Research
UUP
Subscribe
Get future lf0 equity research notes by email.
Stock analysis, valuation work, balance-sheet risk notes, and SEC filing-change summaries.
Track important SEC filing changes.
Get filing-change summaries and related equity research notes by email.
Get future lf0 quant research notes by email.
Backtests, market signals, prediction-market experiments, and systematic research.
Get future lf0 quant research notes by email.
Backtests, market signals, prediction-market experiments, and systematic research.
No spam. Unsubscribe anytime.
GLD, TLT, DBC, UUP Donchian ADX ATR Multi-Asset Long Only Backtest: Profitable, But Risk-Adjusted Evidence Is Weak
A concise quant research note testing Donchian ADX ATR Multi-Asset Long Only on GLD, TLT, DBC, UUP, with rules, benchmark comparison, friction, and stress testing.