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.
What the essays cover
1.6M+
Strategies analysed
the firm's full corpus
23M+
Strategy-windows
walk-forward IS / OOS
4
Interactive demos
explore the data in-browser
3.2k
Lines of code
analysis behind the essays
100%
Reproducible
from a public data table
2026-05-13 · 8 min read
The partition does the work
A pre-registered statistical bar, cleared, three choices in partition-based portfolio construction beat rank-by-Sharpe on a 26-asset crypto corpus, after correcting for the many comparisons made.
Continue readingpartition beats rank-by-Sharpe (Holm 5%)
2026-05-06 · 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.
Continue readingpairwise |ρ|, peaked near zero
2026-05-22 · 15 min read
Edge is in the Process
Selection turns a losing pool of 533,638 strategies profitable on 8 of 12 markets.
Continue readingpool loses, selection clears break-even