Start with a clear question
Define what would count as evidence—and what would prove the idea wrong.
Research in progress
Investigating market behavior, one hypothesis at a time.
Lucid Sigma’s work combines quantitative market research and software development. Our current focus is recurring intraday behavior in highly liquid U.S. markets.
01 / Research approach
Four questions every important finding should survive.
Examine the data
Check the source, coverage, timestamps, and changes before interpreting a test.
Test where it breaks
Investigate bias, costs, fragile assumptions, and dependence on market conditions.
Seek independent reproduction
Require a separate process to reproduce a result before treating it as validated.
02 / Intended research process
Move from a question to evidence that can be challenged.
01Question↓
02Evidence↓
03Challenge↓
04Reproduction↓
05Assessment
03 / Current status
The search for a repeatable edge continues.
We are evaluating hypotheses, developing tools, and examining the conditions under which observed behavior may or may not persist.
Publishing a chart or sharing code does not by itself validate a trading strategy. A method described on this site is a research objective, not evidence that a particular finding has passed it.