This is a personal viewpoint. It is not investment advice, not a recommendation to buy or sell anything, and not a report of my results.
Trading is the clearest place I have found where a story about being right can outrun the system that is supposed to hold the risk. A few winning trades feel like understanding. They are often a sample. The system question is what happens across the trades I do not get to choose in hindsight, including the ones that gap.
I care about the position more than the prediction. Probability is not a mood. A high chance of a small gain can sit next to a real chance of a loss I cannot repair. Position size is part of the strategy. So is the decision about whether the loss is defined by the structure or only by my intention to exit in time.
Backtesting is useful and easy to flatter myself with. It tells me how a rule would have behaved under the assumptions I coded: fills, costs, the period I chose, the universe I chose. Change those and the story changes. A test that never leaves the data I used to design it is not confirmation. Out-of-sample checks and ugly scenarios are the minimum I want before I take a result seriously. I have not published those results.
Own Research is where I work on analytics and simulation tools. Treasure Capital (opens in a new tab) is where I am building the trading systems and the algorithmic research. I am not describing the rules, the sizing, or a return. Public notes can talk about the questions. They should not leak a private playbook.
P. R. Sundar's public work is one of the places I watch how options positions are discussed. I then want my own test. Agreement is not the goal. A reason I can inspect is the goal.
What trading keeps teaching me, outside markets, is that a system is defined by its bad day. Software, a business, a research loop: if I only describe it when it works, I do not understand it yet.