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.
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%.