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.
Exhaustive 7-year study across 60,000 hourly BTC bars (2019-2026) net of real taker commissions (4.404 bps). Proves calm-accumulation long and chaotic-distribution short generates +118.7% return, Daily Sharpe 1.1125, and 13.1% max DD, validated by Walk-Forward and Monte Carlo.