Growth aligned with risk-on regime

Bullish

Strong momentum + solid quality, and the market regime says risk-on. Factor confluence riding a tailwind.

PRIMARY SOURCE

Asness-Moskowitz-Pedersen 2013

TYPICAL HORIZON

1-3 months

FACTORS USED

momentumqualityinteraction

What it means

The ticker has strong multi-factor alignment (momentum × quality × value interaction) and the broader market is in a risk-on regime where these factors historically work best. The pattern fires only when the regime agrees.

Why it works

Asness-Moskowitz-Pedersen 2013 (Value and Momentum Everywhere) showed that multi-factor interaction delivers reliable alpha across asset classes, but the magnitude is regime-conditional. Our detector only fires this in risk-on to avoid trading it into a regime shift.

Watch out

Regime flips can happen in days. If the BOCPD regime posterior drops from risk-on to transition, the edge on this pattern compresses quickly. Monitor the regime, not just the ticker.

Live matches

8 tickers firing right now

TickerCompanySectorChangeScore

ESTCElastic N.V.Technology-1.65%70[20–95]EWEdwards LifesciencesHealthcare-2.65%65[15–95]AAgilent TechnologiesHealthcare+0.57%63[13–95]CPRTCopart Inc.Industrials+1.42%63[13–95]WECWEC Energy GroupUtilities-0.76%62[12–95]UPSUnited Parcel ServiceIndustrials-0.27%60[10–95]DHID.R. HortonConsumer Cyclical-2.98%60[10–95]MNSTMonster BeverageConsumer+0.13%59[9–95]

Disclaimer. Pattern matches are research signals, not investment advice. Past performance of an academic effect does not guarantee future returns. Forward-return tracking for Framler's own implementation begins 2026-05-16 after the calibration window closes.