Monolith Research
The research file
6 Pillar 6 of 7
Risk, Ops & The Record
Risk policy, prop-firm constraints, infrastructure, and the quarterly file.
- 01 Note - The risk shell goes first Before any new signal, regime classifier, or learned policy, a deterministic wrapper the strategy cannot bypass. The order matters more than the choice of model.
- 02 Note - Prop-firm constraints, translated into rules Daily and total drawdown limits expressed as deterministic locks before any strategy code runs. The challenge is a constraint problem first, a strategy problem second.
- 03 Quarterly - 2025 year-end A short ledger for the year that built the file. What was opened, what was kept, and what remains under observation.
- 04 The Trump Trader — a political signal, built as a joke A keyword-based signal on Trump's Truth Social posts. OOS Sharpe −0.31. This was built as a joke. An expensive one, intellectually. It is filed here because even jokes go through the pipeline.