Not investment advice
QuantAbundancia is a publisher of educational and research content about public markets, ETF flows, thematic investing, and quantitative strategies. Nothing on this website, in any newsletter, in any social-media post, in any livestream, or in any associated channel (free or paid) constitutes investment, legal, tax, or accounting advice.
We are not a registered investment adviser (RIA), broker-dealer, commodity trading advisor (CTA), commodity pool operator (CPO), financial planner, or fiduciary. We do not offer personalized investment advice. We do not manage money on behalf of clients. We do not have a legal duty to you under any securities-advice regulation.
Publisher status & no personalization
All content — free and paid — is impersonal, of general circulation, and not tailored to any individual's financial situation, risk tolerance, time horizon, or tax circumstances. We do not know who our readers are; we cannot, and do not, advise them.
We do not respond to direct messages, emails, or comments asking whether to buy, sell, or hold any security. Our standard reply to any such request is: "We publish research, not personalized advice — please review our disclosures and consult a licensed advisor familiar with your situation."
We do not offer copy-trading bridges, managed accounts, signal-to- broker auto-execution, or any service that would result in a subscriber's capital being deployed without their own independent decision.
Risk warning
Trading and investing in securities, ETFs, options, futures, and digital assets involves substantial risk of loss. You can lose some or all of your invested capital. Leveraged instruments amplify both gains and losses.
Past performance does not guarantee future results. Backtests, walk-forward results, simulated returns, and live bot performance shown on this site reflect specific historical periods and parameter choices. Real-world execution differs due to slippage, fees, fills, latency, market regime change, and operator error.
Before making any investment decision, do your own research and consult a licensed financial advisor familiar with your personal situation, risk tolerance, and tax circumstances.
Performance disclosures
Where we publish trading-strategy performance — for our own bots, for research-lab strategies, or in editorial comparisons — we aim to label each result clearly:
- Live— real capital, real fills, on a real exchange (OKX live, IBKR live). PnL reconciles to the broker's own statements; we treat broker statements as the source of truth, not our internal logs.
- Paper / demo — simulated fills against the live order book. No real capital at risk. Slippage, partial fills, and execution latency are not fully modelled.
- Backtest / walk-forward — hypothetical results computed by replaying a strategy against historical price data. No real or simulated orders were placed during these periods.
Hypothetical and backtest results have inherent limitations: they are computed with the benefit of hindsight, do not reflect actual trading, and may be sensitive to small parameter changes. Live results published here include trading fees and observed slippage but exclude broker financing, taxes, and time spent operating the system. Results are gross of any QuantAbundancia subscription fees.
Time periods, instruments, and parameter sets shown are specific to each result. They are not selected to optimize for attractiveness, but they are also not exhaustive. We may publish losing periods, failed strategies, and retired bots — see our editorial commitment to publishing failed validations under "Forward-looking statements" below.
Past performance does not guarantee future results. No representation is being made that any account, strategy, or subscriber will achieve profits or losses similar to those shown. Your results, if you replicate any strategy or rely on any research, will differ.
Methodology
Quantitative figures shown on the site — including residualized correlations, ETF flow estimates, walk-forward backtests, and bubble validation scores — are computed from public market data using the methods documented in our research pages and source code. Specifically:
- Residualized correlations regress each constituent's daily return on $SPY, then compute pairwise correlation of the residuals over a 252-trading-day rolling window.
- ETF net flow is estimated as AUMt − AUMt−1× (1 + daily return), to isolate creation/redemption flow from mark-to-market.
- Walk-forward strategy results split the available history into consecutive in-sample / out-of-sample blocks; only out-of-sample results are reported as "walk-forward."
Any single number is a model output, not a measurement. Models simplify reality. Cross-check anything you would act on.
What our content actually is
- Bubbles, themes, watchlists: structural maps of capital flow across the AI value chain. Editorial groupings — not portfolio recommendations.
- Correlations, ETF flows: empirical statistical observations from public price and holdings data. Useful as research input, not as buy/sell signals.
- Research Lab strategies: walk-forward-validated trading rules that we publish for transparency and educational value. Many fail forward-test. The goal is showing what survives rigor, not telling you what to trade.
- Trading bot performance: live or paper trading results from our own automated systems (OKX demo/live, IBKR paper). Shown for transparency. Your results will differ if you replicate.
- Today digest, alerts, news: data aggregation and filtering of public information. We highlight what we think is interesting; we are not telling you what to do.
Analyst consensus ratings
Buy / Hold / Sell badges shown on individual /stocks/<ticker> pages are aggregated from publicly disclosed sell-side analyst recommendations via yfinance / Yahoo Finance. They reflect the views of third-party research analysts at registered broker-dealers — not the views of QuantAbundancia or Abundancia Capital LLC. We redistribute these ratings with attribution; we do not produce, endorse, or modify them.
The badge label (e.g. "BUY"), the analyst count, the mean rating on the 1–5 scale, and the implied upside vs the last close are mechanical aggregations of the underlying analyst opinions. Methodology is yfinance's — see their docs for the consensus formula.
Refresh cadence is weekly. Coverage is incomplete: most US mid/large caps have ratings; OTC ADRs, true microcaps, and many foreign listings do not (in those cases the badge is absent — not a signal). Price targets are denominated in the listing's local currency.
Forward-looking statements
Some content discusses themes, sectors, or companies in forward-looking terms (e.g., "AI supercycle", "10-15 year buildout"). These reflect our editorial views at the time of writing, are subject to change without notice, and may turn out to be wrong. We update positions, theses, and bot configurations without prior announcement.
Conflicts of interest
The operator of QuantAbundancia personally trades public securities, ETFs, and digital assets. Positions discussed on the site may be held, opened, closed, increased, or reduced at any time without prior disclosure. Our trading bots take real positions on real exchanges.
Where we link to third-party brokers, services, or tools, those links may be affiliate or referral links from which we earn compensation. This does not change the substance of our research or our editorial choices.
Data accuracy
Price data, holdings data, news, and corporate-action data are sourced from public providers (yfinance, exchange APIs, ETF issuers, news aggregators). Data may be delayed, incomplete, revised, or wrong. We make best-effort attempts at correctness but offer no warranty. Cross-check anything you would act on.
Jurisdiction
QuantAbundancia is operated from the United States. Content is written for a general English-speaking audience. Nothing on this site is an offer or solicitation to buy or sell securities in any jurisdiction where such an offer would be unlawful. If you are in a jurisdiction with restrictions on financial publishing, consult local counsel before relying on anything here.
Paid memberships
QuantAbundancia offers paid memberships (currently the Founding Member tier; additional research tiers may be introduced in the future). All paid tiers are subscriptions for access to publications and tools — they are not advisory services, performance-fee arrangements, or pooled investments.
Subscription fees are flat, recurring, and disclosed at the point of checkout. Fees are not contingent on a subscriber's trading results. Stripe is the merchant of record for all subscriptions; refunds, cancellations, and billing disputes are handled per the Terms of Service.
A paid subscription does not create a fiduciary relationship, advisory relationship, or any duty of care beyond delivering the published content described on the relevant subscription page. Subscribers receive the same impersonal, general-circulation research as everyone else — at higher density, frequency, or machine-readable form, depending on tier — never personalized advice.
Operator
QuantAbundancia is published by Abundancia Capital LLC, a United States limited-liability company. For inquiries, reach out via @AbundanciaCapX.
These disclosures supplement and form part of the Terms of Service and Privacy Policy. By using this site or any paid subscription, you acknowledge that you have read and understood these disclosures and agree that you are solely responsible for your own investment decisions.
Last updated: 2026-05-18