Analysis

Methodology transparency — factor diagnostics and the academic evidence behind the QuantRank composite score.

IC-decay monitor

Accumulating baseline

Monitor only — this surface never changes scores or rankings. Informational transparency only.

Out-of-sample IC-decay monitoring begins once ≥12 months of post-publication IC history accrue (currently accumulating).

Until the baseline is established, no per-pillar IC metrics are available. The 10 monitored pillars are listed below in pending state.

  • Quality
  • Value
  • Growth
  • Momentum
  • Health
  • Profitability
  • Technical
  • Risk
  • Sentiment
  • ML

Methodology: McLean & Pontiff (2016) “Does Publishing Research Destroy Stock Return Predictability?” — tests whether each pillar's factor IC decays after inclusion in the ranking model. Horizon: 6m. Last computed: 2026-07-21.