Research Blog

Long-form explainers focused on contribution policy design, risk dispersion, and market-regime-aware investing.

• DCA vs Lump Sum by Market Regime

  Lump sum often leads in sustained bull markets, while DCA can reduce entry concentration and behavioral pressure in volatile or declining regimes.

• DCA in Bear Markets: Drawdown and Recovery

  Bear markets can improve long-run entry prices for contributors, but they also increase interim drawdown pain and abandonment risk.

• Sequence Risk in ETF Investing

  Two portfolios with the same average return can end with different outcomes if return order differs during contribution years.

• Contribution Timing Risk: Monthly vs Biweekly

  Contribution cadence changes entry distribution and can produce meaningful differences in drawdown, units accumulated, and long-run dispersion.

• ETF Portfolio Simulation Methodology

  Methodology quality drives simulation credibility: assumptions, constraints, and risk metrics must be explicit and reproducible.

• Rolling Window Analysis for Investors

  Rolling windows reveal whether policy performance is stable across many entry points instead of being driven by one favorable start date.

• Market Regime Framework for Long-Term Investors

  Regime frameworks help investors classify return environments and adapt interpretation of DCA outcomes to context.

• Rebalancing with Ongoing Contributions

  Ongoing contributions can be used as a low-friction rebalancing lever, reducing turnover while keeping allocations aligned to policy.