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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FailedBTC-led 16-altcoin futures quintiles · 5m

Sharpe 10.73, Still Untradeable: The Cross-Crypto Experiment Gets 16 More Chances

A 16-altcoin BTC-led portfolio achieved gross Sharpe 10.73—but turnover costs were still 26.6 times larger than its alpha.

Total return: -99.97%
Sharpe: -208.47
Max drawdown: 99.96%

Open

A Cross-Asset Signal That Survived Costs — and Still Isn't Tradable Yet

BTC-crash → ETH/SOL cross-asset signal: Sharpe 0.96 on 96 events, WFE 0.47, costs eat 62% of edge. WATCH verdict. 69-day corpus, no sealed OOS.

FailedBTC-led ETHUSDT / SOLUSDT pair · 1m

The 0.033-Basis-Point Edge: When Prediction Is Real but Trading Is Impossible

BTC statistically led SOL at one minute and the gross Sharpe reached 5.75. The catch: execution costs were 327 times larger than the edge.

Total return: -100.00%
Sharpe: -1873.44
Max drawdown: 100.00%