Daily Signals trade date 2026-10-23
Factor gate status
Gate = IC > 0.03, IC IR > 0.5, monotonic quantiles over ≥ 36 months. Only gate-passing factors drive the ranked list. Technical events below are gate-independent.
| Factor | Gate | IC mean | IC IR | Monotonic | Months | Note |
|---|---|---|---|---|---|---|
| low_vol_60d | observe | 0.0049 | 0.039 | no | 127 | |
| momentum_12_1 | observe | 0.0073 | 0.037 | no | 117 | |
| quality_roe_gm | observe | -0.0099 | -0.181 | no | 4 | insufficient_history |
No factor currently passes the gate. The ranked list is intentionally
empty — long-only performance in a bull market is not a substitute for factor
validity (IC/IR/monotonicity all currently fail; see gate table above and the
factor evaluation report). Event signals below remain active.
52-week-high breakouts with volume surge — 2026-10-23 close ≥ prior 252d high and volume > 1.5× 20d average
| Ticker | Name | Sector | Close | 1D % | Volume vs 20d avg |
|---|---|---|---|---|---|
| ALLE | Allegion | Industrials | 178.98 | +1.39% | vol 1,811,100 vs 20d avg 1,115,915 |
| DVN | Devon Energy | Energy | 51.39 | +4.49% | vol 13,273,100 vs 20d avg 8,828,560 |
MA200 uptrend count: 293 / 503 tickers close above their 200-day average.
Data: yfinance (split/dividend adjusted) · S&P 500 universe ·
prices for research use only, not investment advice.