System design
- Higher-timeframe regime filter to avoid trading against the macro trend.
- Adaptive band system for entry timing.
- Multi-day confluence window so isolated signals do not trigger trades alone.
Walk-forward protocol
- Train window: 2021-01-01 to 2023-12-31.
- Test window: 2024-01-01 to 2025-12-31.
- Real Binance historical funding rates applied per trade.
- Ten-asset universe with no exclusions.
Primary results
- 26 wins out of 29 out-of-sample trades.
- 120% cumulative return in the test window.
- Average funding drag of roughly 1% per trade.
- Five validation tests pass and three fail, all published.
Known limitations
- The out-of-sample trade count is still small.
- A few large winners drive most of the P&L.
- Performance is regime-dependent: tested across bull and range-bound conditions in 2024-2025, not prolonged bear markets.