Dashboard
503tickers stored
1320696total daily rows
2016-01-04history start
2026-10-23latest close
oklast pipeline run (0 fetched / 0 failed)
Factor monitoring trailing 12m IC vs 0.03 admission threshold · refreshed by the daily batch
| Factor | Decay status | Months | Recent 12m IC | Full-history IC | Note |
|---|---|---|---|---|---|
| low_vol_60d | below_threshold | 127 | +0.0187 | +0.0049 | full-history IC below threshold |
| momentum_12_1 | below_threshold | 117 | +0.0174 | +0.0073 | full-history IC below threshold |
| quality_roe_gm | insufficient_history | 4 | — | — | only 4 months |
Automation: daily batch (data pipeline → signals → decay monitor) runs 06:30 via launchd;
factor gate checks run monthly on the 1st, 07:00. Last signal date: 2026-10-23.
Alerts are appended to logs/alerts.log when a passed factor decays below threshold.
Sector composition 503 tickers by GICS sector
Top gainers — 2026-10-23 US conventionupdown
| Ticker | Name | Sector | Close | 1D % | YTD % | Volume |
|---|---|---|---|---|---|---|
| CCI | Crown Castle | Real Estate | 85.97 | +9.06% | +0.7% | 17,322,100 |
| CRWD | CrowdStrike | Information Technology | 257.57 | +8.25% | +127.1% | 13,367,500 |
| PANW | Palo Alto Networks | Information Technology | 380.55 | +7.22% | +112.2% | 6,582,700 |
| SLB | Schlumberger | Energy | 53.06 | +7.08% | +34.2% | 19,057,300 |
| HAL | Halliburton | Energy | 34.92 | +5.21% | +19.6% | 12,710,400 |
| APA | APA Corporation | Energy | 51.90 | +4.98% | +110.5% | 7,067,100 |
| VYLR | Vylor | Consumer Staples | 74.59 | +4.88% | +9.3% | 3,151,000 |
| DDOG | Datadog | Information Technology | 269.65 | +4.62% | +101.6% | 2,238,600 |
| DVN | Devon Energy | Energy | 51.39 | +4.49% | +38.3% | 13,273,100 |
| TRGP | Targa Resources | Energy | 302.37 | +4.43% | +64.3% | 1,125,600 |
| FANG | Diamondback Energy | Energy | 205.75 | +4.37% | +37.4% | 1,768,700 |
| BKR | Baker Hughes | Energy | 55.86 | +4.18% | +19.8% | 5,526,100 |
| AMT | American Tower | Real Estate | 188.97 | +4.08% | +11.4% | 8,851,800 |
| FTNT | Fortinet | Information Technology | 179.99 | +4.05% | +131.1% | 3,222,400 |
| CBOE | Cboe Global Markets | Financials | 340.42 | +3.88% | +38.2% | 1,864,600 |
Top losers — 2026-10-23
| Ticker | Name | Sector | Close | 1D % | YTD % | Volume |
|---|---|---|---|---|---|---|
| BE | Bloom Energy | Industrials | 193.30 | -11.24% | +95.9% | 35,877,300 |
| FIX | Comfort Systems USA | Industrials | 1160.86 | -9.26% | +15.8% | 1,367,300 |
| GL | Globe Life | Financials | 154.79 | -8.09% | +12.7% | 1,651,200 |
| T | AT&T | Communication Services | 20.93 | -7.96% | -10.7% | 99,723,100 |
| TMUS | T-Mobile US | Communication Services | 146.54 | -7.71% | -25.4% | 8,560,100 |
| CBRE | CBRE Group | Real Estate | 123.30 | -6.05% | -23.0% | 4,564,700 |
| DECK | Deckers Brands | Consumer Discretionary | 81.09 | -4.91% | -24.1% | 9,298,000 |
| MGM | MGM Resorts | Consumer Discretionary | 28.06 | -4.88% | -23.1% | 5,706,900 |
| LULU | Lululemon Athletica | Consumer Discretionary | 99.01 | -4.85% | -53.0% | 3,395,400 |
| DG | Dollar General | Consumer Staples | 132.69 | -4.62% | -1.2% | 1,925,800 |
| NEM | Newmont | Materials | 108.87 | -4.59% | +8.3% | 7,848,500 |
| MET | MetLife | Financials | 98.82 | -4.59% | +25.6% | 5,992,400 |
| DLTR | Dollar Tree | Consumer Staples | 125.31 | -4.37% | -1.9% | 2,421,200 |
| CSGP | CoStar Group | Real Estate | 33.92 | -4.32% | -48.4% | 7,393,000 |
| CTSH | Cognizant | Information Technology | 70.54 | -4.31% | -11.6% | 6,347,800 |
Most active by volume — 2026-10-23
| Ticker | Name | Sector | Close | 1D % | Volume |
|---|---|---|---|---|---|
| T | AT&T | Communication Services | 20.93 | -7.96% | 99,723,100 |
| NVDA | Nvidia | Information Technology | 210.96 | -0.59% | 79,987,200 |
| INTC | Intel | Information Technology | 86.96 | +1.72% | 71,813,700 |
| VZ | Verizon | Communication Services | 44.66 | -1.19% | 51,094,800 |
| F | Ford Motor Company | Consumer Discretionary | 11.60 | -2.85% | 44,101,200 |
| AAPL | Apple Inc. | Information Technology | 347.73 | -0.14% | 39,496,500 |
| PCG | PG&E Corporation | Utilities | 12.63 | -2.70% | 39,072,800 |
| NFLX | Netflix | Communication Services | 65.85 | -1.79% | 37,815,400 |
| BE | Bloom Energy | Industrials | 193.30 | -11.24% | 35,877,300 |
| TSLA | Tesla, Inc. | Consumer Discretionary | 372.22 | -0.63% | 34,689,700 |
Data: yfinance (split/dividend adjusted) · S&P 500 universe ·
prices for research use only, not investment advice.