Austin Levenberg

Backtest any asset allocation against a century of monthly returns, paste your own holdings for a factor-based reality check, compare classic strategies side by side, or model periodic contributions.

Regresses any mix on the Fama–French five factors plus momentum, shows how much the start date flattered the record, and reads the risks back in plain English.

Explore 18 famous published stock-return factors — open any one's full history and factor exposures, build a weighted composite of several, or set your own assumption for how many signals have been tested and watch which survive the correction.

The through-line: the average premium falls about three-quarters after the paper is published, and only a handful clear the honest significance bar.

Compare option-implied volatility to what actually followed — across the S&P 500, Nasdaq, crude oil and gold, broken out by year, by volatility regime, and by trend — then stress-test a short-premium strategy against every crash in the sample.

Implied has run ~3.7 points above realized for the S&P 500: a real, out-of-sample-stable premium with a sharply left-skewed tail that goes negative in every crash.

Look up how any S&P 500 stock has behaved around its earnings — the gap, the drift, the volatility — filter thousands of events, keep a watchlist, and compare names head to head.

The headline test — does the size of the earnings-day gap predict what comes next? — is a clean null result, after correcting for costs and multiple testing.