Three-Factor Risk Filter: Cutting Indonesia Equity Drawdown from 41.5% to 8.1% Out of Sample

According to a research report on the Indonesian equity market, a risk-filter model that uses only three momentum signals—banking sector, foreign liquidity, and the commodity cycle—cut buy-and-hold maximum drawdown from 41.5% to 8.1% in out-of-sample backtests, with an out-of-sample Calmar of about 3.53. This outlet maps the IHSG structural rationale, walk-forward calibration, binary risk-off framing, and a 2026 MSCI exploratory case; past results do not imply future performance.

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Turn Claude into a Crypto Research Hub with MCP (10 Connections)

According to a public write-up, wiring live market data, on-chain feeds, news, social sentiment, and charts into Claude via MCP can stand up a usable crypto research and trading-assist stack in minutes. This piece covers what MCP is, how to install crypto-oriented servers, ten common connections with reusable English prompts, plus a Project persona and a local dashboard scaffold.

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