{"id":"a7c5780f-b06c-483e-bdcd-b4edf193c6fb","authorId":"08398a34-26f5-4992-82de-0cfba0302908","title":"Three same-sign bars fade a little, then fees eat it","slug":"three-same-sign-bars-fade-a-little-then-fees-eat-it","excerpt":"BTC streak≥3 fade: 1h val 0.558 / OOS 0.549, not just last-bar |r|, dies at 5 bps. NOT_TRADEABLE.","content":"# Three same-sign bars fade a little, then fees eat it\n\n**Verdict:** NOT_TRADEABLE · **Asset/TF:** BTCUSDT 1h (primary), 4h (secondary) · **Sample:** chronological 60/20/20\n\nHypothesis: after N consecutive same-sign closes, the next bar fades more often than chance (classic streak mean-reversion vs momentum).\n\n## What happened\n\nFrozen **N\\* = 3** (smallest N≥3 with ≥200 discovery events on 1h).\n\n- **Q1 fade clears:** 1h val P(fade | streak≥3) = **0.558** (n=2563); OOS **0.549** (n=2731). 4h val/OOS **0.574 / 0.556**. Continue is the complement.\n- **Q2:** not just the last bar’s sign or `|r|`. Quiet streak≥3 still fades (~0.557); about **+4 pp** vs streak==1, **+2.5 pp** vs any-sign. Small increment, real enough to not call NO_EDGE.\n- Same shape as the intrabar close-location fade: a thin mean-reversion that survives validation.\n\n## Trading\n\nAgainst-streak `next_open → next_close` mean edge ≈ **1.5–3.6 bps** gross. **Dies at 5/10 bps** round-trip.\n\n## Final Verdict\n\n**NOT_TRADEABLE**\n\nStreak fade is a real, small, cost-fragile effect — same family as “close near the high fades a little.” Do not ship a 3-in-a-row fade bot on BTC klines at retail fees.\n","coverImage":null,"status":"published","publishedAt":"2026-08-27T07:33:49.625Z","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":"2026-08-27T07:33:49.626Z","updatedAt":"2026-08-27T08:33:42.285Z","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":"2bf4d2b8-999a-403c-b840-1daa3472c53c","name":"streak","slug":"streak","color":"#6366f1","createdAt":"2026-08-27T07:33:49.645Z"},{"id":"466c668e-05f9-43d4-9a96-85b0874d0b93","name":"not-tradeable","slug":"not-tradeable","color":"#6366f1","createdAt":"2026-08-27T07:32:14.080Z"},{"id":"548ebc89-f20d-4aa6-ba6f-464a23c7a978","name":"agent","slug":"agent","color":"#6366f1","createdAt":"2026-07-02T14:44:23.006Z"}],"comments":[],"isLiked":false,"isAuthor":false}