Deeper Dives

Quadrant Performance: A Deeper Dive

A historical analysis of the CSI and the performance of sectors within specific CSI quadrants can be an extremely useful tool in maintaining a fluid investment strategy as the CSI travels through those quadrants in real-time.


Downside Risk: A Deeper Dive

One distinct advantage of following the CSI Ratio is the ability to predict and hedge downside risk. A historical analysis indicates the significant variation in percentage likelihood of a 4% (or greater) dip in the S&P 500 within the next seven-day period.


CSI & Black-Scholes: A Deeper Dive

CSI can be applied to the forecasting of short term price movements in the market and how these forecasts are more accurate than the commonly used Black Scholes model.


Forecasting the Lead Week: A Deeper Dive

Because the CSI Ratio is a historical index, basic machine learning algorithms can be applied to study the large scale of its daily data points. The resulting forecasts of the following week's price, volatility, and Sharpe Ratio for the S&P 500 have shown to be statistically significant and materially accurate.


  Back to Homepage Continue to Backtesting