Monolith Research
In plain terms
A higher-level system that switches its behaviour with the macro regime, combining several distinct sleeves into one book.
How it works
A regime read, a factor-trend sleeve, and a further sleeve are blended by volatility parity so no single component dominates. Specifics are private.
What it’s tested against
Held to a long out-of-sample history; the discipline is that a flattering short window is never allowed to stand in for the full record.
Data
Cross-asset daily history.
Sensitive — idea-level only.