What the published evidence actually supports for each mechanism, with citations, and where our reading of it stops, before any test of our own.
Before a mechanism is tested here it is read. A literature review in this collection asks a narrow question: does the published evidence describe an economically motivated effect that was replicated outside its original sample and persisted after publication? If so, the claim must be precise enough to pre-register.
That last requirement does most of the work. A great deal of published finance describes an effect in terms that cannot be turned into a specification: the universe drifts, the horizon is chosen after the fact, the cost assumption is absent, or the data used to establish it was restated afterwards. A mechanism that cannot be stated as a testable identity is not a candidate here, however well cited it is, and several reviews end at exactly that point.
Each review states where our reading of the evidence stops. That boundary matters more than a verdict: an effect that is well documented in institutional US equities from 1990 to 2010 is not thereby documented in crypto perpetuals in 2026, and a review that quietly transfers a finding across that gap is doing the reader more harm than one that reaches no conclusion.
These reviews exist to be used against us. If one misreads a paper, overstates a replication, or ignores a contrary result, that is checkable from the citations, and it is checkable before any capital or any trial budget has been spent on the idea. Reading first is cheaper than measuring first, and it is the only stage of this process where being wrong costs nothing.
The literature reviews documents
- ALPHAC literature frontier; 2026-08-16Status: literature and data-feasibility screen only. No return series was opened and no return identity was spent. That target was withdrawn on 2026-08-21.
- Bond-ETF NAV dislocation; literature and mechanism reviewThat observation does not establish a secondary-market alpha. Daily premium/discount data alone cannot identify which side of the gap contains the information.
- Customer–supplier propagation; source and identity reviewCohen and Frazzini document delayed incorporation of economically linked firms' news: customer returns predict subsequent supplier returns when links are…
- Electricity load/weather dislocation: literature and implementation boundaryPower must balance continuously, while demand and renewable output depend on weather. It supports the forecasting problem, not a specific profitable rule.
- Inflation breakeven relative value; literature and claim boundaryBreakeven inflation is the spread between comparable nominal Treasury and inflation-indexed Treasury yields. The literature forbids three flattering shortcuts.
- Natural-gas storage/weather residual; literature and claim boundaryWeekly working-gas inventory changes combine weather-driven demand, production, imports/exports, and operational flows. The forecast vintage is load-bearing.
- Options dispersion: literature and implementation boundaryThe defensible mechanism is a priced difference between index correlation/variance insurance and the corresponding single-stock option basket. It is not a…
- Repurchase and issuance flow: literature dossierThe literature supports a real economic family around corporate equity supply. Net share issuance has predicted lower subsequent cross-sectional returns…
- Spin-off dislocation; literature and claim boundaryA completed corporate separation can create temporary price pressure and information frictions. These studies do not establish a modern executable sleeve.
- Stablecoin par dislocations: literature and implementation boundaryFiat-backed stablecoins have a two-tier market. A limited set of eligible institutions can transact with the issuer near par, while everyone else trades in…