Recent Quant Links from Quantocracy as of 10/02/2026

The question was simple: what do you find if you forget everything you think you know and search the data from scratch? No own setups, no favourite ideas, no weighting by gut feeling. Instead, every pattern family that books, forums and papers call profitable, on the same data and under the same rules. The rules were strict, because a pattern search always finds something otherwise. Test 900,000

US crude oil (WTI) rose 50% or more within a year 13 times from 1970 to August 2026, and US CPI inflation was higher at every one of the 13 oil peaks than a year earlier, by a median 2.0 percentage points. In the 8 oil spikes since 1970 that took WTI crude to a 5-year high, the S&P 500 fell in 5 over the 12 months to the oil peak (median 11.3%); in the 5 spikes that stayed under the

In the 7 episodes from 1963 to 2026 when the 10-year Treasury yield rose 1 point or more in a year and the S&P 500 fell, 10-year Treasuries lost money all 7 times (median 5.5%) and 1-month Treasury bills gained all 7 times (median +6.1%). In those 7 episodes a 60/40 portfolio of US stocks and 10-year Treasuries lost a median 6.6%, barely less than the 7.4% lost by US stocks alone; the same

Huang and Shum Nolan buy three names. Each month they take the tickers WallStreetBets mentioned most, keep a name only when the posts were majority bullish, and hold the equal-weight book for the next month. Regress that book's daily percent return on the market, size, value, and momentum portfolios (the Fama-French-Carhart regression) and the intercept is 0.433 percent a day. Multiply by