Research brief 025

100.1% in the backtest. What did the small-cap model find?

Can a macro-only signal retain the benefit after removing the LLM, using historical membership and realistic small-cap execution?

The idea worth investigating

A small-cap research paper reports a 100.1% cumulative net return and a 2.33 Sharpe ratio for its selected 2025 configuration, with an 18.3% maximum drawdown. It combines news sentiment with macro signals and holds positions for 40 trading days. The interesting question is whether the stock-selection rule adds more than the language model.

Authors’ simulation, one 2025 test year; best row selected across multiple configurations. Includes the paper’s 100 bp cost scenario plus fixed 5 bp one-way slippage.

This is a source-based research review. We have not completed a house replication.

Paid analysis on Substack

See what changes the investment case.

The headline is the starting point. The subscriber analysis takes you through:

  • How macro selection and news sentiment interact
  • What the return and cost figures actually measure
  • The controls needed to separate selection from a durable signal
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