Model: Multi-Factor Composite — equal-weighted z-scores of momentum 12-1, Sortino, alpha vs SPY (126d), and 5% CVaR (252d), ranked across the cached S&P 500 universe. Composite shown as percentile bar + raw z-score (+1 = one stdev above universe mean).
Disclosure: Factor investing has historical evidence at the portfolio level over multi-year horizons. Single-stock signals are noisy. This is research analysis, not investment advice. Past performance does not predict future returns.