QVMRD Equity Selection Model
Deciding to hold equities is one question. Deciding which equities is another. The QVMRD ranks more than 5,000 global equities across 150 metrics simultaneously, into one score that tells you where genuine quality sits and what the market is mispricing.tor equity selection framework that integrates academically documented return drivers into a coherent, distribution-aware ranking system across global equity markets.
What it is
Not a screener. A ranking.
A screener applies filters. Pass or fail. The result is a list of stocks that clear a threshold, undifferentiated, and blind to everything outside the filter.
The QVMRD scores every equity in the universe, more than 5,000, across 150 metrics and 14 factor categories simultaneously. Quality, value, momentum, risk, dividend. Each metric standardised, each factor weighted by the strength of its academic evidence. The output is a single composite score: every stock ranked against every other.
A company at the 90th percentile on profitability and the 70th on value scores differently from one at the 70th on both. That difference is what makes portfolio construction decisions at the margin possible.
150 metrics. 14 factor categories. One score.
Quality, value, momentum, risk, dividend — each broken into underlying metrics, each metric standardised and weighted by the strength of its academic evidence. No single-factor blind spots.
Academically filtered, not academically assembled
The literature contains 400+ proposed return predictors. The QVMRD includes only those with robust validation across multiple independent studies and a coherent economic rationale for persistence.
One standard. Every market.
Cross-sectional standardisation makes scores comparable across sectors, geographies, and market environments with different distributional properties. The ranking means the same thing everywhere
Mechanically integrated with the macro regime
Momentum factor weights adjust automatically when the Turbulence Index enters turbulent state, reducing exposure to momentum's specific failure mode without a discretionary call.
The score tells you where to look. The process tells you why it's worth holding.
QVMRD is built to identify structurally meaningful equity signals and convert them into inputs that can be used directly in portfolio decisions.
No single-factor blind spots
A stock cheap on one metric is easy to find. A stock that is cheap, profitable, growing, and low-risk simultaneously is rare, and the QVMRD score tells you where it sits against every other equity in the universe.
The model adjusts to the regime
When the Turbulence Index signals stress, momentum weights are automatically reduced across every position in the model, removing the specific risk that momentum strategies carry in turbulent markets, without a discretionary call.
Market Insights
Selected research notes on macro regimes, risk dynamics, and portfolio implications across market cycles.
