Systematic Trading Research
Disciplined strategies.
Transparent results.
A personal research project tracking systematic trading strategies from backtest to live execution — built quietly in Idaho, one Sawtooth at a time.
Research-Driven
Every strategy starts as a multi-year backtest across thousands of market days before a single dollar trades on it.
Risk-Managed
Defined risk, position sizing tied to volatility regimes, and hard filters that skip the days most likely to hurt.
Built in the Open
Live results, win rates, and drawdowns are tracked transparently — including the losses.
Current Strategies
Two systematic strategies, both running live. Methodology is described at a high level — exact parameters and trade signals aren’t published.
Leveraged ETF Strategy
A trend-and-volatility model that rotates between leveraged equity ETFs and cash based on a long-term moving average and the VIX term structure.
Read more →0DTE SPX Condor Strategy
A systematic options income strategy built around the S&P 500, with positions opened and closed within a single trading day and filters for volatility and event risk.
Read more →