KILLED · no edge
Hypothesis
After volume-confirmed dump events, mid-frequency reflexive bounce trades on 30m/1h/2h/4h timeframes carry sufficient edge for systematic deployment with tight SL/TP.
Method
Deep multi-timeframe path-dependent backtest on 90 days of 5min klines across 78 symbols (T1+T2+T3). Realistic filters: BTC regime gate, time-of-day, 60min cooldown. Per-tier breakdown.
Results
| 30min TF (n=421) | WR 38-42%, mean −0.10 to +0.01% |
| 1h TF — best variant (n=479) | WR 40-44%, mean −0.00 to +0.06%, monthly +1.0% |
| 2h TF (n=695) | WR 34-40%, mean −0.13 to −0.21% |
| 4h TF (n=1089) | WR 32-40%, mean −0.19 to −0.27% |
| Pump filter overlay (skip pumped >30%/24h) | no improvement |
| Best Sharpe across all configs | 0.03 |
Earlier "validation" was wrong
Initial test on n=100 random sample claimed +16.8%/mo. Bootstrap CI on that sample was ±0.70%, mean +0.41% — statistically indistinguishable from zero. Multiplying noise by 30× trade frequency compounded into a fake-positive projection.
$$ \text{SE}(\bar{r}_{\text{sample}}) = \frac{\sigma}{\sqrt{n}} = \frac{6.5\%}{\sqrt{479}} \approx 0.30\% \quad \implies \quad \bar{r} \pm 0.60\% \text{ at 95\% CI} $$
Mean falls inside zero band. No statistically significant edge.
Killed before paper validation. Modules disabled via env, code archived but not running. No live capital deployed.
Never claim edge from a single small sample. Confidence intervals on monthly projections require n ≥ 300 with proper out-of-sample. Compounding noise gives the illusion of signal.