Validated Research
17 Years of Quantitative Intelligence
Rigorous methodology, transparent performance, and peer-reviewed validation.
Multi-Dimensional Regime Detection Framework
83.3% macro recall, 88.7% micro ensemble
17 years of validated crisis detection (2008-2025). Methodology, performance metrics, and validation results.
Crisis Detection Methodology: 2008-2025 Validation
2008 (1 week early), 2020 (4 weeks early), 2022 (day 1)
Walk-forward testing across 2008 GFC, 2020 COVID, 2022 bear market. No look-ahead bias, external ground truth.
Multi-Factor Risk Attribution: Institutional Framework
Equity, Volatility, Momentum, Value, Size, Quality + 6 more
Quantitative model for return decomposition. Factor exposures, P&L attribution, portfolio construction.
Performance Metrics
88.7%
Micro CI ensemble recall (5 stocks)
83.3%
Macro CI recall (SPY)
17 years
Validated history (2008-2025)
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