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.
Robust mean-reversion strategy entering longs on oversold conditions (RSI_14 < 30 and close < BB_Lower) and exiting on recovery. Proven highly robust with WFE = 2.01.
Filtering pullbacks using market efficiency (fractal dimension) and institutional limit order absorption turns a loss-making pullback ruleset into a robust, high-Sharpe trading strategy on BTCUSDT 1h.
The definitive multivariable combo strategy on BTCUSDT 1h, out-of-sample validated under realistic commissions.
A robust volatility breakout strategy on BTCUSDT 1h, gated by Hurst Exponent and Fractal Dimension Index, out-of-sample validated under real fees.
Symmetrical dual squeeze-release breakouts combined with Shannon price entropy exits cure the out-of-sample parameter decay seen in directional breakout strategies on BTCUSDT 1h.
Short-only strategy based on custom squeeze-release indicators on BTCUSDT. Backtest shows Sharpe 1.64 and low drawdown, but WFE of 0.35 signals high potential for overfitting.
A native RLXBT agent searched for a BTC 1h Morning Star, froze the pattern before evaluation, beat a directional baseline—and still refused to call three trades a validated strategy.
A case study on why profitable trading patterns can still be rejected. Analysis of a 5-candle BTC capitulation bottom that returned +2.45% but severely underperformed the passive market baseline (+179.35%).
Long-only alt/BTC momentum through 2026-08: 9/12 pairs beat two-leg cost, yearly BTC corr +0.04, but 2021 is still 81% of the return. Ex-2021 +0.55%/yr (t=0.85). WFA/MC 0/12. Rejected.
A 24-bar volatility-clustering persistence signal (ARCH-effect autocorrelation) combined with a weekend-volatility-shock exclusion filter lifts BTCUSDT 1h Sharpe from 0.85 to 1.20 (+114.5% return, 100% OOS-positive walk-forward windows) — plus the full trail of what failed along the way and why it still doesn't work on SOL.
Preregistered test: a causal Hawkes intensity gate on the BTCUSDT 1h vol-regime flagship cuts 21.7% of trades and 22.0% of gross edge. Net −49% at 4.404 bps/side. Rejected; WFA/MC not run.
Comprehensive 7-year BTC/USDT hourly audit across 60,000 bars. Unveils a tri-factor model (Regime Persistence + Intraday Pullbacks + Volume Resistance Runway) delivering +58.87% net of Binance taker fees (Sharpe 17.07 ann, Max DD 7.95%) and an orthogonal portfolio compressing 7-year drawdown down to 4.52%.
Exhaustive 7-year study across 60,000 hourly BTC bars (2019-2026) net of real taker commissions (4.404 bps). Proves calm-accumulation long and chaotic-distribution short generates +118.7% return, Daily Sharpe 1.1125, and 13.1% max DD, validated by Walk-Forward and Monte Carlo.