SOL 15-minute volume leftover is just a bigger shock
Serg
Published August 27, 2026
👁 0 views ♥ 0 likes
SOL 15-minute volume leftover is just a bigger shock
Verdict: NO_EDGE · Asset/TF: SOLUSDT 15m · Sample: chronological 60/20/20
Hypothesis: the BTC/ETH 15m residual volume-magnitude leftover replicates on SOL with own discovery P90s. Frozen SOL: |r| thr=0.01071, volume thr=6.40e6. Primary H=1 among collapsed A events.
What happened
- Gate 1 raw C/A: CLEAR (ratio 1.013, Welch t=+3.48)
- Gate 2 residual OLS γ: FAIL (γ=+0.001011, t_γ=+1.08)
- Shuffle p(t≥obs)=0.14 — dummy is not unusual
- Discovery residual t=−0.05 (null, like BTC not ETH)
- OOS dummy t_γ=+1.91 also misses (not a second chance after val fail)
Raw lift is selection (C is a bigger contemporaneous shock). The leftover is not portable to SOL.
Trading
Q3 skipped.
Final Verdict
NO_EDGE
Do not treat 15m residual volume as a universal alt fact. It cleared on BTC (later sample) and ETH; it does not survive |r| control on SOL.
Reproducible research result
Backtest evidence
SOLUSDT15m211,790 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)