index · articles
Research log
Strategy breakdowns, research published as it is built, and tooling notes. Every article is free and published in full.
Deconstructing the Debit Spread: When the Math Actually Favors You
The call debit spread is sold as a cheaper way to be bullish. That framing conceals what you are actually trading. The structure's real mechanics, and how to test whether it favors you.
A Complete Framework for Evaluating Any Strategy Before You Risk Money
Five gates every strategy should clear before it receives capital: edge, robustness, regime dependence, cost survival, and survivability. A scorecard applicable to anything.
Building a Mean-Reversion Strategy From Scratch, Tested Honestly
A complete build: hypothesis, data, rules, code, and an out-of-sample test, including the parts that did not work. This is what the process looks like when nobody is selling anything.
Position Sizing Is the Only Thing Keeping You in the Game
Most traders do not blow up because the strategy was wrong. They blow up because they were too large when it was. The survival arithmetic every trader should run once.
Three Ways Your Backtest Is Lying to You
A backtest that looks perfect is usually the most dangerous kind. Three ways historical results mislead, and how to catch each one before it costs real money.
The Metric That Actually Determines If You Make Money
A 90% win rate can lose you money. The number that decides whether you profit is not how often you are right. It is something almost no one tracks.