Quant Rick Join the Lab

rick@lab:~$ ./why_this_works.sh

Be in the market when the risk is low. Out when it isn't.

I'm Rick, a former bank quant. This is the momentum regime approach I teach, backtested from 1928 to 2020, and you code it yourself. Six minutes, then decide.

Rick in a lab coat holding a flask
$ ./vsl.mp46 min
Join the Lab for $41 a month

Full access, one tier. Billing runs through Skool. Cancel any time.

Three reasons it works. All of them backtested.

Same charts as the video. Nothing here is a payout screenshot, because those are the easiest thing on the internet to fake.

Rick at a whiteboard marked market structure
  1. 01

    Bull markets last longer than bear markets.

    Bull markets since 1958: 1.8 to 12.3 years, +48% to +582%. Bear markets: 0.1 to 2.5 years, -22% to -57%.

    Everyone tells you that you can't beat the market and that compounding is the closest thing to magic in finance. I'm not going to argue with either. I'm telling you to do exactly that, with one edit: only be in when the risk is low. If you were only in for the bull markets, your gains are higher and you never eat the drawdown. Sounds ludicrous, until you can measure when you're in one.

    Bull and bear markets since 1958: bull runs of 1.8 to 12.3 years with gains of 48% to 582%, bear markets of 0.1 to 2.5 years with losses of 22% to 57%
    Bull and bear markets, 1958 to 2024. Blue runs are bull markets, orange are bear markets, grey bands are recessions.
  2. 02

    Risk is measurable. Momentum tells you where it is.

    Annualized volatility below the moving average: 22.8% to 26.9%. Above it: 14.5% to 15.6%. Every window from 10 to 200 days.

    The momentum effect is just psychology. People herd into a buy, sentiment stays strong, and what has gone up keeps going up. Record that across windows and the trends show up on their own. The part that matters: below the average, with momentum negative, is the high-risk state. It's not a dip to buy. It's the thing you sit out.

    S&P 500 annualized volatility above and below moving averages, October 1928 to December 2020: 14.5% to 15.6% above, 22.8% to 26.9% below, on 10, 20, 50, 100 and 200-day windows
    S&P 500 annualized volatility above and below its moving averages, October 1928 to December 2020.
  3. 03

    The regime shows up in the economy too.

    In recessions, the S&P 500 sits below its 200-day average 68% of the time. In expansions, it's above it 81% of the time. Window: October 1928 to December 2020.

    Below the average is what a recession looks like. Above it is what an expansion looks like. The rest of the same test says the same thing: annualized excess return only shows up in positive momentum, the worst trading days cluster in negative momentum, and the long positive-day streaks live in positive momentum. Nearly a hundred years of data, and it's one of the known contradictions to CAPM: a semi-efficient state that beats the market. That state is what I teach you to trade.

    Recessions, expansions and the 200-day moving average, October 1928 to December 2020: in recessions the index is below the 200-day 68.2% of the time, in expansions above it 80.6% of the time
    Share of time above and below the 200-day average, in recessions and in expansions, October 1928 to December 2020.

What the curve looks like when you do this.

Smooth ride up. Volatility spikes, the market goes indecisive, you're out. Smooth ride up again. Spike, out. On QQQ, late 2021 to now, that's four sell-offs sidestepped, minus 16, minus 23, minus 19 and minus 22, and four trends ridden, plus 42, plus 17, plus 20 and plus 20. You hold winners a long time, because bull markets last longer, and you're flat when it gets ugly.

Lose less, compound more. That's the whole trick. There is no version of it you can buy as a signal. You code it, you test it, and you know exactly why it's in or out on any given day.

QQQ daily chart, late 2021 to September 2026, with the model's entries and exits marked: sidestepped losses of 16%, 23%, 19% and 22% in red, trends ridden of 42%, 17%, 20% and 20% in green
QQQ, daily, late 2021 to September 2026. Entries and exits marked. Sidestepped losses in red, trends ridden in green. Hand-annotated on a live chart: it shows the behavior, not a return figure. Click to enlarge.
Rick in the lab: a sign reading discipline, structure, profit, not luck, a shelf of books and a flask

Eight modules. Start with the twelve-minute one.

The classroom is built in the order a new member needs it. Watch the first one, then go straight into the bootcamp.

Plus the roadmap, the mandatory literature (a lot more than the one paper in the video), the trading code, code review, and me in the community answering questions. Not a support desk. Me.

Who this is for.

Join if

  • You have some capital and a few hours a week.
  • You'd rather see a backtest than a payout screenshot.
  • You're willing to learn to code the model. The manual is inside; you don't need to know how yet.
  • You want to understand why a trade is on, not just that it is.

Don't join if

  • You want signals or a copy-trade.
  • You want a guru. I'm a quant.
  • You think "trust me" is evidence.
  • You expect a curve with no red candles. Every real one has drawdowns.

One price. Everything above.

$41a month

Billing runs through Skool. Cancel from your Skool settings any time; you keep access to the end of the cycle you paid for.

  • All eight classroom modules
  • The Trend-Following Bootcamp with the coding manual
  • The trading code
  • My answers in the Q&As and the community
  • Code review on what you build
  • Weekly lectures, new topic every week
  • Roadmap and the mandatory literature
Join the Lab for $41 a month

Receipts.

Twelve members, in their own words. Raw screenshots from the lab's Discord and the Skool review wall, drawdowns included. Click any of them to read at full size.

Skool review wall

Skool review, five stars, still a paying member after 9 months Skool review, five stars, still a paying member after 10 months Skool review, five stars, still a paying member after 4 months

From the Discord

Discord message from Andra, 29 March 2026 Discord message from zenji, 20 January 2026 Discord message from davidhdez1247, 15 May 2026 Discord message from Heitor, 27 April 2026 Discord message from Scott, 27 May 2026 Discord message from vollegiffn, 15 June 2026 Discord message from Mr. Birdperson, 27 April 2026

Member results are their own. Not financial advice.

Questions.

Do I need to know how to code?

No. The bootcamp includes the coding manual. You learn enough to build the model, test it and change it. If you've never written a line, you start there.

What markets and platforms does this cover?

Rick: instruments (equities, indices, crypto, futures?) and the platform or broker the bootcamp is built on.

Does it work with a prop firm?

The 2.0 Bootcamp is built for prop firms. It's still being built out, so watch its introduction first and start with the Trend-Following Bootcamp.

How much time does it take?

Rick: honest hours per week to get through the bootcamp, and how long until a member has a working model.

Is this financial advice?

No. It's education and code. You make your own decisions and you carry your own risk. Backtests describe the past; they don't promise the future.

How do I cancel?

Inside Skool: profile picture, Settings, Communities, Settings next to the group, Manage membership, Cancel membership. You keep access to the end of the billing cycle. Cancel at least 24 hours before it renews.

Rick thinking, arms crossed

Backtested, not vibes.

Join, and the first thing you'll see is the twelve-minute video. Watch it, then start the bootcamp. I'm in there.

Join the Lab for $41 a month
Rick standing, hands in pockets