Factors and signals
House momentum model
ProThe house momentum model's daily state: scores, rank, the market regime flags, target weight and stop.
What it is
The house momentum model's daily state: scores, rank, the market regime flags, target weight and stop.
- signals daily: The house momentum model's daily state: z-scores, composite, universe rank, the regime flags (SPY above 200d, breadth above 200d, risk on), target weight, stop, selected.
Source and licence
Source: QuantGPT (computed from vendor prices and filings).
Licence: derived. This is our reading of the table; counsel decides.
Credit: the QuantGPT engine and warehouse (Data sources).
Coverage and gap years
49,590 names, 94,033,012 rows in signals daily, from Jan 3, 1950 to Oct 8, 2026.
Years with no rows: none between the first and the last.
| Table | Rows | First | Last |
|---|---|---|---|
| signals daily | 94,033,012 | Jan 3, 1950 | Oct 8, 2026 |
Freshness
Last row Oct 8, 2026: 1 day behind on the day measured. Updates: every trading day.
Point in time
Keyed on the trading day.
No version history: rebuilt from the prices and factors under it.
Delisted names
Companies that later delisted are in from 1998; before that the history is survivors only, so early years lean toward the winners.
Known issues
- The universe is the engine's liquid names (pass liquidity), thin and survivor-heavy before 1990. (GAPS, 3. Market health: breadth and regime (score 4.0))
- Omen and regime labels are research: show the numbers, no verdict. (GAPS, 3. Market health: breadth and regime (score 4.0))
- Measured 2026-10-09: signals daily breadth pct above 200d, spy above 200d and regime risk on are null on every row, so the engine has no risk-on flag to show. 2027 counts the shares itself and shows SPY against its 200-day as a number. (GAPS, 3. Market health: breadth and regime (score 4.0))
Where it is used
No page in the app shows it yet.
Engine tools that reach it (your AI, over MCP):
query_warehouseRun read-only SQL (DuckDB dialect) directly against any research database.
Ask AI
Every count and date here was measured on Oct 9, 2026 from the QuantGPT engine's warehouse and is read from the catalogue file when the site is built. Metadata only: no vendor rows are shown.