Research index
Index-Rebalance Trading Research
Reader-facing write-ups on trading the Nasdaq-100 index-rebalance events — buying/shorting stocks around the dates they are added to or removed from the index. Each post is self-contained.
Posts
- June 2026 Nasdaq-100 Rebalance: Prediction & Trade Plan The rules-based prediction (nine deletions, nine additions, with ADR and seasoning adjustments) merged with the trade plan: long the deletions (mean +9.9%, 79% win), enter Jun 12 at the open, exit Jul 6 at the close, the hourly-bar timing rules, a dated calendar, and an OpenTimestamps publication proof.
- Nasdaq-100 Rebalance Non-Predictive Strategy A plain-language explainer: the buy/sell rules, how the 49% CAGR is measured (2018–2023 train / 2024–2026 holdout split), a worked one-in-one-out example (AppLovin added, Dollar Tree removed) as a date timeline, the train/test CAGR heatmaps, and whether to short QQQ as a hedge.
More posts will appear here as the research grows.