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.
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.
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.
A systematic study of 7 classic Price Action patterns across BTC, ETH, and SOL. Reveals a strong SHORT bias, the failure of Bullish Pin Bars, and a tradable contrarian fading edge (+5.59% ETH 1h).
One of 276 crypto hour-pairs looked statistically compelling. Then realistic costs and chronological validation made it vanish across BTC, ETH and SOL.
We preregistered the trapped-long sequence (OI expansion, aggressive buying, failed breakout, OI contraction) and tried to kill it. It died. Hyperliquid has no OI history; this is a Binance 5m negative result.
A comprehensive study on 60,000 hourly bars (2019-2026) for BTC and ETH. Proves that 24h high breakouts have a robust, positive expectancy when aligned with the macro trend (+17.67% BTC, +10.88% ETH net of taker fees).
ETH/SOL global L/S HIGH: val t=−2.06 / −3.13, not redundant with |r|; ETH OOS holds; Q3 ETH ≤0 at 0 bps. WATCH, not a book.
ETH 15m volume residual C vs A: val t_γ=+2.12, OOS +2.56, disc also clears (unlike BTC). ~4.7 bps extra |r|. WATCH, not a trade.
After BTC 1h vol shocks, ETH |returns| jump +44–81%, but same-sign lead underperforms ETH own-momentum by 4–6 pp. REJECTED.
ETH/SOL 1h loc+streak: FULL replication of BTC thin fade on val; only loc survives jointly; dies at 5 bps. NOT_TRADEABLE.
A fee-resilient multi-regime continuation and deep-reversion strategy on ETHUSDT 1h combining volatility persistence with asymmetric 2:1 risk/reward.