Research Philosophy

Every strategy is validated through walk-forward backtesting before consideration. We model realistic transaction costs, account for survivorship bias, and apply deflated Sharpe ratio corrections to guard against overfitting. Strategies that cannot survive out-of-sample testing with costs are discarded regardless of in-sample performance.

We track every strategy ever tested, not just the ones that worked. This trial registry feeds into multiple-testing corrections so that our assessment of edge reflects the full scope of research, not a cherry-picked result.

The academic foundation draws from Fama and French on factor models, Jegadeesh and Titman on momentum, Avellaneda and Lee on statistical arbitrage, and Bailey and Lopez de Prado on backtest overfitting. Each strategy references the relevant literature in its configuration.