Research & Insights
VIX Is the Real Signal: How Fear Amplifies Technical Indicators by 9x
Combining RSI, Keltner Channel, and OBV with a VIX regime filter reveals a four-tier trading framework — including Cohen's d above 1.0 on defensive stocks during market panic, and a critical warning about QQQ that inverts the signal entirely.
Read article →Exit When RSI Hits 50, Not on a Fixed Date: Completing the Mean-Reversion Trading System
We tested 11 exit strategies against the same entry events across 6 assets and 20 years. Dynamic RSI and Keltner Channel exits deliver 78% win rates and Sharpe ratios above 0.90 — versus 60% win rates and Sharpe of 0.23 from the fixed 10-day hold most traders default to.
Read article →Same Signal, Opposite Result: How Stock Type Determines Whether Technical Indicators Work
We applied the three strongest technical indicators from our ETF study to NVDA, NFLX, WMT, COST, BAC, and JNJ — and found that the direction of the signal completely reverses depending on whether the stock trends or mean-reverts.
Read article →VWAP + RSI Four-Quadrant Study: Why the Regime Filter Doesn't Work the Way You Think
We tested the theory that stocks above VWAP trend up until overbought, and below VWAP trend down until oversold. 616 hypothesis tests across 11 assets and 20 years reveal a more nuanced — and more actionable — picture.
Read article →Do Technical Indicators Actually Work? We Ran 856 Statistical Tests to Find Out
A rigorous study of 14 indicators across 20 years, 5 assets, and 10,000-permutation bootstrap testing with Bonferroni correction. Here's what survived.
Read article →Study 6: Does Retail Participation Change Which Indicators Work?
We tested whether Bollinger Bands outperform RSI/KC on retail-heavy stocks. The BB lower hypothesis didn't confirm — but three sharper findings emerged: crypto-adjacent stocks broke every signal, NVDA responded to BB not RSI, and institutional stocks showed the strongest overbought reversal edge.
Read article →The Scientific Research Approach to Stock Indicators
Most retail investors treat stock indicators as signals. A better frame is to treat them as hypotheses — subject to the same empirical standards we apply to any scientific claim.
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