Signal brief № 512 · Wed 13 Aug 2026 · 06:58 ET
Alpha before
the open.
Every night, QuantStocks runs institutional-grade factor models across 6,214 U.S. equities — and hands you the ten strongest signals by 7:00 AM ET, with every assumption shown.
Backtested net of costs · Nothing hidden · Not investment advice
| Quarter | QuantStocks composite | S&P 500 total return |
|---|---|---|
| Jan 2019 | 100.0 | 100.0 |
| Apr 2019 | 108.7 | 107.8 |
| Jul 2019 | 117.8 | 114.2 |
| Oct 2019 | 126.1 | 121.4 |
| Jan 2020 | 134.6 | 128.6 |
| Apr 2020 | 124.6 | 100.3 |
| Jul 2020 | 140.5 | 114.7 |
| Oct 2020 | 158.1 | 127.7 |
| Jan 2021 | 171.2 | 140.2 |
| Apr 2021 | 181.1 | 146.9 |
| Jul 2021 | 189.7 | 154.7 |
| Oct 2021 | 198.6 | 162.2 |
| Jan 2022 | 202.3 | 161.2 |
| Apr 2022 | 192.5 | 145.7 |
| Jul 2022 | 185.9 | 131.6 |
| Oct 2022 | 185.8 | 131.3 |
| Jan 2023 | 200.5 | 139.2 |
| Apr 2023 | 209.3 | 145.3 |
| Jul 2023 | 218.6 | 151.0 |
| Oct 2023 | 228.9 | 156.3 |
| Jan 2024 | 237.0 | 162.8 |
| Apr 2024 | 247.8 | 167.5 |
| Jul 2024 | 255.3 | 174.3 |
| Oct 2024 | 266.0 | 178.9 |
| Jan 2025 | 269.6 | 181.3 |
| Apr 2025 | 263.9 | 175.1 |
| Jul 2025 | 272.8 | 177.8 |
| Oct 2025 | 286.3 | 186.3 |
| Jan 2026 | 300.3 | 190.6 |
| Apr 2026 | 304.6 | 193.2 |
| Jul 2026 | 312.5 | 193.4 |
The brief
Ten names. Full workings. No black box.
Each signal arrives with its composite score and the factor exposures that produced it — so you can disagree with the model on the merits.
| Ticker | Company | Score | Momentum z | Value z | Quality z | Direction |
|---|---|---|---|---|---|---|
| NVDA | NVIDIA | 96.2 | +2.1 | −0.8 | +1.6 | LONG |
| CAT | Caterpillar | 91.8 | +1.4 | +0.6 | +1.1 | LONG |
| UNH | UnitedHealth | 89.5 | −0.4 | +1.8 | +1.3 | LONG |
| PANW | Palo Alto Networks | 87.1 | +1.7 | −1.2 | +0.9 | LONG |
| XOM | Exxon Mobil | 84.6 | +0.8 | +1.5 | +0.4 | LONG |
| DASH | DoorDash | 82.3 | −1.6 | −1.9 | −0.7 | SHORT |
The run
While the market sleeps, the model works.
The nightly run is a fixed pipeline with a hard deadline: the opening bell. Here is exactly what happens, and when.
00:00 ET
Ingest
410M rows land: prices, fundamentals, filings, options flow, and borrow availability across every listed U.S. name.
02:10 ET
Features
218 factors computed per stock — momentum, value, quality, crowding, and flow, each winsorized and sector-neutralized.
03:40 ET
Inference
An ensemble of gradient-boosted trees and a cross-sectional transformer scores all 6,214 names against the next 21 trading days.
05:55 ET
Risk screens
Liquidity floors, borrow cost, earnings blackouts, and crowding caps knock out signals you couldn't actually trade.
07:00 ET
Your brief
The ten highest-conviction signals — direction, sizing, and the full factor breakdown — in your inbox before the open.
The numbers
We publish what most services bury in footnotes.
1.87
Sharpe ratio
Composite, 2019–2026, annualized, net of costs.
61.4%
Hit rate
Signals profitable over their 21-day horizon.
−14.2%
Max drawdown
March 2020. The S&P 500 drew down −33.9%.
6,214
Names covered
Every U.S. common stock above $50M ADV screen.
Methodology: signals backtested Jan 2019 – Aug 2026 with point-in-time fundamentals and delisting-adjusted returns; 10 bps per-side transaction costs; no leverage. Live track record begins Jan 2025 and is published, unedited, in every brief. Backtested performance has inherent limitations and past performance is not indicative of future results.
Access
The beta desk is open.
We onboard a small cohort each week so signal capacity stays honest. Request a seat and we’ll send tomorrow’s brief — workings included — when yours opens.
250 beta seats · Reviewed weekly · Not investment advice
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