- deep dive·8 min read
Which crypto strategy families survive out-of-sample? All 10, ranked
We tuned ten classic strategy families on twenty coins, then ran each tuned winner once on data it had never seen. Only two families kept a positive median edge. Here is the full ranking — including the three that were negative before fees even bit.
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- deep dive·10 min read
We ran 11,440 backtests. The average 'winning' strategy lost half its edge on data it had never seen
Ten classic strategy families, 5,720 parameter configurations, twenty crypto pairs, one honest rule: tune only on the past, then test once on data the strategy never saw. Here is exactly how much of 'backtested profitability' survived.
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