Signal report cards qmv_composite
QMV Composite
Quality / Momentum / Value composite read from fundamentals — high ROE and margins, fair multiples, durable revenue growth.
Demo data: this card was rendered from fixtures because no live track record has been computed yet in this environment.
Basket vs SPY
18 flagged ticker-events · 136-day window| Horizon | Basket | SPY | Alpha | Sample |
|---|---|---|---|---|
| +30d | 4.10% | 2.60% | +1.50% | n=18 |
| +60d | 7.30% | 4.80% | +2.50% | n=16 |
| +90d | 11.60% | 6.90% | +4.70% | n=13 |
Returns are equal-weighted, simple arithmetic means of per-ticker forward returns. Alpha = basket minus SPY. Flags younger than the horizon are excluded from that horizon's sample.
Methodology
- What the signal measures
- Quality / Momentum / Value composite read from fundamentals — high ROE and margins, fair multiples, durable revenue growth.
- What counts as a flag
- Composite score ≥ +0.50 (high-quality, fairly-valued tail).
- Sample window
- 2026-01-01 → 2026-05-17
- Benchmark
- SPY
Recent flags
Most recent ticker-events that crossed the flag criteria, newest first. Spot-check the rule against actual signal output.
Outputs are informational only and should not be considered individualized investment advice.
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