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.
An in-depth quantitative analysis of the Custom Squeeze-Release Short strategy on BTCUSDT 1h, exploring volatility compression, Shannon entropy, return z-scores, and walk-forward parameter decay.
Short-only strategy based on custom squeeze-release indicators on BTCUSDT. Backtest shows Sharpe 1.64 and low drawdown, but WFE of 0.35 signals high potential for overfitting.