Author

@choffstein choffstein

Rigorous quant founder dissecting multi-asset portfolio mechanics and market structure

Publishes original research and reasoned threads on portfoli

trader score
+1.24
hit rate
100%
mean α
+0.61%
signals 14d
15

Grade = how their written analysis reads (A best). Trader score = how their last-20 timestamped calls performed vs SPY.

Their picks, scored

Across their last 6 scored bets: 100% hit rate, +0.61% mean alpha, trader score +1.24. Their last-14d mentions, direction-adjusted, have moved +2.0% since posting (mean over 1 mentions with price data).

Recent signals15receipts included
date (PT)tickerauthorsentwhat they saidsince thenreceipt
2026-08-28CTA@choffstein-0.35Reports major portfolio liquidation and removal of sub-adviser Altis from CTA's website.·
2026-08-28QQQ@choffstein-0.25Questions the investment rationale for buying an index based primarily on Nasdaq listing venue.
2026-08-25·@choffstein·Observes low trading volume and open interest for an unnamed Lighter product.·
2026-08-24·@choffstein·Explains Australian super funds' growing use of overlays and portable alpha under benchmark-test pressure.·
2026-08-23·@choffstein·Author discloses an approximate 5-10% overlay plus a large trend-following overlay.·
2026-08-23·@choffstein·Questions a multi-asset index using its disclosed backtest and hindsight-designed methodology.·
2026-08-23·@choffstein·Notes a low quoted financing rate and suspects costs are embedded in swap entry and exit.·
2026-08-23AVGV@choffstein+0.20Expresses acceptance of combining AVGV with a trend strategy, without trade mechanics.·
2026-08-23·@choffstein·Notes an internally promoted gold-plus-trend strategy maintained for more than a year.·
2026-08-21·@choffstein·Author reports flagship performance of 19.5% annualized since inception.·
2026-08-20LIT@choffstein+0.40Discloses continued ownership of LIT since its token-generation event.+2.0%
2026-08-19·@choffstein·Explains that perpetual-futures roll exposure is embedded in funding rates rather than eliminated.·
2026-08-19·@choffstein·Says oil perpetuals track front-month futures and embed roll in funding costs.·
2026-08-18·@choffstein·Argues the discussed structure has tight pricing and is neither obscure nor illiquid.·
2026-08-18·@choffstein·Explains that defined-outcome products use exchange-traded, centrally cleared FLEX options.·

Grade is our human read-worthiness rating; trader score is a rolling 20-bet hit-rate/alpha composite — different things, often disagreeing. “Since then” is direction-unaware in the table; the summary line above adjusts for which way they leaned.