Alpha Not Foundopen trading research archive
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Rejected experiments

Every entry is a completed experiment that failed its predefined criteria. Filter by market, open any record for the full method and numbers, or take the whole set.

Showing 21–30 of 45 experiments

IDExperimentMarketMechanismHorizonResultVerdict
E770Fading losing traders fails its own pre-registered test
copy-trading, leaderboard, counterparty, retail-flow, market-exposure, perpetual-futures, out-of-sample
Crypto & DeFiBehavioural1m-24hHedged +28.7 bp, shorts -17.3 bpKILL
E710Out-of-order nested prediction markets cannot be traded
prediction-markets, logical-consistency, arbitrage, order-books, scanner, nested-claims
Prediction marketsMicrostructureto resolution (within 14 days)$0 at 1c edge, within 14 daysKILL
E600A zero-fee maker grid on a dollar-stablecoin pair earns nothing
stablecoin, peg, market-making, maker-grid, mean-reversion, zero-fee, spot
Crypto & DeFiMicrostructure1m-24h-0.02% a year on $40,000KILL
E550A free weather model does not beat temperature contract prices
event-contracts, weather, temperature, nwp-forecast, calibration
Prediction marketsBehavioural1d-3.26 c per contract, 0 of 7 citiesKILL
E420The weekend futures gap reversal does not show up in Bitcoin or Ether
futures-gap, weekend, bitcoin, ethereum, perpetual-futures, calendar-effect, reversal
Crypto & DeFiCalendar1d-15.9 bp, no reversalKILL
E390Shorting large altcoins around token unlocks shows no detectable drift
token-unlocks, altcoins, supply-events, perpetual-futures, vesting, calendar
Crypto & DeFiCalendar24h+52.0 / -29.1 bp, both include zeroKILL
E380Leveraged-fund rebalancing leaves no detectable trace before the close
leveraged-etf, closing-auction, rebalancing-flow, stock-perps, bitcoin, ethereum, intraday-momentum
Equities & volatilityForced flow30m+1.9 bp gross; control +2.9 bpKILL
E376London gold auction order flow leaves no trace on a gold perpetual
gold, london-gold-auction, fixing, perpetual-futures, order-flow, calendar-flow
Crypto & DeFiCalendar1h-8.8 bp net, slope t 0.00KILL
E320A hedged funding-rate gap between two venues does not pay
funding-rate, perpetual-futures, cross-venue, hedged-carry, basis
Crypto & DeFiMarket design24h-8.7 bp net, 185 bp impliedKILL
E230Fading or bidding liquidation cascades earns nothing after costs
liquidation-cascade, forced-flow, microstructure, adverse-selection, perpetual-futures, alt-tokens, open-interest
Crypto & DeFiForced flow15m-4h+7 to +20 bp gross, -7 to +6 bp netKILL
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