DEHY Research

Methodology, in the open.

How our models are built, what we tested, and — just as importantly — what didn’t survive the test. Every paper is grounded in public SEC and macro data, with transparent construction and explicit limitations.

Factor studyJune 12, 2026

The QVC Composite

Quality, Valuation, and a proprietary insider Catalyst — what survives an honest test

We test a Quality–Valuation–Catalyst composite on the U.S. equity cross-section (2016–2026), pairing two classic low-turnover factors with DEHY’s proprietary insider-conviction signal as the Catalyst. Using point-in-time data, non-overlapping holding periods, and net-of-cost and sector-neutral checks, we report what survives rigor rather than what looks best. The durable, harvestable edge is a within-sector Valuation tilt; Quality’s headline strength is largely a sector bet; and the insider signal is a genuine freshness overlay rather than a standalone source of return.

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MethodologyJune 12, 2026

The DEHY Credit Health Model

A transparent, filing-driven read on an issuer’s ability to service its debt

The DEHY Credit Health Model is a 0–100 score that summarizes an issuer’s capacity to service its debt, derived deterministically from as-reported financial statements and live filing events. It is built on absolute, rating-agency-grounded thresholds — so the number means the same thing for one issuer in isolation — and it degrades gracefully when data is incomplete. Like every DEHY signal, it is a triage read for analysts, not a credit rating and not a default-probability estimate.

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