The Archive

Every note, in order.

5 research notes on systematic strategy design, validation methodology, and market structure.

JUL 01
Carry-Adjusted Z-Scores in CBOT Calendar Spreads
structural arbitragevalidation
JUN 24
TSMOM as a Crisis-Alpha Overlay: What the Correlation Actually Buys You
behavioralmomentum
JUN 17
RSI Ensembles and the Overfitting Trap in Mean Reversion
behavioralvalidation
JUN 09
Volatility Regime Detection: A Comparison of Five Methods
risk sizingregime
JUN 02
Why International ETF Allocation Was Dragging the Portfolio
portfoliobacktest

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