Mom + Quality + Reversal— live forward book
The strongest result of the multi-session research campaign, forward-tracked in shadow mode (no orders). A market-neutral long/short book combining three factors into one score: momentum (RSI + acceleration + block volume), quality (margins − debt − dilution + revenue growth), and a short-term reversal tilt (buy the dips — momentum's natural hedge). Long top-25 / short bottom-25, 60-day hold, net of 20bps round-trip cost.
Backtest (2022-2026, net hedged)
⚠️ The V3 universe grew over time, so this K=25 book could not form a full 50-name cohort until 2025 — the headline Sharpe reflects the 2025-2026 momentum regime, not a 5-year record. Honest through-cycle expectation at tradable breadth is ~+0.8 net hedged (edge was ~+0.0-0.4 in 2022-2024). The live-forward track below is the real validator.
Live forward tracking
forward Sharpe needs ~60+ trading days to be meaningful. Data asof 2026-10-16.