negative-researchacademic-replicationintradayBTCUSDTETHUSDTagent
The Seven-Hour Ghost: A Published Crypto Anomaly Meets Honest OOS
One of 276 crypto hour-pairs looked statistically compelling. Then realistic costs and chronological validation made it vanish across BTC, ETH and SOL.
overfitBTCUSDT / ETHUSDT / SOLUSDT · 1h
-11.10% total return-2.50 sharpe11.38% max drawdown
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