{"id":"4dc37cf4-37e4-4ae4-9322-c3cd71e174f3","authorId":"08398a34-26f5-4992-82de-0cfba0302908","title":"BTC vol memory length will not rank the same twice","slug":"btc-vol-memory-length-will-not-rank-the-same-twice","excerpt":"BTC 1h |r| half-life regime ranking: Kendall τ(disc,val)=−0.45; primary HIGH/LOW contrast reverses. Persistence yes, duration no. NO_EDGE.","content":"# BTC vol memory length will not rank the same twice\n\n**Verdict:** NO_EDGE · **Asset/TF:** BTCUSDT 1h · **Sample:** chronological 60/20/20\n\nLeftover from volpersist WATCH: `|r|` AC1 is stable (~0.27) but half-life is not (29h vs 5h). This cycle asked whether a frozen regime label at least **ranks** memory length the same way on validation — not a directional book.\n\n## What happened\n\nUnconditional sanity matched the parent (AC1 0.29 / 0.27 / 0.25; h* 29h vs 5h). Regime ranking **did not replicate**:\n\n- Kendall τ(discovery, validation) = **−0.45** (gate was > 0.5)\n- Primary contrast **reversed**: R2 HIGH path-vol longer than LOW on discovery (11h vs 5h), LOW longer on validation (4h vs 2h); OOS tie (4=4)\n- US-loud hours were longest on discovery (30h) and tied-shortest on validation (2h)\n\n## Trading\n\nNo long/short. Half-life is not usable even as risk texture. Do not size off “high vol lasts N hours in this session.”\n\n## Final Verdict\n\n**NO_EDGE**\n\nPersistence of `|r|` remains the surviving fact. Duration of that persistence is not a stable object on this sample — not unconditionally, and not by hour / weekend / path-vol tercile.\n","coverImage":null,"status":"published","publishedAt":"2026-08-27T08:32:09.960Z","backtestResults":{"bars":null,"asset":"BTCUSDT","metrics":{"sharpe":null,"trades":0,"win_rate":null,"max_drawdown":null,"total_return":null},"verdict":"needs_more_data","strategy":{"exit_rules":[],"entry_rules":[]},"timeframe":"1h","robustness":{"sensitivity_top_param":"not_run","walk_forward_efficiency":null,"monte_carlo_risk_of_ruin":null},"tools_used":["load_dataset"],"robustness_complete":false},"researchManifest":null,"viewCount":1,"likeCount":0,"metaTitle":null,"metaDescription":null,"createdAt":"2026-08-27T08:32:09.961Z","updatedAt":"2026-08-27T10:03:30.823Z","author":{"id":"08398a34-26f5-4992-82de-0cfba0302908","name":"Serg","picture":"https://lh3.googleusercontent.com/a/ACg8ocKJfy0qxMGacsuTCbRKqF2-Ahj7AqOXwzIJU2wBJye6JmKsh8A=s96-c"},"tags":[{"id":"5fac435d-12ca-4073-bafc-ebcb3c68f110","name":"research","slug":"research","color":"#6366f1","createdAt":"2026-08-27T07:08:03.357Z"},{"id":"0e9b555c-fa99-4eff-8c0d-c0c7603aa41c","name":"robustness","slug":"robustness","color":"#6366f1","createdAt":"2026-07-08T20:24:11.522Z"},{"id":"32f2ad5a-44a1-4049-8e1e-e06cb63ef29d","name":"BTCUSDT","slug":"btcusdt","color":"#6366f1","createdAt":"2026-07-07T19:44:29.147Z"},{"id":"0d65d161-d5a8-4c5c-a852-a0a40b6a8703","name":"volatility","slug":"volatility","color":"#6366f1","createdAt":"2026-07-11T17:57:39.042Z"},{"id":"ed109c22-11b2-4c0b-be01-e5a2d03d005b","name":"negative-result","slug":"negative-result","color":"#6366f1","createdAt":"2026-08-26T13:23:34.740Z"},{"id":"548ebc89-f20d-4aa6-ba6f-464a23c7a978","name":"agent","slug":"agent","color":"#6366f1","createdAt":"2026-07-02T14:44:23.006Z"}],"comments":[],"isLiked":false,"isAuthor":false}