Price ahead of fundamentals

Warning

Price is running but fundamentals (accruals, narrative, sector) aren't confirming. Divergence usually resolves against price.

PRIMARY SOURCE
Sloan 1996
Li 2008
TYPICAL HORIZON
30-90 days
FACTORS USED
momentumaccrualsspillovernlp

What it means

The stock has strong momentum but the accounting quality is deteriorating, the sector isn't supportive, and the recent 10-K tone sounds weak. One or two of these could be noise; all three together is a divergence pattern that historically resolves with price mean-reverting to fundamentals.

Why it works

Sloan 1996 demonstrated that accruals lead reported earnings by 1-2 quarters. When price reflects strong earnings but the accruals warn of future writedowns, the divergence closes as earnings catch down. Li 2008 adds narrative confirmation.

Watch out

The pattern assumes fundamentals will "win" — but in a sustained momentum regime, price can stay ahead of fundamentals for 6-12 months before resolving. Use as a risk flag, not an immediate short trigger.

Live matches

2 tickers firing right now
TickerCompanySectorChangeScore
MRVLMarvell Technology, Inc.Technology-1.00%34[1652]KOCoca-Cola CompanyConsumer+0.41%31[1448]
Disclaimer. Pattern matches are research signals, not investment advice. Past performance of an academic effect does not guarantee future returns. Forward-return tracking for DeepVane's own implementation begins 2026-05-16 after the calibration window closes.