Real-time breadth, factor score, sector, and industry diagnostics
Every point is a ticker. Low Vol score runs left to right; negative score-change stretch sits higher.
Bubble size is member count. Position blends average low-vol score and low-vol breadth.
Distribution of low-vol scores across the low-vol universe.
Names where factor score and monthly score change are most visible.
Names moving into low vol, leaving low vol, or sitting close enough to cross the next monthly cutoff.
Longest active runs inside the low-vol bucket.
Monthly breadth of low-vol names versus the average low-vol score across the covered universe.
Groups with the most unusual low-vol concentration relative to the current universe breadth.
Low-vol names where score trend is deteriorating and persistence can be a warning rather than a cushion.
Realtime Low Vol Factor Performance from Jun 2018 to Current
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