AI R&D / QUANT RESEARCH

RD-AGENT / FACTOR LOOP

从一个研究假设开始，让因子、回测和反馈推动下一轮实验。

ITERATION 03 · LOCAL DATA
RESEARCH BRIEFREADY

Momentum after earnings

Companies with positive earnings surprises may keep outperforming for the next few weeks.

factor = surprise × 20d momentum
  • Dataset12M LOCAL
  • UniverseUS LARGE CAP
  • Trading cost20 BPS
  • BenchmarkS&P 500

Research only. The chart is a deterministic fixture, not a trading signal.

Research pipeline

Each stage leaves a small, inspectable trace.

01HYPOTHESISDefine the question
02FACTORTranslate into a signal
03BACKTESTMeasure the outcome
04FEEDBACKPropose the next move

Equity curve / sample

OUTPERFORMS
JAN 2025DEC 2025