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Research · 研究 · Methodology

Methodology,
in the open.

How Shishin is actually built: the four engines, the macro regime gate, composite scoring, volatility-aware stops, sizing, and market-on-close execution. Published in enough detail to be checked, because a methodology you cannot inspect is just marketing.

$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
15 notes · Methodology
Research · 研究 · 42 · Methodology

How to vet a track record.

Before trusting a signal service's track record: is it survivorship-free, point-in-time, net of costs, significant, and does it show the losers?

1 Sept 20267 min readMethodology
Research · 研究 · 56 · Engine

Inside Byakko. The defensive engine, by the numbers.

A deep look at Byakko, Shishin's defensive engine: the only one that wins over half its trades, and how it earns through downtapes.

22 Aug 20268 min readMethodology
Research · 研究 · 55 · Engine

Inside Seiryū. The recovery engine, by the numbers.

A deep look at Seiryū, Shishin's bear-market recovery engine: why it trades just 24 times in five years yet earns the most per day on duty.

12 Aug 20267 min readMethodology
Research · 研究 · 30 · Execution

We don't trade the open. We trade the close.

The open is the day's most gap-prone print. Why the live system fills entries in the closing auction instead, and how the backtest stays conservative.

2 Aug 20267 min readMethodology
Research · 研究 · 24 · Methodology

Why most backtests lie. And how to read past it.

The mechanical ways a backtest inflates the past, look-ahead, overfitting, the in-sample trap, and why walk-forward and live trading are the honest tests.

23 Jul 202610 min readMethodology
Research · 研究 · 15 · Taxonomy

Where a stock is in its own cycle.

The same signal can mean opposite things: a fresh 50-day-MA cross differs from a year above it. How Shishin's setup-state classifier captures the difference.

18 Jul 20268 min readMethodology
Research · 研究 · 11 · Stops

Volatility-aware stops, vs fixed percentages.

The stop-placement sweep, with receipts: ATR-derived stops with an upper cap beat every fixed-percentage variant we tested. The principle, not the parameters.

13 Jul 20268 min readMethodology
Research · 研究 · 13 · Framework

Four guardians, one mental model.

Why Shishin's four engines carry the names of the Four Symbols of East Asian cosmology: one word for the entire market posture the system is taking today.

8 Jul 20267 min readMethodology
Research · 研究 · 54 · Engine

Inside Genbu. The quality engine, by the numbers.

A deep look at Genbu, Shishin's small-cap quality engine: its regime gate, how it picks and exits, and why a 35.7% win rate still made money over 42 trades.

2 Jul 20268 min readMethodology
Research · 研究 · 09 · Integrity

The names that aren’t there, and what we do about them.

Why most equity backtests are contaminated by survivor selection, and the five countermeasures that keep Shishin's universe honest at every historical date.

26 Jun 20268 min readMethodology
Research · 研究 · 37 · Engine

Inside Suzaku. The breakout engine, by the numbers.

A deep look at Suzaku, Shishin's breakout engine: the regime gate, how it picks and exits trades, and what its 131 backtested trades reveal.

Updated 3 Jul 20269 min readMethodology
Research · 研究 · 07 · Sizing

Position sizing, by conviction.

How a composite score becomes a position size: top-up logic, score-conviction mapping, and why the highest-conviction names get the most capital.

Updated 3 Jul 20268 min readMethodology
Research · 研究 · 05 · Regime

The macro classifier. Seven regimes, one decision.

Inside the breadth-driven regime classifier: seven regimes, daily transitions, and how universe-wide MA stack readings drive capital allocation.

Updated 3 Jul 20269 min readMethodology
Research · 研究 · 03 · Scoring

Composite scoring. Eight features, one number.

How Shishin's composite is built: eight weighted sub-scores across position, volatility, breakout, liquidity and sector. Deterministic and transparent.

Updated 7 Jul 20269 min readMethodology
Research · 研究 · 01 · Architecture

Four engines for four regimes. One discipline.

Inside the four-engine architecture: Genbu, Suzaku, Byakko, and Seiryū, each tuned for a different market regime, gated by a breadth-driven macro classifier.

Updated 3 Jul 20268 min readMethodology