Empirical event-study desk

SEC Stock Signals

Does public corporate information produce a systematic, statistically reproducible underreaction? This desk measures that claim. It does not sell a score.

Companies
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Priced events
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Dev 2016–24
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Holdout 2025
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Pipeline starting. Integrity pending.

Verdict

The engine is running on a repaired clock: SEC acceptance time, NYSE session mapping, Yahoo prices (Stooq HTML rejected), causal analogs, and a frozen 2025 holdout. Results appear here when the sample is priced.

Validated
0
FDR + 2025 sign
Exploratory
0
dev only
Failed / tiny
0
not a product

Ranked hypotheses

Development 2016–2024. Holdout is shown, never used to rewrite the rule.

EvidenceHypothesisNMean 20d SPY-adjpFDR q=0.102025
Waiting on the priced panel.