Statistical research and market analysis projects.
Smart Whales publishes statistical research on financial markets with emphasis on correct methodology and transparency. All analyses are open-source and freely available.
Period: 2000-2024 (25 years)
Scope: 8,293 observations, 354 stocks (S&P 500, NASDAQ-100, DJIA)
Analysis of stock seasonality around the American Thanksgiving holiday. Results show positive median returns in 80-90% of stocks, dominated by technology and consumer discretionary sectors.
Key findings: SHOP (+3.36%), ENPH (+3.61%), PANW (+3.05%). Consistency confirmed across all three indices.
Period: 2000-2024 (25 years)
Statistical significance: 2 DJIA stocks (DIS, JPM) after Benjamini-Hochberg FDR correction
Quantitative analysis of the 7-day Santa Claus Rally effect. Results show statistically significant returns for DIS (+2.55%, p=0.037) and JPM (+1.97%, p=0.037) with 72% win rate.
Sector trends: Financial services, semiconductors, consumer discretionary. Broad positive effect across 81.7% of S&P 500 stocks.
The WhaleVibe portfolio includes 36 strategies deployed in a production environment. Each is optimized on 11+ years of historical data with validation on fresh data. Strategies combine different technical approaches to identify trading opportunities: