It Collapsed Overnight — The Lie of a Single Line of Code

A strategy I'd spent months building turned out to be standing on a single line of backtest code. Where the illusion broke, I get back up — this time on real numbers.

[Block Bootstrap Validation] Is a Backtest Really Just 'Luck'?

The equity curve that actually played out once is only one of countless histories that could have happened. Using a 12-day example, I explain the 'block bootstrap'—a way to strip out the luck of sequence and see the real risk.

[Verified] +66% a Year — Bull Market Boost or Real Alpha?

Before turning up the leverage, I ran the data to ask whether my portfolio's returns were just a bull-market tailwind, and whether the alpha was quietly decaying.

[Gratitude] Grateful that every one of my failures became my path

May 2026 Quant Performance Log

[Gratitude] 2026-05-27 — Five Things

Watching the Hynix Chart, I Found Joy in What I Missed (JOMO)

[Verified] Backtests Earn, Live Trades Bleed — The Invisible Cost of Spread

[Gratitude] 2026-05-26 Five Gratitudes

Money, I've learned, slips out suddenly and rushes in just as suddenly