How a Bayesian model built on industry base rates and live trial signals quantifies Phase 3 failure probability — with worked example, citations, and Framler's integration into equity scoring.
Thirteen academic factor families, one 0-100 composite, honest uncertainty intervals. What each component contributes and how to read the number on any ticker page.
Why "high short interest" alone misses the setup, what the 2005 paper actually says, and how the three-factor confluence (short ratio + momentum + options flow) avoids the usual false positives.
Sloan 1996 is the most important accounting anomaly in the quant canon. Here's what it actually measures, why it still works 30 years later, and how Framler integrates it into both factor scoring and pattern detection.
The research on analyst rating performance is damning. Multi-factor systematic scoring outperforms on out-of-sample metrics every time the comparison is made honestly. Why — and what that means for using either.
Momentum works in risk-on, quality wins in risk-off, and value needs both to behave. Which factors to weight when isn't optional — it's the difference between consistent alpha and getting whipsawed.
Bernard-Thomas 1989 documented one of the most durable anomalies in finance: stocks that beat earnings keep drifting upward for 60 trading days. Here's how Framler reads PEAD, factor by factor, on an illustrative setup — including the one trade that got it wrong and why.
For the full engine overview see the Methodology page, the Pattern Library, or our current Track Record.