- benchmark
- SPY forward returns are matched by score date when available.
- dividends
- Uses adjusted daily bars where the upstream price source provides them.
- risk free
- Risk-free rate is 0% for the displayed cohort Sharpe/Sortino-style ratios.
- weighting
- Band cohorts are equal-weighted by ticker snapshot observation.
- open windows
- Only fully elapsed 1M, 3M, and 6M windows are evaluated.
- survivorship
- Historical snapshot rows remain in the cohort even if a ticker later leaves the current universe.
- null handling
- Missing forward returns, missing benchmark rows, and missing factors are excluded from the affected statistic only.
- point in time
- Each row uses the Veridion band stored on that snapshot date.
- transaction costs
- Gross research returns; no transaction costs or slippage are deducted.
Past performance does not guarantee future results · not investment advice. This is a measurement of historical score behavior, not a promise or transaction instruction.