PBZ Lifecycle Research

Can a historically important basket approach retain its edge while controlling persistence-trend drawdowns?

watchlist
MARKETS

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.