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Research

Research

Two engines on one data stack. Hypothesis tests ask whether a trading idea had a historical edge — validated against random entry, three sub-periods and ±15% parameter shifts. Scenario stresses ask what a future shock would do to a portfolio — shocks and betas both estimated from real data. Diary-framed throughout: historical observations and sensitivity estimates, never predictions or advice.

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Interactive
SaaS valuation, decomposed
Split a software valuation into its three components — cash-flow base, discount rate and duration — then dial each, alone or together, and watch the price move.
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Interactive
Chip re-rating, decomposed
The cyclical sibling: split a semiconductor valuation into normalized earnings, the discount rate and the boom-bust re-rating — and see why spot P/E lies. Memory archetype.
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Methodology. Hypotheses detect rising-edge triggers point-in-time (no look-ahead, entry t+1) and measure forward returns vs a benchmark; the verdict requires beating a random-entry null, holding across a three-sample split, and surviving ±15% parameter shifts. Scenarios apply a factor shock via each holding's downside beta (estimated on factor down-days). Data: Closelook lake + EODHD + FRED. Read more →