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Generate momentum and mean reversion signals for {{TICKER}}: MOMENTUM SIGNALS: 1. Price Momentum: - 1M return percentile (vs. sector) - 3M return percentile - 6M return percentile - 12M-1M return percentile 2. Earnings Momentum: - EPS revision trend (3M) - Earnings surprise (last 4 quarters) - Guidance revision direction 3. Fund Flow Momentum: - 13F ownership change (last quarter) - ETF flow impact - Short interest trend --- MEAN REVERSION SIGNALS: 1. Price Mean Reversion: - Distance from 200-day MA (%) - 52-week high distance - RSI (14) reading - Bollinger Band position 2. Valuation Mean Reversion: - P/E vs. 5-year average - P/E vs. sector median - EV/EBITDA z-score 3. Sentiment Mean Reversion: - Analyst rating extreme? - Put/call ratio - Social sentiment extreme --- COMBINED SIGNAL: - Momentum score (weighted composite) - Mean reversion score - Regime context (trending vs. ranging market) - Recommended tactical positioning

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Momentum & Mean Reversion Signals

MomentumMean ReversionSignalsSystematic

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Asset Class:Equity
Research Type:Quantitative
Stance:Neutral