{ "count": 10000, "next": "http://api.worldquantbrain.com:443/users/self/alphas?hidden=false&is.sharpe%3C0.7=&is.sharpe%3E-0.8=&is.turnover%3C0.2=&limit=22&offset=22&order=-is.sharpe&status=UNSUBMITTED%1FIS_FAIL", "previous": null, "results": [ { "id": "1YnXbbLm", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "IND", "universe": "TOP500", "delay": 1, "decay": 12, "neutralization": "SLOW_AND_FAST", "truncation": 0.02, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "abs(subtract(oth335_hc_combined_all_region_mind, divide(add(add(oth335_combined_all_region_linear, oth335_hc_combined_all_region_hedge), oth335_hc_combined_all_region_shield), 3)))", "description": null, "operatorCount": 5 }, "dateCreated": "2026-04-19T22:38:21-04:00", "dateSubmitted": null, "dateModified": "2026-04-19T22:38:25-04:00", "name": "8a29b337cde9", "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 3181669, "bookSize": 20000000, "longCount": 232, "shortCount": 269, "turnover": 0.1057, "returns": 0.0308, "drawdown": 0.0953, "margin": 0.000582, "sharpe": 0.69, "fitness": 0.34, "startDate": "2014-01-01", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.34 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.1057 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.4, "value": 0.1057 }, { "name": "CONCENTRATED_WEIGHT", "result": "FAIL", "date": "2020-05-12", "limit": 0.1, "value": 0.400075 }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.2, "value": 0.1 }, { "name": "LOW_ROBUST_UNIVERSE_SHARPE", "result": "FAIL", "limit": 1, "value": 0.23 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.52, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.4, "pyramids": [ { "name": "IND/D1/OTHER", "multiplier": 1.4 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "A1OdVgMX", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP500", "delay": 1, "decay": 6, "neutralization": "SUBINDUSTRY", "truncation": 0.02, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "ts_sum(mdl219_1_monchgsip, 60) - mdl219_3_ratrev6m", "description": null, "operatorCount": 2 }, "dateCreated": "2026-04-12T13:18:49-04:00", "dateSubmitted": null, "dateModified": "2026-04-12T13:18:53-04:00", "name": "a7f6c0fa76fd", "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 2902190, "bookSize": 20000000, "longCount": 249, "shortCount": 261, "turnover": 0.0467, "returns": 0.0291, "drawdown": 0.0749, "margin": 0.001244, "sharpe": 0.69, "fitness": 0.33, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 1336668, "bookSize": 20000000, "longCount": 249, "shortCount": 261, "turnover": 0.0467, "returns": 0.0134, "drawdown": 0.0568, "margin": 0.000573, "fitness": 0.15, "sharpe": 0.45 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.33 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0467 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0467 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.33, "value": 0.75 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "HT_TURNOVER", "result": "WARNING", "limit": 0.2, "value": 0.0467 }, { "name": "HT_HIGH_TURNOVER_RETURNS_RATIO", "result": "WARNING", "limit": 0.75, "value": 0.0515 }, { "name": "HT_PNL_REALIZATION_HORIZON", "result": "WARNING", "limit": 20, "value": 120 }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.23, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.4, "pyramids": [ { "name": "USA/D1/MODEL", "multiplier": 1.4 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "LLlx6jR2", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP500", "delay": 1, "decay": 6, "neutralization": "SUBINDUSTRY", "truncation": 0.02, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "ts_sum(mdl219_1_monchgsip, 60) - mdl219_2_ratrev6m", "description": null, "operatorCount": 2 }, "dateCreated": "2026-04-12T10:03:10-04:00", "dateSubmitted": null, "dateModified": "2026-04-12T10:03:16-04:00", "name": "19faabf67dc0", "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 2905892, "bookSize": 20000000, "longCount": 248, "shortCount": 261, "turnover": 0.0466, "returns": 0.0291, "drawdown": 0.0755, "margin": 0.001249, "sharpe": 0.69, "fitness": 0.33, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 1339489, "bookSize": 20000000, "longCount": 248, "shortCount": 261, "turnover": 0.0466, "returns": 0.0134, "drawdown": 0.0576, "margin": 0.000576, "fitness": 0.15, "sharpe": 0.45 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.33 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0466 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0466 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.33, "value": 0.75 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "HT_TURNOVER", "result": "WARNING", "limit": 0.2, "value": 0.0466 }, { "name": "HT_HIGH_TURNOVER_RETURNS_RATIO", "result": "WARNING", "limit": 0.75, "value": 0.0584 }, { "name": "HT_PNL_REALIZATION_HORIZON", "result": "WARNING", "limit": 20, "value": 120 }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.25, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.4, "pyramids": [ { "name": "USA/D1/MODEL", "multiplier": 1.4 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "xAzWNaAW", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP500", "delay": 1, "decay": 24, "neutralization": "REVERSION_AND_MOMENTUM", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "subtract(max(max(mdl262_trkdpit_models_profitability1, mdl262_rasv2splitprofitabilityrev_ttm_profitability2), mdl262_rasv2splitprofitabilityrev_ttm_profitability3), min(min(mdl262_trkdpit_models_profitability1, mdl262_rasv2splitprofitabilityrev_ttm_profitability2), mdl262_rasv2splitprofitabilityrev_ttm_profitability3))", "description": null, "operatorCount": 5 }, "dateCreated": "2026-04-06T04:34:27-04:00", "dateSubmitted": null, "dateModified": "2026-04-06T04:34:34-04:00", "name": "07e8f23f642a", "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 9889371, "bookSize": 20000000, "longCount": 159, "shortCount": 356, "turnover": 0.1519, "returns": 0.0991, "drawdown": 0.2195, "margin": 0.001304, "sharpe": 0.69, "fitness": 0.56, "startDate": "2014-01-01", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.56 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.1519 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.1519 }, { "name": "CONCENTRATED_WEIGHT", "result": "FAIL", "date": "2023-08-09", "limit": 0.1, "value": 0.290529 }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.33, "value": 0.09 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "HT_TURNOVER", "result": "WARNING", "limit": 0.2, "value": 0.1519 }, { "name": "HT_HIGH_TURNOVER_RETURNS_RATIO", "result": "WARNING", "limit": 0.75, "value": 0.0172 }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 1.24, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.4, "pyramids": [ { "name": "USA/D1/MODEL", "multiplier": 1.4 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "N1jnxeML", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 12, "neutralization": "FAST", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "subtract(divide(anl14_stddev_eps_fy2, anl14_median_eps_fy1), divide(anl14_high_revenue_fy2, anl14_numofests_revenue_fy1))", "description": null, "operatorCount": 3 }, "dateCreated": "2026-03-31T02:16:57-04:00", "dateSubmitted": null, "dateModified": "2026-03-31T02:16:57-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 3707742, "bookSize": 20000000, "longCount": 1913, "shortCount": 1216, "turnover": 0.1342, "returns": 0.0372, "drawdown": 0.086, "margin": 0.000554, "sharpe": 0.69, "fitness": 0.36, "startDate": "2014-01-01", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.36 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.1342 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.1342 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.3, "value": 0.53 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "HT_TURNOVER", "result": "WARNING", "limit": 0.2, "value": 0.1342 }, { "name": "HT_HIGH_TURNOVER_RETURNS_RATIO", "result": "WARNING", "limit": 0.75, "value": 0.0457 }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.54, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.2, "pyramids": [ { "name": "USA/D1/ANALYST", "multiplier": 1.2 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "QPl20rZG", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 12, "neutralization": "FAST", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "subtract(divide(anl14_stddev_eps_fy2, anl14_high_eps_fy1), divide(anl14_high_revenue_fy2, anl14_numofests_revenue_fy1))", "description": null, "operatorCount": 3 }, "dateCreated": "2026-03-30T23:30:28-04:00", "dateSubmitted": null, "dateModified": "2026-03-30T23:30:28-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 3724409, "bookSize": 20000000, "longCount": 1913, "shortCount": 1216, "turnover": 0.1341, "returns": 0.0373, "drawdown": 0.0861, "margin": 0.000557, "sharpe": 0.69, "fitness": 0.36, "startDate": "2014-01-01", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.36 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.1341 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.1341 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.3, "value": 0.54 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "HT_TURNOVER", "result": "WARNING", "limit": 0.2, "value": 0.1341 }, { "name": "HT_HIGH_TURNOVER_RETURNS_RATIO", "result": "WARNING", "limit": 0.75, "value": 0.0483 }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.54, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.2, "pyramids": [ { "name": "USA/D1/ANALYST", "multiplier": 1.2 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "j2wzR5WE", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 8, "neutralization": "FAST", "truncation": 0.06, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "subtract(mdl262_trkdpitpredictivetangiblebvps_mad_act, mdl262_trkdpitpredictiveroa_mad_pred)", "description": null, "operatorCount": 1 }, "dateCreated": "2026-03-25T15:59:32-04:00", "dateSubmitted": null, "dateModified": "2026-03-25T15:59:33-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 1422433, "bookSize": 20000000, "longCount": 1440, "shortCount": 1689, "turnover": 0.0762, "returns": 0.0143, "drawdown": 0.069, "margin": 0.000374, "sharpe": 0.69, "fitness": 0.23, "startDate": "2014-01-01", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.23 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0762 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0762 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.3, "value": 0.31 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "PASS", "value": 2.16, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.4, "pyramids": [ { "name": "USA/D1/MODEL", "multiplier": 1.4 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "le2mMqrn", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 8, "neutralization": "FAST", "truncation": 0.05, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "ts_sum(subtract(oth432_trkdpitpredictivetangiblebvps_mad_act, oth432_trkdpitpredictiveroe_mad_pred), 126)", "description": null, "operatorCount": 2 }, "dateCreated": "2026-03-24T10:34:37-04:00", "dateSubmitted": null, "dateModified": "2026-03-24T10:34:37-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 1642406, "bookSize": 20000000, "longCount": 1471, "shortCount": 1658, "turnover": 0.0498, "returns": 0.0165, "drawdown": 0.0799, "margin": 0.000661, "sharpe": 0.69, "fitness": 0.25, "startDate": "2014-01-01", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.25 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0498 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0498 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.3, "value": 0.49 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "PASS", "value": 1.9, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.4, "pyramids": [ { "name": "USA/D1/MODEL", "multiplier": 1.4 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "LL6v05G6", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 10, "neutralization": "INDUSTRY", "truncation": 0.05, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "if_else(less(sales_estimate_stddev_quarterly, eps_adjusted_min_guidance_value), -1, if_else(greater(sales_estimate_stddev_quarterly, eps_adjusted_min_guidance_value), 1, 0))", "description": null, "operatorCount": 4 }, "dateCreated": "2026-03-24T06:10:38-04:00", "dateSubmitted": null, "dateModified": "2026-03-24T06:10:38-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 1411624, "bookSize": 20000000, "longCount": 1709, "shortCount": 1420, "turnover": 0.0214, "returns": 0.0141, "drawdown": 0.0527, "margin": 0.001324, "sharpe": 0.69, "fitness": 0.23, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 231345, "bookSize": 20000000, "longCount": 1709, "shortCount": 1420, "turnover": 0.0214, "returns": 0.0023, "drawdown": 0.0599, "margin": 0.000217, "fitness": 0.02, "sharpe": 0.15 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.23 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0214 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0214 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.3, "value": 0.24 }, { "name": "UNITS", "result": "WARNING", "message": "Incompatible unit for input of \"less\" at index 1, expected \"Unit[CSPrice:1]\", found \"Unit[CSPrice:1,CSShare:1]\"" }, { "name": "UNITS", "result": "WARNING", "message": "Incompatible unit for input of \"greater\" at index 1, expected \"Unit[CSPrice:1]\", found \"Unit[CSPrice:1,CSShare:1]\"" }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 1.17, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.2, "pyramids": [ { "name": "USA/D1/ANALYST", "multiplier": 1.2 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "1YL3JgYQ", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 8, "neutralization": "FAST", "truncation": 0.06, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "divide(subtract(pretax_income_reported_value, anl4_qf_az_cfps_mean), anl4_ebitda_std)", "description": null, "operatorCount": 2 }, "dateCreated": "2026-03-23T14:34:26-04:00", "dateSubmitted": null, "dateModified": "2026-03-23T14:34:26-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 3521675, "bookSize": 20000000, "longCount": 1500, "shortCount": 1629, "turnover": 0.1284, "returns": 0.0353, "drawdown": 0.1627, "margin": 0.00055, "sharpe": 0.69, "fitness": 0.36, "startDate": "2014-01-01", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.36 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.1284 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.1284 }, { "name": "CONCENTRATED_WEIGHT", "result": "FAIL", "date": "2022-05-03", "limit": 0.1, "value": 0.172558 }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.3, "value": 0.68 }, { "name": "UNITS", "result": "WARNING", "message": "Incompatible unit for input of \"subtract\" at index 1, expected \"Unit[CSPrice:1,CSShare:1]\", found \"Unit[]\"" }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.32, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.2, "pyramids": [ { "name": "USA/D1/ANALYST", "multiplier": 1.2 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "npo57n0E", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 8, "neutralization": "FAST", "truncation": 0.06, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "divide(subtract(selling_general_admin_expense_reported_value, anl4_afv4_cfps_mean), anl4_ebitda_std)", "description": null, "operatorCount": 2 }, "dateCreated": "2026-03-23T07:52:36-04:00", "dateSubmitted": null, "dateModified": "2026-03-23T07:52:36-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 3027060, "bookSize": 20000000, "longCount": 1730, "shortCount": 1399, "turnover": 0.1245, "returns": 0.0303, "drawdown": 0.0733, "margin": 0.000487, "sharpe": 0.69, "fitness": 0.34, "startDate": "2014-01-01", "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.34 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.1245 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.1245 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.3, "value": 0.56 }, { "name": "UNITS", "result": "WARNING", "message": "Incompatible unit for input of \"subtract\" at index 1, expected \"Unit[CSPrice:1]\", found \"Unit[]\"" }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.31, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.2, "pyramids": [ { "name": "USA/D1/ANALYST", "multiplier": 1.2 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "blMdKYVq", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 5, "neutralization": "FAST", "truncation": 0.04, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "ts_sum(ts_delta(anl14_mean_eps_fp1, 1), 63)", "description": null, "operatorCount": 2 }, "dateCreated": "2026-03-17T02:35:51-04:00", "dateSubmitted": null, "dateModified": "2026-03-17T02:35:51-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 2965910, "bookSize": 20000000, "longCount": 1517, "shortCount": 1609, "turnover": 0.1407, "returns": 0.0297, "drawdown": 0.087, "margin": 0.000422, "sharpe": 0.69, "fitness": 0.32, "startDate": "2014-01-01", "investabilityConstrained": { "pnl": 1579184, "bookSize": 20000000, "longCount": 1513, "shortCount": 1616, "turnover": 0.1158, "returns": 0.0158, "drawdown": 0.0722, "margin": 0.000273, "fitness": 0.14, "sharpe": 0.4 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.32 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.1407 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.1407 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.3, "value": 0.05 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.78, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.2, "pyramids": [ { "name": "USA/D1/ANALYST", "multiplier": 1.2 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "RRY167Qd", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 5, "neutralization": "NONE", "truncation": 0.04, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "divide(anl14_median_ntprep_fp1, add(anl14_median_ntprep_fp1, 0.01))", "description": null, "operatorCount": 2 }, "dateCreated": "2026-03-17T01:04:14-04:00", "dateSubmitted": null, "dateModified": "2026-03-17T01:04:14-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 27055816, "bookSize": 20000000, "longCount": 2526, "shortCount": 1, "turnover": 0.0043, "returns": 0.2711, "drawdown": 0.5959, "margin": 0.125767, "sharpe": 0.69, "fitness": 1.02, "startDate": "2014-01-01", "investabilityConstrained": { "pnl": -153787, "bookSize": 20000000, "longCount": 2084, "shortCount": 462, "turnover": 0.0073, "returns": -0.0015, "drawdown": 0.2307, "margin": -0.000423, "fitness": 0, "sharpe": -0.02 }, "riskNeutralized": { "pnl": 383582, "bookSize": 20000000, "longCount": 2526, "shortCount": 1, "turnover": 0.0043, "returns": 0.0038, "drawdown": 0.0241, "margin": 0.001783, "fitness": 0.08, "sharpe": 0.45 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "PASS", "limit": 1, "value": 1.02 }, { "name": "LOW_TURNOVER", "result": "FAIL", "limit": 0.01, "value": 0.0043 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0043 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.3, "value": -0.33 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.11, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.2, "pyramids": [ { "name": "USA/D1/ANALYST", "multiplier": 1.2 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "589kkM6J", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 5, "neutralization": "NONE", "truncation": 0.04, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "divide(anl14_median_ntprep_fp1, add(anl14_mean_ntprep_fp1, 0.01))", "description": null, "operatorCount": 2 }, "dateCreated": "2026-03-17T00:02:28-04:00", "dateSubmitted": null, "dateModified": "2026-03-17T00:02:29-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 26245371, "bookSize": 20000000, "longCount": 2508, "shortCount": 19, "turnover": 0.0176, "returns": 0.263, "drawdown": 0.5911, "margin": 0.029895, "sharpe": 0.69, "fitness": 1, "startDate": "2014-01-01", "investabilityConstrained": { "pnl": -318392, "bookSize": 20000000, "longCount": 2068, "shortCount": 478, "turnover": 0.0114, "returns": -0.0032, "drawdown": 0.2301, "margin": -0.000558, "fitness": -0.01, "sharpe": -0.04 }, "riskNeutralized": { "pnl": 296268, "bookSize": 20000000, "longCount": 2508, "shortCount": 19, "turnover": 0.0176, "returns": 0.003, "drawdown": 0.075, "margin": 0.000337, "fitness": 0.01, "sharpe": 0.09 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "PASS", "limit": 1, "value": 1 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0176 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0176 }, { "name": "CONCENTRATED_WEIGHT", "result": "FAIL", "date": "2023-11-22", "limit": 0.1, "value": 0.226179 }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.3, "value": -0.23 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.21, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.2, "pyramids": [ { "name": "USA/D1/ANALYST", "multiplier": 1.2 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "Wjd6VNeO", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "EUR", "universe": "TOPCS1600", "delay": 1, "decay": 4, "neutralization": "NONE", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "ts_corr(social_hybrid_sector_percentile_score, sustainability_maxcorr_sector_percentile_score, 63)", "description": null, "operatorCount": 1 }, "dateCreated": "2026-03-10T13:15:26-04:00", "dateSubmitted": null, "dateModified": "2026-03-10T13:15:26-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 3440225, "bookSize": 20000000, "longCount": 801, "shortCount": 605, "turnover": 0.0626, "returns": 0.0333, "drawdown": 0.0761, "margin": 0.001065, "sharpe": 0.69, "fitness": 0.36, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 455327, "bookSize": 20000000, "longCount": 801, "shortCount": 605, "turnover": 0.0626, "returns": 0.0044, "drawdown": 0.047, "margin": 0.000141, "fitness": 0.05, "sharpe": 0.25 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.36 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0626 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0626 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.37, "value": 0.45 }, { "name": "LOW_ROBUST_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.7, "value": 0.6 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.61, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.5, "pyramids": [ { "name": "EUR/D1/ANALYST", "multiplier": 1.5 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "A1bMaaeY", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "EUR", "universe": "TOPCS1600", "delay": 1, "decay": 4, "neutralization": "NONE", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "divide(ts_std_dev(employer_subsector_percentile_score, 126), ts_mean(employer_subsector_percentile_score, 126))", "description": null, "operatorCount": 3 }, "dateCreated": "2026-03-10T11:33:20-04:00", "dateSubmitted": null, "dateModified": "2026-03-10T11:33:20-04:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 3283187, "bookSize": 20000000, "longCount": 574, "shortCount": 479, "turnover": 0.0443, "returns": 0.0318, "drawdown": 0.0729, "margin": 0.001436, "sharpe": 0.69, "fitness": 0.35, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 268026, "bookSize": 20000000, "longCount": 574, "shortCount": 479, "turnover": 0.0443, "returns": 0.0026, "drawdown": 0.0528, "margin": 0.000117, "fitness": 0.02, "sharpe": 0.12 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.35 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0443 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0443 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.37, "value": 0.41 }, { "name": "LOW_ROBUST_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.7, "value": 0.61 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.66, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.5, "pyramids": [ { "name": "EUR/D1/ANALYST", "multiplier": 1.5 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "0m9aj5Qv", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "EUR", "universe": "TOPCS1600", "delay": 1, "decay": 4, "neutralization": "SECTOR", "truncation": 0.005, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "ON", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "multiply(vec_avg(oth567_trend_deltarating_compensation_and_benefits), multiply(vec_avg(oth567_deltascore_work_life_balance_274), multiply(vec_avg(oth567_trend_deltarating_career_opportunities_297), vec_avg(oth567_trend_deltarating_culture_and_values))))", "description": null, "operatorCount": 7 }, "dateCreated": "2026-03-05T11:34:14-05:00", "dateSubmitted": null, "dateModified": "2026-03-05T11:34:14-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 2994624, "bookSize": 20000000, "longCount": 12, "shortCount": 3, "turnover": 0.1084, "returns": 0.0728, "drawdown": 0.2078, "margin": 0.001343, "sharpe": 0.69, "fitness": 0.53, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 2288658, "bookSize": 20000000, "longCount": 12, "shortCount": 3, "turnover": 0.1084, "returns": 0.0556, "drawdown": 0.0759, "margin": 0.001026, "fitness": 0.39, "sharpe": 0.59 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.53 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.1084 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.1084 }, { "name": "CONCENTRATED_WEIGHT", "result": "FAIL", "date": "2022-07-26", "limit": 0.1, "value": 0.5 }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.37, "value": 0.11 }, { "name": "LOW_ROBUST_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.7, "value": -0.17 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.77, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.6, "pyramids": [ { "name": "EUR/D1/OTHER", "multiplier": 1.6 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "xA9v82mq", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "EUR", "universe": "TOPCS1600", "delay": 1, "decay": 8, "neutralization": "NONE", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "(anl15_ebt_gr_12_m_ests_up + anl15_cps_gr_12_m_ests_dn) / anl15_ebt_ind_12_m_ests_dn", "description": null, "operatorCount": 2 }, "dateCreated": "2026-03-02T11:52:15-05:00", "dateSubmitted": null, "dateModified": "2026-03-02T11:52:15-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 4618626, "bookSize": 20000000, "longCount": 386, "shortCount": 394, "turnover": 0.0645, "returns": 0.0448, "drawdown": 0.0688, "margin": 0.001388, "sharpe": 0.69, "fitness": 0.41, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 714865, "bookSize": 20000000, "longCount": 386, "shortCount": 394, "turnover": 0.0645, "returns": 0.0069, "drawdown": 0.0691, "margin": 0.000215, "fitness": 0.05, "sharpe": 0.22 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.41 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0645 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0645 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.37, "value": 0.33 }, { "name": "LOW_ROBUST_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.7, "value": 0.27 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.86, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.5, "pyramids": [ { "name": "EUR/D1/ANALYST", "multiplier": 1.5 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "XgP9Admz", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "EUR", "universe": "TOPCS1600", "delay": 1, "decay": 8, "neutralization": "SECTOR", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "(anl15_gr_12_m_ests_up + anl15_dps_gr_12_m_ests_dn) / anl15_bps_ind_12_m_ests_dn", "description": null, "operatorCount": 2 }, "dateCreated": "2026-03-02T10:06:27-05:00", "dateSubmitted": null, "dateModified": "2026-03-02T10:06:27-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 3891612, "bookSize": 20000000, "longCount": 334, "shortCount": 461, "turnover": 0.0689, "returns": 0.0377, "drawdown": 0.0577, "margin": 0.001095, "sharpe": 0.69, "fitness": 0.38, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 2554613, "bookSize": 20000000, "longCount": 334, "shortCount": 461, "turnover": 0.0689, "returns": 0.0248, "drawdown": 0.0561, "margin": 0.000719, "fitness": 0.3, "sharpe": 0.68 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.38 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0689 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0689 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.37, "value": 0.47 }, { "name": "LOW_ROBUST_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.7, "value": 0.29 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 0.88, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.5, "pyramids": [ { "name": "EUR/D1/ANALYST", "multiplier": 1.5 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "pwoj9n5V", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "EUR", "universe": "TOPCS1600", "delay": 1, "decay": 5, "neutralization": "SECTOR", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "multiply(multiply(count_analyst_upward_revision_year_earnings_14d, count_analyst_upward_revision_year_revenue_14d), sign(count_analyst_upward_revision_year_ebitda_14d))", "description": null, "operatorCount": 3 }, "dateCreated": "2026-02-28T13:38:00-05:00", "dateSubmitted": null, "dateModified": "2026-02-28T13:38:00-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 4449917, "bookSize": 20000000, "longCount": 227, "shortCount": 1006, "turnover": 0.0728, "returns": 0.0431, "drawdown": 0.1435, "margin": 0.001185, "sharpe": 0.69, "fitness": 0.41, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 92139, "bookSize": 20000000, "longCount": 227, "shortCount": 1006, "turnover": 0.0728, "returns": 0.0009, "drawdown": 0.1634, "margin": 0.000025, "fitness": 0, "sharpe": 0.02 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.41 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0728 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0728 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.37, "value": 0.64 }, { "name": "LOW_ROBUST_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.7, "value": 0.55 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 1.29, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.4, "pyramids": [ { "name": "EUR/D1/MODEL", "multiplier": 1.4 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "780jRlvQ", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "EUR", "universe": "TOPCS1600", "delay": 1, "decay": 12, "neutralization": "SECTOR", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "multiply(multiply(avg_pct_change_estimate_next_quarter_earnings_14d, avg_pct_change_estimate_forward_revenue_14d), sign(avg_pct_change_estimate_next_year_ebitda_14d))", "description": null, "operatorCount": 3 }, "dateCreated": "2026-02-28T12:51:36-05:00", "dateSubmitted": null, "dateModified": "2026-02-28T12:51:36-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 12023841, "bookSize": 20000000, "longCount": 257, "shortCount": 211, "turnover": 0.0698, "returns": 0.1165, "drawdown": 0.2818, "margin": 0.003337, "sharpe": 0.69, "fitness": 0.67, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 4475082, "bookSize": 20000000, "longCount": 257, "shortCount": 211, "turnover": 0.0698, "returns": 0.0434, "drawdown": 0.4356, "margin": 0.001242, "fitness": 0.18, "sharpe": 0.31 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.67 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0698 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0698 }, { "name": "CONCENTRATED_WEIGHT", "result": "FAIL", "date": "2017-01-10", "limit": 0.1, "value": 0.287959 }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.37, "value": 0.43 }, { "name": "LOW_ROBUST_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.7, "value": 0.04 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "PASS", "value": 1.87, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.4, "pyramids": [ { "name": "EUR/D1/MODEL", "multiplier": 1.4 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" }, { "id": "0m9wXqEq", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "EUR", "universe": "TOPCS1600", "delay": 1, "decay": 12, "neutralization": "SECTOR", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "ON", "maxPosition": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2014-01-01", "endDate": "2023-12-31" }, "regular": { "code": "divide(avg_pct_change_estimate_quarter_earnings_7d, add(avg_pct_change_estimate_next_year_earnings_30d, avg_pct_change_estimate_quarter_earnings_90d))", "description": null, "operatorCount": 2 }, "dateCreated": "2026-02-28T10:16:07-05:00", "dateSubmitted": null, "dateModified": "2026-02-28T10:16:07-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": null, "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 6084297, "bookSize": 20000000, "longCount": 221, "shortCount": 290, "turnover": 0.0801, "returns": 0.059, "drawdown": 0.1987, "margin": 0.001472, "sharpe": 0.69, "fitness": 0.47, "startDate": "2014-01-01", "riskNeutralized": { "pnl": 2658660, "bookSize": 20000000, "longCount": 221, "shortCount": 290, "turnover": 0.0801, "returns": 0.0258, "drawdown": 0.1577, "margin": 0.000643, "fitness": 0.15, "sharpe": 0.33 }, "checks": [ { "name": "LOW_SHARPE", "result": "FAIL", "limit": 1.58, "value": 0.69 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1, "value": 0.47 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.0801 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.0801 }, { "name": "CONCENTRATED_WEIGHT", "result": "FAIL", "date": "2018-05-01", "limit": 0.1, "value": 0.330933 }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.37, "value": 0.39 }, { "name": "LOW_ROBUST_UNIVERSE_SHARPE", "result": "FAIL", "limit": 0.7, "value": -0.03 }, { "name": "UNITS", "result": "WARNING", "message": "Incompatible unit for input of \"add\" at index 1, expected \"Unit[]\", found \"Unit[CSPrice:1,CSShare:1]\"" }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "DATA_DIVERSITY", "result": "PENDING" }, { "name": "PROD_CORRELATION", "result": "PENDING" }, { "name": "REGULAR_SUBMISSION", "result": "PENDING" }, { "name": "LOW_2Y_SHARPE", "result": "FAIL", "value": 1.01, "limit": 1.58 }, { "result": "PASS", "name": "MATCHES_PYRAMID", "effective": 1, "multiplier": 1.4, "pyramids": [ { "name": "EUR/D1/MODEL", "multiplier": 1.4 } ] }, { "result": "WARNING", "name": "MATCHES_THEMES", "themes": [ { "id": "KymLz14", "multiplier": 1, "name": "All regions/D1 Power Pool Apr`26 2" }, { "id": "lBqMzOB", "multiplier": 3, "name": "Investable HTVR Theme" } ] }, { "name": "OSMOSIS_ALLOCATION", "result": "WARNING" } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null, "osmosisPoints": null, "origin": "PLATFORM" } ] }