Writing & Research
Notes from the edge of quant.
Long-form analysis of how markets behave when assets fall — backed by 50 years of data across 2,200+ tickers. No vibes, just receipts.
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Bitcoin and Ethereum Drawdowns: A 10-Year Statistical Deep Dive
A decade of BTC and ETH drawdowns, the major bear cycles, how crypto volatility compares to the S&P 500, what a 'buy every -50% drop' rule would have done, and why sample size matters more here than anywhere.
Read moreWhy Prediction Error Matters More Than the Prediction Itself
A point estimate without an error bar is a story, not a forecast. Here is how Dipsern computes prediction error, why it matters more than the headline number, and how to reason like a Bayesian without the math.
Read moreSharpe, Sortino, or Raw Return: Which Should You Optimize For?
Three metrics, three different definitions of 'good.' A practical guide to when Sharpe makes sense, when Sortino is the better choice, and when you should just optimize for raw return.
Read moreUnderstanding Bear Markets: What 100+ Years of S&P 500 Data Reveals
A data-first look at U.S. bear markets since 1900 — average duration, average depth, recovery times, and why drawdowns feel worse than the numbers.
Read moreHow Crypto Handles Drawdowns: Data From 150 Assets Since 2013
We segmented every crypto asset on Dipsern by drawdown depth and measured what actually happened in the 90 days that followed. Here's what 150 coins and 12 years of data say about buying the dip.
Read moreThe Math Behind Dipsern: Drawdown Segmentation Explained
How Dipsern computes its signal — drawdown calculation, equal-width segmentation, rolling median forward returns, and why we discarded EMA as the primary forecast.
Read moreWhy Median Beats EMA: 50 Years of S&P 500 Forecasting
We ran every drawdown-based forecast method on 50 years of S&P 500 data. Rolling median consistently beat exponential moving averages. Here's the data and the explanation.
Read moreWhat Happens When the S&P 500 Drops 10%? 40 Years of Data
We analyzed every 10%+ drawdown in the S&P 500 since 1980. Here's what history says about recovery timelines, expected returns, and win rates.
Read moreBitcoin's Drawdown Cycles: When to Buy, When to Wait
Every major Bitcoin drawdown since 2013 analyzed with Dipsern's probability engine. What does history say about buying BTC after a crash?
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