ABOUT DIPSONAR
Quantitative research platform
The Project
DipSonar is a quantitative analysis project applied to financial markets. The idea is to use statistical methodologies on historical data to identify recurring patterns, with no predictive claims. It is a study and research tool, born out of personal curiosity and developed over time.
What We Look For
The analysis focuses on observing price movements within defined time windows. The system examines thousands of stocks and tries to identify when a price is in areas where potential reversal points might occur:
Beyond purely technical aspects, the system also integrates fundamental analysis: sector and industry classification, macroeconomic context, and stock-specific characteristics. Everything is processed through quantitative methodologies, without subjective interpretations.
The Analysis Perimeter
Currently, monitoring covers S&P 500 stocks, which represent a significant sample for testing methodologies. However, the infrastructure is designed to scale. The goal is to extend the analysis to other universes:
The Scoring System
To provide a comparison metric, each simulated operation receives a score. The score takes into account various contextual variables: overall market trend, volatility, sector and industry characteristics, the stock's price range, and its relative position within the analyzed time window.
This allows for classifying historical operations and observing in which contexts the strategy performed better. The score is not a judgment on the future, but a snapshot of the past.
The Data
All data on this portal are exclusively the result of historical backtests. This means the operations you see are simulated on data that has already happened, not predictions of what will happen. Understanding this difference is crucial.
The analyzed period runs from 2011 to today, offering a sufficiently long timeframe to observe different market cycles.
What We Are Not
It's important to be clear on this point:
DipSonar is and remains a data analysis project, born for study and shared for transparency.
Final Disclaimer
Financial markets are complex and unpredictable. Past results do not constitute in any way a guarantee of future results. Anyone operating in the markets does so under their own exclusive responsibility, with awareness of the risks involved.