Systematic Kill List

Independent systematic investor running a portfolio of trading strategies. I publish what fails so you don't have to.

[Systematic Kill List @aixsystematic]

First principle in investing: there are no free lunches. Ever.

Every time you are making something better in your portfolio of trading system, you have to check what gets worse.

[Systematic Kill List @aixsystematic]

They were chatting about a big rotation from AI to crypto but I surely didn't expect it to play out this way

[Systematic Kill List @aixsystematic]

@mmmatt hahaha probably not

[Systematic Kill List @aixsystematic]

@petergyang @AlexFinn most powerful model indeed

[Systematic Kill List @aixsystematic]

@DanielLockyer It was terrible

[Systematic Kill List @aixsystematic]

@TheLongInvest For the love of everything that's sacred, including my bags, I've never seen a war won so bigly and beautifully in my life

[Systematic Kill List @aixsystematic]

@pedma7 Guilty pleasure for systematic tradooooors

[Systematic Kill List @aixsystematic]

@conksresearch yen deez

[Systematic Kill List @aixsystematic]

@FroehlichThors1 hahaha didn't he say it was over yesterday 😆

[Systematic Kill List @aixsystematic]

Claude, ChatGPT, Grok Bot all down, how are we supposed to replicate the same slop by hand?

Mostly, how do I get back to using my own brain, I don't even remember what it feels like.

[Systematic Kill List @aixsystematic]

Tested this exact instinct on my own systematic book — built 4 dials that cut exposure when conditions turn (vol-term-structure ratio, trailing-return trend, etc).

Benchmarked against the real control: just holding less, permanently. 3 of 4 lost on Sharpe, MaxDD AND CAGR at once. The 1 that "worked" only did in one crisis month — strip it out and holding-less wins again.

[Systematic Kill List @aixsystematic]

@synthwavedd Ok this may be for the best lol

[Systematic Kill List @aixsystematic]

@ByzGeneral Claude, Chat and Grok together. This is hell.

[Systematic Kill List @aixsystematic]

@cointradernik I'm so curious about this one 😍

[Systematic Kill List @aixsystematic]

@Sandeman52 and Claude

[Systematic Kill List @aixsystematic]

@nickvasiles and Grok

[Systematic Kill List @aixsystematic]

@kieran__duff @SantsRNTL It's funny because there are like six legit practitioners here, but they get the same treatment as all the thousand scammers 😆

[Systematic Kill List @aixsystematic]

The wide spread right after a reopen isn't noise to wait out. It's the signal. Christie-Corwin-Harris found inside spreads more than doubling and vol running ~9x normal after those 5-min halt reopens (JF 2002). And the newer Hautsch-Horvath order-book work (JFE 2019) is the real tell: the price discovery happens inside the pause, extra vol comes after, no cool-off. So the directional info's already in that first ugly print. Wait for spreads to normalize and you've waited out the edge.

[Systematic Kill List @aixsystematic]

@MrMilkTrading Systematically, yes, I don't even care. For discretionary trading I’d have to cut my hand.

[Systematic Kill List @aixsystematic]

@RhysSullivan Grok Bot is good because it's out of the box but you can replicate the same exact thing with Hermes and a much cheaper model like Deepseek v4 flash if you have a bit of a tech background.

[Systematic Kill List @aixsystematic]

This holds only for systematic investors; otherwise, you’re simply showing resilience in the face of failure.

[The Motley Fool @themotleyfool]

The best investors are the most patient.