Monolith Research
In plain terms
An extension of the mean-reversion engine that also reads cross-asset momentum and refreshes its universe of pairs as conditions change.
How it works
The reversion engine is overlaid with a momentum read and an adaptive step that re-ranks the tradable universe each rebalance. Specifics are kept private.
What it’s tested against
The same deflation- and beta-aware discipline as the core engine; an attractive in-sample curve is not enough to advance.
Data
Cross-asset price history.
Sensitive — idea-level only.