Three Crypto Edges. Three Different Killers.

Automated excerpt

None of the tested implementations produced a robust net result after modelled costs. On development data covering 4. 5 years across 76 walk-forward windows, the result was +48. 6% net, Sharpe 1. 17, positive every single year including the 2022 bear market. Lockbox: −0. 5% over the held-out year, Sharpe −0. 02.

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