Systematic Funds
We identify alpha signal in filings.
You monetize it.
A daily numerical signal across ~2,500 US equities, architecturally orthogonal to the Fama–French five-factor model (FF5), delivered point-in-time, ready to go via flat file. Live production, out-of-sample since 2021, timestamped daily. Each ticker is forecast with an independent model, with no shared parameters.
Return decomposition for a single ticker.
Explained contribution to return using the Fama–French five-factor model (FF5) and the unexplained alpha portion.
Illustrative example of one sample from the universe.Raw return
Mkt-RF
SMB
HML
RMW
CMA
Mom
Orthogonal Alpha
The gold bar is the portion of return that cannot be explained by Market, Size, Value, Profitability, Investment, or Momentum. This is the pure signal value.
What you get
A feed you can build on.
Increase Alpha delivers an orthogonal signal that plugs into your models and improves alpha generation across thousands of names.
Point-in-time, out-of-sample forward test, live since 2021, independently audited, every prediction indelibly timestamped
Output with no lookahead, no survivorship bias
Delivered daily as a flat file via S3, ready to drop straight into your workflow
See exactly what lands in your bucket.
Request the signal specIt’s in the tails
Not your normal distribution.
Plotting our signal across the universe yields a distribution with significant fat tails, orders of magnitude beyond normal. Hundreds of names carry statistically significant signal at each extreme, both long and short.
Normal distributionIncrease Alpha signal distribution
Why the alpha is genuinely orthogonal
Robust, highly significant signal.
The signal comes from the per-ticker filing models. We regress each ticker’s daily PnL onto FF5 factor returns. Two independent measurement systems, our reliability tiers and a standard FF5 regression, share zero inputs and zero methodology, yet converge on the same ticker ordering at ρ = 0.61 (p ≈ 10⁻¹²⁷). Pure-signal L/S market exposure runs at R² = 0.06.
13 million
Trades analyzed
34%
Directional signal live across the universe at any time
10 of 10
Forecast-day horizons show alpha, far beyond chance
We value timely transparency. Every regression, every stock, updated monthly.
Explore every name →Verify it in your environment
Bring your own factor model.
The signal is architecturally orthogonal to FF5, and you can confirm it against your preferred model: Carhart-4, FF6, QMJ-augmented, or your own internal model. Full technical specification and a reproducibility recipe available on request.
Confirm against
Carhart-4FF6QMJ-augmentedYour own internal model
Next step
Drop the orthogonal signal directly into your model.
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For institutional use only
For institutional use only. Past performance is not indicative of future results. Methodology references are intended for technical review and should be validated against current approved materials before production launch.