Dev Blog

Daily analyst notes on our AI strategies, the market, and sector trends.

• Strategy

  RSI Snap-Back: Strong Backtest, Dormant Book

  Oct 19, 2026 · RSI Snap-Back posts a 20.95% backtested return on a tight Mag-7 mean-reversion thesis, but its live book has sat entirely in cash across six straight scheduled runs with no validation data to confirm the edge.

• Sector

  What 2,389 Tickers Tell Us: The Shape of the Tracked Universe

  Oct 19, 2026 · A breakdown of the eight sectors in the tracked universe shows Technology leading by a wide margin on company count, with Industrials and Healthcare close behind. The reported market-cap figures, however, come with heavy caveats worth understanding before drawing conclusions.

• Market News

  Big Tech Holds Firm: A Bullish-Skewed News Day Led by Microsoft

  Oct 19, 2026 · Monday's tape leaned constructive, with four bullish headlines against zero bearish ones, as Microsoft drew the heaviest analyst praise. The rest of megacap tech — Alphabet, Nvidia, and Apple — generated a wall of neutral, mixed-signal coverage.

• Sector

  Counting Tickers: What the Tracked Universe's Sector Mix Reveals

  Oct 18, 2026 · Technology leads the 2,387-name tracked universe by headcount, but a deep tail of small-cap materials and industrials — plus distorted market-cap aggregates — means raw ticker counts can mislead. Here's how to read the composition honestly.

• Market News

  AI Megacaps Hold the Line as Sentiment Skews Bullish

  Oct 18, 2026 · A quiet-but-constructive tape on 2026-10-16 saw analysts reaffirm conviction in Alphabet and Microsoft even as AI names wobbled, with the day's sentiment leaning decisively bullish over bearish. The lone sour note came from Dell, where Michael Dell shed over $20 billion in a single session.

• Strategy

  SilentDip: Buying the Quiet Selloff

  Oct 16, 2026 · SilentDip is a live mean-reversion strategy that buys oversold large-caps which fell on no bad news, posting a 52.6% backtest return with validation clean across four folds — though its edge is concentrated in recent regimes and its live record is only days old.

• Strategy

  PanicFade v4: Buying the Headlines Nobody Wants

  Oct 16, 2026 · A live contrarian strategy that fades sentiment-driven panic in oversold large caps clears four-fold walk-forward validation with a 0.985 PSR, but its paper book sits just under water and its turnover is enormous.

• Strategy

  Momentum SMA20 Rider: Riding Confirmed Trends, Minding the Flat Patches

  Oct 16, 2026 · A live momentum strategy that buys the strongest uptrends above SMA50 and cuts them on overbought or broken structure. The backtest and out-of-sample folds are encouraging, but a low win rate, heavy turnover, and a slightly underwater live account keep the picture honest.

• Strategy

  Channel-Pullback: Patient Buys, and a Validation Flag Worth Reading

  Oct 16, 2026 · The live channel-pullback strategy sits modestly above water with a coherent trend-pullback thesis, but its walk-forward validation failed — a weak deflated Sharpe suggests the headline edge may be more selection than skill.

• Strategy

  Donchian Breakout: Three Good Folds, One Failed Gate

  Oct 16, 2026 · The donchian-breakout strategy is live and modestly profitable on paper, but its validation gate failed despite three of four positive folds — and a cash-starved paper book keeps rejecting entries.

• Strategy

  Bollinger-Reversion: A Textbook Mean-Reverter That Can't Clear the Validation Bar

  Oct 16, 2026 · The bollinger-reversion strategy posts a respectable 17.55% backtest return and a 64% win rate, but its out-of-sample edge decays sharply fold-over-fold and it fails our deflated-Sharpe validation gate.

• Strategy

  Dual-Momentum Goes Quiet: Strong Trends, a Failed Validation Gate

  Oct 16, 2026 · The live dual-momentum strategy posts a 23.5% backtest return but fails our out-of-sample validation gate, and it has sat entirely in cash for the past week. Here's the balanced read on what that means.

• Strategy

  News-Sentiment: A Legible Idea Still Short on Evidence

  Oct 16, 2026 · The news-sentiment strategy pairs a transparent buy-on-good-news premise with tiny drawdowns and negligible costs, but it trades so rarely that its backtest rests on just two trades and its walk-forward validation did not pass.

• Strategy

  Mean-Reversion: A 70% Win Rate That Walk-Forward Validation Won't Sign Off On

  Oct 16, 2026 · The live RSI mean-reversion strategy posts a strong backtest and a 70.6% win rate, but walk-forward validation fails — the most recent fold lost money and the account sits idle and fully deployed.

• Strategy

  momentum-code: strong folds, a failed gate, and a stalled live book

  Oct 16, 2026 · The momentum-code strategy posts a 19.76% backtest return with four positive walk-forward folds, but its robustness gate fails on a deflated Sharpe of 0.338 — and its live book has gone a week with zero fills and cash pinned at $608.79.

• Strategy

  RSI Snap-Back: A Textbook Mean-Reversion Bet That's Currently Sitting on Its Hands

  Oct 16, 2026 · RSI Snap-Back posts a respectable 20.95% backtest return on a Mag-7 reversion thesis, but a modest Sharpe, a 23.7% drawdown, and six straight idle live sessions temper the enthusiasm.

• Sector

  Mapping the Tracked Universe: Technology Leads the Field, but the Cap Column Can't Be Trusted

  Oct 16, 2026 · A look at the 2,372 companies in Headmars' tracked universe reveals a Technology-heavy field by company count, while the reported market-cap figures look distorted enough to be read as a warning, not a ranking.

• Market News

  Apple Clears $5 Trillion as a Quiet, Quality-Led Tape Dominates the Mega-Caps

  Oct 16, 2026 · Wednesday's flow leaned constructive but cautious, with Apple's $5T milestone and a raised Google target offset by a mostly wait-and-see tone across chips and software. Sentiment skewed net-positive — six bullish headlines against a single bearish print — but neutrality ruled the day.

• Strategy

  SilentDip Goes Live: Buying the Quiet Dip

  Oct 15, 2026 · SilentDip, a mean-reversion strategy that buys oversold large-caps falling on no bad news, cleared validation with four positive folds and a high probabilistic Sharpe before deploying live this week. The backtest is solid rather than spectacular, and a sobering deflated Sharpe plus heavy turnover temper the enthusiasm.

• Strategy

  PanicFade v4: Fading the Panic, One Oversold Large Cap at a Time

  Oct 15, 2026 · PanicFade v4 is a live contrarian strategy that buys sentiment-shocked, oversold large caps and exits on reversion, posting a 37.93% backtest return across four positive walk-forward folds. The validation picture is genuinely strong, but a flat live paper account and a modest deflated Sharpe counsel caution.

• Strategy

  Momentum SMA20 Rider: Letting Winners Run at a 37% Hit Rate

  Oct 15, 2026 · A live large-cap trend-follower that returned 81% in backtest on a sub-40% win rate and passed walk-forward validation, but carries heavy turnover and stalls in trendless markets.

• Strategy

  Channel-Pullback Under the Microscope: Modest Gains, a Failed Validation Gate

  Oct 15, 2026 · The live channel-pullback strategy posts a positive 7.62% backtest and three of four winning folds, but a sub-0.5 Sharpe and a failed deflated-Sharpe test flag real regime dependence. Worth watching in paper, not yet proven.

• Strategy

  Donchian Breakout: Strong Recent Folds, but the Validation Gate Says Wait

  Oct 15, 2026 · The donchian-breakout strategy shows encouraging out-of-sample folds and low trading costs, but it failed our validation gate and carries a steep 21.7% drawdown. Live execution has been throttled by thin cash.

• Strategy

  bollinger-reversion: A Mean-Reversion Strategy That Backtests Well and Validates Poorly

  Oct 15, 2026 · The bollinger-reversion strategy posts a respectable 17.55% full-sample return, but out-of-sample testing shows its edge decaying toward zero and formal validation fails. It is live and quiet, with equity drifting near $9,700.

• Strategy

  Dual-Momentum: Strong on Paper, Idle in Practice

  Oct 15, 2026 · The dual-momentum strategy posts a 23.5% backtest return but fails its out-of-sample validation gate, and its live sleeve has sat entirely in cash for a week with zero trades executed.

• Strategy

  News-Sentiment: A Cautious Thesis Still Short on Trades

  Oct 15, 2026 · Headmars' news-sentiment strategy pairs a clean premise with almost no activity: a near-flat +0.19% backtest built on just two trades, and a validation run it failed on three of four folds. It is live, disciplined, and unproven.

• Strategy

  Mean-Reversion: A High Win Rate That Cross-Validation Won't Vouch For

  Oct 15, 2026 · The RSI-driven mean-reversion strategy posts a 70.6% win rate and 14.73% backtest return, but walk-forward validation fails on a negative out-of-sample fold — and the live book has been idle and underwater for weeks.

• Strategy

  momentum-code: A Strong Backtest That Didn't Clear the Gate

  Oct 15, 2026 · The momentum-code strategy posts a 19.76% backtest return with four-for-four positive folds, yet its validation gate failed and its live book has gone quiet — buying nothing and rejecting orders for six straight sessions.

• Strategy

  RSI Snap-Back: A Disciplined Mean-Reverter Currently Sitting on Its Hands

  Oct 15, 2026 · RSI Snap-Back has banked a 20.95% backtest return with a two-thirds win rate, but a 23.7% drawdown, a modest 0.61 Sharpe, and an all-cash live book that hasn't traded in a week temper the enthusiasm.

• Sector

  Mapping the Tracked Universe: Tech Leads by Count, but the Cap Table Tells a Stranger Story

  Oct 15, 2026 · A breakdown of the 2,364 companies across eight sectors in Headmars' tracked universe, where Technology dominates by name count while the reported market-cap totals hint at cross-listing and data-quality quirks worth watching.

• Market News

  Daily Roundup: A Quietly Constructive Tape Led by Big Tech

  Oct 15, 2026 · Twelve headlines across GOOGL, AAPL, NVDA and MSFT skewed constructive on 2026-10-15, with five bullish reads, zero bearish, and seven neutral as markets waited on bank earnings.

• Sector

  Tech Leads the Tracked Universe — but the Cap Tables Don't Add Up

  Oct 12, 2026 · Technology dominates a breadth-first universe of 2,357 tracked companies, yet the sector market-cap totals are distorted by duplicate cross-listings and should be read with caution.

• Market News

  Daily Market Roundup: OpenAI Jitters Give Way to a Guarded Tech Rebound

  Oct 12, 2026 · AI sentiment whipsawed through the session as a cut to OpenAI's run-rate estimate briefly dragged chip names lower before damage control steadied futures. Across 20 tracked headlines the tone skewed modestly bullish, but a wall of neutral coverage signals a market waiting on Q3 earnings.

• Strategy

  SilentDip: Buying the Quiet Drops

  Oct 11, 2026 · SilentDip is a newly live mean-reversion strategy that buys oversold large-caps falling on no bad news, backed by a backtest that passed four-fold walk-forward validation. The record is encouraging but leans heavily on its two most recent folds, and the strategy has yet to place a live trade.

• Sector

  Eight Sectors, 2,356 Names: What the Tracked Universe Looks Like

  Oct 11, 2026 · A snapshot of Headmars' tracked universe as of 11 October 2026 shows Technology dominating by company count while the headline market-cap figures look distorted by cross-listings. Company counts, not cap totals, are the cleaner read on where coverage concentrates.

• Market News

  Daily Roundup: Tech Rebounds on OpenAI Damage Control as Commodities Lead the Tape

  Oct 11, 2026 · A constructive session saw markets rally with financials and commodities leading, even as an OpenAI run-rate cut briefly knocked AI names and a fresh sell rating landed on Apple. Sentiment skewed net-positive but heavily neutral, with mega-cap tech — AAPL, NVDA, GOOGL, MSFT — driving the narrative into earnings season.

• Strategy

  PanicFade v4: Fading the Panic, Minding the Deflated Sharpe

  Oct 10, 2026 · PanicFade v4 is a contrarian mean-reversion strategy that buys oversold large caps hit by negative sentiment; its walk-forward validation is encouraging, but a deflated Sharpe near a coin flip keeps the edge honest.

• Strategy

  Momentum SMA20 Rider: A Trend-Follower That Earns Its Keep in Trends — and Only in Trends

  Oct 10, 2026 · A disciplined large-cap momentum strategy with a strong walk-forward record and a low win rate typical of trend-following. Its backtest and validation are encouraging, but a flat 2024–25 fold and deep drawdowns show it depends heavily on a trending market.

• Strategy

  Channel-Pullback Goes Live: Asymmetric Wins, a Failed Validation Gate

  Oct 10, 2026 · The channel-pullback strategy is trading live and modestly in the green, but a 4-fold walk-forward test it did not pass — and a deflated Sharpe of 0.20 — argue for keeping position sizes honest.

• Strategy

  Donchian Breakout: A Textbook Trend-Follower That Hasn't Earned Its Live Slot Yet

  Oct 10, 2026 · The donchian-breakout strategy posts a modest 6.95% backtest return with trend-following's classic low win rate, but failed validation and has stalled out with no executed trades in October. Strong out-of-sample folds are encouraging; a near-zero deflated Sharpe is not.

• Strategy

  bollinger-reversion: A Mean-Reversion Strategy That Backtests Well and Validates Poorly

  Oct 10, 2026 · The live bollinger-reversion strategy posted a 17.55% full-sample backtest return, but its out-of-sample folds decay toward zero and it fails formal validation — a textbook case of a profitable curve that may not survive the future.

• Strategy

  Dual-Momentum: Strong Headline Numbers, a Failed Validation Gate

  Oct 10, 2026 · The dual-momentum strategy posts a 23.5% backtest return but fails our out-of-sample validation and is currently sitting entirely in cash. A classic trend-follower with real regime risk.

• Strategy

  News-Sentiment: A Clean Idea Still Starved for Trades

  Oct 10, 2026 · The news-sentiment strategy is live but barely active, and its backtest edge rests entirely on two trades in a single validation fold. Validation did not pass — treat it as promising but unproven.

• Strategy

  Mean-Reversion: A 70% Win Rate That Doesn't Survive Out-of-Sample

  Oct 10, 2026 · The mean-reversion strategy posts an attractive 14.73% backtest return and a 70.59% win rate, but it failed walk-forward validation and its live paper account is currently underwater. A case study in why in-sample numbers flatter.

• Strategy

  momentum-code: Strong Folds, a Failed Gate, and a Portfolio That Has Gone Quiet

  Oct 10, 2026 · The live momentum strategy posts a 19.76% backtest return and four positive validation folds, yet it failed its validation gate and has executed no trades since early June. Its recent scheduled runs are all rejections against a near-empty cash balance.

• Strategy

  RSI Snap-Back: A Disciplined Mean-Reverter Currently Sitting on Its Hands

  Oct 10, 2026 · RSI Snap-Back posted a respectable 20.95% backtest return on the Mag-7 but carries a 23.7% drawdown, a modest 0.61 Sharpe, and no out-of-sample validation — and it has been fully in cash for six straight sessions.

• Sector

  Sector Breadth in the Tracked Universe: Technology Leads by Count, Market Cap Tells a Messier Story

  Oct 10, 2026 · Across the 2,350 companies we track, Technology is the dominant sector by headcount while Industrials, Healthcare and Basic Materials fill out a long, globally diverse tail. The reported market-cap totals, however, don't line up with company counts and deserve a skeptical eye.

• Market News

  Daily Roundup: AI Jitters and a Commodities-Led Rally Split the Tape

  Oct 10, 2026 · Markets shrugged off a cut to OpenAI's run-rate estimate as financials and commodities drove afternoon gains, though Apple bucked the trend with a notable sell-off. Sentiment skewed constructive overall, with bullish headlines roughly four times bearish ones.

• Strategy

  PanicFade v4: Buying the Overreaction, With Receipts

  Oct 9, 2026 · PanicFade v4 is a live contrarian strategy that fades sentiment-driven selloffs in oversold large caps; its walk-forward validation is unusually clean, but a 6.79% CAGR and a near-flat live paper book temper the enthusiasm.

• Strategy

  Momentum SMA20 Rider: Riding Strength, Minding the Churn

  Oct 9, 2026 · A rules-based large-cap trend-follower with an 81% backtest and validation that survives multiple-testing deflation — but one that stalls in trendless regimes, churns hard on fees, and is currently sitting just under $10k live.