The bet: buy the breakout spike.
Unanimous and catastrophic: every one of the eight coins lost, in both long and short directions, with trade t-statistics from -4 to -8. This is the most decisively negative result in the program. BTC and ETH were the worst of all.
Buying the volume spike in the breakout direction assumes the spike means continuation. On this universe a volume spike marks exhaustion about as often as continuation, so you enter at an already-extended price. A 30-39% win rate against 1.5-2.5 reward-to-risk targets, plus 0.30% round-trip cost over hundreds-to-thousands of trades, does the rest.
| Pair | Sharpe | PF | trade t | n |
|---|---|---|---|---|
| ADA | -0.36 | 0.64 | -5.44 | 1075 |
| XRP | -0.40 | 0.60 | -5.28 | 818 |
| TON | -0.48 | 0.56 | -5.60 | 1055 |
| SOL | -0.54 | 0.58 | -6.49 | 1020 |
| AVAX | -0.33 | 0.69 | -4.46 | 985 |
| LINK | -0.29 | 0.70 | -4.21 | 1029 |
| BTC | -0.69 | 0.42 | -8.36 | 674 |
| ETH | -0.43 | 0.63 | -5.16 | 898 |
⚠ = underpowered (fewer than 30 out-of-sample trades). Negative values in red.
Actively destructive — lost on every coin, in both directions.
Every trade we place — wins and losses, from real money — is on the live track record. This page is the research that decides what we will and won't run.
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