Research Insights

Do Stocks Rally Into Midterm Elections? A Century of Evidence

Midterm years have gained 5% around Election Day since 1926, versus 1.4% in other years. How is 2026 tracking?

Oct 13 • QuantSeeker

Can Bond Volatility Improve a 60/40 Portfolio?

Using Changes in Treasury Implied Volatility to Time Bond Allocations

Oct 4 • QuantSeeker

Timing Short Volatility with VIX Curve Momentum

Testing whether changes in the VIX term structure contain information beyond its level

Sep 23 • QuantSeeker

Improving Fixed-Weight Portfolios with Dynamic Rules

Dynamic risk control, momentum, and portfolio optimization

Sep 15 • QuantSeeker

Are Covered Calls Just Expensive De-Risking?

Testing covered calls against simpler equity/T-bill portfolios

Sep 7 • QuantSeeker

Does Short-Term Mean Reversion Work Across Asset Classes?

Testing a simple mean-reversion signal across equities, bonds, currencies, commodities, real estate, and Bitcoin

Aug 27 • QuantSeeker

Beyond Volatility Scaling: Does “Good” and “Bad” Volatility Matter?

Testing whether separating upside and downside volatility can improve risk-adjusted returns across major asset classes

Aug 16 • QuantSeeker

Revisiting Intraday Momentum

Testing a widely cited strategy, extending the sample, and exploring when the edge is strongest.

Aug 6 • QuantSeeker

Shorting Leveraged ETFs: A Free Lunch or Just an Expensive One?

Testing the Volatility-Decay Trade and What Survives Real-World Costs

Jul 26 • QuantSeeker

Bitcoin's Fading Diversification Benefit

Rising equity exposure, weaker downside protection, and shrinking portfolio benefits

Jul 13 • QuantSeeker

Volatility Indicators for Predicting S&P 500 Drawdowns

Adding volatility indicators to a drawdown forecasting framework

Jul 6 • QuantSeeker

Buying the Dip Isn't Free

Why systematically buying market declines rarely improves risk-adjusted returns

Jun 25 • QuantSeeker

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