A multi-layer systematic pipeline processes global market data after every close. Every signal source is independently validated. Every prediction is out-of-sample. The record is open.
Raw market data enters the pipeline every evening and passes through four sequential stages. No layer can pass forward data that fails its validation check. The ensemble never receives a signal source it has not independently confirmed is working.
Every prediction in the performance record was made before the outcome was known. The methodology is strict walk-forward: the model trains on a fixed historical window, makes predictions on data it has never seen, then steps forward. The IC record is the continuous output of that process.
Each specialist model in the ensemble carries an automatic exclusion mechanism. The system monitors rolling predictive accuracy for every model in every macro regime. When a model’s IC falls below threshold — indicating the edge has degraded in the current environment — that model is excluded from the ensemble automatically. No discretionary override. No second chances until performance recovers.
This matters because the alternative is what most systematic funds do: leave every model running at all times, let the underperforming ones dilute the strong ones, and report the blended result as if it were coherent. SQ Research does not do that.
The status of every specialist model is published daily on the Signal Feed. In the current late-cycle regime, 1 of 10 models meets the activation threshold. The ensemble is running on the one model with a verified positive IC in this environment. That is the correct answer — not the comfortable one.
Live source status updates nightly · Full feed →
All signals are published in terms of instruments that can be traded directly — no translation required. The universe is designed for breadth of regime coverage, not concentration in any single market.
SQ Research is a publisher, not an adviser. The distinction matters legally and practically. We publish what the system produces. You decide what to do with it.