RACS Engine · Alpha Signal Output

Where Institutional Conviction
Is Concentrating Right Now

Stocks where multiple independent activist hedge funds are simultaneously building new positions, filtered for low crowding and amplified by the current macro regime.

EvalGate: PASSED98.5% ticker provenance2,847 pipeline signals scored
#1 signal · 2024 Q4
JPM
RACS 0.2561
Activist buyers21
Strong buys7
Crowding4.1%
RegimeGoldilocks
2,847
Pipeline signals
Ticker-quarters scored across 12 data quarters
17
Avg activist buyers
Independent managers per displayed signal
26
High-conviction
Signals with 5+ strong-buy managers
10.9%
Avg crowding
Mean crowding penalty (lower is better)
Signal Quality Indicators · From Backtest
IC Half-Life
47dMedium decay

Days until signal predictive power halves

Peak IC
0.081Strong

Information Coefficient at optimal holding horizon

Hit Rate
56.7%Above chance

Fraction of trades that were profitable

How Every Score Is Built

Four evidence sources multiplied together. A stock must score well on ALL four simultaneously; no single factor can compensate for weakness in another.

consensus_weight
Capital behind it
Share of activist AUM in this ticker
×
log(activist_buyers + 1.1)
Independent agreement
How many managers independently bought
×
1 − crowding
Originality
Low institutional ownership = undiscovered
×
1 ± regime_weight × prob
Macro tailwind
Goldilocks regime multiplier

Score Landscape

Distribution of all displayed RACS scores across five quintile bands. Most signals cluster in lower quintiles; only a handful reach the top tier simultaneously on all four components.

RACS Score Distribution · 40 signals
Min0.0120
Median0.0986
Max0.2561
8
20%
Q1 (Lowest)
16
40%
Q2
3
8%
Q3
5
13%
Q4
8
20%
Q5 (Strongest)

Top 40 RACS Rankings · Most Recent Quarter

Click any column header to re-sort. Bars in the RACS Score column are relative to the top-ranked ticker.

#TickerRACS ScoreActivistsStrong BuysCrowdingConv. RawAUM BehindRegime
1JPM
0.2561
2174.1%0.2171$0MGoldilocks
2QCOM
0.2488
2026.3%0.2128$0MGoldilocks
3ITW
0.2422
22177.7%0.2201$0MGoldilocks
4ORCL
0.2416
2346.4%0.2152$0MGoldilocks
5MSCI
0.2280
281413.5%0.2059$0MGoldilocks
6V
0.2228
2434.4%0.1911$0MGoldilocks
7AXP
0.2218
25710.6%0.1984$0MGoldilocks
8META
0.2199
1579.5%0.1988$0MGoldilocks
9ACN
0.1873
22144.8%0.1551$0MGoldilocks
10CI
0.1733
1848.4%0.1544$0MGoldilocks
11VZ
0.1711
18134.5%0.1467$0MRecovery
12SCHW
0.1683
28212.8%0.2391$0MRate Shock
13AAPL
0.1673
11620.3%0.1651$0MGoldilocks
14GOOGL
0.1576
20126.2%0.1331$0MGoldilocks
15JNJ
0.1243
9314.1%0.1161$0MGoldilocks
16BAC
0.1225
271419.8%0.1268$0MRecovery
17XOM
0.1089
9812.7%0.1542$0MRate Shock
18LRCX
0.1052
2154.2%0.0911$0MGoldilocks
19CSCO
0.1022
25227.7%0.0913$0MGoldilocks
20TSLA
0.0986
535.9%0.1301$0MRate Shock
21MSFT
0.0964
26236.8%0.0813$0MGoldilocks
22ETN
0.0940
28246.4%0.0843$0MGoldilocks
23ABBV
0.0936
10312.3%0.0847$0MRecovery
24PM
0.0912
9415.0%0.0897$0MRecovery
25KO
0.0882
1844.6%0.0727$0MRecovery
26BMY
0.0844
171414.2%0.1319$0MRecession Fear
27HAL
0.0828
1675.1%0.1118$0MRate Shock
28NVDA
0.0812
231716.9%0.0819$0MGoldilocks
29UNH
0.0784
3218.3%0.0809$0MGoldilocks
30SPGI
0.0703
6612.4%0.0658$0MGoldilocks
31PNC
0.0700
272720.1%0.1140$0MRate Shock
32AVGO
0.0618
14910.7%0.0565$0MGoldilocks
33PG
0.0592
7318.8%0.0607$0MRecovery
34LLY
0.0585
18164.2%0.0478$0MRecovery
35CI
0.0565
13714.6%0.0531$0MGoldilocks
36BRK.B
0.0517
9713.5%0.0472$0MGoldilocks
37PFE
0.0421
10517.8%0.0656$0MRecession Fear
38HD
0.0362
16410.5%0.0340$0MGoldilocks
39AMZN
0.0299
191314.2%0.0293$0MGoldilocks
40CRM
0.0120
3317.4%0.0120$0MGoldilocks
RACS Score· Final regime-adjusted score · higher = stronger
Activists· Independent Conviction Activist / Nimble Trader buyers
Strong Buys· Buyers who entered with > 50% conviction delta
Crowding· Green < 20% (undiscovered) · Red > 40% (fragile)
Conv. Raw· Pre-regime conviction score · compare to RACS to see regime multiplier effect
AUM Behind· Total activist capital in this ticker across all buyers

Signals by Macro Regime

Regime label at the time each signal was generated; baked into the RACS score.

Goldilocks
26
signals · 65%
Recovery
7
signals · 18%
Rate Shock
5
signals · 13%
Recession Fear
2
signals · 5%