Learning Path

This section covers the concepts behind Gordon's approach. Whether you're new to systematic trading or experienced but new to crypto futures, these pages build the mental model you need.

Recommended Order

1. Trend Following — Why this approach works and the bet behind Gordon
2. Position Sizing — Why leverage is not risk, and how to size positions correctly
3. Walk-Forward Testing — Why most backtests lie and how to test honestly
4. Market Regimes — Why no single strategy works everywhere
5. Honest Limitations — What Gordon can and cannot do
6. Reading List — Books and papers that shaped this system

Retired strategies

Donchian Ensemble was retired from the active portfolio in the v4 retrospective (median Sharpe 0.08). The page is kept for historical reference.

Who This Is For

• Developers building trading systems — understand the principles before reading the code
• Quant-curious traders — learn systematic approaches to replace discretionary trading
• Anyone evaluating Gordon — understand the philosophy before trusting it with capital