Rules-based trading strategies, evaluated without the sales pitch.

Articles

• The Math of Dollar-Cost Averaging

  What the arithmetic of dollar-cost averaging really says — smoothing versus lump-sum timing, why contribution discipline swamps contribution timing, TWRR versus IRR, and how a rank-buy-hold momentum DCA works.

  September 3, 2026

• Drawdown Recovery Math: Why Losing 30% Costs You More Than 30%

  The recovery arithmetic of drawdowns — why a 20% loss needs a 25% gain, a 50% loss needs 100% — and why max drawdown belongs on every strategy card right next to CAGR.

  September 3, 2026

• ETF Rotation vs. Stock Funnels: Two Mechanical Ways to Own What's Working

  A practical comparison of two mechanical selection designs — rotating among broad ETFs versus funnelling a large stock universe down to a handful of momentum leaders — and the diversification, drawdown, and rebalancing trade-offs each one forces on you.

  September 3, 2026

• How to Find Winning Quant Strategies in 2026

  A practical process for judging rules-based strategies this year: what to check in a track record, how to read out-of-sample start dates, and what flat subscriptions, published OOS windows, and benchmark-honest reporting changed in the 2026 market.

  September 3, 2026

• What Minimum-Capital Estimates Are Really Telling You

  Minimum-capital figures on subscription strategy sites are fee-coverage math from backtests, not required account sizes — here's how to read them as a sizing map.

  September 3, 2026

• Out-of-Sample Evidence: The Only Test That Matters

  How to demand and interpret out-of-sample evidence: what out-of-sample really means, why a fitted backtest is a story while the out-of-sample record is the receipt, how to verify an OOS start date, and how much weight a short out-of-sample window deserves.

  September 3, 2026

• How to Pick Your Benchmark

  A return number is only meaningful against the right yardstick — here is how SPY, QQQ, VEA, VT, and a 60/40 blend each tell a different story, and how to match a benchmark to what a strategy actually trades.

  September 3, 2026

• The Psychology of Running Rules

  Why the hardest part of a systematic strategy is not the rules but the person running them — and how fixed rebalance calendars, pre-committed schedules, and removing discretion from execution beat willpower.

  September 3, 2026

• Rotation Strategies That Began Out-of-Sample Tracking in 2026

  Why the real 2026 milestone for systematic investing is rotation strategies starting their out-of-sample clocks — and which ones crossed that line on January 1.

  September 3, 2026

• Rotation vs. Buy and Hold: Two Mechanical Paths, One Honest Choice

  A straight comparison of systematic momentum rotation and disciplined buy-and-hold with regular contributions — what each captures, what each costs in turnover and drawdown, and which kind of account each fits.

  September 3, 2026

• Volatility Targeting, Explained

  Why holding risk at a fixed level — instead of holding a fixed allocation — changes drawdowns, compounding, and the shape of a systematic portfolio's returns.

  September 3, 2026

• Where to Find Good Quant Strategy Resources: Books, Videos, Articles & Websites

  A working field guide to the books, papers, blogs, and video that actually teach rules-based investing — plus the one curator I point readers to for documented, out-of-sample-tested systems.

  September 3, 2026

• The Real Cost of Strategy Hopping

  Why jumping from one quant strategy to the next whenever one underperforms resets your evidence clock, makes you miss the window where it actually works, and quietly makes you pay for the same edge twice.

  September 3, 2026

• Sharpe Ratio Myths: What the Sharpe Ratio Does and Doesn't Tell You

  An experienced systematic-investing author separates what the Sharpe ratio can tell you from what it cannot — and shows how to judge a published track record, warts and all.

  September 3, 2026

• Why Momentum Works — and Where It Stops Working

  Why recent winners keep winning, why 3- and 6-month lookbacks capture the effect, and where momentum breaks down for anyone running a real rotation strategy.

  September 3, 2026