A volatility-burst backtest can hide the drawdown between month-ends.
Our daily-data reconstruction exposes drawdown and execution-timing risks.
Study: A Profitable Strategy for Short-Term Traders
Tail Risk
Research on extreme losses, crash protection, and risks that summary performance statistics can miss.
Curated by Signal & Evidence. Read our research approach for how we distinguish author findings from house tests.
House adaptation: execution timing unresolved
Can the VIX curve tell us when protection is worth carrying?
An industry white paper uses curve disorder to switch between equity and volatility futures.
Study: The Squid Programs: Trading the VIX Curve. Dynamic volatility using the VIX term structure.
A crash and a grinding bear market need different protection.
A framework for combining puts and trend without mistaking simulation weights for an allocation rule.
Study: Tail Risk Management with Puts and Trend Following: A CVaR Framework for Crashes and Drawdowns