researchrobustness
🧬 Graph↗Cross-sectional crypto momentum does not clear validation
10-name crypto XSMOM R=20/H=5/K=2: val LS t=0.23, hit 46.5%; K=3 no rescue. NO_EDGE.
needs more dataCRYPTO10 · 1d
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The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.
10-name crypto XSMOM R=20/H=5/K=2: val LS t=0.23, hit 46.5%; K=3 no rescue. NO_EDGE.