Research BriefsMarket Risk Classifier
Technical documentation and analysis of the Market Risk Classifier (MRC) for institutional risk teams, portfolio managers, and quantitative researchers.
The Crisis Classification Brief
Quantitative analysis of Crisis classification methodology, historical performance metrics (2012-2024), and lead time documentation for major market stress episodes.
Crisis precision: 92.31% · 12/13 episodes (1990-2025, engine-scored backtest)
The Data Buyer Brief
Full product overview for institutional data buyers: data schema, delivery format, licensing terms, precision by state (2012-2024 backtest), and the live Iran Crisis 2026 out-of-sample proof. Pilot path included.
Live OOS: Iran Crisis 2026 · Complete stress cycle, start-to-finish
The Stability Dividend Brief
Analysis of hedge cost reduction opportunities during STABLE classification (~21% baseline; 35.6% in 2025 OOS). Includes illustrative savings framework and cost-neutral architecture.
88.6% of trading days classified STABLE (2012-2024)
The Strategy Integration Brief
How MRC plugs into five strategy archetypes as a daily sizing overlay: hedging & portfolio protection, trend & systematic macro, vol selling, tail funds & long volatility, and multi-factor & smart beta. The one rule and the historical effect for each, 1990-2025 walk-forward.
Five archetypes · 1990-2025 walk-forward · Reproducible on your book
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Contact Research TeamHistorical backtest data (2012-2024). Research use only. Not investment advice. Past performance ≠ future results. Full terms