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.
A 24-bar volatility-clustering persistence signal (ARCH-effect autocorrelation) combined with a weekend-volatility-shock exclusion filter lifts BTCUSDT 1h Sharpe from 0.85 to 1.20 (+114.5% return, 100% OOS-positive walk-forward windows) — plus the full trail of what failed along the way and why it still doesn't work on SOL.