North star / Where edge comes from
Condition on context, never discard it
Every claim carries the kind of market it was measured in.
Markets change, and a rule that works in one kind of market can fail in another. We take every measurement within a market state, and every weight is specific to that state.
We throw nothing away for looking wrong. An observation from the wrong kind of market is information about where a rule does not hold.
Families that lean on this