Thirteen explainable factors over the listed quantum universe — scored the way a quant desk would, audited the way a quant desk must.
This is the flagship of the engine behind our quantum-safe sector forecast: the full thirteen-factor model, run on the universe where every signal can be cross-checked against a listed balance sheet and a live market — and where accuracy can therefore be measured, not asserted.
The four pillars a generalist mosaic scores — momentum, market, money, management — are all here. What they can't replicate is the quantum-native layer, which carries the plurality of the weight. Factors that structurally don't apply to a company are marked n/a, never zero: a supplier isn't punished for having no quantum patents. Weights are proprietary and disclosed to clients.
Actual model output, as of 2026-07-04; names redacted publicly. The shape is the product: coverage is disclosed per name, a name we can't evidence is gated rather than guessed, and setups carry their risk in the same row — the rebound candidate above is flagged for balance-sheet runway at the same time. Supplier names are scored only on the factors that structurally apply to them.
A momentum print in a risk-on tape and the same print in a drawdown are different signals. Every scoring run carries a sector regime label — trend and volatility state of the pure-play basket — so factor readings are interpreted, and eventually weighted, conditional on the tape.
The regime layer is also a product of its own: a macro-regime read for allocators who care about when the sector rewards risk, not just which names lead it.
Information coefficients — the rank correlation between what we scored and what then happened — are the standard a factor desk holds itself to. We publish ours on the schedule above, favorable or not. Until the windows close, we claim process, not results: a forecast you can't audit is an opinion.
Frontier-industry forecasting, by invitation.
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