BTC · Ongoing experiment · Run #16
A standing, evidence-accumulating sweep over hypothesis families this project never tested: calendar structure, streaks, volume, funding as a signal AND as income, order-book at daily scale, halving-phase conditioning, session structure, round numbers, and the honest Kelly math for "double the account." Discipline: chronological 70/30 split, thresholds from train only, Benjamini-Hochberg FDR across the whole sweep (α=0.10), and CONFIRMED requires FDR-pass on train PLUS a same-signed effect on the untouched holdout. Re-run weekly on refreshed data by a scheduled task; the ledger accumulates across runs.
Log-growth per year on real 2010-2026 daily returns of the validated calendar rule (short in the 526→889-day post-halving window, long otherwise). "Ruined" = one real historical day would have wiped the levered account outright. Upper-bound shape: ignores funding (which would have PAID the short phase), the 7 flips' fees, and liquidation buffers. n=3 completed cycles stands behind the strategy itself -- a macro bet, not a law.
| Leverage | Log-growth / year | Doubling time | Survival over full history |
|---|---|---|---|
| 0.5x | 72.7%/yr | 348 days | survived all of history |
| 1.0x | 126.0%/yr | 201 days | survived all of history |
| 1.5x | 156.3%/yr | 162 days | survived all of history |
| 2.0x | — | — | RUINED by a real day |
| 2.5x | — | — | RUINED by a real day |
| 3.0x | — | — | RUINED by a real day |
| 4.0x | — | — | RUINED by a real day |
| 5.0x | — | — | RUINED by a real day |
| 7.5x | — | — | RUINED by a real day |
| 10.0x | — | — | RUINED by a real day |
Train hit rate is shown against the train window's own unconditional up-fraction (so bull drift is not mistaken for edge). Intraday extreme timing (measured, not a bet): daily high most often lands in UTC hour 0, daily low in UTC hour 0 (689 real days; uniform expectation 29 per hour).
| Hypothesis | Question | Data | Train hit / base | Train bps | n | q | Holdout hit | Holdout bps | n | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|
| funding_sign_persistence | next 8h funding window positive when the current window is positive (carry-timing prerequisite) | 8h funding (term structure) | 93.1% / 87.5% | +2 | 4451 | 0.000 | 90.0% | +1 | 1781 | CONFIRMED |
| momentum_in_long_phase | next-day direction after an up day, ONLY inside the LONG phase | daily full history | 56.6% / 52.1% | +109 | 1771 | 0.004 | 46.7% | +21 | 542 | CONFIRMED |
| btc_big_down_leads_eth | ETH next-candle direction after a bottom-decile BTC candle (train threshold) | daily cross-asset (reverse control) | 59.9% / 50.5% | +96 | 267 | 0.050 | 44.9% | +3 | 49 | CONFIRMED |
| crowded_shorts_fade | next-day direction when the day's summed funding is bottom-decile (crowded shorts) | daily + real funding | 68.2% / 52.1% | +151 | 66 | 0.107 | 57.3% | +39 | 110 | WATCHLIST |
| btc_up_leads_eth | ETH next-candle direction after an up BTC candle | daily cross-asset (reverse control) | 47.1% / 50.5% | +22 | 1398 | 0.107 | 51.0% | +15 | 582 | WATCHLIST |
| ethbtc_ratio_big_down_leads_btc | BTC next-candle direction after a bottom-decile ETHBTC_RATIO candle (train threshold) | daily cross-asset (risk appetite) | 60.7% / 52.6% | +70 | 267 | 0.107 | 47.1% | -25 | 34 | null |
| eth_1h_up_leads_btc_1h | BTC_1H next-candle direction after an up ETH_1H candle | 1h cross-asset (Coinbase) | 49.0% / 50.7% | +0 | 6482 | 0.107 | 47.8% | -0 | 2758 | null |
| momentum_in_short_phase | next-day direction after an up day, ONLY inside the SHORT phase | daily full history | 45.5% / 52.1% | -12 | 352 | 0.114 | 48.8% | -18 | 320 | WATCHLIST |
| monday_after_weekend_up | Monday direction after an up weekend (Sat+Sun combined) | daily full history | 45.7% / 52.1% | +3 | 322 | 0.136 | 47.2% | +19 | 123 | WATCHLIST |
| eth_up_leads_btc | BTC next-candle direction after an up ETH candle | daily cross-asset (Coinbase) | 49.6% / 52.6% | +8 | 1344 | 0.136 | 49.8% | +8 | 590 | WATCHLIST |
| eth_big_up_leads_btc | BTC next-candle direction after a top-decile ETH candle (train threshold) | daily cross-asset (Coinbase) | 45.7% / 52.6% | -24 | 267 | 0.136 | 40.4% | -38 | 52 | WATCHLIST |
| eth_1h_big_up_leads_btc_1h | BTC_1H next-candle direction after a top-decile ETH_1H candle (train threshold) | 1h cross-asset (Coinbase) | 47.5% / 50.7% | -1 | 1280 | 0.136 | 46.0% | -1 | 287 | WATCHLIST |
| eth_1h_big_down_leads_btc_1h | BTC_1H next-candle direction after a bottom-decile ETH_1H candle (train threshold) | 1h cross-asset (Coinbase) | 53.8% / 50.7% | +1 | 1280 | 0.136 | 55.2% | +4 | 306 | WATCHLIST |
| halving_short_phase_drift | next-day direction inside the halving SHORT phase (conditioning never tested) | daily full history | 48.1% / 52.1% | -24 | 727 | 0.162 | 47.7% | -21 | 673 | WATCHLIST |
| weekday_sunday | next-day direction when today is Sunday | daily full history | 47.9% / 52.1% | +23 | 583 | 0.178 | 50.4% | +13 | 250 | WATCHLIST |
| up_streak_4 | next-day direction after 4 consecutive up days | daily full history | 57.4% / 52.1% | +169 | 350 | 0.178 | 51.2% | +45 | 86 | WATCHLIST |
| sol_big_up_leads_btc | BTC next-candle direction after a top-decile SOL candle (train threshold) | daily cross-asset (high beta) | 40.9% / 49.6% | -67 | 137 | 0.178 | 44.4% | -9 | 27 | WATCHLIST |
| up_streak_3 | next-day direction after 3 consecutive up days | daily full history | 55.8% / 52.1% | +113 | 627 | 0.185 | 47.0% | +23 | 183 | WATCHLIST |
| low_vol_drift | next-day direction when trailing 30d vol is bottom-quartile (train threshold) | daily full history | 55.1% / 52.1% | +27 | 1020 | 0.185 | 49.3% | +5 | 1013 | WATCHLIST |
| eth_big_down_leads_btc | BTC next-candle direction after a bottom-decile ETH candle (train threshold) | daily cross-asset (Coinbase) | 58.4% / 52.6% | +73 | 267 | 0.185 | 52.6% | +47 | 57 | WATCHLIST |
| sol_up_leads_btc | BTC next-candle direction after an up SOL candle | daily cross-asset (high beta) | 46.0% / 49.6% | +3 | 676 | 0.185 | 49.8% | +8 | 289 | WATCHLIST |
| short_phase_alts_strong | next-day BTC direction in the halving SHORT phase while ETH/BTC rose over 30d | daily dominance regime | 46.7% / 52.2% | -33 | 285 | 0.187 | 51.8% | +14 | 170 | null |
| ethbtc_ratio_up_leads_btc | BTC next-candle direction after an up ETHBTC_RATIO candle | daily cross-asset (risk appetite) | 50.0% / 52.6% | +1 | 1242 | 0.198 | 50.4% | +6 | 500 | WATCHLIST |
| down_streak_3 | next-day direction after 3 consecutive down days | daily full history | 47.7% / 52.1% | -20 | 419 | 0.212 | 55.9% | +15 | 213 | null |
| short_phase_alts_weak | next-day BTC direction in the halving SHORT phase while ETH/BTC fell over 30d | daily dominance regime | 48.1% / 52.2% | -33 | 441 | 0.213 | 46.1% | -22 | 193 | WATCHLIST |
| volume_spike_down_continuation | next-day direction after a top-decile-volume DOWN day | daily pool (real volume) | 69.2% / 51.9% | +78 | 26 | 0.266 | 42.7% | -27 | 110 | null |
| ethbtc_ratio_big_up_leads_btc | BTC next-candle direction after a top-decile ETHBTC_RATIO candle (train threshold) | daily cross-asset (risk appetite) | 47.9% / 52.6% | -5 | 267 | 0.316 | 45.7% | +18 | 46 | null |
| long_phase_alts_weak | next-day BTC direction in the halving LONG phase while ETH/BTC fell over 30d (risk-off divergence) | daily dominance regime | 54.6% / 52.2% | +62 | 1000 | 0.316 | 51.6% | +15 | 502 | null |
| close_near_high | next-day direction when today closed in the top 20% of its own range | daily pool | 44.2% / 51.9% | -34 | 95 | 0.330 | 46.7% | -26 | 30 | null |
| session_late_us | next-hour direction during the late us session (UTC) | 1h pool | 48.8% / 50.7% | -0 | 1446 | 0.330 | 50.2% | -1 | 620 | null |
| btc_big_up_leads_eth | ETH next-candle direction after a top-decile BTC candle (train threshold) | daily cross-asset (reverse control) | 46.1% / 50.5% | +36 | 267 | 0.330 | 49.0% | -15 | 49 | null |
| perp_rich_vs_spot_fade | next-hour perp direction when the perp trades top-decile RICH to spot (crowded longs) | 1h spot-perp basis (Apex vs Coinbase) | 52.8% / 50.7% | +0 | 1000 | 0.369 | 45.8% | -7 | 288 | null |
| weekday_friday | next-day direction when today is Friday | daily full history | 54.7% / 52.1% | +71 | 583 | 0.389 | 49.2% | -7 | 250 | null |
| large_up_reversion | next-day direction after a top-5% up day (train threshold) | daily full history | 56.4% / 52.1% | +346 | 204 | 0.408 | 35.0% | -149 | 20 | null |
| perp_cheap_vs_spot_bounce | next-hour perp direction when the perp trades bottom-decile CHEAP to spot (crowded shorts) | 1h spot-perp basis (Apex vs Coinbase) | 52.6% / 50.7% | +4 | 1000 | 0.408 | 47.8% | -1 | 324 | null |
| stablecoin_growth_top_decile | next-day direction when 30d stablecoin supply growth is top-decile (train threshold) | daily + stablecoin supply | 46.8% / 52.1% | -27 | 139 | 0.408 | 50.0% | +0 | 0 | null |
| up_streak_5 | next-day direction after 5 consecutive up days | daily full history | 56.2% / 52.1% | +163 | 201 | 0.433 | 54.5% | +68 | 44 | null |
| halving_long_phase_drift | next-day direction inside the halving LONG phase | daily full history | 52.9% / 52.1% | +63 | 3353 | 0.524 | 50.2% | +19 | 1077 | null |
| session_us | next-hour direction during the us session (UTC) | 1h pool | 51.5% / 50.7% | +1 | 3374 | 0.524 | 49.5% | -1 | 1449 | null |
| sol_big_down_leads_btc | BTC next-candle direction after a bottom-decile SOL candle (train threshold) | daily cross-asset (high beta) | 54.0% / 49.6% | -9 | 137 | 0.524 | 42.9% | -60 | 21 | null |
| down_streak_4 | next-day direction after 4 consecutive down days | daily full history | 48.8% / 52.1% | -7 | 209 | 0.560 | 58.5% | +32 | 94 | null |
| stablecoin_expansion_30d | next-day direction while total stablecoin supply grew over the trailing 30d (dry powder flowing in) | daily + stablecoin supply | 53.3% / 52.1% | +26 | 1133 | 0.594 | 51.5% | +9 | 1097 | null |
| down_streak_5 | next-day direction after 5 consecutive down days | daily full history | 48.0% / 52.1% | +20 | 102 | 0.664 | 56.4% | -56 | 39 | null |
| long_phase_alts_strong | next-day BTC direction in the halving LONG phase while ETH/BTC rose over 30d (risk-on confirms) | daily dominance regime | 53.4% / 52.2% | +20 | 916 | 0.691 | 53.7% | +34 | 268 | null |
| weekday_wednesday | next-day direction when today is Wednesday | daily full history | 53.1% / 52.1% | +45 | 582 | 0.863 | 48.0% | +22 | 250 | null |
| weekday_monday | next-day direction when today is Monday | daily full history | 52.1% / 52.1% | +59 | 583 | 1.000 | 53.2% | +30 | 250 | null |
| weekday_tuesday | next-day direction when today is Tuesday | daily full history | 52.5% / 52.1% | +61 | 583 | 1.000 | 48.8% | +1 | 250 | null |
| weekday_thursday | next-day direction when today is Thursday | daily full history | 52.5% / 52.1% | +36 | 583 | 1.000 | 44.0% | -34 | 250 | null |
| weekday_saturday | next-day direction when today is Saturday | daily full history | 51.6% / 52.1% | +36 | 583 | 1.000 | 51.2% | +1 | 250 | null |
| large_down_reversion | next-day direction after a bottom-5% down day (train threshold) | daily full history | 51.5% / 52.1% | +41 | 204 | 1.000 | 61.5% | +109 | 26 | null |
| round_number_proximity | next-day direction when close sits within 0.5% of a $5k level (price>$20k) | daily full history | 52.0% / 52.1% | +54 | 25 | 1.000 | 46.6% | +9 | 163 | null |
| monday_after_weekend_down | Monday direction after a down weekend (Sat+Sun combined) | daily full history | 51.6% / 52.1% | +43 | 250 | 1.000 | 53.5% | +6 | 127 | null |
| volume_spike_up_continuation | next-day direction after a top-decile-volume UP day (volume never used before) | daily pool (real volume) | 50.0% / 51.9% | -2 | 22 | 1.000 | 52.6% | -6 | 97 | null |
| close_near_low | next-day direction when today closed in the bottom 20% of its own range | daily pool | 54.3% / 51.9% | +37 | 70 | 1.000 | 45.7% | -12 | 35 | null |
| session_asia | next-hour direction during the asia session (UTC) | 1h pool | 50.6% / 50.7% | +1 | 3859 | 1.000 | 50.3% | -1 | 1649 | null |
| session_europe | next-hour direction during the europe session (UTC) | 1h pool | 50.7% / 50.7% | +0 | 2892 | 1.000 | 49.4% | -1 | 1242 | null |
| crowded_longs_fade | next-day direction when the day's summed funding is top-decile positive (crowded longs; funding never used as a signal) | daily + real funding | 53.0% / 52.1% | +72 | 66 | 1.000 | 0.0% | -441 | 2 | null |
| hourly_funding_low_fade | next-hour direction after a bottom-decile HOURLY funding settlement (train threshold) | 1h Apex funding archive | 50.6% / 50.7% | +1 | 10224 | 1.000 | 49.8% | -1 | 4960 | null |
| hourly_funding_high_fade | next-hour direction after a top-decile HOURLY funding settlement (train threshold) | 1h Apex funding archive | 50.9% / 50.7% | -1 | 1158 | 1.000 | 50.0% | +0 | 0 | null |
| stablecoin_contraction_decile | next-day direction when 30d stablecoin supply growth is bottom-decile (redemptions, dry powder leaving) | daily + stablecoin supply | 52.5% / 52.1% | -8 | 257 | 1.000 | 45.5% | -6 | 653 | null |
The "things we never thought of" list keeps growing here; each item graduates into the sweep the moment its data source lands in candles/.