Methodology,
shown in full.
The research discipline behind every number here: survivorship-clean data, point-in-time universes, walk-forward validation, overfitting tests, and the audits we run against our own work first.
9 notes · Methodology
Same daily behavior, different year. Check the calendar.
The calendar hiding inside volatility, Sharpe, and drawdown figures, three comparison traps between crypto and equity statistics, and the conventions this site pins.
The curve looks magnificent. That was the selection criterion.
Memory versus understanding, the five amplifiers that make crypto the easiest market to fool yourself in, the trial-count arithmetic, and the plateau principle.
Tune on one era. Grade on one it never saw.
Why full-window optimization takes the exam with the answer key, the holdout and walk-forward design space, what validation costs, and the split this site pre-registered.
Every ranking hides its biggest call in the guest list.
The monitor and research universes, every inclusion rule with its reason, the edge-case ledger for rebrands and delistings, and why publishing selection criteria resists gaming.
Price needs capital to move. Volume just needs a printer.
Why reported volume lies more here than anywhere, the landmark evidence, four detection heuristics anyone can apply, and the mitigations our pipeline uses with limits stated.
Half the audit came back clean. We published the other half too.
PBO, deflated Sharpe, and a survivorship bound pointed at our own flagship: selection came back clean, the universe did not, and the report became our data constitution.
We ran our stock engine on crypto. It lost. Here is the anatomy.
We ran a validated US-equity breakout strategy on five years of crypto daily bars, zero re-tuning, and published the losing backtest: what failed, what carried, and why.
The coins that aren't there are the whole story.
Exchange APIs only remember the living. How many coins actually die, what the graveyard does to crypto backtests, and the point-in-time universe rules we commit to.
Screenshots ask for trust. Hashes make it unnecessary.
How cryptographic commitments make a published record tamper-evident: the hash chain, Bitcoin timestamping, what it proves, what it can't, and how to verify a day yourself.