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Monolith Research
The research notebook

The thinking behind the systems.

Technical writing, methodological questions and a preserved record of how the research developed. Start with the current guides, then explore the historical notebook.

Research writingCurrent guides + dated archiveNo investment advice
01Recommended reading
From the archive
Identity before
inference.
ConfigurationWhat was replayed?
AccountingDoes it reconcile?
ValidityWhat does it prove?
Case study / September 2026

Reconstructing archived systems

OU, Gold H4 and portfolio replays: why the configuration, the ledger and the execution assumptions matter more than the strategy name.

Read the case study ↗
02

One statistic is not a decision

How point-in-time checks, search adjustment and implementation tests fit together.

03

The system behind the research

The data, experimentation and engineering work around a market model.

Research notes

Editorial review · Conceptual methodology sequence, prepared for review. Not published studies, strategy verdicts or investment advice.

  1. A high Sharpe needs an estimator contract
  2. Choose the benchmark before reading the result
  3. Drawdown needs a denominator and a clock
  4. The timestamp is part of the data
  5. Costs belong to the strategy's execution regime
  6. Test the safeguard, not just the happy path
02The historical notebook
9 published entries
Dated archive. Entries retain their original writing. Historical performance figures have not been revalidated here; “Live” and “Funding-grade” labels are withdrawn as current claims. Use the research index for project descriptions, not these articles for current operational status.

Rejected Hypotheses — Three approaches tested, three rejected before promotion

Historical note · 5 min read

The Trump Trader — a political signal, built as a joke

Historical note · 2 min read

Quarterly - 2025 year-end

Historical quarterly · 2 min read

Note - Prop-firm constraints, translated into rules

Historical note · 1 min read

Working paper - The promotion pipeline

Historical working paper · 2 min read

Note - The risk shell goes first

Historical note · 1 min read

Working paper - Stressed-cost validation as the first gate

Historical working paper · 2 min read

Note - On academic Sharpe above three

Historical note · 1 min read

Note - On opening the working file

Historical note · 1 min read

Browse the
original collections.