Most trading is driven by emotion. We hold that process beats prediction — a model that survives years of testing on data it never saw will outlast any gut call. Everything here runs by rules: researched, measured, and put on the record whether it works or not.
Write down the idea and how it could fail, then test it on years of real market data it was never fitted to. No proven edge, nothing goes live.
A daily gauge reads eight market signals and scores whether the world is leaning greedy or fearful — shaping what we design and test.
The survivors run as simple, fixed target weights, rebalanced on a schedule — deliberately plain, because plain out-tested every fancier version.
Every position, cost, and result is logged live. Winners and losers alike are published — that record is the whole point.
Each strategy is a systematic, multi-asset allocation across US equities, gold, commodities, Bitcoin, and Treasuries — chosen by testing a large field of candidates over more than a decade of history and keeping only the two that held up on data they were never fitted to. Both rebalance on a fixed schedule with zero discretionary overrides. The exact holdings and weights stay private; everything else about how they work is here.
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Umbrella is built by one independent quant — no fund pedigree, no sales team, no outside capital setting the agenda. The whole thing is a public research lab: test real trading ideas on real markets, size by risk, kill what fails, and keep the record where anyone can read it.
A daily record of how much each major stock actually moved — impossible to rebuild after the fact, and it compounds the longer we run.
Eight market signals — equity & bond stress, credit, momentum, the yield curve, the dollar, growth — distilled into one greed-vs-fear score.
Every idea is proven on data it never saw while being designed — and dropped in the open when the edge turns out not to be real.
What survives runs live on real prices in a paper simulation, tracked in real time, with every decision logged.
Questions about the research or the methodology go straight to the person who built it — no support desk in between. Reach out any time.
Figures are drawn from a live paper-simulation on real prices — not audited results — and past performance does not guarantee future results. This is a research log, not an offer or investment advice; Umbrella does not manage outside capital.