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Research · 研究 · Foundations

Foundations.
The vocabulary.

The concepts everything else stands on: momentum, dominance, funding, ATR, Sharpe, drawdown, liquidity. Answer-first explainers, each tied to how a rules-based crypto board actually uses the idea rather than the textbook abstraction.

7 published measurements · top-100 liquid universe · regime dial with fixed thresholds · refreshed every 4 hoursEvery formula published · the board · attested daily · research, not advice

17 notes · Foundations

Research · 研究 · 50 · Foundations

One of these you own. The other owns a piece of you.

The asset versus the position: spot ownership against margined, funded, liquidatable perpetuals, why perp volume dominates the tape, and the three costs off the screenshot.

4 Sept 20264 min readFoundations
Research · 研究 · 49 · Foundations

The chart shows demand. The schedule shows supply.

Vesting cliffs, linear unlocks, continuous emissions: how scheduled supply reaches the market, what unlock events reliably do and don't, and the calendar's defensive value.

31 Aug 20264 min readFoundations
Research · 研究 · 48 · Foundations

Compute where the cliff is. Then stand well back.

The growth-optimal bet size and its violence: the formula, 50/50 odds of halving at full Kelly, zero growth at double Kelly, and why fractional is the only sane dose.

26 Aug 20265 min readFoundations
Research · 研究 · 47 · Foundations

Survival first. Compounding is for the survivors.

The probability the game ends: ruin as an absorbing state, streak arithmetic at 1/2/5/10% risk, why losing streaks are scheduled, and crypto's three accelerants.

21 Aug 20265 min readFoundations
Research · 研究 · 46 · Foundations

Up 50, down 50 is down 25.

The gap between average and compounded returns at the volatility where it becomes the main event: the half-sigma-squared rule, a fair coin losing 69% a year, leveraged decay.

17 Aug 20265 min readFoundations
Research · 研究 · 45 · Foundations

Risk is losing money, not making it irregularly.

Sharpe with a fairer denominator: downside deviation only. Why right-skewed momentum profiles deserve it, and how the Sharpe/Sortino gap detects skew.

12 Aug 20264 min readFoundations
Research · 研究 · 44 · Foundations

Return per unit of risk, flattered by the calendar.

Return per unit of risk, and the 20% flattery crypto's 365-day calendar adds to every annualized Sharpe: the definition, the failure modes, and the deflation we apply.

7 Aug 20265 min readFoundations
Research · 研究 · 43 · Foundations

How far does it actually move? One number answers it.

Average True Range from zero: Wilder's formula, why 24/7 trading shrinks true range toward high-minus-low, percentage ATR, and its three jobs: stops, sizing, regime.

3 Aug 20265 min readFoundations
Research · 研究 · 42 · Foundations

Three majors up, eighty alts bleeding: breadth is how you know.

The share of the board actually participating: the standard measurements, why breadth matters doubly in a one-factor market, and our dial's published breadth input.

29 Jul 20264 min readFoundations
Research · 研究 · 41 · Foundations

Fix the loss first. The position is just division.

Risk-first sizing with the worked example: why volatility shrinks size, the portfolio-heat trap when correlations hit one, and the survival arithmetic behind small fractions.

24 Jul 20265 min readFoundations
Research · 研究 · 39 · Foundations

Equities have industries. Tokens have stories.

Equities have industries; tokens have stories. The working taxonomy, what sector membership actually predicts, the diversification illusion, and the data-quality fine print.

20 Jul 20264 min readFoundations
Research · 研究 · 38 · Foundations

A real mechanism, a real correlation, and a sample of four.

A real mechanism, a real correlation, and a sample of four: the supply-shock theory stated fairly, the confounders, the shrinking flow arithmetic, and the post-ETF divergence.

15 Jul 20265 min readFoundations
Research · 研究 · 34 · Foundations

A fine thermometer, a terrible oracle.

One division with two distortions: the stablecoin denominator problem, the quality of summed market caps, what dominance readings have accompanied, and the joint read.

13 Jul 20264 min readFoundations
Research · 研究 · 35 · Foundations

The chart shows the market cap. The obligation is the FDV.

Price times what, exactly: the low-float worked example, unlock cliffs and emission drips, the float-ratio habit, and why momentum screens attract exactly this failure class.

13 Jul 20265 min readFoundations
Research · 研究 · 36 · Foundations

A poll where every respondent pays to vote.

The mechanism that anchors perpetuals to spot, the annualized arithmetic that makes 0.01% expensive, and funding as a paid poll of positioning worth watching from spot.

13 Jul 20265 min readFoundations
Research · 研究 · 37 · Foundations

No news behind the candle. Just leverage meeting thin bids.

The forced-selling chain reaction behind crypto's newsless crashes: the mechanics, why this market breeds them, the famous episodes, and how to read a cascade on a chart.

Updated 1 Aug 20265 min readFoundations
Research · 研究 · 40 · Foundations

The drawdown is the result. The return is the compensation.

BTC has lost three quarters of its value twice in a decade; alt drawdowns start at ninety percent. The base rates, the recovery curve, and what depth does to decisions.

13 Jul 20265 min readFoundations