https://etherpoc.com/en/tags/portfolio/Recent content in Portfolio on FX Backtest DiaryHugoenFri, 24 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/blend-frontier/Fri, 24 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/blend-frontier/<p>I once asked my own data a simple question: what would a 3% monthly return actually cost? The answer came back as a 70% drawdown, which is another way of saying &ldquo;your account, eventually&rdquo;. And a second finding from the same line of work: five clever schemes for shifting money between strategies all lost to plain fixed weights.</p>https://etherpoc.com/en/posts/sleeve-hunt-dry/Fri, 24 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/sleeve-hunt-dry/<p>PF 1.81, a 0.07 correlation to my existing system, and a clean pass through out-of-sample walk-forward testing. A candidate with credentials that good got rejected anyway. So did eleven others. Twelve mechanisms tested, zero adopted.</p> <p>This article merges six studies (research notes 124, 128, 129, 131, 132, 133) into one story: the hunt for an uncorrelated sleeve to bolt onto my trading system. It is a record of total failure, but the structure that emerged at the end, the reason nothing could be added, turned out to be worth more than any single candidate.</p>