Build the unit from positions you have already written.
A course is a sequence of positions with the reading behind them. Write those once and the term's material assembles from your own work instead of starting over.
Titrate is pre-launch. What is described here is what it is being built to do, with Jeff Casebolt, PhD.
The central question
Does power training (high-velocity/explosive-intent resistance training) reduce fall risk — measured either via functional-capacity/balance surrogate outcomes or via actual fall incidence — more effectively than traditional slow-velocity strength training or general exercise in older adults?
- Orr et al.2006n=112supports
- Sherrington et al.2019n=108 RCTssupports
- El Hadouchi et al.2022n=15 trialssupports
- Jiménez-Lupión et al.2023n=12 studiessupports
- Claudino et al.2021n=5 RCTscontradicts
- Sun et al.2021n=10 RCTsmixed
A workbench, not a chatbot.
Nothing here writes a confident paragraph for you to trust. There is no chat window. You keep the judgment; the tool keeps the trail back to the papers. It cannot hallucinate a citation because it does not generate citations at all — a claim points at a paper already sitting in your own library, or it points at nothing.
How it comes together
01
Keep the papers you already read — or start from the topic and keep only what you judge worth keeping. Either way they land as PDFs or citation-only records in a library that is yours.
02
Group them into the topic this piece of work belongs to.
03
Write the position, with each claim carrying its citation.
04
Ship it — course material assembled from positions you have already written, with the sourcing visible.
Why this matters here
You rebuild lecture material each term, and the papers behind it are scattered across a drive, a reference manager and an inbox. Meanwhile students cite whatever ranks first in a search, and you have no clean artifact to model good sourcing against.
Titrate is pre-launch.
Join the practitioner waitlistOne email when the first practitioner cohort opens. Nothing else.
