Articles
Research notes
Long-form pieces with reproducible figures and interactive simulations. Each article is self-contained: bring a few minutes and a willingness to disbelieve.
- 12 min read
What “1.6 million strategies” actually means
A response to the data-mining objection — how the corpus is built, and what its geometry implies.
1,632,588 strategies across 30 asset / timeframe partitions and 8 indicator families — 23M+ strategy-windows under walk-forward IS / OOS. Mean absolute pairwise correlation is 0.123, median 0.072, only 2.84% of pairs cross |ρ| = 0.5. The page documents construction (with the proprietary parts reserved), shows the correlation histogram across ~450M pairs, and walks through two video sections on SOL/USDT 1H: eight 3D performance surfaces with a frame-locked 8×8 correlation panel, and per-family variant graphs as live PCA layouts of the rolling correlation manifold.
Continue reading - 14 min read
Edge is in the Process
Why 400k+ strategies find alpha that individuals cannot.
Across the firm's full 30-asset corpus — roughly 23 million strategy-windows spanning crypto majors, large- and mid-cap altcoins, and three forex pairs — no individual strategy carries credible out-of-sample edge. The same pool, evaluated through Daru Finance's proprietary robustness filter, produces portfolios that clear institutional-grade hurdles in strong regimes and signals its own failure in weak ones. Six interactive simulations.
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