SOL 15-minute volume leftover is just a bigger shock

Serg
Serg
Published August 27, 2026
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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

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