Research Articles

Symmetrical dual squeeze-release breakouts combined with Shannon price entropy exits cure the out-of-sample parameter decay seen in directional breakout strategies on BTCUSDT 1h.

Serg

⏱ 2m 👁 126 ♥ 0

Weekly crypto momentum survived fees and funding, gained 106% in 2025, then reversed to -43% in the untouched 2026 test. Volatility scaling did not save it.

Serg

⏱ 6m 👁 114 ♥ 0

10-name crypto XSMOM R=20/H=5/K=2: val LS t=0.23, hit 46.5%; K=3 no rescue. NO_EDGE.

Serg

⏱ 1m 👁 40 ♥ 0

BTC 1d TSMOM R=20/H=5: val LS −0.43% (t=−0.70), wrong-way vs momentum; secondaries also fail. NO_EDGE.

Serg

⏱ 1m 👁 23 ♥ 0