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Explore model-driven strategies through the numbers that matter: returns, drawdown, signals, and what the model is actually designed to do.
A long-only rotation model that switches between a growth asset and a broad-market anchor as market conditions change.
Long-only rotation between a high-beta asset and a market anchor.
A basket of sector leaders selected by momentum and regime filters.
A systematic trend-following model using momentum reversals.
Mean reversion with volatility bands, RSI, and an ADX regime filter.
A market-neutral relative-value study built around a stable consumer pair.
Cross-sectional residual signals across a diversified equity universe.
Rank assets by trailing strength and rotate into the leaders.
Trend participation when realized volatility expands beyond its range.
Balance portfolio risk contributions across uncorrelated asset sleeves.
Systematic exposure to curve carry and roll-down across liquid ETFs.
Trade dislocations between related sector and broad-market exposures.
Intraday structure translated into a rules-based directional signal.
Long-only rotation between a high-beta asset and a broad-market anchor.
RVLS compares the relative strength and risk of a high-beta asset against a broad-market anchor. When the model sees a stronger risk-adjusted opportunity, it rotates the portfolio; when conditions weaken, it moves toward the anchor. The strategy is long-only and does not use leverage.
| Date | Open | Close | Change | Signal |
|---|---|---|---|---|
| Sep 06, 2026 | 15,280.40 | 15,417.00 | +0.89% | BUY VOO |
| Sep 05, 2026 | 15,199.10 | 15,280.40 | +0.54% | HOLD |
| Sep 04, 2026 | 15,236.80 | 15,199.10 | −0.25% | HOLD |
| Sep 03, 2026 | 15,064.20 | 15,236.80 | +1.15% | SELL RKLB |
Research notes, strategy discussions, and the people testing ideas in the open.
Looking at the recent SLMR basket, I’m comparing a fixed rebalance against a volatility-adjusted threshold.
Mark · SLMR Research · 18 commentsA short update on why the close-to-close signal is being kept separate from execution timing.
Asher · Strategy Lab · 9 commentsNumbers first, but explanations matter too. Sharing a framework for reading maximum drawdown.
Jerry · General · 26 commentsKeep the strategies you follow in one place and see the latest signals when they change.
Independent researcher · Vancouver, BC
Last signal: BUY VOO
Last signal: HOLD