Industry rotation
Compare the current factor score with the prior reading.
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Swipe to compare columns
Gap = short-term minus intermediate trend. Select an industry to explore its stocks.
Market Overview
Market overview
Value Breadth
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value score above zero
Value Names
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prior monthly score at 0.5 or lower
Non-Value Names
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prior monthly score above 0.5
Score Change
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month-over-month score change
Persistent Score
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current and prior value score agree
Waiting for live breadth.
Factor Weather
Positive breadth across the selected universe.
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Waiting for breadth, trend alignment, and mean-reversion structure.
Score Distribution
Short and intermediate trend states.
Industry Pulse
Average score and positive breadth.
Industry metadata will populate after Firebase loads.
Top Signal Extremes
Strongest combined trend names on both sides of the tape.
Strongest up/down names will populate after Firebase loads.
Signal map
Counts show names at the same factor score and monthly change. Select a count to explore its tickers.
--names
Sector map
Bubble size is member count. Position blends average trend and positive breadth.
--groups
Score profile
Distribution of factor scores across the expanded universe.
Market leaders / laggards
Names where trend and monthly score changes are most visible.
Trend agreement
See where current and prior factor states agree.
Loading summary--names
Rows: prior scoreColumns: current score
Swipe to compare states
Same stateCurrent score strongerCurrent score weaker
Current readings across two horizons. Numbers are loaded stock counts; select a cell to explore.
Signal correlations
Explore historical co-movement across industries, sectors, and tickers.
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Grouping
Signal
Window
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Correlation heatmap
Select a cell to compare that pair.
−1 opposing+1 together
Swipe to explore the heatmap
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Highest correlations
Pairs moving together.
Inverse correlations
Pairs moving in opposing directions.
Current score / intermediate divergence
Lowest historical agreement within each group.
Current score / intermediate confirmation
Highest historical agreement within each group.
Signal network
Average absolute
correlation--
correlation--
Value Migration Board
Crossing The Cutoff
Names moving into value, leaving value, or sitting close enough to flip on the next monthly score.
--moves
Into Value--
Leaving Value--
Near Cutoff--
Value Streaks
Streak Leaders
Longest active runs inside the value bucket.
--longest
Fresh--
3+ Mo--
Hit Rate--
Value Breadth History
Regime Tape
Monthly breadth of value names versus the average value score across the covered universe.
--breadth
Latest--
Six Mo--
Extreme--
Sector Value Concentration
Where Value Clusters
Groups with the most unusual value concentration relative to the current universe breadth.
--groups
Value Trap Watch
Cheap But Fading
Value names where score trend is deteriorating and persistence can be a warning rather than a cushion.
--watch
Waiting for live score-change and persistence data.
Value Portfolio
Value Factor Performance
Realtime Value Factor Performance from Dec 2016 to Current
Today--
Total--
CAGR--
Max DD--
IVE Alpha--
Months--
Long History
Caltropia Value Factor vs Value ETFs
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Current Book
-- names
Latest weights
Value universe table
-- shown