Follow the data,
not the headlines.

Systematic, research-built investment program tracking market leadership, stock momentum, statistical mispricing, insider allocation, seasonality and full futures positioning.

Capital leaves a trail. Follow the Finance.

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The evidence

Proof of performance

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Lens	What it measures	Documented premium	Source
Momentum	Relative strength in leading markets and pullback setups	+4.8% annualised excess	Jegadeesh & Titman (1993, 2001)
Quality-adjusted value	Cheap, high-quality businesses vs. the market	+3.4% annualised excess	Fama-French / Novy-Marx (2013)
Insider + 13F	Concentrated, persistent buying by informed capital	+3–6% annualised spread	Cohen, Malloy & Nguyen (2008)
Seasonality	Recurring monthly and intra-year return patterns	+2–4% annualised edge	Heston & Sadka / Bouman & Jacobsen
COT positioning	Crowding extremes in reported futures positions	— positioning, not returns	Official weekly CFTC reports; no return backtest

These are long-horizon, academic estimates — not weekly guarantees. Live results depend on timing, costs, taxes and regime. COT is reported positioning context and has no claimed return premium.

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Follow the data,not the headlines.

Proof of performance

Follow the data,
not the headlines.