14:I[63308,["2992","static/chunks/bc9e92e6-f85aab6c5b58adad.js","93","static/chunks/36546cfe-8b36cacf36943da9.js","9933","static/chunks/c857e369-14924a020316182f.js","2545","static/chunks/c16f53c3-cd0d4cb90d0d7cd2.js","1891","static/chunks/1891-a78a557557e655c4.js","9641","static/chunks/9641-00ec5cfaef82f83a.js","5401","static/chunks/5401-9eef8ef3878b1aac.js","1552","static/chunks/1552-d464799a6b0763f4.js","149","static/chunks/149-d398ffa9224928d2.js","1893","static/chunks/1893-dea74e3d5cbfaae7.js","9220","static/chunks/app/(routes)/(pages)/guide/%5BsectionSlug%5D/page-816bea323639bbf2.js"],"default"] 15:T7d8,

Doing research is not the same as managing money with real world constraints, so any paper track record needs to be somewhat discounted.

We keep ourselves accountable in 3 ways.

We quantify the quality of our historical reports by using a simple decision rule: for every historical report section, was the subsequent 6-month forward price move profitable?

Model Backtests

Split by short-term Tactical↗ models and longer-term Cyclical/Structural