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Research Sidecars — Academically-Backed Strategies

RESEARCH SURFACE — OPT-IN SIDECARS. NOT PRODUCTION GATES. NOT FINANCIAL ADVICE.
4 opt-in strategies from Agent C external-research synthesis (SUPREME EDGE 2026-05-12). Each fetches via free yfinance, auto-refresh hourly via .github/workflows/audit-dashboard.yml. Wiring Plan: this page (Phase 2). Phase 3 = production pick path. See 5-agent synthesis.

🌾 Commodity Carry + Momentum Double-Sort

Fuertes/Miffre/Rallis 2010 · SSRN 1127213 · Expected α 21% annualized / Sharpe 1.0-1.4
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📊 Sector Dual Momentum (GEM 12-1)

Antonacci 2014 GEM + Zarattini/Antonacci 2024 SSRN 4857230 · Expected Sharpe 0.8-1.1 / MDD<15%
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💵 UST Time-Series Momentum (TSMOM)

Sihvonen 2024 SSRN 3965229 · Expected Sharpe 0.7-1.0 / vol-targeted 10%
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🌙 Overnight-Intraday Reversal (US Large Cap)

Liu/Liu/Wang/Zhou/Zhu · SSRN 2730304 · Expected Sharpe 1.5-2.5 / hold ~16h
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