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📚 RESEARCH LAB

Paper vs. Profit

We read the papers. We judge them. We tell you if they will make you money. Brutal AI dissects academic finance research with one question: would this actually work in practice?

VERDICT: MAYBEMarket Prediction2026-04-16 · 9 min
Paper vs. Profit #002: Can Machine Learning Predict Intraday Stock Moves Using High-Frequency Data?

Three Korean researchers built a Random Forest model that trades individual KOSPI/KOSDAQ stocks intraday using dollar bars, triple barrier labeling, and a meta-model. 57.4 percent accuracy. Sharpe 2.77. Costs included. Quant fund strategy, not Robinhood strategy.

Chansu Kim, Sunwoong Kim, Heungsik Choi (2024)
VERDICT: MAYBESentiment2026-04-09 · 8 min
Paper vs. Profit #001: Does the Fear & Greed Index Actually Predict Stock Returns?

Soongsil University researcher reverse-engineered CNN's Fear & Greed Index, broke it into 7 components, and threw every machine learning model at it. The Stock Price Strength sub-indicator dominated. Direction prediction beat magnitude prediction. R-squared stayed under 0.20.

In Sil Choi (2024)
📅 PUBLICATION SCHEDULE
New Paper vs. Profit issue published every Wednesday. Each issue takes one academic finance paper, summarizes the method, evaluates the numbers, and delivers a clear verdict: YES, MAYBE, or NO.

Academic research interpretation only. Not investment advice. Always verify findings against the original paper.