Insider Activity (Form 4)
Cluster-aware Form 4 scoring with role weighting, dollar conviction tiers, and exponential time decay.
Read →Post-Earnings Drift (PEAD)
Captures the documented post-earnings drift after high-magnitude surprises, with volume confirmation.
Read →Activist 13D Accumulation
Monitors Schedule 13D filings for activist accumulation above 5% ownership, scored by filer track record.
Read →Sector Momentum Rotation
Sector relative-strength ranking with buy-the-dip entries inside top-ranked sectors and regime-aware sizing.
Read →VCP Breakout
Detects Minervini-style volatility contraction patterns with progressively tighter bases and volume dry-ups.
Read →Short Squeeze Detection
Combines short interest %, days-to-cover, cost-to-borrow, and technical setup to score squeeze probability.
Read →Unusual Options Activity
Detects directional options flow via sweep, block, and unusual call/put activity tagged for positioning vs hedging.
Read →Credit-Equity Divergence
Tracks HYG/LQD/TLT spreads as a leading indicator for equity risk; long divergences signal macro stress before equities reflect it.
Read →Pairs Trading
Sector-constrained distance pairs trading on cointegrated names; trade the spread when it diverges by a threshold.
Read →Macro Regime Filter
Five-factor regime classifier (VIX, yield curve, credit, breadth, SPY) that scales position size 40-100% across all strategies.
Read →52w-High Momentum
Long stocks within 5% of their 52-week high with confirming trend and volume — George & Hwang anchor effect.
Read →Buyback Announcements
Drift after new open-market share repurchase programs announced in 8-K filings; size, value profile, and recent weakness inform the score.
Read →Merger Arbitrage
Long the target after an M&A announcement; capture the spread to the announced cash deal price. Cash deals favored, regulatory friction discounted.
Read →SPAC Arbitrage
Long SPACs trading below estimated trust value pre-deSPAC vote; near-riskless redemption right plus free optionality on the eventual deal.
Read →Spinoff Arbitrage
Long newly distributed spinoffs in the 7–90 day window post-distribution; capture the forced-selling overhang documented by Cusatis-Miles-Woolridge.
Read →Holdco / Dual-Class Spread
Long the cheap class on a 17-pair curated list (BRK.A/B, GOOG/GOOGL, FOX/FOXA, etc.) when the price-ratio z-score breaches 1.5 standard deviations.
Read →Low-Volatility Anomaly
Long-only tilt to the lowest-vol quintile of mid-cap names ($2B–$20B) with beta ≤ 0.85. Quality filter requires positive trailing earnings; regime-aware scoring boosts low-vol in defensive markets.
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