Quantitative rankings of market patterns
Proprietary models analyze momentum shifts and breakout behavior across US equities using historical data. Research-driven outputs — no opinions, no recommendations.
Validated quantitative rankings
Proprietary models validated on 10+ years of historical data. Statistical rigor — not opinions.
Short-Term Momentum Rankings
7-day models rank equities based on short-term momentum behavior observed across multiple market regimes. Outputs are validated using out-of-sample historical backtests.
Liquidity-Filtered Breakout Patterns
ETB models rank breakout patterns within liquid, easy-to-borrow US equities commonly tracked by professional desks, helping reduce structural noise in the dataset.
Pricing for every research need
All plans include access to ranked outputs and confidence scores. Execution and position sizing remain the user’s responsibility.
Ready to explore quantitative rankings?
Join researchers and traders using PatternRank to analyze statistically significant market patterns. No advice — just rankings.