Research
Long-form quantitative studies, each published as an interactive research deck built from an immutable research edition.
- LIR-DCA-009Internal reviewresearch
Stocks at a Record High. Too Late to Start DCA?
Historical evidence, sample limits and the difference between a price record and a timing rule.
- Markets
- equity
- slides
- 20
- Updated
- 2026-10-20T03:53:25+00:00
Open deckSign in to read this researchThe underlying market series are published for internal review only; public redistribution rights are not resolved.
- LIR-DCA-008Internal reviewcontribution escalation dca study
Does a 5% Annual Contribution Increase Really Work Better?
A historical S&P 500 / SPY ETF study of rising contribution schedules: separate extra deposits from accounting outcomes, equalize cumulative principal, compare XIRR with ending wealth, and keep overlapping samples and cash feasibility visible.
- Markets
- SPY
- slides
- 20
- Updated
- 2026-10-19
Open deckSign in to read this researchThe underlying market series are published for internal review only; public redistribution rights are not resolved.
- LIR-DCA-003Internal reviewmonthly investment mechanism study
What Does Dollar-Cost Averaging Actually Do—and Why Can It Still Lose Money?
A recurring contribution is a rule for deploying new cash. It changes purchase quantity and average cost, but it does not guarantee profit, a cheaper-than-first cost, or a smaller market drawdown. Historical simulation, not a forecast.
- Markets
- SPY
- slides
- 17
- Updated
- 2026-10-18
Open deckSign in to read this researchThe underlying market series are published for internal review only; public redistribution rights are not resolved.
- LIR-DCA-004Internal reviewhorizon risk study
Is Longer Dollar-Cost Averaging Really Safer?
A historical study of four different risk questions across SPY horizons, with BTC only as a limited sensitivity.
- Markets
- SPY · BTC
- slides
- 20
- Updated
- 2026-10-18
Open deckSign in to read this researchThe underlying market series are published for internal review only; public redistribution rights are not resolved.
- LIR-DCA-005Internal reviewcadence timing study
Does Weekly Investing Really Beat Monthly Investing?
A historical SPY study of how funding timing, execution timing, fees and idle-cash yield shape cadence comparisons.
- Markets
- SPY
- slides
- 19
- Updated
- 2026-10-18
Open deckSign in to read this researchThe underlying market series are published for internal review only; public redistribution rights are not resolved.
- LIR-DCA-006Internal reviewcalendar day timing study
Which Day of the Month Is Best for Investing?
A historical SPY study of all 28 monthly calendar dates: the in-sample median champion, its paired edge, its instability and the funding constraints that decide what can actually be executed.
- Markets
- SPY
- slides
- 20
- Updated
- 2026-10-18
Open deckSign in to read this researchThe underlying market series are published for internal review only; public redistribution rights are not resolved.
- LIR-DCA-007Internal reviewincome instability dca study
Can You Keep Investing When Income Is Unstable?
A historical S&P 500 / SPY ETF study of synthetic income interruptions: separate principal from accounting outcome, test catch-up against the original plan, and keep overlapping windows and funding constraints visible.
- Markets
- SPY
- slides
- 20
- Updated
- 2026-10-18
Open deckSign in to read this researchThe underlying market series are published for internal review only; public redistribution rights are not resolved.
- LIR-DCA-002Internal reviewmonthly investment study
Investing $100 a Month for 10 Years: What Would You Have in 2026?
A fixed USD 100 enters on the first tradable session of every month. The study follows the current ten-year path, earlier and later starts, the full historical distribution and a separate BTC case. Historical simulation, not a forecast.
- Markets
- SPY · BTC
- slides
- 20
- Updated
- 2026-10-17
Open deckSign in to read this researchThe underlying market series are published for internal review only; public redistribution rights are not resolved.
- lir_dca_001Internal reviewcross market deployment study
Is dollar-cost averaging really more profitable than a lump sum?
One sum of investable cash, two markets, four deployment strategies, every eligible start month from 1993 (US) and 2004 (China) — the same frozen rules on both sides.
- Markets
- us_sp500 · china_csi300
- slides
- 22
- Updated
- 2026-10-16
Open deckSign in to read this researchThe underlying market series are published for internal review only; public redistribution rights are not resolved.