Signal Intelligence · Not Opinion

The market speaks every night. This is what it said.

SQ Research is a systematic signal publisher. A multi-layer quantitative pipeline processes global market data after every close and produces regime-aware directional positioning across 54 instruments. No analyst. No narrative. No bias.

2014–2026 · 147 monthly observations · Out-of-sample walk-forward validated
Every prediction in the record was made before the outcome was known.
Current regime: Weak / Neutral · As of 2026-06-13
SPY — Today’s Brief
Strong Long +0.9273
late cyclenormalstablecontangotrending
Short-Term · 3-day / 3-week
3-day momentum is strong upward. 3-week trend is strong downward (diverging with 3-day). Current move is 2 days old.
Intermediate · 3-month
3-month momentum is strong upward. Intermediate trend is 3 days mature. Vix term structure signals low stress (vix contango).
Long-Term · 9-month / Secular
9-month trend is strong upward. Secular (36-month) backdrop is bullish (+27.333). The intermediate move has persisted for 3 days. Macro regime is late cycle. Rate environment is normal yield curve. Momentum persistence is trending (h=0.59).
54 additional briefs — Premium subscribers · Unlock
Ann. Return
+18.3%
2014–2026 · OOS
Sharpe Ratio
2.24
Return per unit of risk
Max Drawdown
−4.8%
vs SPY −33.4%
Mean IC · T-Stat
0.1004 · 6.13
Predictive edge · Statistical confidence
The 2022 Test
The year every traditional portfolio broke. The system’s best year on record.

In 2022, equities and bonds collapsed simultaneously. Every major index fell between 12% and 44%. The system returned +42.1% — its best year on record — because the regime framework had been reading late-cycle stress conditions all year and positioned accordingly.

SQ Strategy
+42.1%
Global Systematic Q L/S
SPY
−27.2%
S&P 500
QQQ
−44.2%
Nasdaq 100
DIA
−12.5%
Dow Jones
IWM
−26.7%
Russell 2000

Annual returns · Out-of-sample walk-forward validated · Full 13-year monthly record on the performance tearsheet

Today’s Signal Preview · 2026-06-13
What the system sees right now.
Top Long Signals
EWGintl developed
Strong Long+1.0000
XLEus energy
Strong Long+0.9636
SPYus broad
Strong Long+0.9273
Top Short Signals
EWYintl em
Strong Short-0.9636
SILJprecious metals
Strong Short-0.9273
SILprecious metals
Strong Short-0.8909

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