A market-data research desk publishing dated, reproducible momentum + quality factor screens on large-cap US equities. Every number is a deterministic function of public data — run the code, verify the table, build on it.
LaunchTower is an independent, self-funded market-data desk. We run a transparent factor screen on a universe of large-cap US equities and publish the full factor table, the dated research report, and the exact code used to generate it.
We do not sell advice. We sell reproducible research: the data, the methodology, and the code — so you can verify every number and apply it to your own process.
Full factor tables, methodology, and code published in the open. No black box.
Every report is a deterministic function of public market data. Re-run it yourself.
Each screen is stamped with its report date and data-as-of close, so you always know what you're looking at.
Our latest dated report and the full factor CSV are free to download. The screen covers a universe of 19 large-cap US equities, data as of the 2026-09-11 close, report dated 2026-09-13.
Raw data source: Yahoo Finance (via yfinance), split/dividend-adjusted daily closes. All figures are computed from public market data.
Want the complete, reproducible model in one place? The LaunchTower Model Pack includes:
One-time purchase. No subscription. No lock-in. Run it, verify it, build on it.
Card checkout is coming when Stripe goes live. In the meantime, you can purchase with USDC:
Send USDC to the address above and email hello@launchtower.dev with your transaction hash. You'll receive the full pack within one business day.
Email to confirm purchase →The composite score is a z-scored blend of momentum and quality components, computed over a trailing 12-month window:
| Component | Weight | Definition |
|---|---|---|
| Momentum (12-1) | 50% | Return from t-252 to t-22 (skips the last month to avoid short-term reversal) |
| Quality (Sharpe) | 30% | Annualized mean daily return / annualized daily vol, trailing 252 days |
| Low Volatility | 10% | Inverse z-score of annualized realized vol |
| Low Drawdown | 10% | Inverse z-score of max drawdown from peak |
All components are z-scored across the universe before weighting. A higher composite score indicates stronger momentum and better risk-adjusted performance.
Universe: 19 liquid large-cap US names. Data: Yahoo Finance adjusted closes, trailing ~3 years. Cadence: re-run monthly; each run produces a new dated CSV and report.
Questions, data requests, or partnership inquiries:
We typically respond within one business day.