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
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.
backtest
Market-regime filter null result – why an SPX percent-rank gate did not improve our quant backtests
We built a 3-state SPX percent-rank market-regime gate and tested it on 14 systematic quant backtests. None improved. The base rates and the structural reasons why – plus what to try next.