An open research notebook by czapple — strategies, factor diagnostics, and the messy process behind every idea. No tips. No newsletter. No bullshit.
A monthly sector-rotation baseline combining prosperity, momentum, and crowding into a single composite score. Ran in paper trading for 47 trading days.
The simplest idea worth testing — rebalance to 50% equity, 50% treasury ETF monthly. Drawdown protection is the whole point, not alpha.
The classic double-low broke in 2021. A credit-filtered value variant seems to hold up in walk-forward tests — very preliminary.
"the market will pay you to be patient, and charge you to be clever."