Methodology

From this page, you take a different path

Quant core · five layers · disciplined risk. For rule stability and research — not copy trading.

1. What quant work is

Replace emotional decisions with repeatable rules. Backtests pressure-test fragile rules across regimes — they do not prove future profit.

2. Five layers (V20 Hybrid)

01
Data
Prior-day volume Top50 + WATCHLIST scan
02
Ranking
252d momentum · top 10%
03
Entry/Exit
Momentum candidates · Donchian 20d-low exit · GapFade
04
Risk
MAX_POS=3 · SCHO cash · GTC / hard stop · no unsupported buys
05
Review
Weekly WATCHLIST · monthly sector/macro

3. Three AI roles

① scan assistant ② risk auditor ③ periodic review. Iron rule: AI may research/code/audit — never pull the trigger.

4. Kelly-style discipline

Controlled per-name risk, position caps, no unsupported force-buys — protect the research curve, not promise returns.

5. Smaller-size structural trait

On some high-turnover windows large size raises its own costs; smaller size can study narrower niches — a research note, not a promise.

Methodology only. Historical backtest figures are not future performance.