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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.
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.
FailedBTCUSDT / ETHUSDT / SOLUSDT / HYPEUSDT · 5m
The Sequence That Wasn't There: OI, Flow, and Failed Breakouts
We preregistered the trapped-long sequence (OI expansion, aggressive buying, failed breakout, OI contraction) and tried to kill it. It died. Hyperliquid has no OI history; this is a Binance 5m negative result.
- Total return
- -0.22%
- Sharpe
- 0.00
- Max drawdown
- 0.30%
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%
SurvivedBTCUSDT · 1m
The 1-Minute Liquidity Hunt: Discovering the Ultra-Sharp Pinbar Rejection (Wick > 85%, Range > 0.3%) on 2.1M BTC Bars
Systematic parameter sweep across 2,102,767 one-minute Bitcoin bars ($15k-$108k). Proves Ultra-Sharp Pinbar Rejection (Wick > 85%, Range > 0.3%) achieves +15.98% return with 10.95% max DD over 21,791 trades, confirming order flow exhaustion edges over breakout traps.
- Total return
- +15.98%
- Sharpe
- 0.02
- Max drawdown
- 10.95%
SurvivedBTCUSDT · 1m
Sovereign 1-Minute BTC Engine: Benchmarking 2.1M Bars (2021–2024) via RLXBT & MCP
Exhaustive 4-year study across 2,102,767 one-minute Bitcoin bars executed in ~10s per run on cloud container compute. Proves that microstructure wick rejections (+13.76%) and volume absorption (+8.08%, 9.59% max DD) generate consistent edge, while naive 1m breakouts fail (-28.49%).
- Total return
- +13.76%
- Sharpe
- 0.02
- Max drawdown
- 12.72%