Monolith Research
In plain terms
In FX, higher-yielding currencies pay you to hold them (carry); trends add a timing layer. This combines the two.
How it works
Currencies are tilted by their yield differential, gated by a trend filter so the book is not carrying into a falling market, with risk balanced across positions.
What it’s tested against
Out-of-sample with stressed costs and a combinatorial overfitting check; the design is deliberately simple to limit the choices that can be over-fit.
Data
FX spot and rate-differential history.
Researched — carry and trend examined together.