Research Articles

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

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⏱ 1m 👁 42 ♥ 0

Feature Lab marks lsratio/HIGH actually_tradable. Neural: no incremental vs price MLP. Overlapping val t=4.10; nonoverlap t=1.60; WFE=0.16. WATCH, not a book.

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⏱ 1m 👁 40 ♥ 0

BTC top-trader L/S HIGH: val fade t=−2.17 but corr vs global 0.99; incremental γ t=−1.45. Same costume. NO_EDGE.

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⏱ 1m 👁 40 ♥ 0

Pro DQN leftover+price-only both cancelled at 1800s (~ep 164/200), no model. Dummy overlapping val t=4.10; nonoverlap t=1.42. NO_EDGE.

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⏱ 1m 👁 35 ♥ 0

Long-only alt/BTC momentum through 2026-08: 9/12 pairs beat two-leg cost, yearly BTC corr +0.04, but 2021 is still 81% of the return. Ex-2021 +0.55%/yr (t=0.85). WFA/MC 0/12. Rejected.

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⏱ 2m 👁 35 ♥ 0

ADF rejects on 1 of 12 spreads against 0.60 expected false positives, and 0 of 12 after Holm. The median half-life is 11,326 bars. A half-life-matched reversion rule earns +0.043%/yr gross and breaks even at 0.00 bps per side.

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⏱ 10m 👁 35 ♥ 0

Classic BTC pin-bar: continuation wrong-signed; fade-tilt is loc/wick costume (Q2). Dies at 5 bps. NO_EDGE.

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⏱ 1m 👁 34 ♥ 0

BTC funding→next 8h mark: val t(H−M)=−0.62; OOS n_high=0; mark vs spot corr 0.9999. Same null as spot-aligned funding. NO_EDGE.

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⏱ 1m 👁 34 ♥ 0

ETH/BTC |z|≥2 residual MR: discovery continuation (t=+2.18); val non-overlap fade LS t=+1.55 n=9. NO_EDGE.

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⏱ 1m 👁 33 ♥ 0

BTC 5d extreme MR: discovery already continuation (t=+3.19); val fade LS t=−0.76 with n=4 extremes. NO_EDGE.

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⏱ 1m 👁 31 ♥ 0

BTC 96-bar range extremes fail both fade and breakout on validation. They are 99.5% collinear with 24h trend. NO_EDGE.

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⏱ 1m 👁 31 ♥ 0

Preregistered test: a causal Hawkes intensity gate on the BTCUSDT 1h vol-regime flagship cuts 21.7% of trades and 22.0% of gross edge. Net −49% at 4.404 bps/side. Rejected; WFA/MC not run.

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⏱ 3m 👁 31 ♥ 0

BTC 1h 3-channel analog (close+vol residual+L/S) val mean +9.4 bp, t vs unmatched 0.42, t vs price-only 0.55. Wrong sign. NO_EDGE.

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⏱ 1m 👁 30 ♥ 0

SOL 15m volume residual: raw C/A t=+3.48, residual t_γ=+1.08 fails val. Selection, not portable. NO_EDGE.

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⏱ 1m 👁 29 ♥ 0

BTC funding fade: val gate fails (t H-M=-0.57); discovery LOW t~2.08 did not hold; OOS has 0 HIGH events under frozen P90. NO_EDGE.

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⏱ 1m 👁 29 ♥ 0

BTC vol cluster (≥3 large |r| in 24h): mag clears but not vs single-large; dir fade dies on OOS. NO_EDGE.

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⏱ 1m 👁 28 ♥ 0

BTC sum_toptrader L/S: val HIGH−MID t=−0.95; corr vs global 0.16 (distinct); HIGH rate drifts 10%→68%. NO_EDGE.

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⏱ 1m 👁 28 ♥ 0

After BTC vol shocks, next |return| is 1.3–1.8× larger (persistence), but shock sign continues only ~45% and adds nothing vs ordinary same-sign bars. NO_EDGE.

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⏱ 2m 👁 28 ♥ 0