Monolith Research
In plain terms
Markets that have been rising tend to keep rising for a while, and the same on the way down. This is the classic trend premium, tested across many markets at once.
How it works
Each market’s recent return is turned into a long or short tilt, sized so that volatile markets do not dominate the book, and diversified across asset classes.
What it’s tested against
Evaluated out-of-sample with costs stressed, and benchmarked against simply being long the market, so genuine timing is separated from drift.
Data
Cross-asset daily price history (FX, indices, commodities).
Researched — a disciplined look at the cross-asset trend premium.