Research

I Wasted Months Sizing Positions Wrong. Here's What Actually Worked.

The correlation fix that doubled my portfolio's volatility (on purpose)

Jan 28 • pedma

Targeting 40% Vol and Only Getting 20%: A Debugging Story

A deep dive into why realized volatility wasn't matching targets, and the allocation formula fix that solved it

Jan 18 • pedma

When Scaling Bites Back: A $200/Day Lesson in Execution

How I bled money crossing spreads like an ape — and what I built to fix it

Jan 4 • pedma

The Low-of-Day Stop Loss Rule - Research Article #76

Testing whether observations from swing traders can improve systematic crypto strategies.

Sep 22, 2025 • pedma

How a Simple Improvement to Signal Selection Led to 2x the Returns - Research Article #75

Does this trading signal decay with lower constraints?

Aug 30, 2025 • pedma

This 1 Method Increased Crypto Trend-Following Win Rate to 60% - Research Article #74

A method to increase binary trend-following closed trades win rate.

Aug 22, 2025 • pedma

A Delta-Neutral Cross-Sectional Momentum Strategy in Crypto - Research Article #73

A systematic framework to capture momentum returns while decreasing directional risk.

Jul 8, 2025 • pedma

Trading is The Wrong Term for What Trading is - Research Article #72

How I calculate position size for continuous signals.

Jun 22, 2025 • pedma

Dynamic Stop Losses in a Multi-Signal Trading Strategy - Research Article #71

How to set up a moving stop-loss in a multi-signal trend-following strategy?

Jun 17, 2025 • pedma

Traditional Trend-Following in Crypto Markets - Research Article #70

Which model type is better?

Jun 9, 2025 • pedma

The Art of Strategic Drag - Research Article #69

Using short-leg drag to safeguard and stabilize your cryptocurrency portfolio.

May 29, 2025 • pedma

Simple Signals, Superior Returns: The EWMAC Crypto Strategy - Research Article #68

How Shorter-Term Moving Average Combinations Outperformed Bitcoin and Altcoin Benchmarks

Apr 21, 2025 • pedma

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