How the momentum score is computed
The momentum score is a 0–100 measure of how actively a company is moving — built exclusively from observed public signals, never from modeled estimates. Every score returned by the Rivalize API carries this methodology version, so any number you quote can be traced back to the exact recipe on this page.
Signals and weights
Five signal families, with weights summing to 1.00. For any single company, the weights of its present signals are renormalized to sum to 1 — a company is never penalized for a signal we have not observed yet.
| Signal | Weight | What it measures | Counts as present when… |
|---|---|---|---|
| Funding events | 25% | Recency of observed funding rounds. A round closed in the last 6 months scores highest; older rounds decay. Total-funding amounts alone are stock, not momentum — only dated events move this signal. | At least one observed funding round or disclosed total funding. |
| Hiring activity | 20% | Open roles observed on careers pages and job boards, scaled by volume on a calibrated curve. An observed zero is a real (low-momentum) observation, not a missing one. | An observed open-role count (including an observed zero). |
| Advertising activity | 15% | Active ad campaigns observed in public ad libraries (Meta Ad Library, Google Ads Transparency), scaled by observed active-creative count on a capped curve. | An observed advertising state (active count or advertiser flag). |
| Social publishing activity | 20% | Recency, volume, and available engagement for posts observed on the company’s social profiles in the last 60 days. Follower counts are stock, not flow — only publishing activity moves this signal. | At least one observed recent post with a timestamp. |
| Product and pricing changes | 20% | Observed changes to pricing plans or product pages between snapshots. A pricing change in the last 90 days scores highest; stability decays toward a low baseline. | An observed change event with a timestamp (e.g. a dated pricing-plan diff). |
Minimum-data threshold
A company needs at least
2 present signals to be
scored. Companies below the threshold are excluded
from every leaderboard and read as momentum: null
with an explicit reason. We never rank a company on fabricated zeros — an unobserved
signal is missing data, not low momentum.
Update cadence
Scores are recomputed weekly. Every run appends to an immutable score history — nothing is overwritten — so deltas and trends are always derivable from the record. Leaderboard responses include each company's score change versus the previous run.
The formula
coverage = 0.75 + 0.25 × ( Σ present weightᵢ / Σ all weightᵢ )
Each present signal contributes a 0–100 sub-score (recency- and volume-scaled as described above). The composite is the weight-renormalized average, scaled by a signal-coverage factor — a company observed on only two signal families cannot max out the score, so breadth of observed evidence ranks above a single hot channel. With full coverage the factor is 1.0. Rounded to one decimal place.
Versioning
This page documents methodology v1.1. Any change to the signal set, weights, or threshold bumps the version, and every API response carries the version that produced its score — so published numbers stay auditable forever.
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