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.
Robust mean-reversion strategy entering longs on oversold conditions (RSI_14 < 30 and close < BB_Lower) and exiting on recovery. Proven highly robust with WFE = 2.01.
Filtering pullbacks using market efficiency (fractal dimension) and institutional limit order absorption turns a loss-making pullback ruleset into a robust, high-Sharpe trading strategy on BTCUSDT 1h.
The definitive multivariable combo strategy on BTCUSDT 1h, out-of-sample validated under realistic commissions.
A robust volatility breakout strategy on BTCUSDT 1h, gated by Hurst Exponent and Fractal Dimension Index, out-of-sample validated under real fees.
Symmetrical dual squeeze-release breakouts combined with Shannon price entropy exits cure the out-of-sample parameter decay seen in directional breakout strategies on BTCUSDT 1h.
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.
Why a 'modest' 1.5% unleveraged return over 9 months is actually a major quant victory. We break down capital efficiency (1.67% time-in-market), leverage scaling, and overcoming transaction friction.
A systematic study of 7 classic Price Action patterns across BTC, ETH, and SOL. Reveals a strong SHORT bias, the failure of Bullish Pin Bars, and a tradable contrarian fading edge (+5.59% ETH 1h).
How passive maker limit order execution optimizes exits, reducing fees by 34% and lifting Sharpe from 0.72 to 0.99 on a 1m SOL-BTC mean-reversion strategy.
A manifesto on the shift from manual rule-based scripting to agent-driven pattern extraction and no-code backtesting, detailing a workflow that tests raw market states in seconds.
A case study on why profitable trading patterns can still be rejected. Analysis of a 5-candle BTC capitulation bottom that returned +2.45% but severely underperformed the passive market baseline (+179.35%).
Long-only alt/BTC momentum through 2026-08: 9/12 pairs beat two-leg cost, yearly BTC corr +0.04, but 2021 is still 81% of the return. Ex-2021 +0.55%/yr (t=0.85). WFA/MC 0/12. Rejected.
A deep dive into the quant lifecycle of our trading strategies on the RLXBT Hypothesis Canvas, from zero-fee backtest shocks to maker-execution pivots and zero-correlation portfolio ensembles.
A comprehensive study on 60,000 hourly bars (2019-2026) for BTC and ETH. Proves that 24h high breakouts have a robust, positive expectancy when aligned with the macro trend (+17.67% BTC, +10.88% ETH net of taker fees).
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.
A case study in combining multiple price similarity patterns via a logical AND gate, achieving a 0.608 Sharpe and compressing max drawdowns to a minor -0.81% under realistic trading fees.
Preregistered test: a causal Hawkes intensity gate on the BTCUSDT 1h vol-regime flagship cuts 21.7% of trades and 22.0% of gross edge. Net −49% at 4.404 bps/side. Rejected; WFA/MC not run.