We read the peer-reviewed academic papers so you don't have to — and turn them into clear, actionable signals across 50+ instruments. Every signal traceable to a published study. No gut feeling. No black boxes.
Each instrument receives signals from multiple independent strategies — updated regularly. No interpretation needed.
| Instrument | TSMOM | W52HIGH | LOWVOL | MA_CROSS | XGBoost ML | +10 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 | 🔒 | 🔒 | 🔒 |
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. 15+ 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.
Independent backtests across 50+ instruments. Best strategy: W52HIGH (George & Hwang, 2004).
15+ strategies across classical quantitative finance and modern machine learning approaches.
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 receive long signals; those far below receive short signals. Best performing strategy: Sharpe 3.40, Ann. Return 22.4%.
→ George & Hwang (2004), Journal of FinanceXGBoost, LSTM, Transformer-based momentum, Deep Portfolio Optimization — all trained on out-of-sample walk-forward analysis to prevent overfitting.
→ Lim, Zohren & Roberts (2019) · Zhang, Zohren & Roberts (2020)Each instrument receives signals from multiple independent strategies. Consensus is computed as weighted voting (weights = Sharpe ratios). Stronger consensus = higher conviction.
→ Proprietary ensemble methodologyStart 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.
For investors who want to trade systematically — without spending hours reading academic papers themselves.
The complete research arsenal — all strategies including ML/AI models, raw data export, and portfolio analytics.
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).
R2S launches soon. Founding members get first access + a locked-in launch price. Limited spots. No credit card required to join the list.
No spam. No credit card. You'll be the first to know when we launch.