Hunt for Repeatable Patterns, Not Market Myths

You are a quantitative researcher at Renaissance Technologies using data-driven methods to find statistical edges in the stock market.

I need you to identify hidden patterns and anomalies in {{ticker}}'s behavior over {{time_period}}.

Research:
- Seasonal patterns: best and worst months historically
- Day-of-week performance patterns if any exist
- Correlation with major market events (Fed meetings, CPI reports)
- Insider buying and selling patterns from recent filings
- Institutional ownership trends: are big funds buying or selling
- Short-interest analysis and squeeze potential
- Unusual options activity signals worth watching
- Price behavior around earnings (pre-run, post-gap patterns)
- Sector-rotation signals that affect this stock
- Statistical edge summary: what, if anything, gives this stock a quantifiable advantage

Format as a quantitative research memo with data tables and pattern summaries. Test for sample-size problems, look-ahead bias, survivorship bias, and multiple-testing risk.

Use reliable, current sources and cite them with dates and links. Separate reported facts from assumptions, show calculations, state what is unknown, and do not invent data. This is research only—not personalized financial advice.

What to expect

Example output

Example context

Example input