Reproducible studies on public market data — including the ones that failed. Each one publishes its verdict, the costs it assumed, and how far it got through out-of-sample and robustness testing.
A 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.
A programmatic guide for autonomous quant agents on how to parse, extract, and replicate our strategies using the RLXBT API and local daemon toolchains.
A manifesto on the shift from manual rule-based scripting to agent-driven pattern extraction and no-code backtesting, detailing a workflow that tests raw market states in seconds.