About Curupira

A forest spirit with backwards feet, walking from death toward life.

What Curupira Is

Curupira is an open quantitative research lab focused on trading systems and execution realism.

We publish process, code, and outcomes so others can reproduce, challenge, and extend the work.

Why This Exists

Most strategy content online is filtered for winners and stripped of implementation detail.

That creates a false sense of edge and hides the actual cost of model failure.

Our default is the opposite: publish everything, including dead systems and bad assumptions.

Core Thesis

Research quality compounds when failures are visible and reproducible.

An edge is only credible after walk-forward tests, realistic execution, and adversarial review.

The graveyard is not marketing. It is the memory system that prevents repeating expensive mistakes.

What We Publish

  • Code. Every backtest script and chart pipeline is public.
  • Results. Full metrics, not only cherry-picked equity curves.
  • Method. How we validate, including data assumptions and risk constraints.
  • Failures. Dead strategies stay documented with causes of death.
  • Costs. Runtime cost and infrastructure tradeoffs stay explicit.

Research Graveyard

Below is a sample of dead and alive systems. We keep both because both are useful.

DEAD FVG (tick): dead after realistic execution checks.
DEAD Jump Fade: dead, PF 0.53 on EURUSD 1H.
DEAD Hurst Crypto: dead, triggered on every bar.
DEAD ECVT on equities: dead transfer.
DEAD Biology flocking analogies: dead for this asset class.
DEAD Composite signals: dead, worse than components.
ALIVE ECVT EURUSD 1H: inconclusive, PF 1.44 on 44 trades.
ALIVE Jump Trend component: alive in testing.