Public archiveMethodology
Research
Public archive — strategies tested and closed. Each card: thesis → data → result → root cause → verdict. Format per RESEARCH_REPORT_TEMPLATE.md (de Prado).
How to read the archive
We publish not "success stories" but a disciplined null: why most ideas do not survive correction for the number of trials and out-of-sample splits. Working strategies are in the private section.
All tracks
18 closed tracks 01Ride the Whale — detecting accumulation in the book detect a large trader building a position and step in ahead of them 164,902 events, MFE/MAE ≈ 1.0 (pure noise) Closed 02Hyperliquid — an edge from public on-chain IDs the one venue where participant positions, fills and addresses are public on-chain; does a visible ID solve the problem that killed the tape whale-detector 3 of 4 angles null; the 4th is our existing Bybit spike edge, not new alpha Closed 03Informed Flow Detection volume passes without moving price — someone is absorbing or accumulating, and price follows them 2,090 signals, MFE/MAE = 0.99 across all types Closed 047 Funding Exploits (on majors) systematically sweep 7 mechanics around funding/settlement looking for a structural edge 0 / 7 Closed 05Spread Trading — Calendar / Basis / Cross-Asset trade perp-vs-quarterly spreads, the basis premium, and cointegrated pairs MMs hold the spread <1 bps; no pair is stably cointegrated Closed 06Astrology / Mercury Retrograde vs BTC lunar phases, Mercury retrograde and zodiac transits predict BTC zero edge across all 12 signs Closed 07Icebreaker — breakout momentum momentum at the breakout-bar close (mom-k0) selects continuation of the move 7/7 scorecard turned out to be a 1-bar lookahead artifact (causally 3/7, CPCV −2.48) Closed 08Arbitrage (6 tracks) classic arbitrage: cross-exchange, CEX-DEX, on-chain pools, etc. 6 tracks tested — all dead Closed 09CVD / buy-sell classification (TIB·VIB·DIB·CVD) cumulative volume delta and buy/sell imbalance predict direction 461 signals, all |corr|<0.05, ML acc 47.5% (worse than random) Closed 10Cascade Tick Bars tick/imbalance bars catch the start of a liquidation cascade for a directional entry 3 days: WR 100% (false); 90 days: WR 47%, net −0.10%/trade, Sharpe −3.4 Closed 11TradFi Tick Shadow (NQ → BTC) after a strong NQ (Nasdaq) day, BTC catches up post-close 44 events / 180 days, follow rate 48% (random) Closed 12Signal Denoising (Wavelet + Kalman) denoising price (wavelet/Kalman) improves the directional entry standalone 0/8 validation (Kalman velocity is useful as a tool) Closed 13Denoised Big Move catch large moves on a denoised signal 0/8 validation — long-only beta on a bull market Closed 14Equity Market / PEAD / Micro-Cap port equity-market edges (post-earnings drift, microcaps) onto our stack PEAD ~0.1%/trade (negligible); US 8-K: costs = edge Closed 15News Event Trading (Strategy/Saylor BTC sale) trade the predictable reaction to major news events (BTC sales, etc.) N=2 in all history — not systematizable Closed 16Thin-coin range-MM — “buy the low of every candle” passive market-making on thin coins: buy the low and sell the high of the range on almost every candle, harvest by frequency, gated by regime honest MM sim net −9…−15 bps even at maker=0; 6 independent angles converge Closed 17HL MM-behavior prediction — forced unwind after a liq flush predict a market maker's forced unwind after it absorbs a liquidation flush — MM inventory on Hyperliquid is public on-chain causally-clean NULL across 40 coins / 63 days; partial-corr ≈ 0, realizable fade 0/40 coins Closed 18DeFi liq-map (Aave) — lending liquidations vs a CEX spike Aave v3 LiquidationCall events predict a CEX spike — we read contract state and event topics, not raw network load reverse causation: the liquidation LAGS the crash (pre −110 bps ≈ the whole −116 drop); realizable fade +4.7 bps = noise Closed
Working strategies (LIVE/paper) are in the private section, access on request.
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