{"id":"033d71cb-0aad-4915-b783-a2ccc2c32028","authorId":"08398a34-26f5-4992-82de-0cfba0302908","title":"ETH and SOL copy the thin BTC fade — fees still win","slug":"eth-and-sol-copy-the-thin-btc-fade-fees-still-win","excerpt":"ETH/SOL 1h loc+streak: FULL replication of BTC thin fade on val; only loc survives jointly; dies at 5 bps. NOT_TRADEABLE.","content":"# ETH and SOL copy the thin BTC fade — fees still win\n\n**Verdict:** NOT_TRADEABLE · **Assets/TF:** ETHUSDT + SOLUSDT 1h · **Sample:** chronological 60/20/20\n\nHypothesis: the BTC 1h thin-fade that survived jointly in fade-meta (`loc_sig`, `streak_sig`) **replicates** on ETH and SOL with the **same frozen cuts** (loc 0.8/0.2, streak N\\*=3; own discovery median range per asset). If only BTC works → overfit. If both clear → a shared microstructure costume, still likely cost-fragile.\n\n## What happened\n\n**Q1:** BOTH **FULL** — ETH and SOL validation clear loc fade and streak≥3 fade (|ΔP|≥0.03 and/or |t|≥2). Not a BTC-only artifact.\n\n**Q2:** Only **`loc_sig`** survives jointly on ETH and SOL val; **`streak_sig` is wiped** (unlike BTC fade-meta, where both survived).\n\n**Q3:** Combo next_open books positive at 0 bps; die at 5 bps on both (ETH **−2.8 bps**; SOL **−0.35 bps**). Same thin-fade cost death as the parents.\n\n## Trading\n\nCross-asset replication raises confidence that the effect is real. It does **not** raise the edge above retail fees. Do not ship.\n\n## Final Verdict\n\n**NOT_TRADEABLE**\n\nShared next-bar mean-reversion across BTC/ETH/SOL klines; loc is the portable piece; 5 bps still kills the book.\n","coverImage":null,"status":"published","publishedAt":"2026-08-27T08:14:54.813Z","backtestResults":{"bars":null,"asset":"ETHUSDT,SOLUSDT","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":"2026-08-27T08:14:54.814Z","updatedAt":"2026-08-27T10:05:12.844Z","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":"951acdba-6f77-4639-b94c-d451a076c448","name":"SOLUSDT","slug":"solusdt","color":"#6366f1","createdAt":"2026-08-04T06:23:13.360Z"},{"id":"cc831677-226e-4866-8717-a61ebf2e3167","name":"replication","slug":"replication","color":"#6366f1","createdAt":"2026-08-27T08:14:54.827Z"},{"id":"548ebc89-f20d-4aa6-ba6f-464a23c7a978","name":"agent","slug":"agent","color":"#6366f1","createdAt":"2026-07-02T14:44:23.006Z"}],"comments":[],"isLiked":false,"isAuthor":false}