Formal outputs
Reports
Formal research outputs — paper-style PDFs, presentation slides, and backtest reports. Code is kept private for now and may be shared on request.
Donchian Breakout on SPX 0DTE — Negative-Result Paper
Regime-Concentrated Edge & the Cost of In-Sample Selection
Fractal Breakout Propagation — Analysis Reports
Macro Recession-Risk Overlay for the S&P 500
Cross-Asset Performance — A Descriptive Comparison
How Deep, How Long, and Why — S&P 500 Drawdowns & Recoveries
Income-Scaled Monthly Investing — A Historical Counterfactual
More reports will be added as drafts are reviewed and sanitized for publication.