Methodology
Risk Management After the AI Rout: Volatility and Bias
Risk management lessons from an AI-fund drawdown: leverage, volatility, short track records, position sizing and decision bias. Includes a precommitted drawdown-review framework.
backtest
Why Screener and Strategy Belong in One Optimization Loop
Most stacks tune a screener then a separate strategy. KreamEdge evaluates both in one end-to-end loop with a shared signal engine, portfolio-level fitness, and a shortlist-then-joint search so selection and trade management stop drifting apart.
backtest
Position sizing on a real bench: why our A/B can’t cleanly tell fixed from sigma
Comparing fixed fractional, Kelly and sigma-targeting position sizing on a multi-version KreamEdge backtest bench. The bench cannot cleanly isolate a sizing edge.