Growth aligned with risk-on regime

Bullish

Strong momentum + solid quality, and the market regime says risk-on. Factor confluence riding a tailwind.

PRIMARY SOURCE
Asness-Moskowitz-Pedersen 2013
TYPICAL HORIZON
1-3 months
FACTORS USED
momentumqualityinteraction

What it means

The ticker has strong multi-factor alignment (momentum × quality × value interaction) and the broader market is in a risk-on regime where these factors historically work best. The pattern fires only when the regime agrees.

Why it works

Asness-Moskowitz-Pedersen 2013 (Value and Momentum Everywhere) showed that multi-factor interaction delivers reliable alpha across asset classes, but the magnitude is regime-conditional. Our detector only fires this in risk-on to avoid trading it into a regime shift.

Watch out

Regime flips can happen in days. If the BOCPD regime posterior drops from risk-on to transition, the edge on this pattern compresses quickly. Monitor the regime, not just the ticker.

Live matches

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No tickers are matching this pattern in the universe today. Patterns fire and fade as factor distributions shift — check back after the next daily refresh.
Disclaimer. Pattern matches are research signals, not investment advice. Past performance of an academic effect does not guarantee future returns. Forward-return tracking for DeepVane's own implementation begins 2026-05-16 after the calibration window closes.