The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.
A 16-altcoin BTC-led portfolio achieved gross Sharpe 10.73—but turnover costs were still 26.6 times larger than its alpha.
SergWeekly 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.
SergBTC-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.
SergWe 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.
SergFour honest negative results from selective ML, order-book, macro and on-chain research—and the reusable boundaries each failure added to the knowledge base.
SergOne of 276 crypto hour-pairs looked statistically compelling. Then realistic costs and chronological validation made it vanish across BTC, ETH and SOL.
SergBTC statistically led SOL at one minute and the gross Sharpe reached 5.75. The catch: execution costs were 327 times larger than the edge.
SergPCA on 12 alt/BTC spreads shows the portfolio already had 9.5 effective bets daily, not 2.3. Raising it to 11.5 moved returns from +0.70%/yr to +0.59%/yr, because cost eats 76-79% of gross edge.
SergA time-varying hedge ratio was supposed to triple the gross edge on 12 alt/BTC spreads. It reduced spread variance by -24.6% (i.e. raised it) on 11 of 12 pairs, cut gross edge to +2.40%/yr against a 9.36%/yr bar, and broke even at 8.14 bps against the 8.81 bps it pays.
SergThe break-even fill rate for passive execution on 12 alt/BTC spreads is 88%, against 14% if fills were a random draw from the signal set. Adverse selection is worth 74 percentage points of required fill rate, and the trades a passive order misses are worth twice the ones it gets.
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