Portfolio construction / derivative truth

CAPSTONE

The allocation layer above the sleeves. Nine competing ways to assemble what survived, followed by eighteen BLOCK studies that ask where each modification puts the risk.

9 capstone meta-sleeves18 BLOCK studies27 interactive research surfaces
01
Featured interactive studies / allocation

The keepers, assembled.

Each capstone uses the same research family but asks a different portfolio-level question: equal risk or optimization, discipline or faith, concentration or breadth, standalone merit or portfolio contribution. Select a capstone and move through its actual tested alternatives.

02
Featured interactive studies / BLOCK

Where the risk moves.

Ten “modify to death” studies and eight cross-asset premium-map studies form the 18-part BLOCK program. The interaction does not invent a backtest: it exposes the mechanism each repository study documented—tail, mark, funding, regime, or diversification.

Reported findings and metrics come from the linked repositories. Controls compare documented variants or mechanisms; they do not generate new investment claims. Educational research only—not investment advice.