Price vs factor — indexed to 100
90-day rolling correlation
Factor ranking — composite score
0.45·|corr full| + 0.30·|corr 3y| + 0.25·|corr 1y|, sign-consistency penalized
Self-improvement agent
Evolves the factor-weight model on out-of-sample fitness; adapts its own mutation operators and step size.
Current model weights
Validation fitness by generation
Improvement journal
All factors — detail
Every scored driver vs the selected metal. See FACTORS.md for structural drivers without daily proxies.