Research / Study ER-004Open access · Freely available
Legacy fundamental-factor deciles
RetiredChart Library · Study ER-004
The finding
Neither the historical evidence nor the implementation costs supported the family, so it was retired as a family. Family-level retirement prevents cosmetic retries.
historical gatefailedcost gatefailedpromotionnone
The research question
Does the older family of monthly liquid-US fundamental ranks, deciles, rebalance frequencies and horizons survive historical and implementation-cost gates?
Decision criteria
Historical evidence gate and cost gate at the family level; rephrasing the search over another rank or horizon does not count as novelty.
Suggested citation: Chart Library (2026). Legacy fundamental-factor deciles. Study ER-004. chartlibrary.io/research/legacy-fundamental-deciles.