As seen on Quantocracy

Walk-forward studies

“We examine not to claim that any model works, but to understand when they do — and when they don't.”

QuanterLab is software built for quantitative research, and every study below is its output. Each one fixes its universe, step size and method before the walk begins, sees only what was knowable on each date, and puts every attempt on the record — including the ones that failed. Free to read. Methodology articles live alongside, and new studies go out by RSS.

11 studies

Paper to Portfolio

Each takes a published academic result and walks it as a portfolio a retail hand could hold — testing what survives the trip from the journal.

Aug 19, 2026 Arguments About Personality - a research note on the Fama-French series A research note from QuanterLab: commentary across cited studies, with figures drawn live from their frozen records. Aug 19, 2026 Paid in fewer shares - net issuance against earnings yield in total returns, twenty sealed windows of the S&P 500 Low net issuance against Earnings yield Aug 19, 2026 The compounders and the cigar butts - gross profitability against earnings yield in total returns, twenty sealed windows of the S&P 500 Gross profitability against Earnings yield Aug 19, 2026 Paid to wait, paid less - dividend yield against earnings yield in total returns, twenty sealed windows of the S&P 500 Dividend yield against Earnings yield Aug 19, 2026 The choice that washes out - book-to-market against the earnings yield it displaced, twenty sealed windows of the S&P 500 Book-to-market against Earnings yield Aug 12, 2026 The number on every brokerage screen mostly tells you where the market is 52-week high against 12-1 momentum Aug 09, 2026 Two ways to say calm - low beta and low volatility are not the same trade, and the difference is measurable Low beta against Low volatility Aug 09, 2026 Lower risk without lower return, tested the way a private investor would have to run it Low volatility: the twenty calmest names against High volatility: the twenty wildest names Aug 08, 2026 What the broker takes: Betting Against Beta, approximately, the institution’s machine against the retail hand across twenty sealed windows of the S&P 500 The institution: Frazzini-Pedersen halves at institutional financing against The retail hand: 20/20 extreme tails at retail financing Aug 07, 2026 Your beta is holding something different than it was: twenty lowest-beta names against twenty highest, across twenty sealed windows of the S&P 500 Low beta (Top-20 lowest β) against High beta (Top-20 highest β) Aug 05, 2026 Almost nothing in common, the same return: gross profitability vs. ROE across twenty sealed windows of the S&P 500 Arm A against Arm B

13 studies

Walking in the Garden of Forking Paths

Each isolates one choice a strategy designer must make — a data convention, an estimator, an overlay — and walks both branches side by side.

Sep 05, 2026 Antonacci's Dual Momentum Taken Apart: Gate, Relative Leg, and Blends Across Four Lookbacks Dual momentum (gate + relative leg) against Absolute momentum only (no international leg) Sep 04, 2026 Post-Earnings Drift by Sector, Walked 220 Times Under Two Anchors: Dead at the Formation Date, Alive at the Announcement A registered, point-in-time walk-forward study of S&P 500 in 1-year steps. Stitched out-of-sample Sharpe 0.92 over 5012 observations. Deflated for the declared family search of N=220: 90%. Sep 02, 2026 Dalio's Holy Grail, Measured and Then Walked at Five Breadths: Three, Five, Seven, Ten and Fifteen Funds Trio (SPY, TLT, GLD), equal risk contribution against The full fifteen-fund shelf, equal risk contribution Sep 01, 2026 Dalio’s All Weather, Constructed and Then Tested Against Inverse Volatility, Equal Risk Contribution, Its Levered Version and a Plain 60/40 All Seasons static recipe against Equal risk contribution, unlevered Aug 30, 2026 NASDAQ-100 Additions versus Deletions: Eighteen Decembers, an Effect That Died Around 2016, and the Ticker That Lied Additions against Deletions Aug 27, 2026 One Half of the Magic Formula Beat the Whole Thing: Greenblatt's Two Ranks, Tested Apart Magic Formula against Quality alone Aug 24, 2026 The Crash Switch Worked and the Strategy Starved Anyway: Keller's Menu Tested Canary as published (B=1) against Two-bird floor (B=2) Aug 22, 2026 Steering Wheel, Not Brake - nineteen years of regime investing Hold all nine against The regime turn Aug 21, 2026 The Regime Atlas - ten ways to read the market, twenty years, one scoreboard A registered atlas from QuanterLab: the platform's ten regime classifiers, twenty years of causal labels on one scoreboard. Aug 20, 2026 The Sector Playbook, Audited - rotation, two gates and two hedges on one honest scoreboard A research note from QuanterLab: commentary across cited studies, with figures drawn live from their frozen records. Aug 02, 2026 A VIX Circuit Breaker on Momentum: One Crisis Averted, Every Recovery Missed (S&P 500, 2006–2026) Arm A against Arm B Jul 31, 2026 Index-membership look-ahead vs. PIT Constituents Factor Portfolio Study Point-in-time against Current members Jul 28, 2026 Does naive Black-Litterman beat the Historical Mean? Arm A against Arm B

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As seen on Quantocracy