index — articles
Research log
Strategy breakdowns, research published as it is built, and tooling notes. Sorted newest first.
count: 03sort: date desc
01premiumstrategy
Anatomy of a Cross-Sectional Momentum Strategy
A full teardown of a weekly-rebalanced cross-sectional momentum book: signal construction, portfolio formation, cost model, and the two regimes where it loses money.
JUL 10, 20268 min read
02research
Volatility Targeting: What the Backtests Don't Show
Vol targeting improves Sharpe in nearly every published backtest. In practice it is a bet on vol clustering — and the estimator you pick matters more than the target you set.
JUN 28, 20266 min read
03tooling
A Working Checklist Against Backtest Overfitting
Twelve checks run against every backtest before it earns capital: deflated Sharpe, parameter plateau tests, walk-forward degradation, and the boring ones that catch the most errors.
JUN 12, 20267 min read