Replication Tests

Briefs with house tests. Read each study’s status and limitations to distinguish a partial replication from an executable strategy.

Curated by Signal & Evidence. Read our research approach for how we distinguish author findings from house tests.

2026-09-09022

Same trades. Two drawdowns. What disappears between month-ends?

A volatility-stress strategy creates a sharp test of what an equity curve reveals—and what its measurement clock leaves out.

Study: A Profitable Strategy for Short-Term Traders

2026-09-09021

Rebalancing creates a structural source of order flow. We examine the gap between predicting a trade and capturing its economics.

Study: The Unintended Consequences of Rebalancing

2026-09-08005

Before rebuilding a return model, change what it is asked to predict. We tested that idea in earnings research.

Study: Getting the Target Right in Return Prediction

2026-09-08003

A news event moves both price and volume. Their relationship may contain a different signal from the headline itself.

Study: News-based investor disagreement and stock returns

2026-09-08002

A classic study separates trades that follow a calendar from trades that break it. We revisit the distinction with later data.

Study: Decoding Inside Information

2026-09-08001

The paper reports a sharp contrast in loser-stock returns inside and outside a six-day window. What survives a portfolio test?

Study: The Intramonth Momentum Cycle