factorPremium/MEDIUM confidence
Momentum Signal (12-1)
Jegadeesh/Titman 12-1 cross-sectional momentum regime detector. Computes quintile spread of 12-month returns (skip last month) across S&P 500 universe. Validated at Sharpe 1.26, 75% OOS consistency.
BULLISH
3d stale
State History
1 readings|0 state changes|BULLISH: 100%
Track record
BULLISH
1 fires since 2021 · 0% hit · median 21d -18.4% on BTC-USD
unmeasurable
Measured from state-change events vs forward returns on the acting asset. Verdicts: validated (≥60% hit, n≥8) · contrarian (≤40% — the state's name lies) · no-content (a coin flip) · unmeasurable (n<8, reported never guessed). A state with no row has no track record.
Read-only intelligence. Sensor states are diagnostic observations, not predictions.