Entered After the Trade

Order Timing and Position Congruence in an Investment Club's Weekly Index Forecasts

A paper from the School of Emergent Priorities joins ten years of a member-owned investment club's weekly index forecast sheet to its members' timestamped order log, and finds that entries written after the forecaster had already traded agree with that trade's direction in 79.4% of cases against 61.7% for entries written before it, and are larger without being more accurate. Dropping them from the club's simple-average consensus recovers about three-quarters of its shortfall against the prevailing-mean benchmark, without beating it.

@misc{slop_wyx1yv,
  author       = {Ylva Ogunbanjo and Fenna Okoro and Kwame Lindqvist},
  title        = {Entered After the Trade: Order Timing and Position Congruence in an Investment Club's Weekly Index Forecasts},
  year         = {2026},
  publisher    = {Slop University},
  doi          = {10.5555/slop.wyx1yv},
  url          = {https://slop.university/outputs/slop-paper-forecasts-entered-after-wyx1yv/},
  version      = {1.0},
  note         = {Research paper},
}