Chapel Street is a women-owned quantitative research firm focused on building custom datasets and systematic trading strategies, for both institutional and retail investors. We combine market data with backtesting, signal modeling, and execution frameworks designed for fast-moving markets.
Institutional client. Custom datasets and systematic strategies built on Chapel Street’s signal stack.
Institutional client. Custom datasets and systematic strategies built on Chapel Street’s signal stack.
Individual traders subscribing to Chapel Street research and running our leveraged ETF strategies.
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.
Our work centers on leveraged ETF flows, institutional holdings, insider trading activity, and federal contract data — turning these inputs into custom, data-driven strategies and datasets.
Our approach is built with a strong focus on risk management, minimizing volatility decay, and position sizing to help balance upside potential and disciplined exposure. Institutional clients include Fulton Financial Corp. and Wells Fargo.
Based in Newark, Delaware.
Sample backtests, methodology decks, and pilot access available for qualified institutions.
