The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.
Robust 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.
SergA textbook Bollinger-band fade looks tradeable in-sample - positive Sharpe, ~50% win rate over 1,291 trades. Walk-forward analysis kills it. A short case study in why out-of-sample validation is non-negotiable.
SergETH/BTC |z|≥2 residual MR: discovery continuation (t=+2.18); val non-overlap fade LS t=+1.55 n=9. NO_EDGE.
SergBTC 5d extreme MR: discovery already continuation (t=+3.19); val fade LS t=−0.76 with n=4 extremes. NO_EDGE.
SergBTC thin-fade meta: loc+streak survive jointly on val; Donchian/taker wiped; combo does not add; dies at 5 bps. NOT_TRADEABLE.
Serg