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algotrade-strategy

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Event-driven portfolio equity-curve simulation with realistic leverage/heat constraints — debugging a $145B modeling bug, calibrating psychologically survivable drawdown, and finding that dynamic risk management (breakeven + pyramiding) helps some strategies and quietly wrecks others.

  • Updated Sep 9, 2026
  • Python

Deep statistical dive into Fibonacci retracement trading — testing every level independently, checking window sensitivity, and finding that the "golden ratio" itself isn't uniquely special: the edge comes from a broader support-rejection mechanism.

  • Updated Sep 7, 2026
  • Python

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