🎯 Alpha Ranks
Unified daily ranking combining every verified alpha source. Each component is sector-percentile (0-100); composite is a weighted average.
Built using only signals that survived our IC sweep + bullshit-tests.
How the composite is built
| Component | Weight | What it measures |
|---|---|---|
| Tech composite (5sig) | 30% | dist_52w_low, vol_252d, gap_abs, wq_alpha042, range_true (verified-real-alpha) |
| Quality | 20% | Novy-Marx gross profitability + cash-flow yield (sector-pct) |
| Sales yield | 10% | 1/PS sector-pct (the value factor that survived our IC sweep) |
| Insider | 20% | Form 4 cluster-buy score (last 90 days) |
| Smart money | 10% | 13F famous-PM count × log(position $) |
| Momentum | 10% | 12-1 sector-z (skip last month) |