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Market Regime · Quantitative Research

Discipline over Hype.

A quantitative research firm helping S&P 500 investors navigate selloffs with rules and evidence, not noise.

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Signal Replay

S&P 500 · 2016–present

Point-in-time replay of the DoubleTrends™ signal from July 2016 onward. On each date, the system only sees data available at that point — no future information. The rule fired at every major stress event in this window: 2018 Q4, the COVID crash, the 2022 bear-market low, the 2025 tariff crash, and the March–April 2026 Iran war selloff.

DoubleTrends™ Signal Terminal (S&P 500 · Since 2016)
Live replay Public data only
Signals: 0 Date: —
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Calm Correction Panic Bear

Point-in-time causal replay: on each date the system only sees data available back then, not future frames.

Signal History

All signals · 2004–present

Every DoubleTrends™ signal since 2004 with 90-day, 1-year, and 2-year forward S&P 500 returns. Outcomes shown as they stand at query time; pending entries have not yet matured.

DoubleTrends™ Signal History (S&P 500 · Since 2004)
Signal Date Regime Market Close 90d Return 1y Return 2y Return
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— Forward returns computed at query time. positive, negative, pending not yet matured.

Stories

Market History

How deep do S&P 500 drawdowns go?

Seventy-six years of corrections and bears, and the base rates behind every dip.

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Method

The engine: Williams %R, doubled.

A dual-timeframe reversal, a regime filter, and a confirmation gate.

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Academy

Volume profile and VWAP, explained.

Where the market actually traded, and why the level tends to hold.

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Research

The reasoning behind the signal.

Market-history base rates and method primers, in plain language.

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Company

Mission, services, and contact.

Why the firm exists and the work it takes on outside the product.

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Product

The subscriber portal.

The signal, regime, and macro context, live every trading day.

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Rules-based S&P 500 index signal. Educational market information only. Not financial, investment, or trading advice.

NEXT COMMAND /METHOD

Now look under the hood.

You have seen the outcome surface and the historical proof. The next page shows the decision stack itself: what the rule reads, how the market gets classified, and what has to clear before a signal is allowed to fire.

Route

Outcome → Method

Move from signal evidence to execution logic.

Enter how it works

THE ENGINE BEHIND.