Forward Alpha Tracker
Each screener run is archived as a standalone cohort: the
Top-N picks and their entry prices on that day. For every cohort we
compare an equal-weight basket return against the benchmark ETF
(SPY / QQQ / IWM) over matching 1-week, 1-month and
3-month windows. Tracking starts forward from 2026-04-16 — cohorts
mature into each window as time passes.
Rolling Alpha Summary
Cohort Detail
| Entry Date | Age | Window | N | Basket | Benchmark | Alpha | Win % | Best | Worst |
|---|
How This Works
- Snapshot — after each nightly screener run, the Top-N picks (with entry prices) and the benchmark close are archived.
- Age bucketing — each nightly run computes how many
trading days have elapsed since the snapshot date and assigns it to the
nearest measurement window using a ±2 trading-day tolerance band.
Window Center Range Notes 1w 5 td age 3 – 7 ~1 trading week; first meaningful signal after entry 1m 21 td age 19 – 23 ~1 calendar month 3m 63 td age 61 – 65 ~1 quarter; deepest value names typically need this horizon to re-rate - Cohort return — equal-weight average of
current_price / entry_price − 1across all picks. No rebalancing; each cohort is a standalone bet. - Alpha — basket return minus benchmark return over the same window.