Research

Original quantitative research on markets, risk, and systematic investing.

What a Real Track Record Looks Like April 12, 2026 The 100-Year Backtest Manifesto: Why Most Quant Strategies Die After Three Years April 11, 2026 Regime Detection: Classification, Not Prediction April 11, 2026 Systematic vs. Discretionary: Why Process Beats Judgment April 10, 2026 Walk-Forward Validation: Why Most Backtests Lie April 9, 2026 The Correlation Illusion: Why Diversification Fails When You Need It April 8, 2026 The Defense Doctrine: Survival Before Returns April 7, 2026 The Costs You Don't See: Why Expense Ratios Are the Wrong Obsession April 5, 2026 The Overfitting Epidemic: Why Most Quant Research Is Wrong April 2, 2026 Volatility Targeting: The Position Sizing Rule Most Investors Ignore March 29, 2026 The Mathematics of Drawdown: Why Losses Are Not Symmetric March 25, 2026 Why Portfolios Fail in Regime Transitions March 21, 2026

OVRWCH is a systematic research publication. Not investment advice.