Original research, on the cadences each kind of work warrants.
Three publications and three standing reference pieces. The publications fire on their natural rhythm: weekly for the Sunday Brief, quarterly for the 13F Flow Quarterly, only when needed for the Market Crash Report. The standing pieces live as long-form reference assets.
All free. The Pro tier adds the per-holding implementation behind the methodology.
Publications
3 on standing scheduleThe Sunday Brief
WeeklyWhere the market sits, one stock, one principle. Every Sunday morning.
The free weekly editorial. Three sections: where the S&P 500 actually sits in 75 years of historical data, one stock spotlight, one behavioral principle. Calm, measured, free.
The 13F Flow Quarterly
QuarterlyWhat the world's best stock pickers actually did this quarter.
Every 45 days after a calendar quarter ends, the institutions over $100M in US equities disclose their long books to the SEC. We publish our measured read of what the data said and how it is shaping our next rebalance.
The Market Crash Report
Event-triggeredA standing reference for major market dislocations.
Event-triggered publication that fires when something real has happened in the market: 20%+ drawdown, recession, regime shift, geopolitical shock. Historical context, behavioral framing, methodology anchor. No urgency, no market timing.
Standing research
3 reference assetsS&P 500 Seasonality
75 years of calendar patterns, tested empirically.
Average returns by month and day of week, first-half vs second-half of month, the Sell in May effect tested against the data. 19,000+ trading days from 1950 forward. Observational, not prescriptive.
Two Layers of Alpha
25-year Brinson-Hood-Beebower attribution of our methodology.
A 17-page research paper decomposing 25 years of portfolio returns into sector-allocation alpha and stock-selection alpha. The empirical case for our framework. Free PDF and on-site reading.
Market Normality Indicator
Where today sits in 75 years of S&P history, across four metrics.
Updated daily. Drawdown from all-time high, distance from 200-day MA, 12-month rolling return, YTD — each scored against 75 years of daily data. A calm, calibrated read of where today actually sits.