What changed in the lab after the nightly run.
Current product layer totals.
momentum_5d and momentum_20d.
They are there to answer one question: does a signal add anything beyond price momentum alone?
Top live performers by year-to-date return.
| # | Algorithm | Family | Return | Alpha vs SPY |
|---|---|---|---|---|
| 1 | Algo Baileymol (Chaos Monger) | core_rotation | +7.62% | +1.38% |
| 2 | Faber Momentum Rotation | core_rotation | +5.04% | -1.19% |
| 3 | Antonacci Dual Momentum Sector Rotation | core_rotation | +4.56% | -1.67% |
| 4 | Quantified Simple Monthly Rotation | core_rotation | +3.83% | -2.40% |
| 5 | Uber Mobility Index | travel_mobility | +1.49% | -4.74% |
| 6 | Retail Sales Momentum | consumer_stress | +1.48% | -4.75% |
| 7 | FINRA Dark Pool Signal | political_insider_filing | +1.18% | -5.06% |
| 8 | Insider Trading Signals | political_insider_filing | +0.74% | -5.49% |
| 9 | Housing Permit Velocity | macro_input_pressure | +0.52% | -5.72% |
| 10 | Mortgage Rate Housing Proxy | consumer_stress | +0.46% | -5.77% |
Recent leaders over the last 30 days.