Observed arrival · 2026-09-17
Anomaly Outlook Maps 212 Signals Into the Future
A quantitative-finance dashboard ranks 212 asset-pricing anomalies by Bayesian forecasts of their expected returns.
Field notes
The dashboard compares published anomaly portfolios across 35 categories, pairing each signal’s historical average with one-year and five-year forecast returns. Its visible ranking uses posterior mean annual returns for value-weighted, market-adjusted deciles; the first entries include Firm Age–Momentum at 25.32% and 12-month momentum at 22.55%. Samples vary substantially by signal, with some beginning in the 1920s and others covering only more recent periods.
Observed signals
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