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 41–45 of 45 experiments

IDExperimentMarketMechanismHorizonResultVerdict
E013Prediction-market longshots are priced right, not too high
prediction-markets, favourite-longshot-bias, calibration, sampling-bias, binary-contracts
Prediction marketsBehavioural1d-14dPriced right; -2 to -8c holdoutKILL
E005Ranking perpetuals by funding rate collects less than costs
perpetual-futures, funding-rate, cross-sectional, carry, market-neutral
Crypto & DeFiRisk premium8h-24hFunding 0.75-6.20 bp, cost 9.57+ bpKILL
E004Ranking crypto coins by past return does not pay after costs
momentum, reversal, cross-sectional, market-neutral, perpetuals, hourly, multiple-testing
Crypto & DeFiBehavioural4h-48h0 of 40 positive in all windowsKILL
E003Bitcoin hour-of-day and weekday patterns do not pay
bitcoin, seasonality, hour-of-day, day-of-week, thursday, buy-and-hold, perpetuals
Crypto & DeFiCalendar1h-24hLost to holding in validationKILL
E002Following or fading Bitcoin's last move does not pay
bitcoin, momentum, reversal, time-series, trend-following, perpetuals, multiple-testing
Crypto & DeFiBehavioural1h-48h0 of 50 positive in all windowsKILL
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