The Open Lab
Experiments with real numbers
Every quarter I open my research notebook: real experiments on real markets, with out-of-sample results and everything that went wrong on the way. This is how systematic trading actually looks — validated, stress-tested, and occasionally humbling.
My 2,041 Breakout Strategies: What a Decade of Building Actually Looks Like
2,041 strategies across 34 futures markets, 1,706 tradable in our hedge fund. The real numbers behind the database — category by category, with the reasoning.
The tools behind these experiments: I build and validate everything in BreakoutOS — the platform I created for exactly this workflow.
See BreakoutOS