Multi-factor composite momentum scoring across NASDAQ-100, S&P 500, and 475+ ETFs. Updated daily.
Every score is open. Every formula is cited. No black boxes.
Sharpe, Hurst exponents, path smoothness, Omega ratios, acceleration. Full rankings, sector views, and stock drill-downs across three universes.
Standardised Unexpected Earnings, EPS revision breadth, beat streaks, margin expansion — unified into a weighted composite with full quarterly history.
ATM straddle pricing, DTE-adjusted with variance subtraction, combined with historical earnings-day volatility to grade upcoming events.
Every factor traces to published research — Jegadeesh–Titman, Moskowitz–Ooi–Pedersen, Asness et al. Full formulae and citations in the methodology pages.
Prices, factors, earnings scores, and expected-move models recalculated every trading day after US market close.
Each user is manually approved to maintain quality. Free during the early-access period.
Three universes of US-listed securities, each scored across the full factor suite. Every security has its own page with factor breakdown, normalised scores, and historical context.
Registration is free during the early-access period. Tell us a little about who you are and we'll review your request within 48 hours.
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