Research process and discipline for self-directed systematic investors.

Articles

• Documented Rules vs. Black Boxes

  Published-in-advance rules let you audit a strategy, size it properly, and hold through drawdowns — though readable rules still will not let you see the future.

  September 3, 2026

• Build It Yourself or Subscribe: An Honest Cost-Benefit

  An honest cost-benefit of building and maintaining your own systematic strategies versus subscribing to curated, documented systems — and how to decide per strategy and per skill level.

  September 3, 2026

• The Highest-CAGR Myth: Why the Best Number Isn't the Best Strategy

  Picking a strategy purely by CAGR ignores the drawdown you must survive, the fees at your account size, the window behind the number, and whether you will actually follow the rules.

  September 3, 2026

• How to Find Winning Systematic Research in 2026

  A field guide to sourcing systematic research worth running in 2026: verify the rules tree, read out-of-sample dates like a calendar, check benchmark honesty, and weigh a short live record without fooling yourself.

  September 3, 2026

• The Out-of-Sample Myth: What an OOS Date Does and Doesn't Prove

  An out-of-sample start date is a genuine safeguard against quiet re-fitting — but it is one sample of one history, not a promise about the future.

  September 3, 2026

• Overfitting: The Silent Killer of Quant Strategies

  Why self-directed investors keep getting burned by backtests that are too good to be true, and the out-of-sample discipline that separates curve-fitting from real edge.

  September 3, 2026

• A Position-Sizing Framework That Survives Bad Years

  Size positions off worst-case drawdown rather than expected return — the stay-in-the-game math, and matching your capital to what a strategy's economics actually need.

  September 3, 2026

• Drawdown Recovery Math: Why You Need +42.9% After a −30%

  A 30% loss demands a 42.9% gain just to break even — here is the asymmetric arithmetic of drawdowns, how depth quietly erodes compounding, and how to size and choose systems with recovery in mind.

  September 3, 2026

• Read a Backtest Report Like an Auditor

  How to audit a published backtest report the way a quant would — period and rebalance rule, capital path, CAGR math, benchmark basis, and fee-coverage fine print — using a real published strategy report as the worked example.

  September 3, 2026

• Backtest Audits That Actually Catch Data Errors in 2026

  A 2026 field guide to auditing backtests for survivorship bias, look-ahead errors, split and dividend mishandling, and stale or padded data — and why the audit is a year-round habit.

  September 3, 2026

• Rebalance Automation for Busy Self-Directed Investors

  A calendar-first system for making scheduled rebalancing actually happen without staring at markets — cadence design, broker mechanics, and the apply-select-execute framework.

  September 3, 2026

• Rented Discipline: Why Outsourcing Your Rules Works (and When It Backfires)

  Rules written by someone else bind harder than the ones you write yourself — until canceling in the drawdown, cherry-picking the signals, or skipping execution hands the discipline quietly back to you.

  September 3, 2026

• The Survivorship Gap: What the History You See Is Missing

  When failed funds, delisted stocks, and quietly deleted strategies leave the record, whatever remains looks better than the universe ever was — here's how to spot the gap and what honest providers publish instead.

  September 3, 2026

• The Research Journal Habit: Date Everything

  The single cheapest edge in systematic research is dating your claims — a journal of dated hypotheses, decisions, and results keeps backtest and live boundaries auditable and kills hindsight bias.

  September 3, 2026

• Where to Find Good Systematic Research Resources: Books, Videos, Articles & Websites

  A field guide to the books, videos, papers, and websites that actually teach the research process behind systematic investing — and the markers that let you skip the low-information noise.

  September 3, 2026