ArcaneResearch

Research

Papers 1

  1. Report 06v1Risk & mandatesResult

    A short memory buys the wrong risk

    We specify and evaluate Orpheus, an allocation method for a core-plus ETF sleeve whose mandate is more yield and total return than the Bloomberg US Aggregate without exceeding its volatility of 4.64%.

Registered studies and work in progress

Designs fixed in advance. None of these has a result yet.

  1. Registered studyRegistered No result yet

    Does an article’s position in our own corpus predict whether its claim resolves correct?

    Registered 23 August 2026, before any claim resolved. No result until at least 60 claims have resolved as Calls.

    The registered design
    1. Question: whether an article’s position in the ARCANE corpus graph on its publication date predicts whether its claim later resolves correct. The study concerns the reliability of ARCANE’s own reporting, not markets; structure in a large corpus is expected by chance (Ramsey theory), and co-occurrence largely records editorial attention.
    2. Five features, each computed only from what existed on the publication date: novelty of the article’s actor pairings, familiarity of its actors, whether it bridges two unconnected clusters, local density, and corpus size.
    3. One primary test: the Spearman correlation between novelty and resolution, at p < 0.01 because five features invite a search. The other four are exploratory and will be labelled so.
    4. Time axis: rebuilt from each article’s own citations, on the rule that a piece cannot cite a source published after it; 195 of 195 articles dated, 17 April to 22 August 2026.
    5. Refusal conditions: fewer than 60 resolved claims when examined; p at or above 0.01; or a correlation that reverses between the first and second halves of the corpus. A refusal will be published like any other result.

  2. EvaluationRegistered No result yet

    Alpha against frontier models

    Registered 17 September 2026. Remaining model arms and human judging in progress. Published whatever it shows.

  3. EvaluationNo result yet

    The first prospective window of the ARCANE forecasting benchmark

    Planned. Held-out enrolment 25 November to 25 December 2026; review no earlier than 25 January 2027, and only with at least 30 independently resolved cases.

  4. ProgrammeNo result yet

    Order is not a forecast

    A reading programme on order, measure and complex systems that generates testable market questions without turning history into a signal.

Publication standards

  1. 01

    Registered first

    The question, the test and the refusal conditions are written down before the data can answer. Analyses chosen afterwards are labelled post hoc.

  2. 02

    Uncertainty on every number

    Every score carries its sample size and a 95% interval; every comparison is paired on the same questions.

  3. 03

    Negative results are published

    A result that found nothing, or went against us, is published in the same form as a positive one.

  4. 04

    Falsifiers stated

    Every paper names the observation that would overturn its conclusion.

  5. 05

    Data named, boundary stated

    Every number traces to a committed file, and every paper says what it publishes and what it withholds.

Research · ARCANE