Research notes

The things we test — and the ones we kill.

Manual backtests and findings from the desk. Real data, the method, and — the part most skip — the controls we run on our own results before we believe them.

Killed · 2026-06-14

We tested chasing high-volatility breakouts. We don't anymore.

Win rate one to four hours into the breakout: 37%. The break fails more often than it follows. Plus the survivorship check that showed the apparent longer-horizon edge was just a falling market, not skill.

BTC · ETH · SOL · 26 May – 15 Jun 2026 · manual backtest