Performance
Live forward-return tracking
Every QScore and closing price below was committed to public source control on the date shown. No revisionism, no survivorship filtering, no look-ahead bias possible by construction. As trading days accrue, this page publishes information-coefficient and quintile-spread numbers against the locked-in scores — until the formal backtest in the methodology validation section lands.
Forward-return horizons
Each horizon publishes information-coefficient (Spearman rank correlation between composite QScore at snapshot date and forward total return) and long-short quintile-spread metrics once enough trading days have passed. Until then the data is still accumulating and the table below shows the gap.
| Horizon | Trading days needed | Status |
|---|---|---|
| 1-month | 21 | ~21 trading days remaining |
| 3-month | 63 | ~63 trading days remaining |
| 6-month | 126 | ~126 trading days remaining |
| 1-year | 252 | ~252 trading days remaining |
Why this is not a backtest
A backtest goes the other direction in time: it reconstructs what scores would have been at points in the past and pairs them with forward returns from those past points. That requires point-in-time fundamentals, an as-of-date pipeline, and a survivorship- inclusive universe — all hard to do honestly without specialized data. This page does something simpler and more bulletproof: it captures every score forward from this date and pairs them with the actual returns that follow.
The trade-off is patience. Backtests can produce a number on day one. Forward tracking produces a credible 1-month IC number after roughly a calendar month of capture, a 3-month IC after three calendar months, and so on. We're publishing the counter so that the wait is visible and the data is auditable as it grows.
The full backtest is still on the roadmap — see the validation pledge for the exact list of metrics required before subscription billing turns on.