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Weekly stock analysis, SEC filing-change summaries, and quant strategy notes from lf0.
SEC What Changed: 10-K Filing Snapshot for 5 June 2026
A ranked snapshot of 10-K language changes for companies that filed annual reports on 5 June 2026.
SEC What Changed: 10-K Filing Snapshot for 4 June 2026
A ranked snapshot of 10-K language changes for companies that filed annual reports on 4 June 2026.
PBands Lower Band Mean Reversion Long Only — Backtesting Analysis
Backtest period: 2016-01-01 to 2020-01-01 | Universe: XLP | Engine: quantstrat (R) — Strategy Overview My hypothesis was that consumer staples can drift too far, too fast from their short-term fair value and then snap back as buyers step in. In a sector like XLP, where earnings and cash flows tend to be relatively…
SEC What Changed: 10-K Filing Snapshot for 3 June 2026
A ranked snapshot of 10-K language changes for companies that filed annual reports on 3 June 2026.
SEC What Changed: 10-K Filing Snapshot for 2 June 2026
A ranked snapshot of 10-K language changes for companies that filed annual reports on 2 June 2026.
XLF: Momentum, Mean Reversion, or No Trade?
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SPY: Momentum, Mean Reversion, or No Trade?
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NVDA: Momentum, Mean Reversion, or No Trade?
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XLP: Momentum, Mean Reversion, or No Trade?
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SEC What Changed: 10-K Filing Snapshot for 1 June 2026
A ranked snapshot of 10-K language changes for companies that filed annual reports on 1 June 2026.
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