quantresearchweb bde15fe · api 01011e5
Canonical OOS diagnostics below are versioned validation evidence, never capital authorization. The cross-sectional company table remains an exploratory screen: its convenient current fundamentals are not treated as point-in-time alpha inputs. Complete experiment provenance stays in authenticated Ops.

Canonical OOS validation

distribution, decay, and predeclared baseline ladder

US

ML candidate
Evidence · VERY_LOW
Mean rank IC0.010
Median0.009
ICIR0.08
Positive dates58%
OOS dates24
Folds4

Signal decay

HorizonMean ICMedianICIRPositiveDates
1d0.0360.0230.2558%24
5d0.0030.0090.0354%24
10d0.0380.0710.3567%24
20d0.0150.0060.1258%24
40d0.0290.0280.2561%23
60d0.0220.0080.2255%22

Model ladder · after costs

FAIL
ModelGross spreadNet spreadTurnoverDates
Selected candidate+0.46%-0.14%300%24
12m momentum · required+0.91%+0.70%106%24
Equal-factor composite · required-2.64%-3.09%227%24
Regularized linear · required+0.90%+0.32%287%24
Random expectation · required0.00%0.00%·24
permutation_null · required·+0.14%·24

Candidate must beat every required simpler baseline on net OOS decile spread. Fixed cost: 20 bps one way, using the same eligible rows across required comparisons. Failure is a terminal research veto.

Norway

Composite candidate
Evidence · MODERATE
Mean rank IC0.028
Median0.034
ICIR0.13
Positive dates56%
OOS dates84
Folds14

Signal decay

HorizonMean ICMedianICIRPositiveDates
1d-0.0050.023-0.0356%84
5d0.0310.0390.1558%84
10d0.0130.0010.0650%84
20d0.0300.0390.1457%84
40d-0.000-0.033-0.0045%84
60d0.0050.0250.0252%84

Model ladder · after costs

FAIL
ModelGross spreadNet spreadTurnoverDates
Selected candidate+0.88%+0.36%260%84
12m momentum · required+1.18%+0.97%103%84
Equal-factor composite · required+0.01%-0.44%223%84
Regularized linear · required+1.30%+0.67%315%84
Random expectation · required0.00%0.00%·84
permutation_null · required·+0.64%·84

Candidate must beat every required simpler baseline on net OOS decile spread. Fixed cost: 20 bps one way, using the same eligible rows across required comparisons. Failure is a terminal research veto.

Fundamental screen

NO,US · top 25 of 621 names · refreshed 3h ago · a research screen, not a validated edge
#Rank ↓TickerCapP/EFCF yieldROEGross marginRevenue growthD/EShortAnalyst12m momn
1
91		AKEROSE85B3.014.2%45%90%+361%64··+108%7
2
82		NEMUS102B12.39.6%26%67%+46%162.1%Buy+30%9
3
79		ABGOSE3.8B10.6·42%100%+27%54··+9%6
4
79		MUUS1.0T22.20.7%67%73%+346%62.8%Strong buy+344%9
5
75		NVDAUS5.1T32.40.9%114%74%+85%71.3%Strong buy+19%9
6
73		EQTUS31B9.58.1%13%81%+50%213.9%Buy+2%9
7
72		VUS675B31.03.1%60%98%+17%671.3%Strong buy+20%9
8
72		SOFFOSE7.4B3.81.1%35%52%+35%106·Strong buy+40%8
9
72		GOOGLUS4.5T27.40.6%39%60%+22%201.5%Strong buy+30%9
10
70		EXEUS21B6.58.1%18%48%+41%263.2%Buy-10%9
11
70		OETOSE24B6.0··52%+239%82·Buy+133%6
12
70		DOFGOSE31B6.80.5%23%65%+43%82··+54%7
13
69		ALLUS62B5.320.0%45%34%+3%240.1%Buy+33%9
14
69		MSFTUS2.9T22.91.3%34%68%+18%301.2%Strong buy+1%9
15
69		GODOSE413M10.73.5%14%75%+4%20··+51%7
16
69		GOOGUS4.5T28.20.6%39%60%+22%20·Strong buy+28%8
17
69		METAUS1.7T24.01.5%33%82%+33%361.6%Strong buy-11%9
18
69		ICEUS79B20.04.7%14%100%+20%712.1%Strong buy+5%9
19
69		GILDUS164B17.94.9%43%79%+4%952.0%Buy+31%9
20
68		REGNUS70B16.04.7%15%44%+19%93.5%Buy+40%9
21
68		CPAYUS24B21.38.8%32%80%+25%2714.0%Buy+44%9
22
68		MEDIOSE4.5B27.22.5%32%81%+11%7·Strong buy+0%8
23
67		PTCUS14B11.86.9%34%85%+22%367.5%Buy-4%9
24
67		AIZUS14B14.014.9%18%13%+11%383.6%Strong buy+38%9
25
67		MAUS473B31.23.4%232%100%+16%2820.9%Strong buy+10%9