Summary metrics for factor model validity. Hover the ⓘ markers on each KPI for interpretation thresholds.

Time-series evidence of factor stability. IC Series tracks daily predictive correlation — sustained positive values confirm consistent signal. Rolling ICIR measures stability over a 60-day window — values above 0.5 indicate robust factor performance.

Cross-sectional view across all ETFs. Histogram reveals distribution skew — positive skew means most sectors show strength. Quadrant Heatmap maps momentum (Z_Mom) against fund flow (Z_Flow) to identify market regime.

Concrete rankings and performance validation. Factor Ranking sorts ETFs by composite score with quadrant labels. Group Returns confirms that Q1 (Strong) consistently outperforms Q4 (Risk) — validating the model's discrimination power.