How I work

What the system is

A systematic trend-following system on futures, built on Robert Carver's framework: multiple trend and carry signals, volatility targeting, disciplined risk management. Alongside it runs a passive ETF overlay (world equities and gold). Together they form the track shown on the performance page.

How I test

Hypotheses are written down before the test. Out-of-sample walls are hard: once a period is used for evaluation, nothing gets re-tuned against it. Statistical tests draw on a limited multiple-testing budget, and failed tests count too. Results get published even when they shrink; the research log documents both.

How this site works

The numbers on this site are generated and published automatically every night by the same server that runs the system. No manual selection, no retroactive edits. The expectation band on the performance page was frozen before the validation phase started — what to expect documents that reference; the paper/live split is always shown.

What this is not

Not a product, not a service, and not investment advice. This is a personal research and trading project, run with my own capital.