Beat fear. Beat FOMO. Stay disciplined with ETF insights and quant strategies. Not financial advice.
Joined July 2023
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14 Apr 2025
Big step for @Quantlake today → Partnered with BehaviorQuant to bring behavioral intelligence into the investment journey.
📉 In 2024, avg investors underperformed the S&P 500 by 8% .
🧠 We’re helping fix that—by starting with behavior.
🔗 quantlake.com/post/quantlake…
#BehavioralFinance #FinTech #Investing
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Jun 12
Materials leadership extends as South Korea sells off from a 3M leadership position.
► Today's Movers
Outperformers: Copper Miners $COPX 3.38% (3M: 12.5%), Materials $XLB 1.87% (3M: 6.6%)
Underperformers: South Korea $EWY -0.75% (3M: 59.0%), Communication Services $XLC -0.42% (3M: -2.1%)
► 3M Leaderboard
Strong: South Korea $EWY 59.0%, Taiwan $EWT 46.6%, Value Factor $VLUE 37.7%
Weak: China $MCHI -5.1%, Utilities $XLU -4.5%, China Large Cap $FXI -2.6%
► Signals to Monitor
• Volatility Expansion: $EWT, $IYW, $QQQ
• Volatility Compression: $DVY
#CopperMiners #Materials #SouthKorea
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Jun 12
In Quantlake Herd Index (QHI) Greed, the Short White Candle on SPY keeps its 1-month forward profile firm, with Sharpe strengthening over the full-sample baseline.
QHI Greed, 1M forward up rate: 69.9% vs 71.2% globally.
$SPY #SPY #SP500 #Quantlake
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Jun 12
Greed has often coincided with weaker near-term consistency than the market’s baseline.
• 1M hit rate: 63.1% (vs 68.9% overall)
• 1M Sharpe: 0.75 (vs 1.03 overall)
Not a timing signal. A positioning read. #SP500 #Quantlake
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Jun 11
On SPY, the Medium White Candle in Quantlake Herd Index (QHI) Greed shifts the 1-month forward return distribution toward parity.
QHI Greed, 1M forward Sharpe: 0.75 vs 0.84 globally.
$SPY #SPY #SP500 #Quantlake
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Jun 11
Korea-led country dispersion drives equity as copper miners join a strong 3M leadership tape.
► Today's Movers
Leaders: South Korea $EWY 11.48% (3M: 61.1%), Copper Miners $COPX 7.37% (3M: 4.3%)
Laggards: Energy $XLE -1.82% (3M: 0.1%), Consumer Staples $XLP -0.26% (3M: 1.8%)
► 3M Leaderboard
Strong: South Korea $EWY 61.1%, Taiwan $EWT 46.9%, Value Factor $VLUE 38.0%
Weak: China $MCHI -5.8%, Utilities $XLU -4.6%, Brazil $EWZ -3.6%
► Signals to Monitor
• Volatility Expansion: $EWT, $IYW, $QQQ
• Volatility Compression: $DVY, $SCHD, $SDY
#SouthKorea #CopperMiners #Energy
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Jun 10
QHI moved from Extreme Greed into Greed.
• 1M Sharpe 0.75 (vs 1.03 overall)
• 1M hit rate 63.1% (vs 68.9% overall)
• 1M median 1.4% (vs 1.7% overall)
When QHI is in Greed, SPY has historically posted solid but less efficient forward returns. Not a timing signal. A positioning read. #SP500 #Quantlake
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Jun 10
Income and EM credit lag fixed income while mortgages hold firmer on a muted day.
► Today's Movers
Outperformers: Mortgage-Backed $MBB 0.02% (3M: -0.3%), Short TIPS $VTIP -0.02% (3M: 0.8%)
Underperformers: Preferred Stock $PFF -0.39% (3M: 0.5%), EM Sovereign Bonds $EMB -0.33% (3M: 1.0%)
► 3M Leaderboard
Strong: High Yield Bonds $JNK 1.1%, EM Sovereign Bonds $EMB 1.0%, High Yield $HYG 1.0%
Weak: Long Treasuries $TLT -1.5%, 7-10yr Treasuries $IEF -1.4%, Int. Treasuries $VGIT -1.1%
► Signals to Monitor
• Volatility Compression: $BNDX, $LQD
#MortgageBacked #ShortTIPS #PreferredStock
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Jun 10
On SPY, the Medium Black Candle in Quantlake Herd Index (QHI) Greed narrows the 1-month forward return profile versus the full-sample baseline.
QHI Greed, 1M forward Sharpe: 0.69 vs 1.18 globally.
$SPY #SPY #SP500 #Quantlake
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Jun 9
Extreme Greed doesn’t mean stronger 1M efficiency.
• When QHI is in Extreme Greed, SPY’s 1M Sharpe has historically been -0.12 (vs 1.03 overall)
• 1M hit rate: 58.4% (vs 68.9%)
Not a timing signal. A positioning read. #SP500 #Quantlake
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Jun 9
The Short Black Candle on SPY turns the 1-month forward Sharpe negative in Quantlake Herd Index (QHI) Extreme Greed, sliding from 1.07 globally to -0.06.
QHI Extreme Greed, 1M forward up rate: 58.5% vs 70.3% globally. Median: 0.7% vs 1.9%.
$SPY #SPY #SP500 #Quantlake
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