Projects

A rules-based strategy separating a long-term core holding from a tactical position, with defined entry thresholds, position sizing, average-cost tracking, staged profit-taking and drawdown triggers.

• Built a Python backtesting framework (pandas, yfinance) to test it, then revised the thresholds across iterations as results came back.
• Fills simulated trades at observed market prices rather than the theoretical threshold, using minute-level data, so execution assumptions are tested rather than assumed.
• The framework scores every result against ten index funds and re-runs it on data the settings never saw — it is built to tell me when a strategy is not actually working.

Ongoing research into individual equities and ETFs, and the management of my own brokerage accounts.

• Built an Excel and Google Sheets tracker comparing mega-cap equity performance against the S&P 500 to measure relative return.
• Research through filings, market data and charting platforms to weigh risk and allocation.