Original research, on the cadences each kind of work warrants.
Original publications and standing reference pieces. The publications fire on their natural rhythm: weekly for the Sunday Brief, quarterly for the 13F Flow Quarterly, only when needed for the Market Crash Report. The standing pieces live as long form reference assets.
All free. The Pro tier adds the per holding implementation behind the methodology.
Publications
4 on standing scheduleThe Sunday Edge
Weekly · FreeWhere the market sits, one stock, one principle. Every Sunday morning.
The free weekly editorial. Three sections: where the S&P 500 actually sits in relation to historical data since 1950, one stock spotlight, one behavioral principle. Measured editorial, free.
The Inside Edge
Weekly · ProMember commentary, watch list, trade activity, weekly essay. Every Thursday.
The Pro tier weekly. Portfolio performance grid, three positions worth tracking closely, any trade activity since, and a weekly essay on the methodology in practice. Each issue's editor's note is public; the rest is for members.
The 13F Flow Quarterly
Quarterly · FreeWhat the world's best stock pickers actually did this quarter.
Every 45 days after a calendar quarter ends, the institutions over $100M in US equities disclose their long books to the SEC. We publish our measured read of what the data said and how it is shaping our next rebalance.
The Market Crash Report
Event triggeredA standing reference for major market dislocations.
Event triggered publication that fires when something real has happened in the market: 20%+ drawdown, recession, regime shift, geopolitical shock. Historical context, behavioral framing, methodology anchor. No urgency, no market timing.
Standing research
5 reference assetsThe Cost of Stepping Out
What risk management actually costs, and why it depends on what you own.
A research white paper across 55 years of backtested market history. On a plain index, stepping out would have cost almost nothing; on portfolios built to beat the market, the same discipline gets expensive. Why the deciding factor is the human holding the account. Methodology and replication steps included, plus a free PDF edition.
How the Market Behaves
The real distribution of returns, drawdowns, and the odds over time.
Why the average year almost never happens, how far the market falls inside a typical year, the probability of loss by holding period, and how the market has historically performed after deep drawdowns. S&P 500 since 1950, plus the Dow, Nasdaq, and Russell 2000. Observational, not prescriptive.
Portfolio Drawdown Returns
What each of our portfolios did after a decline, over 25 years.
The Pro counterpart to the market-returns research. For every Advising Alpha portfolio, forward one, three, and five year returns grouped by how far it sat below its high, plus how each portfolio behaved after the broad market fell. Backtested, observational.
S&P 500 Seasonality
75 years of calendar patterns, tested empirically.
Average returns by month and day of week, first half vs second half of month, the Sell in May effect tested against the data. 19,000+ trading days from 1950 forward. Observational, not prescriptive.
Market Normality Indicator
Where today sits in relation to S&P history since 1950, across four metrics.
Updated daily. Drawdown from all time high, distance from 200 day MA, 12 month rolling return, YTD — each scored against daily data since 1950. A measured, calibrated read of where today actually sits.