Every strategy we run, and the reason it should work.

Test whether stocks near a recent high continue rising, deeply fallen stocks bounce after an uptick, or stocks breaking a recent high continue falling.

Test a price trend confirmed by an unusually wide estimated spread, accounting for overnight gaps and ordinary execution costs.

When a stock pushes hard in the afternoon (when the big institutions trade), it tends to keep moving the same way the next day.

Trade large channel breakouts relative to recent volatility. Exit at the opposite10-session extreme; decisions execute at the following open.

Low-beta stocks (calmer than the market) tend to deliver better risk-adjusted returns than high-beta ones; this family overweights when beta drops.

Asness, Frazzini, Gormsen & Pedersen (2020): the low-risk effect is driven by the correlation leg of beta; a BAC portfolio (long low market-correlation, short high-correlation, volatility-matched) earns a premium distinct from idio-vol/lott

Flags stocks trading very close to their 52-week high — the closer to the high, the more likely they keep grinding higher.

A 20-day high breakout is taken only when volume is unusually large and true-range is expanding — confirming it's a real move, not a head-fake.

Test whether unusually strong or weak cash-adjusted overnight returns, confirmed by price trend, continue into future trading sessions.

A stock that finishes the day strong (rising into the bell and above its average price) tends to keep rising the next day.

A big rush of buying or selling right into the closing bell tends to keep pushing the price the same way the next day.

Roll IV flow, term structure, and skew into a single bullish/bearish pressure gauge and trade it only when the stock's price is moving the same way.

Trade a stock when its market co-movement proxy reaches its own historical extremes.

Compare the stock to its sector peers on 12-month return (excluding last month). If it's in the top third of peers, go long.

Compare a stock's option fear gauge to every other optionable stock today, and buy the most fearful after a dip or fade the most complacent after a rally.

Test a rising price trend confirmed by an unusually large serial-bounce price statistic, with ordinary execution and cash accounting.

Go long when the sector ETF known on that date has risen over the chosen lookback.

When options dealers are positioned to calm the stock down, bet recent moves reverse; when they are positioned to amplify, bet recent moves keep going.

Filter out the parts of a stock's move driven by the market and big macro themes, then trade only on what is left that is unique to that company.

A series of small same-signed daily moves (continuous info) creates stronger momentum drift than the same total return delivered as a few big jumps.

When fear in the options market is at a one-year high the stock tends to bounce back, and when it is unusually calm the stock tends to slip.

On days when a stock's price swings unusually hard intraday, the move tends to be an overreaction that partly reverses the next day.

Ride a stock's trend only when option buyers are leaning the same way: calls getting pricier into an uptrend, puts getting pricier into a downtrend.

Stocks falling sharply bounce — bounce is bigger when VIX is high.

The same trade-on-the-stock's-unique-move idea, but holding positions for months so trading costs don't eat the profit.

After a long weekend or market holiday, sharp moves often snap back harder than usual. This family tests that closure-conditioned reversal.

Once a month, compare how close each eligible stock is to its yearly high. Trade the strongest or weakest group, spreading each new monthly signal across its holding period.

Once a month, compare each stock’s largest daily gains with those of other eligible stocks. The lowest-ranked stocks can enter long positions; the highest-ranked stocks can enter short positions. Each decision lasts until the next month-end update.

Looks at the stock's trend over several lookbacks (weeks, months, quarters). When most lookbacks agree the trend is up, go long; when most disagree, stand aside.

When a stock swings widely right at the open and then finishes the day up (or down), it tends to keep going that way the next day.

When a stock opens with a big jump or drop versus the previous close, that move usually gets partly given back, so you bet on the reversal.

Tests whether a stock-specific move around month-end and the first sessions of a new month reverses after recurring payment flows subside.

Test short-volume continuation on a weak price trend and a separate reversion long rule, using only data published by the decision close.

Published Form D equity-sale short rule

Published SEC FTD and observed borrow fee spike

Published SEC FTD and Reg SHO concentration

Published SEC FTD balance pressure

Published SEC FTD settlement persistence

Published SEC outstanding FTD anomaly

Buys oversold dips and sells overbought pops, but only when the stock is in a sideways / range-bound phase (low ADX).

Reported 25-delta put-call IV spread

Reported 25-delta variance asymmetry

Reported near/far 25-delta skew term

Reported near/far option term slope

Reported option IV innovation

Reported same-expiry wing curvature

After a company publishes its original SEC share count, compare it with the prior-year original filing. Use fully captured split history to correct the count, then test the sign at the next market open.

Stocks in sectors with the strongest relative strength versus the S&P 500 tend to outperform those in the weakest sectors over the next 1-3 months.

Stocks that fell sharply over the last few days tend to bounce; stocks that ripped tend to fade. A 1-week mean-reversion bet.

A frequency-native observer for newly listed securities that have enough intraday evidence but not enough genuine daily history. It never converts intraday bars into fake daily years.

When put options spike in price and fear is high right after a drop, buy the bounce; when calls are euphoric after a run-up, fade it.

Follow a stock's trend only when the shape of its implied-volatility curve agrees the move should keep going.

If a stock has gone up over the last year, bet it keeps going up; if down, bet it keeps going down. Scales the bet smaller when the stock is jumpy.

Research-only transcript policy using content-addressed, observation-tiered calls. Bulk history is survivorship-caveated and cannot establish production alpha.

Use matching published spot-volatility index closes to form an equity or volatility-product regime.

Use matching published spot-volatility index closes to form an equity or volatility-product regime.

Hold the stock when its shorter moving average is above its longer average and volatility matches the selected low or high regime. Otherwise hold cash. Decisions use completed sessions and trade at the following open.

When volume looks relatively uninformed and a stock makes an extreme move, the move is more likely to snap back. High-dispersion, informed-looking volume is not faded.

When a stock trades on unusually heavy volume, the day's move is often just liquidity noise that gets reversed the next day.

Combine how overpriced a stock's options are with the shape of its volatility curve, buying when insurance is rich and the curve is healthy after a dip.

When options are pricing in far more volatility than the stock has actually shown and it has already sold off, buy the rebound; fade the reverse after a run-up.

When a stock closes far away from its average traded price for the day, it tends to drift back toward that average.

After a stock has a particularly bad or good 5-day stretch (vs its own history), the move tends to partially reverse over the next 1-2 weeks. Buy the steepest 5-day losers; short the biggest 5-day winners.