Reframing · UPDATED 16 AUG 2026
PBZ Lifecycle Research
Can a historically important basket approach retain its edge while controlling persistence-trend drawdowns?
watchlistMARKETS
FX
STRATEGY TYPES
Swing · Basket
RESEARCH FAMILIES
Inflection · Basket governance
PUBLICATION LEVEL
public
01
Current finding
Simple filters reduced some poor baskets but repeatedly damaged the behaviour that made the original approach interesting.
02
Evidence on record
- Negative results remain part of the permanent research record.
- Persistence-trend drawdowns remain the central unresolved failure mode.
- The current form is not trusted for normal deployment risk.
03
Next falsifiable step
Reframe the hypothesis around basket lifecycle and regime identification before testing further variants.