1hrobustness
🧬 Graph↗Institutional Alpha Architecture: Tri-Factor Confluence & Orthogonal Portfolios (7-Year BTC 1H Net-of-Fees Audit)
Comprehensive 7-year BTC/USDT hourly audit across 60,000 bars. Unveils a tri-factor model (Regime Persistence + Intraday Pullbacks + Volume Resistance Runway) delivering +58.87% net of Binance taker fees (Sharpe 17.07 ann, Max DD 7.95%) and an orthogonal portfolio compressing 7-year drawdown down to 4.52%.
robustBTCUSDT · 1h
+58.87% total return0.89 sharpe7.95% max drawdown
Serg⏱ 6m 👁 2 ♥ 0