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 31–40 of 45 experiments

IDExperimentMarketMechanismHorizonResultVerdict
E224On-chain forced selling adds nothing beyond the price drop
liquidations, lending-protocol, exploits, depegs, forced-flow, perpetual-futures, matched-controls, event-study
Crypto & DeFiForced flow1h-24h-54.3 bp vs matched drops, 4 hKILL
E216Scheduled fixing and auction flows leave no tradable trace
fx, fixing, month-end, gotobi, treasury-auctions, calendar-flow, hedge-rebalancing
RatesCalendar1h-1dNo fix or auction effectKILL
E190Fading a Korean coin premium on global perpetuals loses
premium, korea, funding, perpetuals, event-study, reversion
Crypto & DeFiMarket design4h-24h-130 bp at 4h, funding eats the driftKILL
E180Copying skilled prediction-market wallets loses 1.3 to 2.6c a share
prediction-markets, copy-trading, wallet-skill, persistence, latency, sports-contracts
Prediction marketsPublic intent5m-1d-1.3c per share after a 5 minute delayKILL
E131Same contract on two prediction markets: the gap closes in seconds
prediction-markets, cross-venue, arbitrage, event-contracts, live-order-books, latency
Prediction marketsMicrostructure15m+1.6c on paper, +0.0-0.2c liveKILL
E090No detectable pre-CPI/FOMC crypto drift that survives costs
macro-releases, cpi, fomc, pre-event-drift, bitcoin, out-of-sample, event-study
Crypto & DeFiCalendar1h-4h+47.3 bp in sample, +12.8 bp outKILL
E080Backing favourites, draws and sure things in sports markets fails
prediction-markets, sports, esports, soccer, favourite-longshot-bias, draw, near-certain-outcomes, look-ahead, calibration
Prediction marketsBehavioural1h-6h-1.0c / -0.5c esports replicationKILL
E057Extreme funding rates do not predict reversals in perpetuals
funding-rate, crowded-leverage, perpetual-futures, contrarian, event-study
Crypto & DeFiBehavioural8h-24h-76 to +78 bp, all intervals include 0KILL
E024Scaling crypto exposure by volatility does not beat buy-and-hold
bitcoin, ethereum, volatility-targeting, risk-sizing, sharpe-ratio, buy-and-hold, bootstrap
Crypto & DeFiRisk premium1d0 of 12 intervals exclude zeroKILL
E014Crypto pair ratios do not revert at 1-24 hours
pairs-trading, mean-reversion, relative-value, perpetuals, hourly
Crypto & DeFiBehavioural12h-24h-6.5 bp gross, 28 bp costKILL
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