Nippy Share May 2026

Years passed. The van faded to a rumor, lockers shifted locations like migratory birds, and the crescent moon on the card mellowed into a familiar symbol chalked on lampposts to mark a pickup. Sometimes the network delivered audacious things—a rescued cat from the quay, a pair of glasses to the poet who’d lost sight of her drafts. Sometimes it brought subtle gifts: a story left in a coat pocket, the correct angle to lay bricks in damp weather.

By the end of the day Mara had traded the coat’s story for a borrowed song—an old lullaby hummed by a woman who braided light into her hair—and a favor: an agreement to water the succulents on June’s balcony when the old woman had to travel. The pattern felt like a stitch being made across the town. nippy share

June lived in an apartment with a balcony that stacked succulents like a green staircase. She opened the door with fingers stained in ink and eyes like someone who’d read too many letters. Her laugh looked surprised when she noticed the card. Years passed

Mara thought of the coat, the card, the velvet of the violet. She thought of June’s succulents and the boy in the arcade. She thought of the ladder of favors that kept people from falling. She agreed without dramatic thought—because the choice had already been made by every small kindness she’d accepted before. Sometimes it brought subtle gifts: a story left

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Sergey V. - November 17, 2016 Reply

Hi Caesar,

Thanks for interesting post. Sure credibility of backtest on simulated data depends on how precise your synthetic data is and how quickly your signal changes.

For 1-yr momentum there is one story, and you may use less precise data, and for 5-days reversion – completely different story, and you need much better data to test this.

BTW, six figs. investment have OHLC data on volatility ETPs: https://sixfigureinvesting.com/2014/09/simulating-open-high-low-vxx-vixy-tvix-uvxy-xiv-svxy/, maybe you could use this to trade not on closes of the same day (which may be not that realistic, given wild nature of the instruments involved)

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    Cesar Alvarez - November 17, 2016 Reply

    I am aware of the OHL simulated data but the amount of error he decribes is too much for me. The main thing I want to make sure people are clear is that the data may or may not work for you depending on the strategy. Just be careful using this data.

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Michael - November 18, 2016 Reply

hi cesar, would you consider adding a search functionality to your blog so we can easily look up past blogs or topics?

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    Cesar Alvarez - November 18, 2016 Reply

    I can see when I am logged in as my WordPress admin but when I look at the site logged out I can’t see the search feature. I will have to look around and figure out how to get it back. Thanks for pointing this out.

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michael - May 24, 2017 Reply

hi cesar, did you build your own synthetic data to run your tests? i recently ran some tests using the data from six figures investing. although the results over the overlap period were qualitatively similar, good years were good and worse years were worse etc, quantitatively they were very different with variations of 40% or more at times. what do you think?

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    Cesar Alvarez - May 24, 2017 Reply

    No, I used the data from Six Figure Investing. I found that it really depends on the strategy whether one can use this data or not.

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