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.
Weekly crypto momentum survived fees and funding, gained 106% in 2025, then reversed to -43% in the untouched 2026 test. Volatility scaling did not save it.
One of 276 crypto hour-pairs looked statistically compelling. Then realistic costs and chronological validation made it vanish across BTC, ETH and SOL.