Research Framework
This is a public research and risk-monitoring site for rule-based allocation sleeves. It is designed to make assumptions, artifacts, and failure modes easier to inspect.
This is not a prediction system. Models are rule-based and evaluated as research sleeves, not as personalized recommendations or expected return forecasts.
Trend filters are used to reduce exposure when market structure deteriorates. Confirmation rules reduce churn but introduce lag. Defensive cash states reduce exposure but can miss rebounds.
Leveraged ETFs have daily reset risk, volatility decay, tracking error, liquidity stress, and overnight gap risk. These risks can dominate headline return metrics during adverse paths.
Perpetual futures add funding, liquidation, execution, and exchange risk. Funding costs can change quickly, and exchange or mark-price mechanics can affect realized outcomes.
Backtests are not expected returns. Historical diagnostics can be sensitive to start date, sample length, fees, taxes, trading frictions, liquidity, survivorship assumptions, and implementation details.
No martingale, no averaging-down recommendation, no personalized investment advice. The site is for independent research review and operational monitoring only.