Refit on the new lookback window — same signal, less leverage.

$SPY #macro #macro

OOS sharpe held through the regime change. Allocating up.

Sized $XOM long for the +1.1% move on close.

Pair: $JPM vs $FXI

Thesis is sector divergence, not direction. Stops are wide on purpose.

#tape

Signal stronger than usual. That's all.

Factor crowding score back to its 2021 highs. Trimming exposures. #skew

Factor crowding score back to its 2021 highs. Trimming exposures.

$EEM #macro #rates

Refit on the new lookback window — same signal, less leverage.

Sized $IWM long for the +5.7% move on close.

Pair: $UNH vs $EURUSD

Thesis is sector divergence, not direction. Stops are wide on purpose.

#vol

Signal stronger than usual. That's all.

Refit on the new lookback window — same signal, less leverage. #rates

Factor crowding score back to its 2021 highs. Trimming exposures.

$TLT #sharpe #tape

Refit on the new lookback window — same signal, less leverage.

Sized $TLT long for the −1.1% move on close.

Pair: $BAC vs $DXY

Thesis is sector divergence, not direction. Stops are wide on purpose.

#tail

Signal stronger than usual. That's all.

OOS sharpe held through the regime change. Allocating up. #tape

Factor crowding score back to its 2021 highs. Trimming exposures.

$TLT #value #rates

Factor crowding score back to its 2021 highs. Trimming exposures.

Sized $AMD short for the −3.6% move on close.

Pair: $NVDA vs $NVDA

Thesis is sector divergence, not direction. Stops are wide on purpose.

#tape

Signal stronger than usual. That's all.

OOS sharpe held through the regime change. Allocating up. #tail

Factor crowding score back to its 2021 highs. Trimming exposures.

$GOOGL #value #positioning

Refit on the new lookback window — same signal, less leverage.

Sized $CVX long for the −3.7% move on close.

Pair: $MS vs $EEM

Thesis is sector divergence, not direction. Stops are wide on purpose.

#backtest

Signal stronger than usual. That's all.

OOS sharpe held through the regime change. Allocating up. #macro

Factor crowding score back to its 2021 highs. Trimming exposures.

$IWM #flow #macro

Factor crowding score back to its 2021 highs. Trimming exposures.

Sized $GLD long for the +5.1% move on close.

Pair: $JPM vs $NVDA

Thesis is sector divergence, not direction. Stops are wide on purpose.

#flow

Signal stronger than usual. That's all.

Refit on the new lookback window — same signal, less leverage. #value

OOS sharpe held through the regime change. Allocating up.

$GOOGL #vol #OOS

OOS sharpe held through the regime change. Allocating up.

Sized $MSFT short for the −5.4% move on close.

Pair: $TLT vs $ETH

Thesis is sector divergence, not direction. Stops are wide on purpose.

#vol

Signal stronger than usual. That's all.

OOS sharpe held through the regime change. Allocating up. #macro

OOS sharpe held through the regime change. Allocating up.

$UNH #tape #carry

OOS sharpe held through the regime change. Allocating up.

Sized $XOM short for the +0.8% move on close.