🙏 Thank you, Quant X Tribe!
Here's what we covered in tonight's session:
📉 The "Index Effect" is dead. Alpha decay killed it, the market now front-runs S&P 500 additions, and added stocks are often already held by mid-cap ETFs.
⚖️ Pension fund rebalancing is a live opportunity. Rigid 60/40 mandates create forced, predictable trades, and funds won't change them even knowing the market watches.
🌪 The strategy thrives in volatility. It behaves like a natural hedge, stronger in bear markets, modest in bull markets.
🛠 Resources shared. A backtest notebook and an IBKR paper-trading script so you can validate it yourself.
📹 Missed it? The recording will be uploaded here soon.
❤️ Thank you guys for attending! We’ll see you again at the next session on 8th September~
⚠️ For educational purposes only. Not financial advice. Backtested results are hypothetical and do not guarantee future performance.
August 25, 2026 1.6K 1 1
