Factor IC Leaderboard

Rolling Information Coefficient ranked by predictive power — all asset classes

#	Factor	30d IC	60d IC	90d IC	Stability	Obs
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IC = Information Coefficient (Spearman rank correlation between factor signal and forward return). Higher |IC| = stronger predictive power. IC > 0.05 is generally considered meaningful in systematic strategies. Stability score = population stddev of daily IC samples over the 90d window; lower = more consistent signal. Data source: thv2_factor_ic_history, updated daily at 06:30 UTC by the IC cron.