Research
Field-tested investigations, methods, and findings.
Aug 2026· Published research
Too Much World
A small theory of how intelligent agents should decide what to learn, when to stop, and where to look next
AutonomyHow to Measure a Site Acquisition PipelineMarket depth, evidence and the backlog behind deliveryPublished researchMethods
Aug 2026Backlog WeatherA retrospective test design for pipeline evidencePublished researchResearch methods
Aug 2026Algorithmic trading anthology — July 2026Can you predict financial markets from the weather? One hundred and sixteen experiments against a bar fixed in advance. Two held up; three that appeared to were withdrawn on review.116 experimentsTrading
July 2026QQQ Donchian BreakoutReframes the poster's suspiciously-clean Fibo H4 pattern claim into a transparent, well-known breakout rule (Donchian/turtle) that can be honestly tested…Trading
July 2026QQQ Two-Day Dip ReversionShort-horizon equity mean reversion is a classic stat-arb style edge; the 'quant bloodbath last week of June' thread suggests this edge is crowded and…Trading
July 2026Time-Series Momentum, ETF BasketTime-series momentum captures slow diffusion of information and behavioural under-reaction; well-documented across asset classes (Moskowitz-Ooi-Pedersen)…Trading
July 2026Sector Rotation MomentumCross-sectional momentum: recent relative winners tend to keep outperforming over 1-12 month horizons. Documented across equities, sectors and countries…Trading
July 2026Donchian Breakout ETF BasketTrend-following captures the well-documented positive autocorrelation of medium-term price moves across asset classes (time-series momentum). CTAs…Trading
July 2026QQQ Opening-Hour MomentumOpening-range momentum: early-session direction reflects overnight information being priced in plus institutional order flow that persists through the day.Trading
July 2026Fading QQQ Overnight GapsOvernight gaps are frequently driven by thin pre-market order flow and sentiment; RTH liquidity provision pushes price back, so extreme gaps revert more…Trading
July 2026Nasdaq Mid-Week Momentum TestWeekly return autocorrelation / drift persistence: once a directional bias is established early in the week (price holding above or below Monday's open)…Trading
July 2026Volatility-Gated Nasdaq Week TradeMomentum-continuation payoffs concentrate in higher-volatility regimes; in quiet weeks mean-reversion dominates and the directional bet decays. Gating the…Trading
July 2026An Out-of-Support Volatility GateA backtest only has evidence inside the feature range it sampled. When live realized vol exceeds anything seen in-sample, the strategy is operating…Trading
June 2026Out-Of-Support Volatility Gate On SPY MomentumA backtest only has evidence inside the feature range it sampled. When live realized vol exceeds anything seen in-sample, the strategy is operating…Trading
June 2026Volume-Confirmed SPY MomentumVolume is a proxy for conviction/information flow; the OHLC-only crowd asks whether price+volume alone is enough, and the literature on volume-confirmed…Trading
June 2026ETF Relative-Strength RotationCross-sectional momentum (Jegadeesh-Titman) is among the most robust documented anomalies; applying it to a liquid ETF basket is a clean…Trading
June 2026Overnight Drift In SPYA long line of research (Cooper, Cliff & Cooper; Lou, Polk & Skouras) finds equity index gains accrue disproportionately overnight, possibly from…Trading
June 2026Underwater-Duration Stop On SPY MomentumIf trend rules fail in long grinding drawdowns rather than sharp ones, capping permitted underwater duration should excise the worst regime-mismatch…Trading
June 2026Volatility-Managed Equity ExposureVolatility is persistent and negatively related to next-period risk-adjusted return; cutting exposure when vol is high sidesteps the worst of crash…Trading
June 2026Cross-Asset Trend, DiversifiedTime-series momentum (trend following) is one of the most-replicated cross-asset anomalies (Moskowitz-Ooi-Pedersen). Spreading it across uncorrelated…Trading
June 2026Buying QQQ Dips Near 52-Week HighsAn index near its 52-week high is in a confirmed uptrend; a shallow 5% pullback is more likely a temporary supply imbalance than a regime change, so…Trading
June 2026Trend-Filtered Dip Buying On SPYMean reversion of shallow pullbacks is conditional on trend regime. Inside an uptrend, dip buyers and systematic rebalancers provide support; in a…Trading
June 2026Fractional Differentiation for SPY Dip-BuyingFractional differentiation (Lopez de Prado) preserves long-range memory in price while achieving stationarity. A positive fractionally differenced series…Trading
June 2026SPY Mean Reversion After 1% Down DaysWell-documented short-term mean reversion in broad market indices after sharp single-day selloffs. Avoids survivorship bias by trading the index ETF…Trading
June 2026Earnings-Adjusted 12-1 Momentum in Sector ETFsThe original post documented that holding momentum positions through earnings events caused sharp reversals even on beats. Sector ETFs (XLK, XLF, XLE…Trading
June 2026Call-IV Inflation on Hard-to-Borrow StocksOn HTB names, the forward price sits below spot because of the borrow cost. Through put-call parity, this depresses the synthetic forward and inflates…Trading
June 2026Quattro VisionReverse Engineering Industrial Gas Detector FirmwareIn DevelopmentSecurity
Dec 2024MapGyverAI-Powered Lost Person ModellingIn DevelopmentRescue
Nov 2024Princhester AssociatesAI-Powered Niche RecruitmentAssessmentStrategy
Mar 2024