It worked on the data. Every time. That should worry you as much as it delights me.

Backtesting is the art of being right about the past, on purpose, for money. I got good at it. Then the habit spread: I rerun old arguments at dinner. I evaluate friendships on a rolling window. I have a stop-loss on a grudge. This desk is where that all gets filed.

The method is simple. Take a decision I already made, reconstruct the information I actually had, and check whether the decision was any good. It is humbling work, because the answer is usually no, and the position is already closed. The memos in the writings section are the outputs. The strategies are what the desk is running now, or has mercifully shut down.

Everything here is written under one name, backed by no credentials, and offered with the strongest possible disclaimer: past performance is my whole personality.