Beat Bias. Stay on Track.
Disciplined ETF investing for the long run.
Investors lose up to 4% per year to fear and timing.
Over 10 years, more than 80% of active funds underperform their benchmarks.
Quantlake combines ETF model portfolios, daily research, and behavioral analytics.
Over 10 years, more than 80% of active funds underperform their benchmarks.
Quantlake combines ETF model portfolios, daily research, and behavioral analytics.
Investors who trade less earn an average of 6% more per year. Quantlake is built to keep you there.
The Platform
Built on Evidence. Engineered for Discipline. Grounded in Data.
Classic Portfolios
Diversified ETF portfolios drawing on the discipline of Buffett, Dalio, and Bogle. Built for steady compounding without constant adjustment: time in the market over timing the market.
Explore Classic
Smart Portfolios
Rules-based ETF models that adapt to changing market regimes. Designed to capture structural shifts without the emotional drag of discretionary decisions.
Explore Smart
ETF Research
Daily notes on what the cross-section is doing, breadth, dispersion, factor regime, trend state, published after the US market close. No forecasts, no price targets. Free to read.
Browse ETF research
Quantlake Herd Index
A proprietary composite of momentum, breadth, credit, and volatility signals. QHI identifies when markets reach behavioral extremes, fear zones preceded 5.75% 3-month returns vs. 1.57% at greed zones (SPY, 2009–2025).
How the QHI works
Behavioral Risk Profiling
Most risk profiling measures what you can tolerate financially. We also measure what you will tolerate emotionally. The gap between the two is where most portfolios fail. Powered by BehaviorQuant.
Explore behavioral risk profiling
API & Integrations
Programmatic access to Quantlake's portfolios, signals, and analytics. Built for systematic investors, advisors, and developers who want to integrate Quantlake data into their own workflows.
Available with Pro
Latest ETF Research
Quantlake Time in the Market Study: Method and Data
What the study tested, how a trade is filled, the benchmark every timing decision is measured against, and where the prices come from.October 27, 2026
Rolling 10-Year Returns Since 1881: Where the Last Decade Ranks
Ten- and thirty-year returns of the S&P Composite since 1881, nominal and real, and where the decade to September 2026 sits in each market's history.October 27, 2026
What Followed the Market's Worst and Best Days
Returns after an extreme day, one in the outer 1% of an ETF's own history, against an average day, and what buying or waiting on those days did.October 27, 2026
More ETF Research
The Evidence
Why Quantlake Works When So Many Investors Fall Behind
Bias Costs Real Money
The average investor underperforms the market by 1–4% per year due to poor timing. In 2024, that gap hit 8.4%.
DALBAR – Quantitative Analysis of Investor Behavior
Most Active Funds Fail
More than 80% of actively managed funds underperform their benchmarks over 10 years. Persistent outperformers are vanishingly rare.
SPIVA – S&P Indices Versus Active Scorecard
Rebalancing Beats Drift
Portfolios drift into unintended risk without systematic review. Quantlake portfolios are reviewed on schedule: Classic quarterly, Smart monthly, with rebalancing triggered by model signals.
Portfolio Rebalancing Made Simple
Risk-Matched Performance
From conservative allocations to growth-oriented strategies, Quantlake portfolios have delivered backtested annualized returns aligned with their risk profile. Lower-risk models produce single-digit returns by design; higher-risk strategies have produced double-digit results.
View full performance data
