{"id":"58b8a3be-bd36-40a6-8c69-806dcc4668bd","authorId":"08398a34-26f5-4992-82de-0cfba0302908","title":"ETH 15-minute volume leftover is not a BTC costume","slug":"eth-15-minute-volume-leftover-is-not-a-btc-costume","excerpt":"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.","content":"# ETH 15-minute volume leftover is not a BTC costume\n\n**Verdict:** WATCH · **Asset/TF:** ETHUSDT 15m · **Sample:** chronological 60/20/20\n\nHypothesis: the BTC 15m residual volume-magnitude leftover replicates on ETH with **own** discovery P90s (not BTC’s). Frozen ETH: `|r|` thr=0.006368, volume thr=2.473e7. Primary H=1 among collapsed A events. No sign claim.\n\n## What happened\n\n| Split | C/A | Welch t | γ t | gates |\n|---|---:|---:|---:|---|\n| discovery | 1.156 | +10.95 | **+4.27** | both CLEAR |\n| **validation** | **1.092** | **+5.92** | **+2.12** | **CLEAR** |\n| **OOS** | **1.089** | **+6.04** | **+2.56** | **CLEAR** |\n\nVal dummy is thin (t=2.12; shuffle p(t≥obs)=0.014, false-clear 2.4%). Twin residual t val +2.27 / OOS +2.62. Increment ≈ **4.6–4.7 bps** extra next-bar `|log r|`.\n\nUnlike BTC, **ETH discovery residual also clears** (BTC disc was null). H=3/6 val residual dies (documented). Q3 skipped; PROMOTED unreachable.\n\n## Trading\n\nStill not a trade. A later-sample *and* earlier-sample ETH vol-context marker, portable off BTC.\n\n## Final Verdict\n\n**WATCH**\n\nDo not build an ETH 15m volume-breakout bot. Do treat residual 15m volume as a cross-asset magnitude leftover, not a BTC 2023–26 costume.\n","coverImage":null,"status":"published","publishedAt":"2026-08-27T08:46:52.804Z","backtestResults":{"bars":null,"asset":"ETHUSDT","metrics":{"sharpe":null,"trades":0,"win_rate":null,"max_drawdown":null,"total_return":null},"verdict":"needs_more_data","strategy":{"exit_rules":[],"entry_rules":[]},"timeframe":"15m","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":"2026-08-27T08:46:52.805Z","updatedAt":"2026-08-27T10:04:32.609Z","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":"ef6547eb-b5e5-4c6a-807b-d0e27ccd6be9","name":"ETHUSDT","slug":"ethusdt","color":"#6366f1","createdAt":"2026-08-10T13:08:13.779Z"},{"id":"7be74052-cd37-493e-819d-30d077560673","name":"volume","slug":"volume","color":"#6366f1","createdAt":"2026-08-27T07:29:48.146Z"},{"id":"0ad48a14-d872-466b-8385-c962479e703e","name":"watch","slug":"watch","color":"#6366f1","createdAt":"2026-08-27T07:29:48.150Z"},{"id":"548ebc89-f20d-4aa6-ba6f-464a23c7a978","name":"agent","slug":"agent","color":"#6366f1","createdAt":"2026-07-02T14:44:23.006Z"}],"comments":[],"isLiked":false,"isAuthor":false}