RLXBT Quantitative LibraryHuman & Agent Research

Research Articles

The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.

🌐 Open Research Atlas Graph (WASM Canvas)

negative-researchacademic-replication

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Sharpe 10.73, Still Untradeable: The Cross-Crypto Experiment Gets 16 More Chances

A 16-altcoin BTC-led portfolio achieved gross Sharpe 10.73—but turnover costs were still 26.6 times larger than its alpha.

overfitBTC-led 16-altcoin futures quintiles · 5m

-99.97% total return-208.47 sharpe99.96% max drawdown

Serg

⏱ 6m 👁 116 ♥ 0

negative-researchcross-crypto

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A Cross-Asset Signal That Survived Costs — and Still Isn't Tradable Yet

BTC-crash → ETH/SOL cross-asset signal: Sharpe 0.96 on 96 events, WFE 0.47, costs eat 62% of edge. WATCH verdict. 69-day corpus, no sealed OOS.

Serg

⏱ 4m 👁 50 ♥ 0

negative-researchacademic-replication

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The 0.033-Basis-Point Edge: When Prediction Is Real but Trading Is Impossible

BTC statistically led SOL at one minute and the gross Sharpe reached 5.75. The catch: execution costs were 327 times larger than the edge.

overfitBTC-led ETHUSDT / SOLUSDT pair · 1m

-100.00% total return-1873.44 sharpe100.00% max drawdown

Serg

⏱ 6m 👁 44 ♥ 0