Nimbus Financial Lab @NimbusFinLab

We are a quantitative research firm developing data-driven trading strategies using company filings and time-series behavior of stocks. nimbusfinlab.com Joined June 2025

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Nimbus Financial Lab @NimbusFinLab

2 months ago

The figure below demonstrates that integrating momentum filters may improve timing for value investors. When the 14‑day RSI moves above a specified threshold, the S&P 500 often enters a brief consolidation or experiences difficulty sustaining further gains.

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Nimbus Financial Lab @NimbusFinLab

2 months ago

Despite the S&P 500’s limited uptick, a sectoral review indicates that the Technology, Financials, and Utilities sectors delivered comparatively robust performance over the week.

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Nimbus Financial Lab @NimbusFinLab

3 months ago

Despite the S&P 500 finishing essentially flat (+0.01%) this week, we saw a clear rotation under the surface. Tech and energy stocks powered ahead, offsetting weakness in financials and consumer staples.

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Nimbus Financial Lab @NimbusFinLab

3 months ago

Over the past decade, Information Technology has delivered the highest return among all S&P 500 sectors and with moderate volatility. Meanwhile, Consumer Staples offered low risk but also low return, while Energy showed high volatility with limited upside.

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Nimbus Financial Lab @NimbusFinLab

3 months ago

“A blindfolded monkey throwing darts at a newspaper’s financial pages could select a portfolio that would do just as well as one carefully selected by experts.” -Burton Malkiel, A Random Walk Down Wall Street (first published 1973)

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Nimbus Financial Lab @NimbusFinLab

3 months ago

S&P 500’s long-run uptrend tracks rising corporate profits. Both index and EPS plunged in 2008 & 2020 but rebounded fast—and record earnings in recent years have pushed the market to new highs. A key long-term driver to watch.

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Nimbus Financial Lab @NimbusFinLab

3 months ago

The S&P 500 climbed 3.4% this week, led by Tech and Communication Services. This heatmap highlights where strength and weakness clustered from June 23–27, 2025.

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Nimbus Financial Lab @NimbusFinLab

3 months ago

“Momentum Under Pressure: What Drove S&P 500 Stock Returns During the 2025 Market Dislocation?” You can access our report via the link below 👇 nimbusfinlab.com/momentum-under…

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Nimbus Financial Lab @NimbusFinLab

3 months ago

The chart below illustrates the relative performance of sector indices composed of S&P 500 constituents. Over the long term, only three sectors—Information Technology, Consumer Discretionary, and Health Care—have outperformed the S&P 500 index.

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Nimbus Financial Lab @NimbusFinLab

3 months ago

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Nimbus Financial Lab @NimbusFinLab

4 months ago

The U.S. alone accounts for over half of global equity market capitalization (58.7 T$ or 52.2%). Top 10 countries together hold 93.6% of the total.

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Nimbus Financial Lab @NimbusFinLab

4 months ago

The leverage effect is the tendency for volatility to rise more after a price drop than after a similar-sized gain which is a key feature of financial markets first observed by Fischer Black (1976). The chart illustrates this phenomenon using the S&P 500 and its volatility (VIX)

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Nimbus Financial Lab @NimbusFinLab

4 months ago

Even with robust academic support for momentum strategies, one key concern for practitioners remains: how stocks, especially momentum stocks, behave during episodes of systemic market stress states. A detailed report addressing this will be released this week.