signal-platform/reports/fundamentals-splitsafe-20260723-153520-factor-ic.csv

1	window	signal	mean_ic	ic_t_stat	ic_positive_pct	mean_quintile_spread	weeks	avg_cross_section	reliable
2	train	net_debt_to_ebitda	0.0141	0.46	61.9	0.0098	21	183.9	True
3	train	growth	0.0006	0.02	47.6	0.0044	21	406.8	True
4	train	revenue_growth_yoy	0.0006	0.02	47.6	0.0044	21	406.8	True
5	train	fcf_margin	-0.006	-0.29	38.1	-0.0044	21	365.3	True
6	train	balanced	-0.0075	-0.2	47.6	-0.003	21	305.9	True
7	train	quality	-0.0185	-0.72	47.6	-0.0092	21	318.2	True
8	train	operating_margin	-0.0288	-1.36	28.6	-0.0131	21	333.3	True
9	validation	balanced	0.0597	1.18	55.6	0.013	9	312.9	False
10	validation	growth	0.0485	0.95	55.6	0.0205	9	416.7	False
11	validation	revenue_growth_yoy	0.0485	0.95	55.6	0.0205	9	416.7	False
12	validation	fcf_margin	0.0268	0.84	66.7	0.0003	9	368.0	False
13	validation	quality	0.0144	0.6	44.4	-0.0019	9	323.1	False
14	validation	net_debt_to_ebitda	0.0066	0.12	55.6	0.0104	9	184.6	False
15	validation	operating_margin	-0.0056	-0.18	44.4	-0.0058	9	338.3	False
16	test	growth	0.0053	0.14	46.2	0.0046	13	429.3	True
17	test	revenue_growth_yoy	0.0053	0.14	46.2	0.0046	13	429.3	True
18	test	net_debt_to_ebitda	-0.0082	-0.19	61.5	-0.0043	13	195.5	True
19	test	balanced	-0.0318	-0.67	46.2	-0.0123	13	318.9	True
20	test	operating_margin	-0.0436	-1.52	38.5	-0.0279	13	349.5	True
21	test	fcf_margin	-0.0535	-1.99	30.8	-0.0307	13	380.4	True
22	test	quality	-0.055	-1.63	30.8	-0.0288	13	332.2	True
23	full	growth	0.0116	0.55	47.6	0.0069	42	415.5	True
24	full	revenue_growth_yoy	0.0116	0.55	47.6	0.0069	42	415.5	True
25	full	net_debt_to_ebitda	0.006	0.29	54.8	0.0037	42	187.9	True
26	full	balanced	-0.0042	-0.18	47.6	-0.0032	42	311.2	True
27	full	fcf_margin	-0.0161	-1.04	35.7	-0.0123	42	370.5	True
28	full	quality	-0.0242	-1.45	38.1	-0.014	42	323.6	True
29	full	operating_margin	-0.0252	-1.74	33.3	-0.017	42	339.2	True