KILLED · −8.94%/7d live
Hypothesis
Aggregating signal feeds from multiple "smart money" sources (HL alerts, on-chain whale flows, exchange leaderboards) into a unified scoring system should produce above-baseline performance through diversification of signal sources.
Live result
| Period | 7 days live, Q1 2026 |
| P&L | −8.94% |
| Win-rate | ~38% |
| Average loss size | 2.4× average win size |
Root cause analysis
- Signal aggregation amplifies false signals: when 3 independent feeds say BUY simultaneously, often it's because they're all reading the same already-developing pump that's about to reverse
- No regime filter: equally weighted signals in trending vs choppy regimes — chop regime saw 90% of losses
- Implicit correlation between "smart money" sources: HL whales, Twitter influencers, and on-chain trackers all watch each other. Independent signals are not actually independent.
−8.94% in 7 live days. Killed and replaced. Lesson reinforced for all future copy-style approaches.
Signal sources presented as "independent" rarely are. Test correlation between source returns before aggregating. Diversification doesn't help when underlying signals share hidden common factors.