Factor & signal catalog

Continuation and trend-following signals.

• price_momentum_12_112-month return, skipping the last month.
• trend_strengthPersistence of the current price trend.

Mean-reversion, volatility, and risk-state signals.

• short_term_reversalSnap-back after sharp short-horizon moves.
• realized_vol_stateCurrent volatility regime per symbol.

Quality, value, dividend, and balance-sheet signals.

• earnings_revision_60dConsensus EPS revision breadth and magnitude.
• value_compositeBlended valuation across earnings, book, and cash flow.

Learned and predictive model outputs.

• return_forecast_mlCross-sectional return forecast from a learned model.

Same-session state, nowcast, and intraday timing signals.

• session_nowcastReal-time read on where the session is heading.

Volume, participation, and liquidity signals.

• participation_rateVolume participation relative to normal.

Short-interest and positioning pressure signals.

• short_interest_pressureShort interest vs float and its rate of change.

Options activity and imbalance signals.

• options_skew_shiftChange in the shape of the volatility skew.

Sector, theme, and exposure signals.

• theme_exposureLoading on a named sector or thematic basket.

Blended factors and factor-of-factors.

• quiet_accumulation_v1Example AI-composed blend of fundamentals, momentum, and crowding.

Formulaic rank, correlation, decay, and distribution-shape signals.

• rank_decayTime-decayed cross-sectional rank of an input.

Technical indicators not assigned to a narrower family.

• rsi_stateRelative-strength regime per symbol.

Signals combining end-of-day state with intraday overlays.

• eod_intraday_overlayEOD factor score adjusted by intraday drift.

Signals not yet assigned to a narrower family.

More signals landing here soon.