signal-platform/reports/fundamentals-overlay-20260723-135627-factor-ic.csv

1	window	signal	mean_ic	ic_t_stat	ic_positive_pct	mean_quintile_spread	weeks	avg_cross_section	reliable
2	train	share_count_change_yoy	0.0389	1.97	61.9	0.0029	21	435.5	True
3	train	net_debt_to_ebitda	0.0141	0.46	61.9	0.0098	21	183.9	True
4	train	balanced	0.0065	0.2	57.1	0.0007	21	381.2	True
5	train	quality	0.0038	0.19	47.6	-0.0033	21	396.6	True
6	train	revenue_growth_yoy	0.0006	0.02	47.6	0.0044	21	406.8	True
7	train	fcf_margin	-0.006	-0.29	38.1	-0.0044	21	365.3	True
8	train	growth	-0.0077	-0.26	47.6	0.003	21	442.5	True
9	train	eps_growth_yoy	-0.0152	-0.65	52.4	-0.004	21	370.2	True
10	train	operating_margin	-0.0288	-1.36	28.6	-0.0131	21	333.3	True
11	validation	growth	0.0558	1.21	55.6	0.0177	9	450.9	False
12	validation	revenue_growth_yoy	0.0485	0.95	55.6	0.0205	9	416.7	False
13	validation	balanced	0.0483	1.06	55.6	0.0126	9	387.9	False
14	validation	eps_growth_yoy	0.0473	1.44	55.6	0.014	9	393.8	False
15	validation	fcf_margin	0.0268	0.84	66.7	0.0003	9	368.0	False
16	validation	net_debt_to_ebitda	0.0066	0.12	55.6	0.0104	9	184.6	False
17	validation	quality	-0.0029	-0.14	44.4	-0.0002	9	401.0	False
18	validation	operating_margin	-0.0056	-0.18	44.4	-0.0058	9	338.3	False
19	validation	share_count_change_yoy	-0.0169	-0.52	55.6	-0.0098	9	439.9	False
20	test	eps_growth_yoy	0.0182	0.88	46.2	0.0071	13	415.7	True
21	test	share_count_change_yoy	0.0142	0.78	61.5	-0.0147	13	451.9	True
22	test	growth	0.011	0.32	46.2	0.0047	13	463.6	True
23	test	revenue_growth_yoy	0.0053	0.14	46.2	0.0046	13	429.3	True
24	test	net_debt_to_ebitda	-0.0082	-0.19	61.5	-0.0043	13	195.5	True
25	test	balanced	-0.0176	-0.47	38.5	-0.0147	13	402.2	True
26	test	quality	-0.0386	-1.59	30.8	-0.0257	13	419.6	True
27	test	operating_margin	-0.0436	-1.52	38.5	-0.0279	13	349.5	True
28	test	fcf_margin	-0.0535	-1.99	30.8	-0.0307	13	380.4	True
29	full	share_count_change_yoy	0.0161	1.16	54.8	-0.0052	42	441.3	True
30	full	growth	0.0123	0.65	54.8	0.0067	42	450.5	True
31	full	revenue_growth_yoy	0.0116	0.55	47.6	0.0069	42	415.5	True
32	full	eps_growth_yoy	0.008	0.58	57.1	0.003	42	388.5	True
33	full	balanced	0.0071	0.36	54.8	-0.0014	42	388.9	True
34	full	net_debt_to_ebitda	0.006	0.29	54.8	0.0037	42	187.9	True
35	full	quality	-0.0109	-0.85	45.2	-0.0092	42	404.5	True
36	full	fcf_margin	-0.0161	-1.04	35.7	-0.0123	42	370.5	True
37	full	operating_margin	-0.0252	-1.74	33.3	-0.017	42	339.2	True