Proprietary Research

Protean Research Lab

Quantitative frameworks and proprietary models powering Protean's investment process. Interactive visualizations updated as new data becomes available.

Macro — Liquidity Regime
Macro Fractal Complexity
Cross-Asset Liquidity Regime Classification | D(20) Fractal Dimension | 22 Macro Securities | Week Ended April 17, 2026
Macro Fractal Complexity Scan
Macro — Leading Indicator
CPDP Model vs PCE — 16-Month Leading Indicator
CPDP Model (16mo lag) vs PCE CYOY Index | Proprietary Framework | Monthly Data
PCE CYOY Index (LHS)
CPDP Model 16mo Lag (RHS)
CPDP Forward Projection
As of March 23, 2026 | Correlation = 74.1% | R² = 54.9% | Proprietary CPDP Framework © Protean Asset Management
74.1%
Correlation
54.9%
R-Squared
3.40%
PCE Target (Model)
Macro — Policy Rate Framework
Multi-Modal Policy Rate Model
Adaptive & Coincident Model Range vs Fed Funds Upper Bound | Proprietary Framework | March 2021 – March 2026
Multi-Modal Policy Rate Model
3.75%
Fed Funds (UB)
4.74 – 6.28%
Model-Implied Range
–0.99%
Gap Below Floor
Microstructure — Dealer Positioning
Dual-Product Dealer Gamma Map — SPX + SPY Unified
Proprietary GEX Framework | Black-Scholes Gamma | Bloomberg OMON Data | As of April 16, 2026 (EoD)
Dual-Product Dealer Gamma Map
~6,975
Gamma Flip
+$28.2B
Net GEX / 1%
0.27x
Combined PCR
2.04M
OI @ 7,000 Magnet