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RevDog AI

Building RevDog: Systematic small-cap quant strategy

When Intuition Fails: A Data-Backed Look at 200DMA Extremes

We tested a common belief: avoid stocks far above their 200DMA. The data showed the opposite—momentum persisted. More importantly, stocks 20%+ below their 200DMA delivered 2–4× higher monthly returns in extreme regimes. That non-linear insight reshaped our model.

Decision Traces: Why Systematic Investing Needs to Explain Why, Not Just What

Most investment systems record outputs, not reasoning. Decision traces capture why a system acted at the moment of commitment—inputs used, constraints applied, actions taken—turning opaque models into legible, self-auditing decision engines.

Backtests and Walk-Forward Validation Answer Different Questions — and Confusing Them Is Costly

Backtests and walk-forward validation serve different purposes. One measures historical outcomes; the other tests whether signals actually persist out-of-sample. Robust systems require both—used correctly and in the right order.

When Factors Stop Working: How Regime-Aware Models Reduce Drawdowns in Indian Equities

Most factor models fail not because signals disappear, but because they are trusted for too long. This note explains how regime-aware factor gating, conditional growth, and governance caps were implemented in RevDog V3 to manage drawdowns in Indian equities.

When “Fair” Isn’t Necessary: Why RevDog Moved Away from Sector-Relative Scoring

RevDog tested sector-relative vs absolute scoring in its V2→V3 transition. With a 0.95+ rank correlation across 111 stocks, results showed normalization mattered far less than regime-aware factor gating—leading to a simpler, more robust V3 design.

When Quality Stops Being the Signal: RITES and the Risk‑Off Regime That Prefers Ownership Over Output

In a Risk‑Off regime, RevDog’s framework deliberately de-weights ROE/ROCE and growth, elevating promoter holding and dividend yield. RITES shows strong quality metrics, yet price/200DMA weakness and execution-sensitive growth create a signal conflict that the regime resolves by gating “goo

When Quality Stops Being the Decider: ABSLAMC and the Risk‑Off Pivot from ROE to Promoters & Payouts

In a Risk-Off regime, RevDog’s framework deliberately de-weights classic quality (ROE/ROCE) and re-weights defensiveness (promoter holding, dividend yield). ABSLAMC shows the tension: strong efficiency metrics coexist with weakening price trend and mixed growth—revealing how regime gates c

Part 2: Methodology Overview — How the Regime-Aware Framework Is Implemented

Several quality and growth factors show positive rank correlation in normal markets but reverse sign during stress. This note outlines how regime-aware IC analysis drives factor gating, system modes, and exposure control across market environments.

When “Quality” Stops Protecting You: Why Factors Must Be Regime-Aware

Why do proven factors fail during market stress? This piece explores regime-aware investing, showing how institutional portfolios switch between Alpha Mode and Survival Mode to reduce drawdowns and improve long-term outcomes.

Alpha Mode vs Survival Mode: How Institutional Portfolios Adapt to Market Risk

Markets reward risk in some periods and punish it in others. This article explains why institutional portfolios operate in two modes—Alpha Mode and Survival Mode—and how regime-aware design improves returns and protects capital.