Surveys
The ground we surveyed and found barren, grouped by the kind of mechanism we were looking for. Each report states the criterion the ground failed, the number, and what we learned. 45 more are awaiting write-up.
cross-sectional
H-059
The shorting premium is real, and you still cannot collect it
Barren because: significance (t 0.69) and a ranking indistinguishable from chance
monthly rebalanceUS stocks, stock lending market
available September 25, 2026event / calendar
H-042
There is no bounce after earnings. The loser keeps falling
Barren because: net return of zero in one variant and of the opposite sign in the other
swing, about ten sessionsUS stocks, earnings calendar
available September 23, 2026trend / momentum
H-044
Short-term momentum in large caps does not exist, and the last door closed
Barren because: negative net return, with no selection structure even before costs
monthly rotationUS large-cap stocks
available September 23, 2026