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Research · 研究 · Evidence
Evidence,
not anecdotes.
The statistical case: significance testing, survivorship handling, transaction-cost drag, market-timing regressions, fat tails. What counts as proof in trading research, what does not, and where our own numbers sit against that bar.
$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 · Evidence
Research · 研究 · 169 · Evidence
Time-series vs cross-sectional momentum, one word for two different trades.
Relative winners or absolute trend? The two momentum literatures, what each one risks, and why a regime-gated breakout system runs both at once.
30 Sept 20268 min readEvidence
Research · 研究 · 168 · Evidence
When momentum crashes.
Momentum's darkest episodes are state-dependent and partly forecastable. What Daniel and Moskowitz found, and how a regime gate changes the risk.
Updated 15 Oct 20268 min readEvidence