Woosub Shin

• Studied a long-only EGARCH-conditioned intraday breakout framework across Nasdaq 100, S&P 500, and WTI Crude Oil futures using 5-minute data over 2019-2025.
• A pre-out-of-sample specification with parameters selected on 2010-2018 data achieved a Sharpe ratio of 1.195 and a cumulative return of 3.36x on $200,000 initial capital.
• Removing EGARCH reduced Sharpe from 1.195 to 0.382; circular block bootstrap testing supported the difference at p = 0.004. Placebo and walk-forward tests were used to probe timing dependence and robustness.

• Built Python and SQL research infrastructure for market data, deterministic replay, frozen snapshots, causal timing, experiment provenance, validation, and reporting.
• The retained Daily EMA 50/200 long/flat research system reports a retrospective FULL return of +165.92%, Sharpe 0.769, and MaxDD -29.37% under 5bp funding-adjusted accounting.
• The retained candidate passed 13 frozen deep-validation gates, remained positive under 10bp cost stress, and moved into prospective forward observation on 22 Aug 2026.
• Historical research evidence is explicitly separated from live-track-record claims and from execution authority.

• Developed an asset-neutral framework for data contracts, point-in-time semantics, deterministic replay, immutable artifacts, content hashing, and reproducible experiments.
• Designed explicit controls for look-ahead bias, data leakage, failure states, post-selection evidence, and prospective validation boundaries.
• Uses Git, Linux, AWS, CI, and AI-assisted implementation workflows with independent review.

Applied right-tailed explosive-root testing to Bitcoin price dynamics, separating statistical evidence of explosive episodes from trading claims or market narratives.