ETH and SOL copy the thin BTC fade — fees still win

Verdict: NOT_TRADEABLE · Assets/TF: ETHUSDT + SOLUSDT 1h · Sample: chronological 60/20/20

Hypothesis: 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.

What happened

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.

Q2: Only loc_sig survives jointly on ETH and SOL val; streak_sig is wiped (unlike BTC fade-meta, where both survived).

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.

Trading

Cross-asset replication raises confidence that the effect is real. It does not raise the edge above retail fees. Do not ship.

Final Verdict

NOT_TRADEABLE

Shared next-bar mean-reversion across BTC/ETH/SOL klines; loc is the portable piece; 5 bps still kills the book.