Factor & signal catalog
Factors start from registered signals, but the library is broader than a single end-of-day value per symbol. strategynet.ai tracks daily F.* features, intraday I.* signals, same-session nowcasts, overlays, and learned model outputs across the families below. The FMP pipeline composes eligible signals into long/short, market-neutral portfolios, persists returns and IC point-in-time, and tracks rolling ICIR. The Insights on information coefficient and rolling ICIR define those validation measures and their limitations.
Current registry snapshot: 542 daily signal specs and 271 intraday signal specs as of 2026-07-06.
Digital factor leaderboard
Every materialized daily definition is shown, including negative and statistically inconclusive evidence. Results use the Crypto-native Tier A liquidity gate and immutable point-in-time history; they are monitoring outputs, not recommendations.
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Research preview only; no execution authority.
Momentum / Trend
80 specsContinuation, residual momentum, trend, and same-session price pressure.
Built from daily price history, liquidity-class variants, and live open-to-asof strips for session timing.
Production lanes: SQL, factor specs, intraday builtins
F.MO.PX.701.V01LQ10 Alpha combo momentumNext-day cross-sectional momentum variant.I.MO.PX.101.V01Session open momentumSame-day-to-close signal from session open to current as-of price.
Reversion / Risk
41 specsMean-reversion, realized-volatility state, and risk pressure.
Combines daily volatility/risk ranks with live reversal, VWAP-gap, and same-clock reversal signals.
Production lanes: SQL, factor specs, intraday builtins
F.RS.PX.701.V01LQ10 Low alpha volatility 20dDaily risk-state rank used as an intraday-available factor input.I.RS.PX.101.V01Five minute reversalSame-day-to-close reversal from recent intraday price action.
Financials
76 specsQuality, value, dividend, balance-sheet, and profitability measures.
Point-in-time fundamentals are normalized into cross-sectional ranks, with liquidity-class slices for production universes.
Production lanes: SQL, factor specs
F.QA.FN.805.V02LQ5 High current ratioNext-day balance-sheet quality signal.F.QA.FN.101.V01Return on equityProfitability factor-spec output available in the intraday horizon bucket.
Prediction / ML
111 specsRidge, LightGBM, ElasticNet, stacking, and other learned forecasts.
Model outputs are stored as registered signals, then materialized into the same score and FMP evaluation paths as formula signals.
Production lanes: ML models, SQL materializations
F.ML.MX.101.V01Ridge broad v1Daily registered ML forecast over a broad input set.I.ML.MX.301.V01Intraday ML many factor rank v1Same-day-to-close intraday model rank.
Intraday / Nowcast
214 specsSame-session state, EOD proxies, nowcasts, and intraday timing signals.
Nowcasts bridge daily factors into the live session using as-of price, range, realized-volatility, and relative-volume state.
Production lanes: intraday builtins, SQL, factor specs
I.NC.PX.214.V01NC proxy for Relative volume 20dSame-day-to-close proxy driven by relative volume since open.F.IN.PX.101.V01Prior day open close returnIntraday-horizon factor spec with a T-1 publication lag.
Flow / Liquidity
20 specsVolume, participation, liquidity, and relative-volume behavior.
Covers both end-of-day volume-share features and live relative-volume or acceleration signals.
Production lanes: SQL, intraday builtins
F.FL.PX.101.V01Last-hour volume shareNext-day signal from prior-session closing participation.I.FL.PX.101.V01Relative volume since openSame-day-to-close live flow signal.
Crowding
12 specsShort-interest, short-volume, and positioning pressure.
Short-volume and days-to-cover measures are normalized into long/short crowding ranks.
Production lanes: SQL, factor specs
F.SH.MX.101.V01Low short volume ratioIntraday-horizon crowding factor spec.F.SH.MX.103.V01High short volume ratioNext-day short-volume pressure signal.
Options
8 specsOptions activity, moneyness, premium, and put/call imbalance.
Option-chain features are transformed into next-day cross-sectional ranks for equity candidates.
Production lanes: SQL
F.OP.OP.101.V01Options volume intensityNext-day options-activity signal.F.OP.OP.103.V01Put-call volume imbalanceDirectional pressure from relative put/call volume.
Thematic
28 specsSector, theme, and exposure scores for named baskets.
Theme memberships are published as ranked exposures across liquidity classes and candidate universes.
Production lanes: SQL
F.TH.MX.101.V01Semiconductor and AI infrastructure exposureIntraday-horizon thematic exposure signal.F.TH.MX.107.V01Metals mining and critical materials exposureTheme-rank variant for materials-linked names.
Composite / Ensemble
58 specsBlended factors, factor-of-factors, and multi-input ensembles.
Combines style families such as momentum, quality, value, technicals, risk, and crowding into registered composite scores.
Production lanes: SQL, factor specs
F.CO.MX.102.V01Residual momentum plus qualityComposite factor-spec blend.F.CO.MX.851.V01LQ25 Pure FMP compositeNext-day liquidity-class composite used in FMP research.
Statistical / Formulaic
69 specsFormulaic rank, correlation, decay, and distribution-shape signals.
WorldQuant-style transforms and time-series ranks are materialized as medium-horizon cross-sectional signals.
Production lanes: SQL
F.ST.PX.031.V01Decay delta close comboFormulaic 2-5 day price-transform signal.F.ST.PX.071.V01Correlation decay versus rank decayCorrelation and decay composite transform.
Technical
88 specsRSI, ATR, Bollinger, Aroon, CCI, wick, range, and oscillator states.
Daily technical indicators and same-session technical state are both normalized into comparable cross-sectional ranks.
Production lanes: SQL, Rust, intraday builtins
F.TA.PX.701.V01LQ10 RSI 14dIntraday-horizon technical rank from daily history.I.TA.PX.101.V01Intraday range positionSame-day-to-close live technical state.
Overlay
6 specsSignals combining end-of-day state with intraday overlays.
Overlays adjust EOD alpha or ML state with live residual, reversal, and same-clock intraday behavior.
Production lanes: intraday overlays
I.OV.MX.701.V01LQ10 EOD alpha with intraday residual overlaySame-day-to-close overlay of EOD alpha and live residual state.I.OV.MX.703.V01LQ10 LightGBM broad state plus 5m reversalML state adjusted by short-horizon intraday reversal.
Other
2 specsApproved or legacy entries that still need finalized family metadata.
These are tracked separately so production families stay explicit while metadata cleanup continues.
Production lanes: registry cleanup
No public example shown.
This catalog is a product overview for research and educational purposes. Signal examples reflect the current registry snapshot; it is not investment advice or an instruction to trade any security.