Hi Folks- after 7 years being active on QC, it's the end of an era, and I'm moving on. Jared, the team, and the wider community are awesome and have definitely enriched my life. 

I have a strategy I was live trading for a potential license. Below is a short description and performance. Please contact me at grant.forman13@gmail.com if you are interested. Serious interest only.

The strategy is a multi-layered, systematically engineered trading framework designed to generate consistent, risk-adjusted outperformance across market regimes by integrating structured daily allocation with opportunistic intraday alpha capture. At its core is a matrix-based selection engine that, shortly after the open, evaluates a broad universe of liquid instruments and dynamically allocates capital based on relative behavior, dispersion, and favorability scoring, with execution precision governed by statistically bounded order placement. This interday architecture is complemented by adaptive portfolio construction techniques—including complementary pair and group skewing, volatility-aware sizing, and dynamic substitution logic—to continuously optimize exposure while maintaining disciplined leverage constraints. Overlaying this foundation is a proprietary risk management system featuring per-symbol trailing stops enhanced by Adaptive Drawdown-Velocity (DDV), enabling real-time tightening of risk thresholds in response to adverse price acceleration, alongside volatility-of-volatility adjustments that modulate position sizing, stop elasticity, and profit-taking sensitivity in changing market conditions. The strategy further incorporates yield-aware capital parking mechanisms and scheduled rebalancing logic calibrated to unrealized P&L, ensuring capital efficiency even during low-signal periods. Critically, the framework is augmented by an independent intraday “sniper” module, which operates only when the core portfolio is inactive and seeks to exploit short-lived volatility dislocations: this includes a UVIX-based alpha engine driven by high-frequency insight generation and strict time-bound exits, as well as a reversal system that identifies overshoot and stabilization patterns in volatility indices and the underlying market to capture mean-reversion opportunities with tightly controlled risk and same-day flattening. Together, these components form a cohesive, institutional-grade system that blends structured, repeatable edge with tactical intraday precision, delivering a diversified return stream rooted in both cross-sectional dispersion and volatility regime exploitation.

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