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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.
overfitBTC-led ETHUSDT / SOLUSDT pair · 1m
-100.00% total return-1873.44 sharpe100.00% max drawdown
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