GoQuant — Multi-method Investment Analysis

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What the harness measured

No edge detected

We could not tell this screen's picks apart from the stocks it left out. That is an absence of evidence, not a finding that the screen is wrong; it is still a valid way to narrow a list by your own rules.

AI-generated plain-language explanation

Each month over the 64 months we measured, using only what was known at the time, we checked whether the stocks this screen picked did better over the following month (21 trading days) than the stocks it did not pick. We score that from -1 (the picks always did worse) to +1 (always did better); 0 means no pattern. This screen scored -0.0031. As a measurement, the score is essentially zero. If the screen had no real edge, a score at least this far from zero would show up about 54 in 100 by luck alone. That does not mean the screen is wrong; it still works for narrowing a list of stocks by your own rules. This is a record of the past, not a prediction.

This content has been generated with the assistance of artificial intelligence tools by FINOME TECHNOLOGIES PVT LTD. It is for educational purposes only and does not constitute investment advice, a research report, or a recommendation under SEBI (Research Analysts) Regulations, 2014 or SEBI (Investment Advisers) Regulations, 2013. Not investment advice. Issued in compliance with SEBI circular SEBI/HO/MIRSD/MIRSD-SEC-5/P/CIR/2024/149.

Show the exact wording we approved

In the past data we checked, we could not tell the stocks this screen picked apart from the ones it left out. Each month, across the whole period we have data for, we checked whether the stocks this screen picked did better, over the following month (21 trading days), than the stocks it didn't pick. We score that from -1 (the picks always did worse) to +1 (always did better); 0 means no pattern. This screen scored -0.0031. As a measurement, the score is essentially zero. If the screen had no real edge, a score at least this far from zero would show up about 54 in 100 by luck alone. That does not mean the screen is wrong; it still works for narrowing a list of stocks by your own rules.

This is a record of the past, not a prediction.

Information coefficient-0.0031-1 to +1; 0 means no pattern

IC p-value0.544how often luck alone would do this

Net Sharpe (out-of-sample)-0.03per year, after estimated trading costs

Deflated Sharpe probability0.074Deflated against 2 trialsthe chance it truly beats holding the index, after marking down for flukes

Annual turnover4.7how much of the portfolio is replaced each year

Out-of-sample months64months of portfolio testing, using only what was known at the time

Universe:: Today's Nifty 500 constituents (survivorship-biased: delisted names are absent)
Data window:: 2019-04-01 → 2026-09-25
IC basis:: Pattern score: measured across the full period
Portfolio:: Portfolio test: out-of-sample months only; rebalanced monthly, 21 trading days, net of estimated costs, for a fixed position size per stock
Versions:: qp21f-nifty500-2.0.0 / 0.1.0 / 2.0.0
Record:: d1026ab8-bd9

Live monitoring

5-day IC -0.083 · signal date 2026-10-14 · n 4447
22-day IC -0.067 · signal date 2026-09-12 · n 3840

This is a historical, statistical measurement produced by FINOME TECHNOLOGIES PVT LTD's research harness on past data. It is not a prediction, and past results do not indicate future results. The universe is today's Nifty 500 constituents, so the sample is affected by survivorship bias. It describes how a screen's selections behaved in the past and does not constitute investment advice or a recommendation.