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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
7 notes · Methodology
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.

25 Jun 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.

17 Jun 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.

8 Jun 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.

2 Jun 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.

27 May 20268 min readMethodology