Forty-eight systematic strategies across equities, forex, crypto, and futures. Every entry includes the methodology, the code, and a verified backtest with full transaction-cost accounting.
Allocating monthly to the top three of fifty-two assets using twelve-month returns minus the most recent month. We test the methodology from 2010 through Q1 2026 across equities, bonds, commodities, and currencies — and break down why the 12–1 specification still works after twenty years of academic attention.
Browse by asset class, methodology family, or sort by risk-adjusted returns. Each entry links to the full research note, dataset, and reproducible Python notebook.
Working papers and short notes from our quantitative team. Less rigorous than the indexed strategies — these are observations, half-finished ideas, and occasional rants.
A weekly research dispatch — one new backtested strategy, one revision to an indexed entry, and one piece of market commentary. No promotions, no cross-sells.