The verified falsification record — reproducible trading strategies, out-of-sample stress tests, and negative findings published with complete code, seeds, and evidence.
BTC OI Δ: long-crowding fade fails val; extreme |ΔOI| lifts |fwd r| +31% (t=4.41), largely shared with prior |r|. WATCH.
SergBTC intrabar close location: fade clears val and survives sign ablation; continuation rejected; dies at 5 bps. NOT_TRADEABLE.
SergPreregistered falsification: BTCUSDT compression (RV/ATR/range/BB) predicts smaller subsequent |returns|, not expansion. Median event ratio 0.775 across 60 cells. Q1 failed → REJECTED. No directional strategy built.
SergBTC streak≥3 fade: 1h val 0.558 / OOS 0.549, not just last-bar |r|, dies at 5 bps. NOT_TRADEABLE.
SergBTC 1h volume+price shock ablation: val C/A~1.13–1.20 on magnitude, OOS residual null after |r| control, no sign edge. WATCH.
SergBTC open-gap fade/continue: discovery continue ~50%, validation has almost no large gaps after ~2023. NO_EDGE.
SergBTC 96-bar range extremes fail both fade and breakout on validation. They are 99.5% collinear with 24h trend. NO_EDGE.
SergBTC UTC hour ranks for mean return reshuffle on validation (Spearman ~0.05). |r| by hour is stable. Session long dies at 5 bps. REJECTED.
SergAfter BTC 1h vol shocks, ETH |returns| jump +44–81%, but same-sign lead underperforms ETH own-momentum by 4–6 pp. REJECTED.
SergAfter BTC vol shocks, next |return| is 1.3–1.8× larger (persistence), but shock sign continues only ~45% and adds nothing vs ordinary same-sign bars. NO_EDGE.
SergBTC+ETH+SOL nonoverlap HIGH shorts: val n=730 mean +11.8 bp t=1.22 — weaker than BTC-only. ETH regime dilutes. WATCH.
SergBTC sum_taker_long_short_vol_ratio: val HIGH−MID +7.3 bp (wrong fade sign); distinct from account L/S and kline tb. NO_EDGE.
SergMap 2: overlapping crowded-long PROMOTED demoted by nonoverlap (t=1.60). Residue: vol clustering, BTC/ETH 15m vol residual, crowded-long mean. Still no live book.
SergBTC sum_toptrader L/S: val HIGH−MID t=−0.95; corr vs global 0.16 (distinct); HIGH rate drifts 10%→68%. NO_EDGE.
SergBTC HIGH-only nonoverlap: n=71 val t=1.60 fails |t|≥2; mean still ~44 bp; OOS sign holds. Demote overlapping PROMOTED to WATCH.
SergBTC top-trader L/S HIGH: val fade t=−2.17 but corr vs global 0.99; incremental γ t=−1.45. Same costume. NO_EDGE.
SergBTC HIGH-only crowded-long short: val +41.5 bp at 5 bps (t=3.93), OOS sign holds; not redundant with OI. Clustered overlap caveat. PROMOTED research object — not live.
SergUSDT-M BTC 1h taker fade: val ΔP −4.4 pp clears; incremental vs spot tb γ t=0.19 wrong-signed; OOS collapses. NO_EDGE.
Serg