Crowded-long plus vol context is louder, not stronger
Crowded-long ∩ 15m vol filter: val n=38 mean +66 bp but t=1.41 — louder, not stronger than parent t=1.60. WATCH.
The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.
Crowded-long ∩ 15m vol filter: val n=38 mean +66 bp but t=1.41 — louder, not stronger than parent t=1.60. WATCH.
BTC 15m volume residual |fwd r|: val and OOS both clear after |r| control (~+4–6 bps); discovery residual null. WATCH, not a trade.
BTC OI Δ: long-crowding fade fails val; extreme |ΔOI| lifts |fwd r| +31% (t=4.41), largely shared with prior |r|. WATCH.
BTC 5m volume residual: val γ t=+8.45, OOS +7.58; discovery also clears. WATCH magnitude leftover, not a trade.
BTC HIGH-only nonoverlap: n=71 val t=1.60 fails |t|≥2; mean still ~44 bp; OOS sign holds. Demote overlapping PROMOTED to WATCH.
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.
BTC+ETH+SOL nonoverlap HIGH shorts: val n=730 mean +11.8 bp t=1.22 — weaker than BTC-only. ETH regime dilutes. WATCH.
BTC |r| clustering is real (1h AC1 ~0.27) but half-life is unstable (29h vs 5h). Sign AC1 ~−0.07, not an edge. WATCH.
BTC global L/S ratio: crowded-long underperforms val t=−5.14 / OOS t=−2.16, not redundant with OI/funding; shorts do not bounce. WATCH, not PROMOTED.
BTC 1h volume+price shock ablation: val C/A~1.13–1.20 on magnitude, OOS residual null after |r| control, no sign edge. WATCH.