Alpha Autoresearch

Factor Discovery Dashboard — 10 New Factors Evaluated, 4 Frontier Domination Wins

Frontier Size
23
+10 this experiment
Total Experiments
53
43 prior + 10 new
Best |Rank IC|
0.0581
hl_range (unchanged)
Best |IC IR|
0.49
ts_rank_vol (unchanged)
Best Turnover
0.994
open_vwap_dev ✨ NEW
Crashes
0
100% success rate

📈 Pareto Frontier — 3D Metric Space

🌟 New Factors — Performance Highlights

📊 Complete Frontier — All 23 Factors

Factor|Rank IC||IC IR|TurnoverStatus

🎯 Gap Analysis

High-IC + High-Turnover (|IC| > 0.04, TO > 0.90) ✅ CLOSED
Before: none. After: cs_zscore_vol (0.054, 0.922), adv_term_struct (0.043, 0.941)
Best-in-Class Turnover (non-trivial IC) ✅ CLOSED
Before: momentum_5d (0.992, IC=0.010). After: open_vwap_dev (0.994, IC=0.020)
Triple-Crown Factor (|IC| > 0.04, |IR| > 0.30, TO > 0.90) 🔲 REMAINING
Target for next iteration: combine cs_zscore_vol + ts_rank_vol patterns
|IC| > 0.06 Breakthrough 🔲 REMAINING
Current best: 0.0581 (hl_range). Need novel range or multi-signal formula.

📉 Experiment History — Metric Evolution