Strategies

12 Orthogonal Quantitative Edges

Each strategy exploits a distinct market inefficiency. When two or more agree on the same ticker, the confluence engine elevates the signal to Tier 1 (Prime).

01 — Event Driven

Insider Activity (Form 4)

Cluster-aware Form 4 scoring with role weighting, dollar conviction tiers, and exponential time decay.

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02 — Momentum

Post-Earnings Drift (PEAD)

Captures the documented post-earnings drift after high-magnitude surprises, with volume confirmation.

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03 — Event Driven

Activist 13D Accumulation

Monitors Schedule 13D filings for activist accumulation above 5% ownership, scored by filer track record.

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04 — Momentum

Sector Momentum Rotation

Sector relative-strength ranking with buy-the-dip entries inside top-ranked sectors and regime-aware sizing.

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05 — Technical

VCP Breakout

Detects Minervini-style volatility contraction patterns with progressively tighter bases and volume dry-ups.

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06 — Flow

Short Squeeze Detection

Combines short interest %, days-to-cover, cost-to-borrow, and technical setup to score squeeze probability.

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07 — Flow

Unusual Options Activity

Detects directional options flow via sweep, block, and unusual call/put activity tagged for positioning vs hedging.

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08 — Macro

Credit-Equity Divergence

Tracks HYG/LQD/TLT spreads as a leading indicator for equity risk; long divergences signal macro stress before equities reflect it.

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09 — Mean Reversion

Pairs Trading

Sector-constrained distance pairs trading on cointegrated names; trade the spread when it diverges by a threshold.

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10 — Filter

Macro Regime Filter

Five-factor regime classifier (VIX, yield curve, credit, breadth, SPY) that scales position size 40-100% across all strategies.

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11 — Momentum

52w-High Momentum

Long stocks within 5% of their 52-week high with confirming trend and volume — George & Hwang anchor effect.

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12 — Event Driven

Buyback Announcements

Drift after new open-market share repurchase programs announced in 8-K filings; size, value profile, and recent weakness inform the score.

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