Latest research

Five Experiments to Beat the Sideways Market — and What the Data Actually Said

We tried five different ways to lift returns in the sideways regime that makes up 60% of the market. All five failed. This is a record of those failures — and why that turned out to be good news.

2026-05-30

REGIMESYSTEM

What Is the Regime Strategy — A Quant System That Adapts to the Market

Markets don't always wear the same face. The Regime Strategy measures each month whether the market is rising, ranging, or falling, and runs KOSPI large caps with a stance to match. Measurement, not prediction.

2026-05-29

#2VALIDATIONOVERFITTING

10 Hypotheses, 0 Adopted — One Month of Validation

Is there a way to push the Regime Strategy's returns higher? Over one month we tested more than ten improvement hypotheses and adopted none. Here is the honest record of failure.

2026-05-27

#3REGIMESIDEWAYS

In Sideways Markets, Quant Doesn't Win — It Holds. An 81-Month Look

Over 11 years, the market spent 81 months going nowhere. In that stretch the Regime Strategy didn't beat KOSPI. But that was by design. Here's what sideways regimes are really for, in the data.

2026-05-26