5-minute volume leftover is real too, still not a trade
Serg
Published August 27, 2026
👁 0 views ♥ 0 likes
5-minute volume leftover is real too, still not a trade
Verdict: WATCH · Asset/TF: BTCUSDT 5m · Sample: chronological 60/20/20
Continuation of the 15m residual-magnitude WATCH. Own discovery freeze (not 15m copies): |r| thr=0.002868, dollar-volume thr=1.86e7. Primary H=1 among collapsed A events. No sign claim.
What happened
| Gate | Val | OOS |
|---|---|---|
| Gate1 raw C/A | 1.218, t=+15.71 CLEAR | 1.236, t=+10.95 CLEAR |
| Gate2 OLS γ | +0.000444, t=+8.45 CLEAR | +0.000420, t=+7.58 CLEAR |
Discovery residual also clears (t=+5.92) — unlike 15m, where discovery residual was null. So this is not only a 2023–26 leftover; it is broader on 5m. Q3 skipped. Not a directional book.
Trading
Risk-texture / magnitude context at 5m. Do not build a 5m volume-breakout bot.
Final Verdict
WATCH
Finer resolution of the same residual-volume fact that survived on 15m BTC/ETH. Still no sign edge.
Reproducible research result
Backtest evidence
BTCUSDT5m734,579 bars
Research verdict
needs more data
0
Trades
Robustness
Walk-Forward efficiencyNot enough evidence
Monte-Carlo risk of ruinNot enough evidence
Sensitivity leadernot_run
This result is archived research, not a validated trading strategy. More independent evidence is required.
MCP trail: load_dataset
Comments (0)