— — Research

Strategy notes

Each note documents the question, method, limits, and charts for one line of work.

• 01

  Crypto Futures

  A composite technical index on top-15 crypto perpetual futures, tested with 180-day walk-forward backtests and separate paper trading on TradingView.

• 02

  Changepoints

  Two related tests on VLCC tanker AIS and energy benchmarks: FOCuS changepoints on USO, and a Mahalanobis stall signal on listed tanker names against BWET.

• 03

  Momentum on stocks and equities

  A quarterly sector-then-stock momentum book (up to 50 names, costs not included) with a drawdown-based exposure scaler, tested against SPY over the full sample and on rolling one-year windows.