2023 mid-year update: REACTION performance through the AI boom
This report provides a 2023 mid-year update on the performance of the Leapday REACTION signals.
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Research
Leapday Quantitative Research Team
Jan 17, 20237 min read
Leapday: 2022 year-end report card
This report provides an update on the performance of the REACTION signals through the end of 2022.
Leapday Quantitative Research Team
Dec 5, 20228 min read
Downside market protection with earnings sentiment PART 2
This report aggregates REACTION signals for the most liquid 500 stocks to create an indictor that predicts downside moves in SPY.
Leapday Quantitative Research Team
Oct 31, 20227 min read
Downside market protection with earnings sentiment
This report aggregates REACTION signals to create an indictor that predicts downside moves in the overall stock market.
Leapday Quantitative Research Team
Jul 18, 20227 min read
2022 mid-year update: REACTION signals remain strong
This report provides a 2022 mid-year update on the performance of the Leapday REACTION signals.
Leapday Quantitative Research Team
May 3, 202210 min read
Sticking to the fundamentals: Improving entry and exit timing with REACTION signals
This report examines how REACTION signals can be used by fundamental investors to improve the timing of entering and exiting trades.
Leapday Quantitative Research Team
Mar 8, 20227 min read
Improving REACTION signal performance with active news analysis
This report examines if the largest losing and winning trades for REACTION signals are due to accuracy of the signals or exogenous factors.
Leapday Quantitative Research Team
Jan 18, 20228 min read
Leapday: 2021 year-end report card
This report provides an update on the performance of the REACTION signals through the end of 2021.
Leapday Quantitative Research Team
Dec 21, 20218 min read
How does REACTION stack up against an earnings drift strategy?
This report compares REACTION performance to a PEAD strategy and studies how frequently REACTION trades with the direction of price momentum
Leapday Quantitative Research Team
Nov 17, 20217 min read
Big REACTIONS in big stocks
This report uses REACTION signals to construct market-neutral portfolios that restrict trading to only the most liquid 500 and 1,000 stocks.
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