αEngine
Alpha capture from Attucks sub-manager transaction flow. Every trade is a revealed-preference vote: the engine distills consensus buy/sell conviction, sector rotation and theme migration from daily custody activity — for risk surveillance and the internal high-conviction portfolio.
Consensus buy signals
≥2 managers independently net buying over the trailing 3 months. Votes are skill-weighted by trailing IR; new positions are holdings-verified. Median 21x fwd P/E vs 20x traded universe.
| Security | Conviction | Buyers | New positions | Persistence | 12m flow |
|---|---|---|---|---|---|
GICGlobal Industrial Co Industrials · $1.3B mcap · 1.2% position · 17x fwd P/E | 58 | 2 vs 0 | 2 | — | |
HRIHerc Holdings Incnew Industrials · $4.8B mcap · 1.0% position · 17x fwd P/E | 56 | 2 vs 0 | 1 | 4 mo | |
CYTKCytokinetics Incnew Health Care · $11.8B mcap · 0.3% position | 53 | 2 vs 0 | 2 | 2 mo | |
PSNParsons Corpnew Industrials · $5.6B mcap · 2.7% position | 51 | 2 vs 0 | 1 | 3 mo | |
OPLNOpenlane Incnew Industrials · $4.4B mcap · 0.0% position · 21x fwd P/E | 48 | 2 vs 0 | 2 | — | |
TEXTerex Corpnew Industrials · $8.3B mcap · 1.3% position · 14x fwd P/E | 45 | 2 vs 1 | 2 | 2 mo | |
MXLMaxLinear Inc Information Technology · $11.6B mcap · 1.3% position · 21x fwd P/E | 43 | 2 vs 0 | 2 | — | |
HLITHarmonic Inc Information Technology · $1.8B mcap · 0.9% position | 43 | 2 vs 0 | 2 | — | |
ALK BAlk-Abello AS Class B Health Care · $8.3B mcap · 1.3% position | 41 | 2 vs 0 | 1 | — | |
RILBARingkjoebing Landbobank AS Bearer and/or registered Shs Financials · $5.6B mcap · 0.9% position | 38 | 2 vs 0 | 1 | — | |
MIRMMirum Pharmaceuticals Inc Health Care · $7.1B mcap · 1.6% position · 142x fwd P/E | 35 | 2 vs 0 | 1 | — | |
FORMFormFactor Inc Information Technology · $11.2B mcap · 1.4% position · 51x fwd P/E | 32 | 2 vs 0 | 1 | — |
Consensus sell signals
≥2 managers net selling; holdings-confirmed liquidations weigh heaviest. Median 27x fwd P/E.
Validated contrarian read: consensus-sold names historically outperformed (+5.5% over 3m). Treat exits as continuation candidates, not negative information.
| Security | Conviction | Sellers | Full exits | Persistence | 12m flow |
|---|---|---|---|---|---|
AEISAdvanced Energy Industries Incmandate? Information Technology · $14.9B mcap · was 1.6% · 51x fwd P/E | 77 | 3 vs 0 | 2 | 4 mo | |
QLYSQualys Incmandate? Information Technology · $4.1B mcap · was 1.0% · 13x fwd P/E | 58 | 2 vs 0 | 2 | — | |
VIAVViavi Solutions Incmandate? Information Technology · $11.7B mcap · was 1.3% · 37x fwd P/E | 54 | 3 vs 0 | 1 | 2 mo | |
MODModine Manufacturing Comandate? Consumer Discretionary · $14.2B mcap · was 1.6% · 32x fwd P/E | 50 | 2 vs 0 | 1 | — | |
4568Daiichi Sankyo Co Ltd Health Care · $29.2B mcap · was 0.9% · 20x fwd P/E | 46 | 2 vs 0 | 2 | — | |
STRLSterling Infrastructure Incmandate? Industrials · $25.8B mcap · was 1.6% · 37x fwd P/E | 44 | 2 vs 0 | — | 4 mo | |
BOOTBoot Barn Holdings Inc Consumer Discretionary · $5.1B mcap · was 1.0% · 24x fwd P/E | 44 | 2 vs 0 | 1 | — | |
FCFSFirstCash Holdings Incmandate? Financials · $9.5B mcap · was 1.2% · 19x fwd P/E | 43 | 2 vs 0 | 2 | — | |
APAMArtisan Partners Asset Management Inc Class A Financials · $2.5B mcap · was 2.0% · 10x fwd P/E | 43 | 2 vs 0 | 1 | 2 mo | |
PLABPhotronics Inc Information Technology · $1.9B mcap · was 1.1% | 42 | 2 vs 0 | 2 | — | |
ONTOOnto Innovation Incmandate? Information Technology · $18.8B mcap · was 1.6% · 34x fwd P/E | 41 | 2 vs 0 | 1 | — | |
QCOMQualcomm Incmandate? Information Technology · $194.8B mcap · was 3.8% · 13x fwd P/E | 39 | 2 vs 0 | — | — | |
SEISolaris Energy Infrastructure Inc Class A Energy · $4.7B mcap · was 2.2% | 38 | 2 vs 0 | — | 3 mo | |
ALNTAllient Incmandate? Industrials · $1.7B mcap · was 3.9% · 27x fwd P/E | 35 | 2 vs 1 | 2 | — | |
SNEXStoneX Group Incmandate? Financials · $9.4B mcap · was 2.1% | 34 | 2 vs 0 | — | 2 mo | |
DIODDiodes Incmandate? Information Technology · $5.0B mcap · was 1.3% | 34 | 2 vs 0 | 1 | — | |
AMRXAmneal Pharmaceuticals Inc Ordinary Shares - Class A Health Care · $5.5B mcap · was 1.9% | 32 | 2 vs 0 | 1 | — | |
SMTCSemtech Corpmandate? Information Technology · $15.1B mcap · was 1.2% · 42x fwd P/E | 28 | 2 vs 0 | — | — | |
DYDycom Industries Incmandate? Industrials · $15.2B mcap · was 1.8% · 36x fwd P/E | 28 | 2 vs 0 | — | — | |
MKSIMKS Incmandate? Information Technology · $30.0B mcap · was 1.9% | 25 | 2 vs 0 | — | — | |
BDCBelden Incmandate? Information Technology · $4.7B mcap · was 0.8% · 16x fwd P/E | 22 | 2 vs 1 | 1 | — |
Sector rotation (3m net flow)
Net flow normalized by each manager's typical monthly volume. Click a sector for its history.
Industrials — 18-month flow
latest month z = -0.14Discovered market trends
Taxonomy-free discovery at the Morningstar industry level — every industry the managers touch is monitored mechanically, so trends surface across the whole market whether or not anyone thought to name them. Ranked by trailing 3-month normalized flow.
Accumulation — managers building
Distribution — managers exiting
Theme lens
Curated cross-sector narratives (taxonomy v2, 17 themes spanning the full market) that industry codes cannot express — shows rotation within a theme. Complements the taxonomy-free discovery above. The AI complex split into economically distinct layers so rotation within the theme is visible (e.g. trimming hyperscalers while adding power).
Attucks High Conviction 20
Top 20 consensus-buy names ranked by conviction score, max 6 names per GICS sector, weights proportional to score. Quantitative candidate portfolio - internal only, not an investment recommendation.
| Weight | Security | Sector | Why |
|---|---|---|---|
10.7% | GIC Global Industrial Co | Industrials | 2 managers net buying, 2 new position(s), +1.2% active weight |
10.4% | HRI Herc Holdings Inc | Industrials | 2 managers net buying, 1 new position(s), 4-month accumulation, +1.0% active weight |
9.8% | CYTK Cytokinetics Inc | Health Care | 2 managers net buying, 2 new position(s), 2-month accumulation, -0.3% active weight |
9.3% | PSN Parsons Corp | Industrials | 2 managers net buying, 1 new position(s), 3-month accumulation, +2.7% active weight |
8.7% | OPLN Openlane Inc | Industrials | 2 managers net buying, 2 new position(s), -0.1% active weight |
8.2% | TEX Terex Corp | Industrials | 2 managers net buying, 2 new position(s), 2-month accumulation, +1.3% active weight |
7.9% | MXL MaxLinear Inc | Information Technology | 2 managers net buying, 2 new position(s), +1.1% active weight |
7.9% | HLIT Harmonic Inc | Information Technology | 2 managers net buying, 2 new position(s), +0.8% active weight |
7.6% | ALK B Alk-Abello AS Class B | Health Care | 2 managers net buying, 1 new position(s), +1.3% active weight |
7.1% | RILBA Ringkjoebing Landbobank AS Bearer and/or registered Shs | Financials | 2 managers net buying, 1 new position(s), +0.8% active weight |
6.4% | MIRM Mirum Pharmaceuticals Inc | Health Care | 2 managers net buying, 1 new position(s), +1.4% active weight |
5.9% | FORM FormFactor Inc | Information Technology | 2 managers net buying, 1 new position(s), +1.1% active weight |
Crowding watch
Names ≥3 managers are buying simultaneously. Consensus is signal — and concentration risk if it reverses.
No crowded names in the current window.
Signal validation — event study
Each monthly cohort builds top-15 consensus-buy and consensus-sell baskets (>=2 net managers, trailing 3-month normalized flow) and compares their equal-weight forward returns to the equal-weight universe of all names the managers traded in the same window. Deterministic; realized Morningstar monthly total returns. Monthly cohorts overlap at 3m/6m horizons, so t-statistics overstate independence; hit rates are the sturdier read.
| Basket vs traded universe | fwd 1m | fwd 3m | fwd 6m | hit rate (6m) |
|---|---|---|---|---|
| Consensus buys | -0.18% | +0.49% | +8.51% | 38% |
| Consensus buys (skill-weighted, point-in-time) | +0.03% | +0.78% | +9.26% | 42% |
| Consensus sells (fade signal) | +1.41% | +5.55% | +14.15% | 81% |
Feed coverage
Per-client resolution to the equity master. Low percentages are fixed-income mandates (out of scope for equity signals), not data loss.
| Client | Trades | Resolved | Last |
|---|---|---|---|
| Chicago Municipal Retirement Fund | 9,923 | 86% | Jun 26 |
| NOMERS | 8,782 | 86% | Jul 26 |
| Pontiac | 6,246 | 92% | Jun 26 |
| CHA | 6,111 | 62% | Jul 26 |
| University of Illinois | 4,684 | 0% | Jun 26 |
| IMRF | 4,467 | 0% | Jun 26 |
| Chicago Laborers | 3,046 | 75% | Mar 24 |
| Connecticut - CI3 | 2,464 | 18% | Aug 24 |
| University of Illinois - Ops | 1,453 | 0% | Jun 26 |
| Maryland - Intl Equity | 1,357 | 66% | Nov 21 |
| Chicago Teachers | 926 | 60% | Jan 13 |
| StanCERA | 641 | 88% | May 26 |
| Maryland - Fixed Income | 622 | 47% | Dec 20 |
| Maryland - US Equity | 385 | 82% | Jan 22 |
Resolution queue
Largest equity-like names not yet matched to the security master — the working list for improving coverage.
Canonical firms contributing flow, with feed depth per firm.
alphaEngine distills consensus signals from Attucks sub-manager custody transactions (alpha capture). Conviction scores are deterministic functions of manager breadth, position initiations, flow persistence and trade intensity over a trailing 3-month window. Breadth counts distinct manager firms: trades are netted per firm across all client accounts, so the same model decision replicated in several accounts counts as one vote (replication is shown as xN evidence). Votes are weighted by each firm's realized trailing-36m information ratio from funded-account returns (bounded 0.6x-1.4x; unweighted where history is short). Where monthly portfolio holdings are mapped, new positions and full exits are verified against snapshots and position/active weights are shown; feed inference is the fallback. Flows are normalized by each manager's median monthly traded dollars so no single large account dominates. Money-market sweep activity, FX legs, fixed-income instruments, transition-manager flow and unresolved securities are excluded. Missing custodian dollar amounts are imputed from observed same-month unit prices. Internal use only. Source: data/alphaEngine_transactions.csv · generated 8/10/2026, 9:22:09 PM · methodology v1.7.