What you can validate
Fundamental & factor
Cross-sectional ranking on fundamentals and style factors.
Fundamental and factor strategies rank a universe on value, quality, momentum, and other style signals. We validate single- and multi-factor long/short portfolios with sector-neutral construction, point-in-time fundamentals, and factor-decay analysis.
- US equities
20 example backtests
Each sample report is being prepared and will be downloadable here.
- 01
Net-debt-to-free-cash-flow quality screen
Sample reportComing soon - 02
Value (earnings yield) long/short factor
Sample reportComing soon - 03
Quality (gross profitability) cross-section
Sample reportComing soon - 04
Low-volatility anomaly portfolio
Sample reportComing soon - 05
Momentum factor (12-1) with monthly rebalance
Sample reportComing soon - 06
Size-factor tilt within the small-cap universe
Sample reportComing soon - 07
Accruals-quality short candidates
Sample reportComing soon - 08
Piotroski F-score long basket
Sample reportComing soon - 10
Earnings-revision momentum factor
Sample reportComing soon - 11
Multi-factor blend (value + quality + momentum)
Sample reportComing soon - 12
Free-cash-flow yield ranking
Sample reportComing soon - 13
Leverage-warning short screen
Sample reportComing soon - 14
Profit-margin trend factor
Sample reportComing soon - 15
Asset-growth anomaly study
Sample reportComing soon - 16
Dividend-growth quality portfolio
Sample reportComing soon - 17
Beta-neutral value long/short
Sample reportComing soon - 18
Sector-neutral factor construction
Sample reportComing soon - 19
Factor crowding and decay analysis
Sample reportComing soon - 20
Fundamental momentum (improving fundamentals)
Sample reportComing soon
Have a fundamental & factor idea of your own?
Send us the rules in plain English. We confirm scope and feasibility, then validate it on the same institutional infrastructure.