Notes & Research

Short write-ups on how these strategies are built, tested, and run — the methodology and the lessons, good and bad. Ideas and reasoning, not signals.

September 23, 20268 min read

How a Backtest Earns Trust

A win rate and a Sharpe ratio went up on this site, and then came down again. What went wrong with them, why the live-data version broke the same way, and the test that decides when they go back up.

MethodologyBacktestingResearch

July 21, 20265 min read

Why a Day That Looks Brutal Intraday Can Still Close Green

Index options settle on a single closing print — so the scariest-looking intraday moves often leave no mark on the P&L. Why the tape is a poor risk gauge, and why we hold to expiration instead of reacting to it.

0DTERisk ManagementMethodology