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Research · 研究 · The system
The system,
from inside.
What actually happens each trading day: the scan, the ranked board published by 9:35 ET, the guardian on duty, and the decision table behind it. What a signal is, what it is not, and how to read the board the way the system means it.
$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 · The system
Research · 研究 · 153 · The system
Multi-strategy portfolio allocation one book, four engines
Shishin runs one shared book of about 20 positions, with one guardian on duty per day, or none on roughly a third of days.
21 Oct 20266 min readThe system
Research · 研究 · 152 · The system
How a stock ranking system works. Thousands of tickers in, one ranked board out, by 9:35 ET.
One Shishin trading morning, stage by stage: thousands of tickers, forty-odd indicators each, a breadth regime read, one guardian, a ranked board by 9:35 ET.
Updated 15 Oct 20266 min readThe system