Strategies
The composite value gap, ranked over the universe. The reference implementation of the scoring-to-portfolio pipeline.
Trailing twelve months, thirty-day holds.
Discretionary multi-insider buying, plan noise filtered, sized by conviction.
NVDA-style clusters: a positive thirty-day move in seven of nine past cases on that name.
Return on capital, margin stability, balance-sheet strength: durable businesses at defensible prices.
The congressional-flow overlay is a filter on this list.
Multi-window price momentum with estimate revisions.
No performance before the governance gate passes; that is the rule, not a delay.
Sustainable-yield income on the same manifest pattern.
Shown so the shelf is honest about what exists.
The composite value gap, ranked over the universe. The reference implementation of the scoring-to-portfolio pipeline.
Trailing twelve months, thirty-day holds.
Discretionary multi-insider buying, plan noise filtered, sized by conviction.
NVDA-style clusters: a positive thirty-day move in seven of nine past cases on that name.
Return on capital, margin stability, balance-sheet strength: durable businesses at defensible prices.
The congressional-flow overlay is a filter on this list.
Multi-window price momentum with estimate revisions.
No performance before the governance gate passes; that is the rule, not a delay.
Sustainable-yield income on the same manifest pattern.
Shown so the shelf is honest about what exists.
The composite value gap, ranked over the universe. The reference implementation of the scoring-to-portfolio pipeline.
Trailing twelve months, thirty-day holds.
Discretionary multi-insider buying, plan noise filtered, sized by conviction.
NVDA-style clusters: a positive thirty-day move in seven of nine past cases on that name.
Return on capital, margin stability, balance-sheet strength: durable businesses at defensible prices.
The congressional-flow overlay is a filter on this list.
Multi-window price momentum with estimate revisions.
No performance before the governance gate passes; that is the rule, not a delay.
Sustainable-yield income on the same manifest pattern.
Shown so the shelf is honest about what exists.
The composite value gap, ranked over the universe. The reference implementation of the scoring-to-portfolio pipeline.
Trailing twelve months, thirty-day holds.
Discretionary multi-insider buying, plan noise filtered, sized by conviction.
NVDA-style clusters: a positive thirty-day move in seven of nine past cases on that name.
Return on capital, margin stability, balance-sheet strength: durable businesses at defensible prices.
The congressional-flow overlay is a filter on this list.
Multi-window price momentum with estimate revisions.
No performance before the governance gate passes; that is the rule, not a delay.
Sustainable-yield income on the same manifest pattern.
Shown so the shelf is honest about what exists.
Every figure above comes from the governed backtest engine: point-in-time data, a deflated Sharpe ratio against the number of trials, an out-of-sample embargo. The Quant lens shows the deflated and probabilistic Sharpe and the trial count per strategy. Past performance does not guarantee future results, and a strategy list is a measurement of a rule, not a recommendation to hold any name on it.
Design preview: illustrative figures throughout, invented and tied to no live run and no real company’s accounts. Analysis is not advice and nothing here is a recommendation to buy or sell any security.
Insider, fund and congressional disclosures are shown with the lag between transaction and filing, because that lag is part of what a row means. Valuations are model output under stated conventions, reproducible only from a run’s own recorded inputs, version and vintage.