FOR Joint History — Quality Alpha Over Time2020-2024 loading…
AVG FOR_JOINT TREND 2020→2024
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FOR_joint = 0.30·Prof + 0.10·Growth + 0.15·Moat + 0.15·Cash + 0.15·Bal + 0.15·Val — honest from real_data.json
CAP % STYLE — Quality Allocation
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cap% proxy = cheap-for-quality pos % + Piotroski 7+ % blend → how much cap to allocate to high-quality closers vs avoid
Props Δ — Beats Market Expectation (Equity Proxy)Δ MODEL vs VEGAS
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Training-only synthetic — earnings surprise = analyst consensus (Vegas) vs model expected (edge). Same Δ logic as hoops props. No live odds. DAILY_SEED LCG a=1103515245 c=12345 m=2^31 example 20260809→70737614 for deterministic chip rotation.
Owner Lab
Championship Economics
= Fund Alpha
Fund manager POV: you own the team. Wins are quality alpha — market-beating excess return vs benchmark (ring = alpha). The Owner Lab turns cap allocation into a tool, not a slide.
8 ArchetypesCompounder Cash_Cow Turnaround HyperGrowth_SaaS Heavy_Industrial Bank_Capital_Heavy Moonshot_Bio Serial_Acquirer
12 SkillsProfitability Growth Moat_Margin_Stability Cash_Conversion Capital_Allocation Balance_Health Efficiency Valuation_Discipline Market_Momentum Management_Quality Shareholder_Yield Disclosure_Quality
SEC 2015-2024EDGAR XBRL CIK+ticker 64-d L2 4yr forward gate
Factor Exposure — The Dashboard
Altman ZZ = 1.2·WC/TA + 1.4·RE/TA + 3.3·EBIT/TA + 0.6·MVE/TL + 1.0·Sales/TA
Plain: how many bad quarters before distress? Z > 2.6 safe, 1.8-2.6 grey, <1.8 distress. We use as Balance_Health.
Piotroski F 0-9+1 each: ROA>0, CFO>0, ΔROA>0, CFO>ROA, ΔLever<0, ΔLiquid>0, No Dilution, ΔGM>0, ΔTurn>0
Plain: quality checklist. High F = cash-backed profit, not paper profit.
Beneish M-scoreM = -4.84 +0.92·DSRI+0.528·GMI+0.404·AQI+0.892·SGI+0.115·DEPI-0.172·SGAI+4.679·TATA-0.327·LVGI
Plain: manipulation flag. M > -1.78 → earnings may be managed. Maps to exploitable.
Sloan AccrualsAccrual = (NI - CFO)/TA ; High accrual = low cash conversion
Plain: injury flag = restatement risk. Low accrual = durable.
QMJ Quality-Minus-JunkProfit + Growth + Safety + Payout
High Profitability+Cash_Conversion+Balance_Health+Shareholder_Yield minus low = QMJ.
Burn Multiple + RunwayBurn = NetBurn/NewARR ; Runway = Cash / Monthly Burn
HyperGrowth_SaaS & Moonshot_Bio lens. <1.5 efficient growth, >3 cash burning.
FOR = Quality Alpha: ring = alpha vs benchmark. The model learns FOR by asking: does this FY embedding predict 6M IC 0.007 and 10%-before--7% 63d hit 21.9%? If yes, it's closer (stays in index). Cheap-for-Quality Surplus = Profitability percentile in top 40% AND Valuation_Discipline (cheap) top 40% — value, not value trap. Formula plain: surplus = Profitability% - (100 - Valuation_Discipline%). Positive = cheap for how good it is.