Research brief 020

How much evidence did the backtest spend before you saw it?

Every discarded feature and revised question is part of the research history. The Axiomatic Trader brings that history into the decision.

The idea worth investigating

The final chart usually hides the alternatives tried along the way. Jiayu Li connects research search, model complexity and position sizing through explicit assumptions about what a dataset can support.

The full analysis examines the study and the practical question behind it: Every discarded feature and revised question is part of the research history. The Axiomatic Trader brings that history into the decision.

Paper-based analysis; no independent house test has been completed.

Paid analysis on Substack

See what changes the investment case.

The headline is the starting point. The subscriber analysis takes you through:

  • How the framework budgets research choices
  • The worked market example and its decision
  • Which practical controls we would adopt first
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AI assists curation and drafting. The research status distinguishes paper reviews from house tests. Read our research approach.

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