ROI Liquidity / FCF
AT_RISK
AT_RISK — 71 consecutive opposing runs (locked=lower)
→ Flip to higher OR remove from gate. Need 10+ consec + |cohort_d|≥0.15 to flip.
locked_dir=lower · status=at_risk · consec_opposing=71
control: dir=higher · ret_higher=+16.92 · ret_lower=+10.37 · sep=6.55pp
cohort: d=-0.209 · n_winners=46 · n_losers=88
Avg. EPS Growth
INVESTIGATE
Control says higher (sep 5.26pp · strong); cohort d=-0.127 says lower
→ Control wins at N=317 — direction = higher. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=52
control: dir=higher · ret_higher=+24.32 · ret_lower=+19.06 · sep=5.26pp
cohort: d=-0.127 · n_winners=131 · n_losers=186
Capital Return Spread
INVESTIGATE
Control says lower (sep 4.77pp · strong); cohort d=+0.109 says higher
→ Control wins at N=494 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+19.67 · ret_lower=+24.44 · sep=4.77pp
cohort: d=+0.109 · n_winners=165 · n_losers=329
Control says higher (sep 7.02pp · strong); cohort d=-0.132 says lower
→ Control wins at N=315 — direction = higher. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=0
control: dir=higher · ret_higher=+25.44 · ret_lower=+18.41 · sep=7.02pp
cohort: d=-0.132 · n_winners=131 · n_losers=184
Mrkt Misprice
INVESTIGATE
Control says higher (sep 6.63pp · strong); cohort d=-0.114 says lower
→ Control wins at N=210 — direction = higher. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=lower · status=accurate · consec_opposing=0
control: dir=higher · ret_higher=+18.06 · ret_lower=+11.43 · sep=6.63pp
cohort: d=-0.114 · n_winners=76 · n_losers=134
Control says lower (sep 28.83pp · strong); cohort d=+0.146 says higher
→ Control wins at N=374 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=not_enough_data · consec_opposing=0
control: dir=lower · ret_higher=+13.27 · ret_lower=+42.10 · sep=28.83pp
cohort: d=+0.146 · n_winners=142 · n_losers=232
Control says lower (sep 11.80pp · strong); cohort d=+0.164 says higher
→ Control wins at N=430 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+18.47 · ret_lower=+30.27 · sep=11.80pp
cohort: d=+0.164 · n_winners=145 · n_losers=285
PFCF v EBITDA
INVESTIGATE
Control says lower (sep 0.37pp · noise); cohort d=+0.236 says higher
→ Control wins at N=210 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=lower · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+14.47 · ret_lower=+14.84 · sep=0.37pp
cohort: d=+0.236 · n_winners=76 · n_losers=134
PFCF vs PE Spread
INVESTIGATE
Control says lower (sep 3.75pp · strong); cohort d=+0.234 says higher
→ Control wins at N=165 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+15.16 · ret_lower=+18.91 · sep=3.75pp
cohort: d=+0.234 · n_winners=71 · n_losers=94
Pfcf vs PE Spread
INVESTIGATE
Control says lower (sep 3.75pp · strong); cohort d=+0.234 says higher
→ Control wins at N=165 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=lower · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+15.16 · ret_lower=+18.91 · sep=3.75pp
cohort: d=+0.234 · n_winners=71 · n_losers=94
Control says lower (sep 22.61pp · strong); cohort d=+0.120 says higher
→ Control wins at N=417 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=lower · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+13.52 · ret_lower=+36.13 · sep=22.61pp
cohort: d=+0.120 · n_winners=151 · n_losers=266
Control says lower (sep 22.61pp · strong); cohort d=+0.120 says higher
→ Control wins at N=417 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=lower · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+13.52 · ret_lower=+36.13 · sep=22.61pp
cohort: d=+0.120 · n_winners=151 · n_losers=266
Control says lower (sep 24.53pp · strong); cohort d=+0.120 says higher
→ Control wins at N=412 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=lower · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+13.75 · ret_lower=+38.28 · sep=24.53pp
cohort: d=+0.120 · n_winners=151 · n_losers=261
Control says lower (sep 24.45pp · strong); cohort d=+0.122 says higher
→ Control wins at N=414 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=lower · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+13.64 · ret_lower=+38.09 · sep=24.45pp
cohort: d=+0.122 · n_winners=152 · n_losers=262
Control says lower (sep 24.45pp · strong); cohort d=+0.122 says higher
→ Control wins at N=414 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=not_enough_data · consec_opposing=0
control: dir=lower · ret_higher=+13.64 · ret_lower=+38.09 · sep=24.45pp
cohort: d=+0.122 · n_winners=152 · n_losers=262
ROIC-EBITDA Quality Composite
INVESTIGATE
Control says higher (sep 2.92pp · moderate); cohort d=-0.196 says lower
→ Control wins at N=186 — direction = higher. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=0
control: dir=higher · ret_higher=+15.34 · ret_lower=+12.41 · sep=2.92pp
cohort: d=-0.196 · n_winners=66 · n_losers=120
Control says lower (sep 0.29pp · noise); cohort d=+0.591 says higher
→ Control wins at N=482 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+22.53 · ret_lower=+22.82 · sep=0.29pp
cohort: d=+0.591 · n_winners=161 · n_losers=321
Control says lower (sep 0.29pp · noise); cohort d=+0.591 says higher
→ Control wins at N=482 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=0
control: dir=lower · ret_higher=+22.53 · ret_lower=+22.82 · sep=0.29pp
cohort: d=+0.591 · n_winners=161 · n_losers=321
RSI x Avg Eps Growth
INVESTIGATE
Control says higher (sep 8.33pp · strong); cohort d=-0.126 says lower
→ Control wins at N=317 — direction = higher. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=35
control: dir=higher · ret_higher=+25.86 · ret_lower=+17.53 · sep=8.33pp
cohort: d=-0.126 · n_winners=131 · n_losers=186
Control says higher (sep 17.96pp · strong); cohort d=-0.207 says lower
→ Control wins at N=207 — direction = higher. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=higher · status=accurate · consec_opposing=0
control: dir=higher · ret_higher=+23.64 · ret_lower=+5.68 · sep=17.96pp
cohort: d=-0.207 · n_winners=75 · n_losers=132
Control says lower (sep 3.82pp · strong); cohort d=+0.102 says higher
→ Control wins at N=183 — direction = lower. Watch: cohort needs 10+ consec + |d|≥0.15 to challenge.
locked_dir=lower · status=accurate · consec_opposing=52
control: dir=lower · ret_higher=+13.84 · ret_lower=+17.66 · sep=3.82pp
cohort: d=+0.102 · n_winners=69 · n_losers=114