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Factor Watch distills each US session into one short email at the close: which S&P 500 factors moved more than their own history says they should, who leads the tape, and whether leadership just rotated — the same numbers as the live dashboard, in your inbox.

What’s inside every issue

• Unusual moves — any factor beyond 2σ of its trailing-year norm, flagged and sized
• 20-day leadership and rotation flags (flips, quartile jumps)
• Breadth: share of the index above its 50- and 200-day averages
• The factor table — momentum, value, quality, size, low vol, high beta, dividend yield vs the S&P
• Seasonality context for the current month, when it matters

Delivery is double opt-in: you confirm by email before anything is sent, and every issue carries a one-click unsubscribe. Construction rules for all of it are public on the methodology page. Prefer feeds? The same briefs are published to an RSS feed and the web archive.