This report provides a 2023 mid-year update on the performance of the Leapday REACTION signals.

This report provides an update on the performance of the REACTION signals through the end of 2022.

This report aggregates REACTION signals for the most liquid 500 stocks to create an indictor that predicts downside moves in SPY.

This report aggregates REACTION signals to create an indictor that predicts downside moves in the overall stock market.

This report provides a 2022 mid-year update on the performance of the Leapday REACTION signals.

This report examines how REACTION signals can be used by fundamental investors to improve the timing of entering and exiting trades.

This report examines if the largest losing and winning trades for REACTION signals are due to accuracy of the signals or exogenous factors.

This report provides an update on the performance of the REACTION signals through the end of 2021.

This report compares REACTION performance to a PEAD strategy and studies how frequently REACTION trades with the direction of price momentum

This report uses REACTION signals to construct market-neutral portfolios that restrict trading to only the most liquid 500 and 1,000 stocks.