Factor Model Backtest
A walk-forward, out-of-sample test of our factor model against the legacy Signal Score rules, net of 10 bps per side. The model is only shown on ticker pages when every gate below passes. We publish this page either way.
- No backtest has run yet. It needs several years of daily history from a licensed provider (FMP_API_KEY or TIINGO_API_KEY).
Every five sessions the model is scored using only data available that day. It retrains each quarter on calls whose 20-session outcome was already known, with an embargo gap so no future information leaks in. Entries are at the next session's open; costs are deducted on both sides. The first half of the out-of-sample period picks the configuration and fits the probability calibration; every number above comes from the second, untouched half. History covers the current universe only, so delisted names are missing — results are biased upward and are shown for transparency, not as a performance claim. Live track record →