What is entanglement (forecast co-movement) in stock forecasting?

The Pearson correlation between two tickers' quantum-model forecast log-return paths over a horizon — a forward-looking co-movement signal, not realised historical correlation.

How is entanglement different from realised correlation?

Entanglement correlates the model's forward-looking forecast curves — the same Schrödinger/Feynman path-integral output that drives each ticker's individual forecast — rather than historical realised returns. Two stocks can have low historical correlation while the model currently expects them to move together, or vice versa.

Why entanglement matters for position sizing

High positive entanglement between two held names is a concentration-risk signal: holding both is closer to one bet sized twice than two independent bets. Strong negative entanglement flags a candidate natural hedge. It is reported alongside — never instead of — each ticker's own individual forecast and risk sizing.

Frequently asked questions

Is entanglement the same as historical stock correlation?

No. It correlates the quantum model's forward-looking forecast paths, not historical realised returns — the two can differ meaningfully for the same pair.

What does high entanglement mean for a portfolio?

A concentration-risk signal: the model expects the two names to move together, so holding both is closer to one bet sized twice.

Can entanglement be negative?

Yes — a strong negative reading flags a candidate natural hedge rather than a redundant position.

See it on a ticker

Browse all S&P 500 tickers to see this metric applied to individual companies.

Related terms

Educational research only — not investment advice.