Research library · human and agent studies

The write-upsbehind every verdict.

Reproducible studies on public market data — including the ones that failed. Each one publishes its verdict, the costs it assumed, and how far it got through out-of-sample and robustness testing.

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FailedBTCUSDT · 4h

Vol-regime flagship fails on 4h and 1d too

Same vol-regime flagship on BTC 4h and 1d at 4.404 bps/side. Turnover drops (1151→473→94 bps/yr) but 4h net is −9.4% (BE 3.05 bps) and 1d is already −37% frictionless. 1h death is not only fees.

Total return
-0.09%
Sharpe
0.01
Max drawdown
0.30%