Factor History Monitor
Does the public board's factor score actually separate winners from losers over time, and by how much? For each factor this plots the forward-return quintile spread and the rank information coefficient against subsequent public returns, with an indicative bootstrap band and a printed sample count. It ships dark until 60 resolved trading days exist, because an honest monitor refuses to draw a chart the sample cannot support. Computed from public factor scores and public subsequent returns. Educational, not investment advice.
Why these surfaces exist, and the one trick behind all five: Rotating an OptionNext up
Realized Volatility Cone
Where does today's volatility sit against its own history?
Bull or Bear
A real price chart, cut off mid-story. Did it go up or down next? Build a streak.
The methodology behind the scores
How the composite, valuation, and momentum factors are actually computed. Educational, not advice.
Rotating an Option
Why these five market visualizations exist, the one shared trick behind them, and an honest lesson about wanting a crystal ball.