Systematic Edge,
Quantified.
A bi-weekly, regime-aware signal pipeline on 30 liquid mega-caps. The underlying model predicts cross-sectional 1-month forward returns and feeds a 30-day options overlay priced against real spread data. Every refresh ships with its full significance battery: Deflated Sharpe, stationary bootstrap, purged hold-out. Hypothetical outputs only — not investment advice.
HYPOTHETICAL PERFORMANCE RESULTS have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Past performance, whether actual or hypothetical, is not indicative of future results.
Read full disclaimerTop Signals
Top 5 by conviction-weighted 1-month forward model estimate. Not investment advice.
| # | Ticker | Sector | Tier | Signal (z) | Strategy | Conviction |
|---|---|---|---|---|---|---|
| 1 | NFLX | Communication Services | HIGH | +1.05σ | OTM Call 20 | 83% |
| 2 | INTC | Technology | HIGH | +2.74σ | OTM Call 20 | 95% |
| 3 | ORCL | Technology | HIGH | +1.43σ | OTM Call 20 | 93% |
| 4 | AMD | Technology | HIGH | +2.74σ | ATM Call | 95% |
| 5 | UNH | Healthcare | MED | -0.16σ | ATM Call | 67% |
Research Pipeline
Three integrated systems that form a complete quantitative workflow.
Adaptive Ensemble
Ridge / ElasticNet / Gradient Boosting blended by inverse-OOS-MAE with a regime-prior tilt. James-Stein shrinkage on raw predictions.
Options Overlay
5 candidate strategies per ticker priced against a spread model trained on real chain data. Vol-edge from 80K-path Monte Carlo vs ATM IV.
Significance Battery
Every refresh publishes a fresh DSR p-value, stationary-bootstrap CI, and purged hold-out consistency check alongside the signals.
Conviction Tiers
Strategy selection driven by model conviction and volatility edge. Options involve significant risk. Read the Options Disclosure Document (ODD) before considering any options strategy.
Pred > 30% · EC > 85%
Calls for upside convexity
Pred 15–30% · EC 65–85%
Vol-edge guided selection
Pred < 15% or EC < 65%
Stock positions only
Research Integrity
Walk-forward OOS panel
Kept after IC screen
Monte Carlo per ticker
Mega-cap universe
Transparent. Reproducible. Open.
Every run freezes a permanent snapshot. Every fallback is logged. Every significance verdict is disclosed alongside the signals — including when it fails.