💡 Strategy Ideas

Single-Factor Strategies:
• Momentum (Feature.1)
• Mean reversion (-Feature.2)
• Value (Feature.3, Feature.4)
• Quality (Feature.5, Feature.6)

Multi-Factor Strategies:
• Momentum + Reversal (40% / 20%)
• Value + Quality (30% / 30%)
• 3-factor model (Momentum / Value / Quality)
• 4-factor model (with Reversal)

Advanced Strategies:
• Rank-based signals (robust to outliers)
• Interaction terms (Feature.1 × Feature.3)
• Adaptive weighting (dynamic factor allocation)
• Regime-dependent signals

Feature Engineering:
• Cross-sectional ranks
• Z-score normalization
• Relative performance
• Log ratios
• Winsorization (outlier handling)

📊 Signal Quality Criteria

My signal only counts toward Q (prize pool) if:

1. Positive Sharpe: Risk-adjusted returns > 0
2. Unique Information: Cross-sectional correlation < 0.5 with other signals
3. Statistical Significance: Outperforms benchmark

Prize Calculation:

Prize(U,Q) = 0 if Q = 0
= 2000 + 48000*(U*Q)^0.75 if Q > 0

U = Number of new users
Q = Number of quality signals submitted