02 / NEXT FACTOR
Next study to be defined
Reserved for reversal, volatility, quality momentum, or another future hypothesis.
PLANNEDFACTOR LIBRARY / 01
Factor Library
Each factor is treated as a standalone research object: validate information content first, then design the portfolio.
01 / MOMENTUM
↗20-Day Price Momentum
Uses trailing 20-trading-day return as a cross-sectional ranking signal and forward five-day return as the validation target.
First formal case · Core research complete