Stop guessing.
Trade research-backed
signals.
We read the peer-reviewed academic papers so you don't have to — and turn them into clear, actionable signals across the entire S&P 500 plus 45+ ETFs. Every signal traceable to a published study. No gut feeling. No black boxes.
Research distilled into a signal
Each instrument receives signals from multiple independent strategies — updated regularly. No interpretation needed.
| Instrument | TSMOM | W52HIGH | LOWVOL | MA_CROSS | XGBoost ML | +15 more → |
|---|---|---|---|---|---|---|
| GLDSPDR Gold Shares | ▲ LONG | ▲ LONG | NEUTRAL | Upgrade | Upgrade | Upgrade |
| SPYSPDR S&P 500 ETF | ▲ LONG | ▲ LONG | ▲ LONG | Upgrade | Upgrade | Upgrade |
| UUPUSD Index Bullish | ▼ SHORT | ▼ SHORT | NEUTRAL | Upgrade | Upgrade | Upgrade |
| XLKTechnology Sector | ▲ LONG | ▲ LONG | ▲ LONG | |||
| HYGHigh Yield Bond ETF | ▲ LONG | NEUTRAL | ▲ LONG |
From research to signal
Most signal services start with an idea. We start with a published, peer-reviewed paper — then implement, backtest, and deliver. Nothing invented, nothing hidden.
Each strategy is sourced from a published academic paper — journals like JFE, Journal of Finance, RFS. Example: Moskowitz, Ooi & Pedersen (2012) — Time Series Momentum. 20+ papers implemented.
We implement the exact methodology from each paper — parameters, lookback windows, position sizing, universe. No cherry-picking. Each strategy is independently backtested from 2010.
Signals are generated on the last trading day of each month (daily and weekly for some strategies). You receive direction, position size, hit rate, and strategy reference — by email and on the dashboard.
Verified, reproducible performance
Out-of-sample backtests across 549 instruments. R2S Core flagship portfolio beats SPY in Sharpe ratio — two-stage optimised with modern portfolio theory (Markowitz + Ledoit-Wolf shrinkage).
What powers the signals
20+ strategies spanning classical quantitative finance and machine learning — momentum, mean reversion, risk parity, factor models, XGBoost and LSTM neural nets.
Signal direction determined by cumulative return with skip-month. Volatility scaling at instrument and portfolio level. Captures trend across all asset classes.
→ Moskowitz, Ooi & Pedersen (2012), JFE — with Moreira & Muir (2017) vol overlayInstruments near their 52-week high or breaking out of N-day ranges receive long signals. The anchoring-bias and extrapolation effects: investors under-react when prices approach new highs.
→ George & Hwang (2004), JF · Faber (2007)Asset weights inversely proportional to volatility (Asness et al. 2012). Low-vol cross-section (Baker et al. 2011). Both power the R2S Defensive flagship portfolio.
→ Asness, Frazzini & Pedersen (2012) · Baker, Bradley & Wurgler (2011)Each instrument receives signals from multiple independent strategies. Consensus is computed as weighted voting (weights = Sharpe ratios). Stronger consensus = higher conviction.
→ Proprietary ensemble methodologySimple, transparent pricing
Start free and explore. Upgrade when the research convinces you. Cancel anytime — no questions asked.
See the platform, browse performance data, and understand the methodology — before spending a cent.
- Full dashboard — read only
- Performance history for all strategies
- Best Performers page
- Live signal values
- Email notifications
- Strategy methodology docs
For investors who want to trade systematically — without spending hours reading academic papers themselves.
- 5 core strategies (TSMOM, W52HIGH, BREAKOUT, LOWVOL, RISK_PAR)
- All 549 instruments (S&P 500 + ETFs)
- Live signals — monthly & weekly
- Email notifications on new signals
- Full methodology documentation
- R2S flagship portfolios
- All 20+ strategies
Everything in Researcher plus our three flagship portfolios — ready-made, Sharpe-beats-SPY allocations.
- 3 R2S flagship portfolios (Core · Trend · Defensive)
- All 20+ strategies
- Everything in Researcher
- Custom price alerts
- Raw signal data (CSV/JSON)
- Priority support
- Early access to new strategies
Common questions
Most strategies generate signals monthly (last trading day). Some strategies — W52HIGH and MA_CROSS — update weekly. Daily signals are available for short-term strategies. You receive email notification as soon as new signals are ready.
No. That's the point. R2S does the heavy lifting — we source the academic papers, implement the strategies, and deliver clear signals. You get direction (LONG/SHORT), position size, and the research backing. No formulas required.
TradingView alerts are technical indicators you configure yourself — they reflect your own guesswork. Discord signal groups are based on someone's gut feeling or undisclosed methodology. R2S signals are based exclusively on peer-reviewed academic research — independently published, verified by scientists, and backtested transparently. Every signal has a paper citation.
No. R2S provides informational research signals for educational purposes only. We are not a licensed investment advisor. Signals should not be used as the sole basis for investment decisions. Always consult a qualified financial advisor before trading.
Signals are expressed as direction (LONG/SHORT) and position size multiplier. You can apply them to any portfolio size. Practically, a portfolio of €10,000+ allows meaningful diversification across multiple instruments.
No strategy wins 100% of the time. We show hit rates per strategy and instrument (e.g. TSMOM on SPY: 66% hit rate over 16 years). Past performance does not guarantee future results. Diversifying across multiple strategies reduces single-strategy risk.
Yes. No contracts, no commitments. Cancel directly from your account at any time. Annual plans are refunded pro-rata for unused months within 14 days (EU consumer right).
Become a founding member
R2S launches soon. Founding members get 30% off their first month + first access + locked-in launch price. Limited to 50 spots. No credit card required to join the list — your unique promo code arrives in your welcome email.
No spam. No credit card. You'll be the first to know when we launch.