💡 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