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Research · 研究 · Risk philosophy
Risk,
as a design input.
Drawdown treated as something to design for, not a residual to explain away afterwards: the shape of the equity curve, the kill switches we refuse to add, the experiments that failed, and the trade-offs behind return, Sharpe, and drawdown moving together.
$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
3 notes · Risk philosophy
Research · 研究 · 08 · Discipline
The seed loss. Why small drift is catastrophic.
How a small early error compounded over five years into a half-million-dollar gap, and why operating discipline matters more than any single rule.
Updated 15 Oct 20267 min readRisk philosophy
Research · 研究 · 16 · Evaluation
Return alone, Sharpe alone, drawdown alone. None of them.
No single metric is enough: return, Sharpe, and drawdown each fail when optimised alone. A sound strategy improves all three together.
Updated 3 Jul 20268 min readRisk philosophy
Research · 研究 · 02 · Risk
Drawdowns are a feature, not a side-effect.
A strategy's return tells only half the story. See what drawdown measures, and why we optimize for the shape of the equity curve, not just the endpoint.
Updated 15 Oct 20267 min readRisk philosophy