Chapel Street builds quantitative strategies optimized for upside — not exposure for its own sake. We track leveraged ETF flows, institutional holdings, insider trade reports, and federal contract awards, then translate each into executable strategies with sizing and risk built in.
Primary filings ingested at the source — leveraged ETF flows and holdings, 13F institutional positions, and Form 4 insider transactions. Parsed, normalized, and ticker-mapped within hours of release.
Each dataset becomes a directional signal: pair rotation logic for leveraged ETFs, position deltas and cluster moves on 13F, conviction scoring on insider trades. Calibrated against historical outcomes, point-in-time.
Signals get sized for the leveraged ETF tape — vol-aware exposure, regime detection, decay-managed hold periods. Strategy output is execution-ready, not academic.
127 leveraged ETFs tracked across pair-rotation, single-direction, and single-stock leveraged formats. Vol-targeted, regime-aware, and decay-managed by construction.
13F filings parsed at the position level for top-performing institutional funds. Buy-and-hold backtests on each fund's current weights, computed daily.
Form 4 transactions tracked live. Cluster buying, unusual size, and executive-vs-director conviction scoring become directional signals.
Federal awards (DoD, GSA, civilian) matched to public companies. Revenue translation modeled to surface contract winners ahead of guidance.
Most "alt data" stops at the dataset. We ship the strategy.
Chapel Street is a strategy engine: primary filings on one side, a sized, executable trade on the other. We combine leveraged ETF flows and holdings, 13F institutional positions, Form 4 insider transactions, and federal contract awards into a single execution layer that's vol-aware, regime-aware, and decay-managed by construction.
Sample backtests, methodology decks, and pilot access available for qualified institutions.
