Reports | Vincent Wang Research

Paper + Slides Working paper v0.1 · in-sample · bilingual

Time-Series Momentum — Reproducible Implementation-Friction Audit

Paper (PDF) · 353 KB Slides (PDF) · 272 KB

Paper + Slides v5 · full-population tick validation

Donchian Breakout on SPX 0DTE — Negative-Result Paper

Paper (PDF) · 925 KB Slides (PDF) · 2.5 MB

Paper 19-year OOS · 460,800-combo grid · bilingual

Regime-Concentrated Edge & the Cost of In-Sample Selection

Paper (PDF) · 2.3 MB

Backtest reports System overview · 20-year · out-of-sample

Fractal Breakout Propagation — Analysis Reports

System overview (PDF) · 111 KB 20-year analysis (PDF) · 79 KB OOS analysis (PDF) · 78 KB

Paper + Slides Walk-forward validated (2006–2026)

Macro Recession-Risk Overlay for the S&P 500

Paper (PDF) · 1.5 MB Slides (PDF) · 1.2 MB

Paper + Slides Descriptive study · 2000–2026 · bilingual

Cross-Asset Performance — A Descriptive Comparison

Paper (PDF) · 1.7 MB Slides (PDF) · 1.3 MB

Paper + Slides Descriptive study · 1927–2026 · bilingual

How Deep, How Long, and Why — S&P 500 Drawdowns & Recoveries

Paper (PDF) · 1.1 MB Slides (PDF) · 900 KB

Paper + Slides Counterfactual study · 2000–2026 · bilingual

Income-Scaled Monthly Investing — A Historical Counterfactual

Paper (PDF) · 598 KB Slides (PDF) · 307 KB

Slides Earnings-season review · data through 2026-07-30 · bilingual

Magnificent 7 Earnings Review — Q2 2026

Slides (PDF) · 387 KB

Slides Industry deep dive · data as of mid-2026 · bilingual

The AI Industry — Value Chain, Key Players & Outlook

Slides (PDF) · 474 KB

Report + Slides Event study · data as of 2026-09-18 · bilingual

A Priced-In Hike — The Fed's September 2026 Increase and the Treasury Curve

Report (PDF) · 389 KB Slides (PDF) · 333 KB

Report + Slides Macro analysis · data as of 2026-09-18 · bilingual

The Anchor Slips — The BOJ's September 2026 Hike and Global Capital Flows

Report (PDF) · 235 KB Slides (PDF) · 356 KB

More reports will be added as drafts are reviewed and sanitized for publication.