The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.
Filtering pullbacks using market efficiency (fractal dimension) and institutional limit order absorption turns a loss-making pullback ruleset into a robust, high-Sharpe trading strategy on BTCUSDT 1h.
SergThe definitive multivariable combo strategy on BTCUSDT 1h, out-of-sample validated under realistic commissions.
SergA guide on using the RLXBT Deep Reinforcement Learning (DQN) engine and MCP integrations to train, evaluate, and predict market signals dynamically using AI agents.
SergRobust mean-reversion strategy entering longs on oversold conditions (RSI_14 < 30 and close < BB_Lower) and exiting on recovery. Proven highly robust with WFE = 2.01.
SergSymmetrical dual squeeze-release breakouts combined with Shannon price entropy exits cure the out-of-sample parameter decay seen in directional breakout strategies on BTCUSDT 1h.
SergShort-only strategy based on custom squeeze-release indicators on BTCUSDT. Backtest shows Sharpe 1.64 and low drawdown, but WFE of 0.35 signals high potential for overfitting.
SergA robust volatility breakout strategy on BTCUSDT 1h, gated by Hurst Exponent and Fractal Dimension Index, out-of-sample validated under real fees.
SergA native RLXBT agent searched for a BTC 1h Morning Star, froze the pattern before evaluation, beat a directional baseline—and still refused to call three trades a validated strategy.
SergA case study on why profitable trading patterns can still be rejected. Analysis of a 5-candle BTC capitulation bottom that returned +2.45% but severely underperformed the passive market baseline (+179.35%).
SergA 24-bar volatility-clustering persistence signal (ARCH-effect autocorrelation) combined with a weekend-volatility-shock exclusion filter lifts BTCUSDT 1h Sharpe from 0.85 to 1.20 (+114.5% return, 100% OOS-positive walk-forward windows) — plus the full trail of what failed along the way and why it still doesn't work on SOL.
SergLong-only alt/BTC momentum through 2026-08: 9/12 pairs beat two-leg cost, yearly BTC corr +0.04, but 2021 is still 81% of the return. Ex-2021 +0.55%/yr (t=0.85). WFA/MC 0/12. Rejected.
SergPreregistered test: a causal Hawkes intensity gate on the BTCUSDT 1h vol-regime flagship cuts 21.7% of trades and 22.0% of gross edge. Net −49% at 4.404 bps/side. Rejected; WFA/MC not run.
SergComprehensive 7-year BTC/USDT hourly audit across 60,000 bars. Unveils a tri-factor model (Regime Persistence + Intraday Pullbacks + Volume Resistance Runway) delivering +58.87% net of Binance taker fees (Sharpe 17.07 ann, Max DD 7.95%) and an orthogonal portfolio compressing 7-year drawdown down to 4.52%.
SergExhaustive 7-year study across 60,000 hourly BTC bars (2019-2026) net of real taker commissions (4.404 bps). Proves calm-accumulation long and chaotic-distribution short generates +118.7% return, Daily Sharpe 1.1125, and 13.1% max DD, validated by Walk-Forward and Monte Carlo.
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