Research

2 working papers published on SSRN, both on evaluating trading-signal methodologies against a fair benchmark rather than a flattering one.

SSRN · Working paper · 20 August 2026

Technical Indicator Combinations and Cross-Market Generalization: Evidence from Indian and U.S. Equities

Evaluates the entire combinatorial space of one- to four-indicator strategies drawn from a 23-signal technical pool — 21,528 distinct strategies — across Indian and U.S. equity markets over 2009–2026.

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SSRN · Working paper · September 2026

Do Smart Money Concepts Predict Returns? Evidence from 44 Formalised Detectors on S&P 500 Daily Bars, 2010–2026

Translates two widely used open-source Pine Script implementations of Smart Money Concepts (SMC) and Inner Circle Trader (ICT) methods into 44 formally specified event detectors, tested on daily data for 496 S&P 500 constituents from 2010 to 2026 — 2.20 million events and 17.6 million simulated trades across eight holding horizons — measured against each ticker's own unconditional return with calendar-time inference, calibrated against a known-zero-edge baseline.

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