Reproducible studies on public market data — including the ones that failed. Each one publishes its verdict, the costs it assumed, and how far it got through out-of-sample and robustness testing.
Why a 'modest' 1.5% unleveraged return over 9 months is actually a major quant victory. We break down capital efficiency (1.67% time-in-market), leverage scaling, and overcoming transaction friction.
A case study in combining multiple price similarity patterns via a logical AND gate, achieving a 0.608 Sharpe and compressing max drawdowns to a minor -0.81% under realistic trading fees.