This isn't a snapshot. Click "Run live analysis" below and it genuinely re-fetches real market data from Yahoo Finance right now, recomputes every factor from scratch, and re-measures signal quality end to end.
Pull 5 years of real daily prices for 24 large-cap U.S. stocks from Yahoo Finance.
12–1 momentum, trailing 6mo low-volatility, 1-month reversal — standard academic definitions, at every month-end.
Cross-sectional Spearman rank Information Coefficient against real next-month returns, per factor, per month.
Average IC and hit rate over every rolling period — the honest number, whatever it turns out to be.