Backfilled 90-day predictions for all 13-market seed tickers using a momentum-based synthetic signal. Not the live model's output — this view shows what the analytics WILL look like once the real predictions_log has accumulated. Real-data view at the link.
Factor analysis
Decomposes the model's long-short cohort returns into Fama-French style factors (Market β / Small-Minus-Big / Value-Minus-Growth) using OLS regression with ETF proxies. The alpha intercept after subtracting factor effects is the “skill” return — what's left when you control for the market.
💡 Plain English: Did our return come from real skill, or just the market dragging things up? Factor regression strips out the market / size / value effects and shows the leftover alpha — pure skill, or pure luck.