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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 $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
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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.

6 Aug 20268 min readEvidence