Research notes and methodology behind the screener.
Same breakout strategy with and without an SPY 140-day EMA filter — what the backtest showed about market regime and CAGR.
Same breakout strategy on top-100 vs ranks 100–1000 — what the backtest showed about momentum universes.
Loose-range vs tight-base breakouts on the same trigger: what the equity curves showed about where the edge really is.
Breakout PnL by manager exposure bucket: win rate flat, but the 70–90 band produced much larger winners — with honest caveats on year-by-year stability.