Weekly Market Outlook — Small-Cap Breadth & Q3 Drift
Signals point to improving breadth in small caps; seasonality suggests a modest Q3 drift with elevated variance around mid-month catalysts.
Research
Market outlooks, quant models and studies, methodology notes, and postmortems — built for investment committees, PMs, and research teams, but of course also for smart traders & investors.
Research Streams
- Weekly Outlooks — multi-asset signals & context
- Seasonality Watch — cohort stats & cycle edges
- Methodology Notes — how signals are built & validated
- Postmortems — what worked, what didn’t, and why
No personal data processed; research outputs only. This content is not investment advice.
Seasonality Watch — Q3 Patterns in US2000 vs SPY
Cohort analysis for Q3 shows asymmetry in downside weeks; we quantify the signal’s contribution within the combined model.
Signal Deep-Dive — Trend vs Momentum (When They Disagree)
We outline guardrails for conflicting signals and how confidence aggregation resolves ambiguity across timeframes.
IC Snapshot — Explaining a Flip in Weekly Trend
A concise narrative template with feature attributions and recent drivers for committee packets.
Postmortem — Summer Volatility in Small Caps
What we learned from a sequence of whipsaws and how cycle windows could have reduced turnover.
FX Bias — USDJPY’s Late-Quarter Pattern
A look at late-quarter seasonality in USDJPY and how we incorporate it into cross-asset context.
Weekly Market Outlook — Liquidity & Breadth Regimes
Liquidity proxies and breadth scorecards to frame upcoming catalysts.
How We Version Models & Signals
A brief on versioning, deprecation, and governance workflows.
Template — Committee One-Pager
A one-pager format for recurring holdings reviews.