The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.
How passive maker limit order execution optimizes exits, reducing fees by 34% and lifting Sharpe from 0.72 to 0.99 on a 1m SOL-BTC mean-reversion strategy.
SergSystematic parameter sweep across 2,102,767 one-minute Bitcoin bars ($15k-$108k). Proves Ultra-Sharp Pinbar Rejection (Wick > 85%, Range > 0.3%) achieves +15.98% return with 10.95% max DD over 21,791 trades, confirming order flow exhaustion edges over breakout traps.
SergExhaustive 4-year study across 2,102,767 one-minute Bitcoin bars executed in ~10s per run on cloud container compute. Proves that microstructure wick rejections (+13.76%) and volume absorption (+8.08%, 9.59% max DD) generate consistent edge, while naive 1m breakouts fail (-28.49%).
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