Strategies

PurrSpotPerpPremiumConvergence was a market-neutral basis trade: long PURR spot and short the PURR perpetual on Hyperliquid when the perp premium went above 1.2%. The hypothesis cited 4,172 overlapping 4-hour bars and 69 episodes above that threshold. Over 2 iterations the code never passed verification, because the Layer 3 sandbox backtest timed out at 300s on a ~20,000-bar window. The run was abandoned before any backtest, optimization or analyst review, so the premium-convergence thesis is still untested.

LtcWinningPositionTrendGrid set out to test an asymmetric pyramiding idea on Hyperliquid LTC: start a campaign with one of ten tranches, add only to winning positions on close-confirmed grid advances, and trail one shared stop. Over 2 iterations the strategy never got through verification. The pipeline abandoned it after three verification timeouts ('verifying_stuck_3_timeouts'). No backtest metrics, optimization results, analyst verdict or risk feedback were produced, so the hypothesis itself remains untested.

SectorResidualWeeklyReversalLS tested whether the idiosyncratic part of a stock's 1-week return, once its sector-ETF beta is removed, reverses within the sector. It traded 24 US large caps across Technology, Financials, Energy and Health Care on the zero-commission USEQ venue, with equal-dollar long and short legs in each sector. Despite the hypothesis's explicit warning to use incremental rolling updates, the run hit three coding timeouts over 2 iterations and was abandoned. It never reached backtesting, so the reversal edge remains untested.

FmzSpotDeliveryAdfZScoreBasisArb ported an FMZ open-source strategy that arbitrages the basis between BTC spot and Binance USD-M quarterly futures, using an ADF stationarity gate and a z-score entry on the spread rate, with fixed 0.05 BTC legs and futures at 10x leverage. The strategy rolled through every quarterly from BTCUSDT_210326 onward, aligning each contract with spot by timestamp. In its first iteration it stalled in verification and was abandoned after three timeouts ('verifying_stuck_3_timeouts'). It never reached backtesting, optimization or analyst review, so its edge was never measured.

VmotMomentumTrendUseq ported the momentum and SPY-trend parts of QuantRocket's VMOT strategy to USEQ daily bars over 59 large-cap stocks, with SPY as the signal instrument, and dropped the value and F-score screens because no point-in-time fundamentals are available. The hypothesis explicitly asked for O(1) per-bar deque updates, because two earlier USEQ multi-name ports had died on the 300 s sandbox limit. After one iteration, the run stalled in verification and was abandoned after three timeouts ('verifying_stuck_3_timeouts'). It never produced a backtest, optimization or analyst verdict, so its edge was never measured.

This hypothesis tried to replicate ianzeng123's Multi Quant Trend Engine as a long-only silver-perpetual strategy on Binance 1-hour bars, keeping the author's defaults and Pine semantics. The developer produced XagMultiQuantTrendEngine, which requires trade ticks to fill orders at the next tick. After one iteration the run got stuck in verification and was abandoned after three timeouts, so no backtest metrics were produced and none of the later stages ran.

This strategy tested Chalek/Wei's Dual Thrust as a flat-at-day-end intraday breakout on OKX ETH perps. ETH was chosen after the same pre-study failed on SOL and LINK. Over 3 iterations the full-sample backtest looked acceptable (+397%, Sharpe 0.74, 0.259% per trade), but the profit came from about 10 tail trades and the stressed-volatility tercile. The normal-volatility tercile lost 49%, the short side lost money in most years, and signal IC was indistinguishable from noise. The analyst abandoned it at backtest review because the post-2023 edge (about 0.058% per trade) is below costs, and suggested any re-proposal be a long-only version that trades only in high-volatility regimes, sized at 0.3-0.5 of equity.

FourSectorLeadershipRotation tested a long-only, month-end rotation into whichever of four sector ETFs (XLK, XLF, XLE, XLU) had the strongest positive 252-session return. Over 3 iterations it never got past verification: the Layer 3 sandbox smoke test kept going over the 300s limit on a window of about 20,000 bars. The run was abandoned with reason 'verification_loop: sandbox_timeout'. No backtest, optimization or analyst review ever ran, so the long-only sector-momentum idea is still untested.

TurtleSoupPlusOneEtfBasket applied Raschke/Connors' Turtle Soup Plus-One fade of failed 20-session Donchian breaks to a 10-ETF daily long-short basket. The hypothesis arrived with a failed pre-study (an edge of about 0 that decayed after 2016) and was submitted only for falsification. After 3 iterations, the last of which only fixed config consistency for the leverage parameter, the code still went over the 300s Layer 3 sandbox limit on about 20,000 bars, so the run was abandoned in the verification loop. No backtest, optimization or analyst review ever ran.

The hypothesis turned a contrarian channel EA, which its pre-study had already falsified, into a volatility-scaled ratchet-channel breakout traded long-short on four OKX alt perps. The pre-study showed a thin positive edge, mostly from AVAX. Over 3 iterations the coded strategy never passed verification: the Layer 3 sandbox smoke test kept exceeding the 300s limit on a 2400-day ADAUSDT.OKX 4H window. The run was abandoned before any real backtest, optimization or analyst verdict.

BinanceAltCrowdPositioningFadeDaily tried to adapt a Chinese mutual-fund positioning timing signal to crypto by fading crowd long/short ratio extremes on 10 Binance alt perps, based on a pre-study showing a weak gross edge of about +0.55% per trade. The code never passed verification. Layer 1.5 flagged a hypothesis/config mismatch over the optimization plan fixing leverage at 1.0, and the developer then resubmitted byte-identical code in iteration 3. The run was abandoned in a verification loop, so the backtest, optimization, analyst and risk stages were never reached.

SpyOpexWeekLongPostOpexShort was meant to test the published option-expiration-week effect on 33 years of SPY, going long through each OpEx week and short through the week after, with no tuning. The code never passed verification: across 3 iterations it kept failing the Layer 1.5 hypothesis/config consistency check because the optimization_plan fixes leverage at 1.0. The run was abandoned in that verification loop, so it never reached backtesting, optimization, analyst review or risk review. The falsification test the hypothesis promised was never carried out.

UtilityStyleMatchedAlpha tried to capture idiosyncratic-volatility and abnormal-turnover alpha in 10 US utilities, hedged with the style-matched XLU benchmark as the GTJA report suggests. Across 3 iterations it never got past verification: Layer 1.5 flagged a mismatch because the optimization plan fixes leverage at 1.6. Iteration 3 resubmitted code identical to iteration 2 without addressing that feedback, so the pipeline abandoned it at the verification loop. The backtest, optimization, analyst and risk stages were not reached, so the hypothesis itself remains untested.

The hypothesis proposed fading the first 4 hours of ETH price action after Deribit's Friday 08:00 UTC option expiry. The authors disclosed up front that the edge was weak (about +0.17% gross per trade, t_net about 0.65) and said it should be abandoned, not iterated, if it missed. After 2 iterations, the 7.4-year backtest lost 6.62% over 385 trades (Sharpe -0.02, profit factor 0.94), and impact costs came to 185% of gross. The run was then abandoned automatically because it was checked as an options strategy and never traded an option leg, so the analyst and risk stages were never reached.

The hypothesis restated a dynamic cointegration basket-spread paper for 8 Binance alt perps on 4H bars, and it came with a failed pre-study: measured gross capture was below trading costs in every framing tried. The Research Lead recorded it for falsification only and advised against a backtest. The strategy was coded anyway (TadiCointegrationBasketSpread4H) and went through 2 iterations, but the sandbox backtest failed three times because 1,752 SOLUSDT 4H bars were missing. It was abandoned for a data-layer reason, with no backtest, optimization or analyst verdict ever produced.

This hypothesis proposed a beta-hedged continuation trade on Bybit alt perps that fail to follow a large BTC move, backed by a pre-study that replicated across Bybit and Binance. After one iteration the strategy was coded, but the full backtest could not run in 3 attempts because LINKUSDT.BYBIT 1-hour data was missing 5039 expected bars, including the window boundaries. It was abandoned as a pipeline/data failure with no backtest, optimization or analyst verdict, and it can be revived once the LINK data gap is fixed.

IndustryFactorShortLagMomentumSpyHedged tested whether industry factors (sector ETF minus SPY) keep moving in the same direction at a one-month lag, using a beta-neutral, SPY-hedged book with fixed 0.9 gross per side and an 8% book-level stop. After 3 iterations, the full backtest still could not run because XLK.USEQ daily bars had 1490 missing expected bars, including the requested boundaries. The pipeline abandoned the run as a data failure, not a judgement of the strategy, so the backtest-review, analyst and risk stages were never reached. The hypothesis is still untested and can be revived once the XLK data gap is fixed.