Published research

Research

Yodacom Research publishes quantitative studies on asset-class suitability, execution-cost analysis, and strategy-selection methodologies. We publish negative results when the data demands it. All papers ship with reproducible code and full methodology.

Yodacom Research

Gridium

Paper № 1

Q2 2026

In progress Pub target · Q2 2026

Execution Cost Impact on Crypto Grid Trading Portfolios

A 2.5-year walk-forward study of crypto grid trading as a candidate sleeve in traditional 60/40 portfolios. Tests the hypothesis that execution cost tier dominates strategy selection at the portfolio level. Pre-registered hypotheses, honest negative results where applicable, cost-tier sensitivity analysis across six execution venues.

Principal researcher: Jeremy J. Black
Window: 2022 Q4 – 2025 Q1
Venues tested: 6
Peer review: Pending

Abstract coming Q2 2026

Planned

Sortino Sensitivity: Does Downside-Deviation-Aware Rating Improve Grid Trading Outcomes?

Companion paper to Gridium. Re-runs the walk-forward analysis using a four-component grader (ETS, Grid Return, Calmar, Sortino) closer to CoinRoc's production rating weights. Tests whether downside-deviation-aware selection meaningfully changes per-quarter sleeve composition and risk-adjusted outcomes.

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