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Shishin · 四神
Shishin四神 · Capital
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Shishin · 四神
Shishin
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Research · 研究 · Capital efficiency

Capital,
fully at work.

What happens to the capital between signals: idle-cash rotation sleeves, top-ups, rebalancing mechanics, and what the backtests said about each idea, including the ones that were tested and set aside.

$100,000 → $8.95M · +145.5% CAGR · 2.56 Sharpe · -15.5% max drawdown · 1,258 trading daysLocked five-year backtest, hypothetical · track record · verified daily · research, not advice
2 notes · Capital efficiency
Research · 研究 · 27 · Capital efficiency

Rebalancing, and adding to winners.

Trimming to fund better ideas and gated top-ups into winners: what Shishin tested in capital rotation, why naive add-to-winners fails, and why it stayed out.

Updated 15 Oct 20268 min readCapital efficiency
Research · 研究 · 26 · Capital efficiency

The idle-cash problem, and a momentum fix.

Idle cash costs returns. Shishin parks it in a momentum-ranked UCITS ETF sleeve that improved return, Sharpe, and drawdown together in backtest.

Updated 15 Oct 20268 min readCapital efficiency