The score maps six data factors to a 0-100 scale. When a factor lacks usable data, the composite reweights across the factors that remain. Missing data is not filled with zero.
News insight balance for the ticker across the recent article window.
Massive news insights, filtered to ticker-level sentiment in the recent article window.
Forward-return review is reported on the public backtest page once band coverage clears the sample-size rule. View backtest evidence
News tagging can lag breaking events and can miss articles that do not carry ticker-level insight tags.
Net open-market Form 4 activity over the recent disclosure window.
SEC Form 4 transaction data normalized through the upstream insider feed.
Backtest evidence groups the resulting score band, not this factor in isolation. View backtest evidence
Many insider sales are planned or tax-related; purchases carry clearer intent than sales.
Current analyst rating mix transformed onto a 0-100 scale.
Finnhub analyst rating counts for strong buy, buy, hold, sell, and strong sell.
Forward-return tables are linked by score band and include sample size plus standard error. View backtest evidence
Coverage differs by ticker, and rating changes can arrive after the market has already priced new information.
Recent price return and moving-average structure from daily bars.
Massive daily aggregate bars, using the available historical window when present.
The backtest page shows realized returns for the composite bands that include this factor when data exists. View backtest evidence
New listings and sparse bar histories can reduce the factor's usable coverage.
Recent disclosed Congressional purchases and sales for the ticker.
House and Senate disclosure feeds normalized into the Congress trade table.
Composite band evidence is reported only when the forward-return windows are complete. View backtest evidence
Disclosures are often filed after the transaction date, so the signal can arrive with a delay.
Recent earnings surprise history transformed into a score bucket.
Earnings reports with actual and estimate fields when both are present.
Band-level forward returns are shown with null returns dropped rather than filled. View backtest evidence
This is the largest current weight. A noisy quarter can move the composite more than a lower-weight factor.