2026 is the year of researching and implementing a bunch of small and dumb edges.

Edges that actually have a good reason to exist, but are ugly and are often passed up by most.

Stuff different than my current long trend/momentum bias on stocks.

I’m just trying to think a little differently than I have previously.

For example, there’s a very small risk premia buying vol a couple days before the weekend and then flipping short into the weekend.

Why?

Because people want portfolio protection over the weekend so they pay up for it. So you can front run the flows and then flip short Friday at the close as vol reverts back to its “fair value” by Monday afternoon (usually…).

This would only exist because it sucks to trade. Nobody wants to be short volatility over the weekend so a premium has to be baked in for buyers to have someone on the other side of their trade. And every so often you get wrecked.

These are the types of things I am working on implementing this year.

And I’m not optimizing backtests to find these. I’m mostly working in excel and staring at bar charts and scatter plots to understand the effect.

The system and the Backtest just happen naturally with no optimization necessary after I understand what effect I’m exploiting.

I’ll be sharing what I find as I go.