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Research Articles

The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.

🌐 Open Research Atlas Graph (WASM Canvas)
strategyrobustness
🧬 Graph↗

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.

overfitBTCUSDT · 4h
-0.09% total return0.01 sharpe0.30% max drawdown
SergSerg
⏱ 2m 👁 2 ♥ 0