Research

Research built around market structure.

Data-driven notes tracing how macro moves transmit into observable cross-asset and consumer outcomes.

Research discipline

Evidence before narrative.

Three operating principles shape how each question moves from raw observation to portfolio discussion.

Primary Data First

Each note is grounded in observable series such as EIA, BLS, and survey data rather than narrative-only market commentary.

Useful Time Horizons

We focus on lags, regime shifts, and transmission windows that matter for positioning, not just point-in-time correlations.

Investor Utility

Research is presented to be directly usable in portfolio discussion, risk framing, and macro scenario analysis.

Research library

Current publications.

Each publication opens into a dedicated report with source context, analysis, and interactive charts.

Factor Rotation Regime Signals Quant Research

Timing Factor Regime Shifts

Published June 20, 2026

A 62-year study of cross-factor momentum dispersion as an early-warning indicator for equity factor-leadership change. The report combines walk-forward validation, event studies, quintile analysis, and volatility-regime conditioning.

Coverage

1963-2026

Events

30 Rotations

Lead Window

≈5 Months

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Options Walls ATR / DTE Quant Research

Historical Call and Put Wall Studies

Published June 14, 2026

A large-cap options study using historical option volume walls, ATR distance, DTE, vanna proxies, and expiration outcomes to separate fade setups from momentum risk.

Coverage

2025-2026

Inputs

9 Large Caps

Tests

864 Walls

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Macro Consumer Interactive

Gas Prices vs. Consumer Spending

Published April 13, 2026

An interactive research page based on EIA gasoline prices, University of Michigan consumer sentiment, and BLS consumer expenditure data. The report tests whether fuel shocks translate into softer discretionary spending and how long that drag takes to show up.

Coverage

1993-2025

Inputs

EIA + UMich + BLS

Format

Charts + Notes

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