QMV Composite
Quality / Momentum / Value composite read from fundamentals — high ROE and margins, fair multiples, durable revenue growth.
- Flagged YTD
- 18
- +60d basket
- 7.3%
- Alpha
- +2.5%
Signal report cards
Every signal in the stack — Lazy Prices, the QMV composite, insider cluster buys, short-interest crowding, transcript sentiment — emits a flag when conviction crosses a documented threshold. We collect those flags, build an equal-weighted basket, and measure how the basket performed at +30, +60, and +90 days against SPY. Signals that trail their benchmark are listed alongside the ones that beat it. That is the point.
Quality / Momentum / Value composite read from fundamentals — high ROE and margins, fair multiples, durable revenue growth.
Cohen-Malloe-Nguyen (2020) — companies that materially rewrite Risk Factors or MD&A in their 10-K subsequently underperform.
Multiple corporate insiders buying their own stock on the open market within a tight window — historically a bullish opportunism signal.
Heavy short interest combined with rising borrow cost and high utilisation — historically a bearish crowding signal.
Tone and guidance posture extracted from the latest earnings-call transcript — constructive versus cautious framing.
Methodology — one paragraph
Each signal in src/lib/signals/ emits a score between −1 and +1 for any ticker that runs through the pipeline. A signal counts a ticker as flagged when its score crosses a polarity-aware threshold documented on the signal's detail page. The basket is equal-weighted, simple arithmetic returns, no factor adjustment. Sample sizes are shown on every row — small N is small N, and a thin horizon is not a result.
Outputs are informational only and should not be considered individualized investment advice. Stocks is a financial publisher, not an investment adviser or broker-dealer. It does not provide personalized recommendations and does not know your holdings.
Full methodology