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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 → $7.54M · +137.2% CAGR · 2.44 Sharpe · -15.9% 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.
10 Jun 20268 min readCapital efficiency
Research · 研究 · 26 · Capital efficiency
The idle-cash problem, and a momentum fix.
Idle cash costs returns. How Shishin parks it in a momentum-ranked ETF rotation sleeve that improved return, Sharpe, and drawdown together in backtest.
7 Jun 20268 min readCapital efficiency