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STUDY

"Equity Factor Zoo (PIT universe, price-based factors)"

2026-08-26

Universe: top-200 by liquidity as of 2007-06-01 (200 stocks)

Long-short = top decile minus bottom decile (next-day return). IS/OOS at 2016-01-01. Gross returns.

mom6

PortfolioIS RetIS SharpeOOS RetOOS SharpeOOS PF
top+169.14%0.67+907.69%1.241.20
bottom+180.32%0.59+774.76%1.071.19
long_short (p=0.473)-51.36%-0.19-28.05%0.021.00

mom12

PortfolioIS RetIS SharpeOOS RetOOS SharpeOOS PF
top+170.32%0.71+776.78%1.141.19
bottom+181.22%0.61+650.33%0.961.17
long_short (p=0.490)-54.23%-0.20-34.43%0.011.00

rev1m

PortfolioIS RetIS SharpeOOS RetOOS SharpeOOS PF
top+55.17%0.37+451.88%1.051.17
bottom+275.49%0.69+765.09%1.031.19
long_short (p=0.782)-76.17%-0.55-63.67%-0.280.95

rev1w

PortfolioIS RetIS SharpeOOS RetOOS SharpeOOS PF
top+20.67%0.26+334.67%0.891.15
bottom+701.96%0.98+963.17%1.131.21
long_short (p=0.896)-90.52%-1.07-75.43%-0.470.93

high52

PortfolioIS RetIS SharpeOOS RetOOS SharpeOOS PF
top-2.69%0.09+290.97%1.131.18
bottom+433.34%0.82+1245.45%1.101.20
long_short (p=0.976)-93.80%-1.06-89.63%-0.720.89

vol60

PortfolioIS RetIS SharpeOOS RetOOS SharpeOOS PF
top+364.61%0.72+1666.07%1.171.20
bottom+139.24%0.89+289.23%1.231.21
long_short (p=0.023)+136.80%0.53+351.38%0.741.12

size

PortfolioIS RetIS SharpeOOS RetOOS SharpeOOS PF
top+64.50%0.41+580.94%1.111.19
bottom+440.54%0.93+752.73%1.211.22
long_short (p=0.674)-74.56%-1.14-30.44%-0.170.97

beta60

PortfolioIS RetIS SharpeOOS RetOOS SharpeOOS PF
top+157.76%0.55+1821.53%1.191.20
bottom+80.35%0.60+214.05%1.001.16
long_short (p=0.018)+72.38%0.41+461.98%0.781.12

Summary (long-short OOS)

FactorIS SharpeOOS SharpeOOS pVerdict
mom6-0.190.020.473REJECT
mom12-0.200.010.490REJECT
rev1m-0.55-0.280.782REJECT
rev1w-1.07-0.470.896REJECT
high52-1.06-0.720.976REJECT
vol600.530.740.023PASS
size-1.14-0.170.674REJECT
beta600.410.780.018PASS

Decision memo

Tests price-based equity factors with PIT universe. Adopt if long-short OOS Sharpe > 0 and p < 0.05.

VERDICT (2026-08-25): REJECT all as standalone anomalies

  1. mom6, mom12: long-short OOS Sharpe 0, p0.47-0.49. NO momentum edge on next-day returns (factor literature uses 1-12m holding, not 1-day).
  2. rev1m, rev1w: negative long-short. No short-term reversal edge.
  3. high52: negative long-short. Stocks near 52w high do NOT outperform (contrary to 52-week-high literature; likely 1-day horizon too short).
  4. size: negative long-short. Large-caps outperform small-caps in this liquidity-selected universe (opposite of classic size effect).
  5. vol60, beta60: "PASS" (OOS Sharpe 0.74/0.78, p=0.023/0.018) BUT these are RISK PREMIUMS, not anomalies — high-vol/high-beta stocks outperform low-vol/low-beta. Long-short = bet on risk, not free alpha. Not adoptable as a standalone signal.

CONCLUSION: No clean cross-sectional equity anomaly exists at the 1-day horizon in this PIT universe. The "PASS" factors just confirm the risk-return tradeoff. Next-day returns are too noisy for factor timing. Factor strategies need longer holding periods (1-12 months) and fundamentals (value, quality) we lack.