Systematic investor/trader, Kevin C Maki, PhD QV/MT investing = quality, value/momentum, trend Research scientist/educator, long-time investor/trader
SW Florida
Joined July 2023
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Systematic Investment Research & Education retweeted
“There is no ‘best system’ for everyone, just as there is no best car or best wife.” - Ed Seykota amazon.com/dp/B0H11KHVN4
Systematic Investment Research & Education retweeted
For many traders who struggle to make money, the missing piece is discipline.
You need a process you can repeat over and over. And you need to accept that following it won’t produce a profit every day.
Even successful trading is a series of ups and downs, with a positive drift over time.
This is my long/short intraday breakout strategy, buying calls and puts. It loses more often than it wins, but the overall results have been good.
My responsibility is to make sure the strategy trades every day - and accept the ups and downs that come with the process.
Systematic Investment Research & Education retweeted
To succeed as a trader, you not only need strategies with an edge, but also the ability to use the right strategies in the right environment. - Jack Schwager @jackschwager 142/n lnk.to/marketwizardsnextgene…
Systematic Investment Research & Education retweeted
Very excited to announce our new collaboration with @JeremyDSchwartz and the model portfolio team at WisdomTree.
- Model series stacking a diversified set of alternative strategies
- Turnkey implementation through Quorus
- Free to trade at Schwab and Fidelity
🥞🤝
Systematic Investment Research & Education retweeted
Some very exciting news on the wires today!
WisdomTree’s Model Portfolio team is collaborating with @choffstein's team to grow the capital efficient pie and help clients achieve better diversified and more optimal portfolios.
You get the best asset allocation thinking from both of our firms – with a very efficient execution via the Quorus SMA platform.
Please get in touch if want to learn more about this new suite of models!
Let's get stacking: 🥞🥞🥞
ir.wisdomtree.com/news-event…
Systematic Investment Research & Education retweeted
"A Trend Following strategy can cut poor performers while holding tightly to leaders. It is common for last year’s star sector to become the following year’s dog, and vice versa." @Blueprint_IP
blueprintip.com/blog/tilting…
Systematic Investment Research & Education retweeted
Monthly commentary for the Blueprint Chesapeake Multi-Asset Trend ETF (ticker: $TFPN). #trendfollowing hubs.li/Q04Cm34m0
Systematic Investment Research & Education retweeted
through co-authoring this book, I've come to realize that there is almost always someone achieving enormous success in doing something that you think is impossible. - George Coyle @gfc4 141/n lnk.to/marketwizardsnextgene…
Systematic Investment Research & Education retweeted
Investing Quote of the Day: "You'll get nowhere buying stocks just because they have a great story." - Jim O'Shaughnessy (@jposhaughnessy)
Systematic Investment Research & Education retweeted
The Returns Catch Up
September’s strongest week for trend following came when most markets fell.
Persistence paid. All three major trend benchmarks gained for a second consecutive month and moved ahead of the S&P 500 for the year.
The September report explores where the trends held, where they faltered, and why counting rising markets can miss the story.
Read the report: atstradingsolutions.com/tren…
#TrendFollowing #ManagedFutures #SystematicTrading #Diversification
🤖 Made with AI
Systematic Investment Research & Education retweeted
The futures trend-following project I shared a few months ago is now at a new all-time high in paper trading.
A useful reminder if you’re interested in learning how CTA-style futures portfolios work.
Lucas Joly has published his master’s thesis research on GitHub, using a Carver-style framework, alongside an ongoing paper-trading dashboard.
Research + code:
github.com/Lucas-Joly-GH/tre…
Systematic Investment Research & Education retweeted
It highly depends on your personal situation and risk profile. I diversify broadly: from my total net worth, I have 5% in gold, 45% in Real Estate, 30% in B&H ETFs and DCA ETFS, 20% is in systematic trading strategies.
Systematic Investment Research & Education retweeted
"There is a time to go long, a time to go short, and a time to go fishing." - Jesse Livermore.
Is one of the best pieces of advice a trader can heed, but the words preceding it are rarely quoted, and they carry some real weight:
"There is the Wall Street fool, who thinks he must trade all the time. No man can always have adequate reasons for buying or selling stocks daily or sufficient knowledge to make his play an intelligent play."
Sitting on your hands is an active position. Knowing when to step away or step back is what separates long-term performance from the slow bleed of overtrading.
🤖 Made with AI
Systematic Investment Research & Education retweeted
You do not need to predict the future.
You just need to be in position when it arrives.
Our forthcoming book, The Trend Following Manifesto, explores how to prepare for a world that refuses to follow a forecast.
Join the launch list for updates and details of the first-week discount:
leadpages.toptradersunplugge…
#TrendFollowing #TheTrendFollowingManifesto #SystematicTrading #BookLaunch
Systematic Investment Research & Education retweeted
An often overlooked aspect of the Dot Com Crash is that stocks not tied to the Internet and mobile buildout did quite well for a long stretch.
From the end of 1999 to the end of 2001, the S&P 500 Equal Weight index not only didn’t fall, it was up 5%. $SPY $RSP
Systematic Investment Research & Education retweeted
Most traders quit during the exact stretch that separates the average from the consistent.
They quit when the losses stack up.
When the strategy feels broken.
When their friends are flashing new cars and they’re still grinding charts at 2 AM.
The market doesn’t care how many courses you bought or how hard you studied.
It only cares whether you can execute with discipline when every instinct in your body is screaming to do the opposite.
Protect your capital.
Follow your rules.
Review your journal.
Then show up tomorrow and do it again.
The ones who make it aren’t the smartest in the room.
They’re the ones who refused to quit on the process.
Do you have what it takes?
Systematic Investment Research & Education retweeted
Today, the calendar makes a right triangle, for the last time this century.
This Saturday is October 24, 2026.
Write it as 10/24/26 or 24/10/26, and the same beautiful relationship appears:
10² + 24² = 26²
100 + 576 = 676
But here’s what makes today special.
There are infinitely many Pythagorean triples. Only a handful fit our calendar.
Using the rule
month² + day² = (last two digits of the year)²,
the month cannot exceed 12, and the day cannot exceed 31. Those small limits leave exactly 12 qualifying dates in this century.
Today is the last.
The next will be March 4, 2105:
3² + 4² = 5²
That is a wait of more than 78 years.
An infinite family of triangles. Just twelve appearances on a century’s calendar.
Happy Pythagorean Triple Day.
Systematic Investment Research & Education retweeted
A planet of monkeys typing for the entire lifetime of the universe won't produce Curious George. It's a long time - but not long enough.
Chance is a weak explanation for these, too:
Ed Thorp's investment track record
"The odds of randomly selecting a specific atom in the earth would be about a trillion times better."
xitter.cf/ReformedTrader/status/…
Medallion Fund's returns (1988-2018)
"To date, there is no adequate rational market explanation."
xitter.cf/ReformedTrader/status/…
Unguided origin of life
Lee Cronin vs. James Tour debate
xitter.cf/ReformedTrader/status/…
A Numerical Evaluation of the Finite Monkeys Theorem (Woodcock and Falletta)
Systematic Investment Research & Education retweeted
This Week in Trend | 23 October 2026
Trend Strength Recovered. Returns Told a Different Story.
The TTU Trend Barometer recovered from 36% to 41%, but the SG Trend Index slipped further to +14.31% year to date.
Crude oil advanced while Natural Gas collapsed. Precious metals continued to weaken. Beneath the weekly movements, the trend environment showed tentative signs of improvement.
But improving trend strength does not necessarily mean improving portfolio returns.
The trends available and the trends a portfolio captures are not always the same.
Read this week's full analysis: atstradingsolutions.com/this…
#TrendFollowing #SystematicTrading #GlobalMacro #TTUTrendBarometer
