MSD Research Briefs
Technical documentation and analysis for institutional risk teams, portfolio managers, and quantitative researchers.
The Crisis Classification Brief
Quantitative analysis of Systemic Stress State classification methodology, historical performance metrics (2012-2024), and lead time documentation for major market stress episodes.
Systemic Stress precision: 100.00% • 9/9 episodes (2012–2024 backtest)
The Calm Dividend Brief
Analysis of hedge cost reduction opportunities during Calm State classification (~21% baseline; 35.6% in 2025 OOS). Includes illustrative savings framework and cost-neutral architecture.
71% of trading days historically classified Calm (2012-2024)
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Contact Research TeamHistorical backtest data (2012-2024). Research use only. Not investment advice. Past performance ≠ future results. Full terms