored, cut into five relative ratings at the 15th, 35th, 65th and 85th percentiles (dashed lines).
How the ranking has held up
Walk-forward test on 4537 stocks from 2025-01-06 to 2026-06-09, on data the model never saw, net of trading costs.
- Positive rebalances
- 73.7% Factor-neutral book, 1-month horizon
- Sharpe (net)
- 2.56 Factor-neutral book, 1-month horizon
- Annualised net
- +18.7% Before financing
- Rank IC · 3M
- 0.017 Positive on 61% of test dates
Simulated, out-of-sample results, not the returns of any account. Past performance does not guarantee future results.
Full validation reportRating mix by sector
Share of each sector's companies in every rating band, sorted by net breadth: buy and strong buy minus sell and strong sell. Click a sector to list its signals.
Forecasts across the five horizons
Median Total forecast of the scored universe at each horizon, with the interquartile range (dark band) and the 10th–90th percentile range (light band).
| Horizon | Median | Interquartile range | P10 … P90 |
|---|---|---|---|
| 3D | +0.14% | +0.10% … +0.19% | +0.07% … +0.24% |
| 1W | +0.24% | +0.17% … +0.31% | +0.12% … +0.39% |
| 2W | +0.48% | +0.35% … +0.63% | +0.25% … +0.79% |
| 1M | +1.01% | +0.73% … +1.32% | +0.53% … +1.67% |
| 3M | +3.06% | +2.11% … +4.12% | +1.32% … +5.05% |
Sector term structure
Median Total forecast per sector and horizon. Shading is scaled within each horizon column: a 3-day and a 3-month forecast do not share a scale.
| Sector | 3D | 1W | 2W | 1M | 3M | Companies |
|---|---|---|---|---|---|---|
| Finance or Crypto Assets | +0.24% | +0.40% | +0.79% | +1.67% | +4.98% | 37 |
| Life Sciences | +0.18% | +0.31% | +0.61% | +1.29% | +3.94% | 293 |
| Technology | +0.16% | +0.26% | +0.53% | +1.11% | +3.42% | 336 |
| Manufacturing | +0.15% | +0.26% | +0.51% | +1.08% | +3.18% | 427 |
| Trade & Services | +0.14% | +0.23% | +0.46% | +0.97% | +3.03% | 325 |
| Industrial Applications and Services | +0.14% | +0.23% | +0.46% | +0.96% | +2.84% | 257 |
| Finance | +0.12% | +0.20% | +0.41% | +0.86% | +2.82% | 354 |
| Energy & Transportation | +0.12% | +0.21% | +0.41% | +0.87% | +2.62% | 259 |
| Real Estate & Construction | +0.13% | +0.21% | +0.43% | +0.90% | +2.60% | 207 |
| All sectors | +0.14% | +0.24% | +0.48% | +1.01% | +3.06% | 2503 |
Rating changes
Tools on the same signals
- Daily SignalsEvery company's latest rating in one ranked, filterable table.
- Signal FieldThe whole market as a 3D map of today's forecasts.
- ScreenerRank the universe with size, liquidity and predictability filters.
- Portfolio OptimizerTurn the signals into a risk-controlled, factor-neutral portfolio.
- API DocumentationEvery panel of this page is available through the REST API and the MCP server.
Signal analytics
Interactive panels computed on the full daily cross-section, with CSV export on every table.
- Ranked signalsEvery company ranked on any horizon, with its rating, total-return interval, predictability and size.
- Conviction mapEach company's forecast against the model's measured predictability for it (Spearman IC). Upper right: strong forecasts on names the model has ranked well in the past.
- Rating migrationHow ratings moved since each company's previous signal: rows are the previous rating, columns the current one.
- Forecast revisionsThe largest forecast changes between two complete daily runs.
These panels are part of the Institutional plan, together with full REST API and MCP access and data export. The Overview tab stays open to everyone.
Sector analytics
Interactive panels computed on the full daily cross-section, with CSV export on every table.
- Sector scorecardSignal aggregates and fundamentals medians per sector or industry. Click a name to open its deep dive.
- Metric by groupMedian (tick), interquartile range (box) and 10th–90th percentile range (whiskers) of any metric per sector or industry.
- Deep diveOne sector or industry against the universe: term structure, rating mix, fundamentals and every constituent.
These panels are part of the Institutional plan, together with full REST API and MCP access and data export. The Overview tab stays open to everyone.
Fundamental analytics
Interactive panels computed on the full daily cross-section, with CSV export on every table.
- Metric DistributionHistogram and summary statistics of any metric across companies, optionally within one sector.
- Correlation MatrixPairwise Pearson correlations across companies, from a preset family of metrics or your own selection.
- Scatter AnalysisTwo metrics per company with their Pearson and Spearman correlations and the least-squares line.
- Outlier DetectionCompanies with extreme values of a metric, by z-score or by interquartile fences.
These panels are part of the Institutional plan, together with full REST API and MCP access and data export. The Overview tab stays open to everyone.
Company analytics
Interactive panels computed on the full daily cross-section, with CSV export on every table.
- Company analysisA company's forecast on all five horizons against the universe, its fundamentals percentiles and its industry peers.
- Peer comparisonSeveral companies side by side on the metrics you choose, each cell shaded by its percentile.
These panels are part of the Institutional plan, together with full REST API and MCP access and data export. The Overview tab stays open to everyone.
Universe: companies with a non-negative measured IC and a market cap of at least $100M, as on the signal lists. Ratings are relative: the five bands are the 15/20/30/20/15% slices of the reference run, per horizon and basis. Quantitative research output, not investment advice. Full validation report · API Documentation