Research
Every finding published here comes from real backtests, real data, and real money on the line. We publish the failures because that's where the edge lives.
Featured Research
The Magnitude Paradox
We Built a 99.8% Accurate Market Instability Detector — and Can't Trade It
13,000+ configurations. Two instruments. Five timeframes. We can predict when the market will make a big move with 99.8% accuracy. We just can't predict which direction. A deep dive into the gap between detection and tradability.
The Pain Journal
The complete, unfiltered story of building the Pyramidal Coherence Strategy from first principles to first live trade. 23,520+ configurations tested. 96.7% failed. Sharpe 4.29 at the end.
The 10-Month Gamble
February 16, 2026. NinjaTrader 8, Sim101. The Pyramidal Coherence Strategy places its first live trade after ten months of development. This is the story of how we got there — and why it took ten months instead of ten weeks.
Read part 1 →The Inverted Shield Discovery
A volatility filter built to keep us out of dangerous markets turned out to label the most profitable regime in the dataset. Profit factor: 0.332 in the poison sub-regime vs. 3.288 in the gold sub-regime. A 10x difference hiding in plain sight.
Read part 2 →Building the Meta-Controller
One regime layer wasn't enough. The solution: a two-layer adaptive architecture — a drawdown-from-peak macro stress controller above a pyramidal coherence micro regime. Sharpe jumped from 2.31 to 4.29.
Read part 3 →Live on the Sim — What's Next
PCS is live on Sim101. First session MFE/MAE data: $61.88 average MFE confirms entries are finding real inflection points. Exits are giving it back. Bobby trade manager is next. The path to $500/week starts here.
Read part 4 →Case Studies
How I Built an AI Trade Manager That Turned -$40 Into +$231
Our Sharpe 4.29 system averaged -$2.68 per trade. The entries were gold — exits were garbage. Then we built Bobby: a 3-tier AI trade manager. Here's how it worked and what changed.
Read case study →Never Miss a Publication
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