June 17, 2026 · 10 min read
Every system that fuses signals into one consequential number has a fault line: the data you trust enough to composite into a grade versus the data you only trust enough to watch. How I drew that boundary in my personal finance engine, a…
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June 9, 2026 · 10 min read
A backtest's job is not to find an edge. It is to stop you from believing in one that is not there. The toolkit I used to test my own trading engine, and the part where it killed my single best signal.
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May 28, 2026 · 8 min read
Two posts ago I bet that keeping my portfolio reviewer's engine deterministic and auditable was worth it. This is where that bet paid off: because the engine is replayable, I could run a simulated market crash through the real production…
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May 19, 2026 · 5 min read
A personal portfolio reviewer where the scoring is deterministic and the AI only narrates. The architecture that held up after I had to rewrite the model it was built on, and why that boundary is the whole point.
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April 26, 2026 · 7 min read
Two weeks after I shipped a post about a scoring engine I'd built, I rewrote the spec it was based on. Here's what I learned, and why I had an AI agent do the literature review.
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