The Volatility Brief.
Systematic vol research from BlackShip Capital.
Regime reads, surface analysis, 0-DTE flow dynamics, live positioning context. Monthly. No narratives.
https://t.co/iwic0Xhpfp
April +10%, the largest single-month S&P 500 gain since November 2020. May +5.1%. Roughly +15% in two months with almost no realised vol.
For long volatility, this is the canonical worst case.
We have shipped a calculation engine for allocators.
Upload your daily returns. Six optimisation objectives. The tool computes the BlackShip Capital allocation that would have optimised the chosen objective over your selected date range.
Built by the BlackShip Capital team. 15 unit tests passing, including a cross-validation that the BlackShip-only weight reproduces the firm's published track record exactly.
We did not want a tool that quietly disagreed with our factsheet.
"What does adding BlackShip Capital do to my portfolio's Sharpe?"
Every allocator asks it. The honest answer needs a half-day in Excel if you know what you're doing. Longer if you don't.
So we built the tool.
Upload your daily returns. Six optimisation objectives. Live slider.
Most quant funds look like tech companies. Ours looks like a server room.
5 years live. +76.95% vs +65.56% $SPY. 1.62 Sharpe. -0.07 correlation.
8 AI strategies trading $SPX and $VIX every US cash session. No discretionary PMs. No overrides. Zero.
Here is how 🧵
March 2026: What We Saw.
SPX -5.09%. VIX hit 28. Headlines screamed fear.
The surface told a different story.
Here is what professional vol traders actually saw. (1/8)