01 / IMPLEMENTATION & CONTRIBUTION
What the work involves
Donald implemented alpha, universe, feature, portfolio, execution, and backtest modules, including clustering-enhanced reversal signals and market-specific tradeability checks.
Technical depth
Lagged signals and next-open execution, overlapping holding periods, clustering-augmented reversals, continuous regime scaling, partial fills, futures beta hedges and factor-alpha diagnostics.
The project family
mean-reversion02 / RESULTS
What came out of it
The research system connects lagged signals to next-open execution, overlapping holdings, futures hedges, and factor-alpha diagnostics, with execution-simulator test coverage in source.
03 / SUPPORTING EVIDENCE
Follow the source
Implementation notes, project records, and supporting artifacts.
Source context & project scope
Research benchmark numbers in documentation are comparison targets, not achieved project returns. Exact historical execution and paper replication were not rerun; the design filename has an inconsistent year and should not determine public chronology.
Design explicitly separates EOD signals, next-open trades, hedging and market frictions.
SOURCE · 2026-09-17Factor-alpha evaluation implementation; comparison benchmark is not a project outcome.
SOURCE · 2026-09-17December 2025 Donald-attributed source and verification changes.
SOURCE · 2026-09-17