Strategies

GdxGldSlvMinPredictabilityMRP tried to trade a three-asset precious-metals spread (GDX/GLD/SLV). It used minimum-predictability eigenvector weights, re-estimated quarterly, and z-score entries, with a pre-registered estimate of roughly 7-10 trades a year. Over 3 iterations the code never passed verification. The Layer 3 sandbox backtest kept exceeding the 300s limit on a ~20,000-bar daily window. The run was abandoned as a sandbox timeout in the verification loop, so backtest review, optimization, analyst review and risk review were never reached and no performance metrics exist.

The strategy adapted an FMZ intraday SPY/IWM mean-reversion idea to daily bars. It removed the source's look-ahead by using rolling beta and z-score statistics, and it aimed for a dollar-neutral pair whose per-trade capture would clear USEQ costs. Across 3 iterations the code never passed Layer 3 verification: each time, the sandbox backtest went over the 300s limit on a ~2400-day IWM.USEQ daily window. The strategy was abandoned in the verification loop, so the backtest, optimization, analyst and risk stages were never reached and no performance metrics exist.

The strategy tested long-only Binance Spot rotation based on selecting the lowest-drawdown names from a point-in-time liquid universe, with a cash condition for non-positive formation returns. No performance metrics were produced because Layer 3 verification timed out. After five iterations, the run was abandoned during verification and did not reach later pipeline stages.

The strategy attempted daily XOM/XLE statistical arbitrage by trading ETF-factor residual s-score extremes while maintaining beta hedging. It did not reach a recorded backtest result because the Layer 3 sandbox smoke test exceeded the 300-second limit on approximately 20,000 bars. After three iterations, the verification timeout ended the run and no later stages were reached.

SpyDouble7sPinkfishUseq attempted a long-only daily SPY mean-reversion approach based on 7-day closing lows and highs, with regime filtering and a stop-loss. It produced no backtest or optimization results because verification failed at Layer 1. After four iterations, the run was abandoned when static analysis identified `_bar_ts` method shadowing; later pipeline stages were not reached.

CciORealtyOUMleSpreadReversion set out to replicate, more honestly, the best out-of-sample pair (CCI/O) from Huang et al.'s optimal mean-reversion paper. It used a rolling weekly maximum-likelihood OU fit, fixed 2-sigma entry and mean exit thresholds, and a half-life validity check. The strategy never got past code verification: after 3 iterations it was still failing Layer 1 static analysis because the code overwrote the framework's `_bar_ts` method with an instance attribute. It was abandoned before any backtest ran, so the hypothesis remains untested.

The strategy tried to collect Binance perp funding with a spot-long, perp-short hedge on 7 point-in-time 2020 majors, trading only when funding was above 3bp/8h. It went through 3 coding iterations, and each one failed the Layer 3 sandbox backtest by going over the 300s time limit. The last iteration already used bisect lookups on precomputed arrays and made fewer cache queries, and its notes blame catalog loading overhead that strategy edits cannot shorten. The run was abandoned in the verification loop, so there are no backtest, optimization, analyst or risk-officer results.

Double7sPortfolioUseq put the Connors/Alvarez Double-7s rule on four broad US index ETFs on the zero-commission USEQ venue, long-only and equal-weighted, with a 200-SMA regime filter. It never passed verification: Layer 3 sandbox smoke tests timed out at 300s on all 3 iterations, including iteration 2, which made per-bar work incremental. The iteration-3 profiling notes say the time went to the backtest runner's catalog instrument scan, not the strategy. The run was abandoned before any backtest, optimization, analyst or risk review, so its edge was never measured.

EthDeribitAcceleratingVolGammaScalpStraddle aimed to retest the falsified long-gamma idea by buying ETH ATM straddles on Deribit only while realized vol was rising through its 7-day level and DVOL, with same-venue delta hedging on the ETH perpetual. The hypothesis itself warned that only ~30-40 straddle cycles (and a holdout of ~7-9) were available from the chain history, which starts around 2024-07. The strategy never got past verification: it was abandoned after 1 iteration with 'verifying_stuck_3_timeouts', the same way its ETH cheap-gamma predecessor failed. No backtest metrics exist, so the thesis remains untested.

SpyAcCountertrendPullback ported the pinkfish 'ac-countertrend' bull-market dip-buying strategy to daily SPY.USEQ, keeping the source's rules, defaults and pullback quirk unchanged. It went through 3 iterations and hit repeated Layer 3 sandbox timeouts (over the 300s limit). The last version already used O(1) per-bar updates, and the developer noted the time appeared to go outside strategy code. The run was abandoned in the verification loop before any backtest metrics were produced, so the hypothesis itself was never tested.

UseqFaberAssetClassTrendSma10 set out to replicate the published Faber 10-month-SMA long-or-cash rule on five commission-free USEQ asset-class ETFs, with equal-weight 20% sleeves decided at each month end. The code was designed to keep per-bar work O(1), but across 3 iterations it never passed Layer 3 verification because the sandbox smoke test kept exceeding the 300s limit on a 2400-day daily window. The run was abandoned as a sandbox_timeout verification loop before any backtest, optimization or analyst review took place, so the trend-following hypothesis itself was never tested.

CezlsmaChandelierZlsmaGridLS tried to replicate geraked's CEZLSMA MT5 expert on LTCUSDT 15m Binance perps: Chandelier Exit flips filtered by Heikin-Ashi close against ZLSMA(50), with trailing stops and a x1.5 averaging grid. The hypothesis itself warned that lessons L167 (faithful FX ports die) and L171 (grid designs die) applied. Coding timed out three times, the run was abandoned as 'coding_stuck_3_timeouts', and no backtest, optimization or analyst review ever ran, so the strategy's viability was never measured.

The hypothesis proposed a 20-year USEQ test of top-3-of-5 asset-class momentum rotation (SPY/EFA/EEM/IEF/GLD) with monthly rebalancing, to add a non-crypto mechanism to the research corpus. The developer produced a partial implementation with ranking, equal-weight slot sizing and an optional absolute-momentum SHY filter. The coding stage timed out three times, and the run was abandoned as 'coding_stuck_3_timeouts'. No backtest, optimization or analyst verdict was produced, so the idea itself remains untested.

This hypothesis tried to port Hummingbot's PMM V1 symmetric limit-order market maker onto Binance spot BTCUSDT. The only platform changes were forced ones: fixed sizing at 25% of starting equity, a refresh on every 1-minute bar, and spot balance checks. The strategy never got out of coding: after 3 iterations the run was abandoned with reason 'coding_stuck_3_timeouts'. No backtest, optimization or analyst verdict was ever produced.

BtcOkxDonchianMidlineSlopeAccelLS reworked a high-turnover FMZ slope-flip strategy into a thresholded trend strategy on OKX BTC 4H bars. It entered on ATR-normalised midline-slope acceleration, exited on deceleration or a chandelier stop, and stayed flat in between. The hypothesis stressed O(1) per-bar indicators because of recent sandbox timeouts, but after 3 iterations the code still failed Layer 3 verification: the smoke test exceeded the 300s limit on a ~20,000-bar window. Backtest review, optimization, analyst review and risk review were never reached, so there is no performance data.

ThreeMAFGridEthBybit ported the 3MAF expert advisor (triple-EMA trend stack, fractal pullback entries, trailing stop and a 1.5x martingale grid with no hard stop) from USDCAD 15M to Bybit ETH perpetuals. It went through 3 iterations; according to the code header, iteration 2 shipped a placeholder string instead of code, and iteration 3 resubmitted the full source. That version then ran past the 300s Layer 3 sandbox backtest limit on a 208-day, ~20,000-bar window, and the pipeline abandoned it as a verification loop. No backtest, optimization, analyst or risk review ever ran, so the strategy's edge is still untested.

This hypothesis pre-registered a volatility-normalised EMA-distance trend rule on ETHUSDT.OKX 4H, predicting positive return together with positive skew, a low win rate and a right tail of large winners. The code went through 3 iterations. The last one only changed performance: the EMA and rolling volatility became O(1) running updates, and the trading rules stayed the same. The Layer 3 sandbox backtest still ran past its 300s limit on the ~20k-bar window, and the run was abandoned in the verification loop. No backtest, optimization, analyst or risk review was ever reached, so the pre-registered skew claim remains untested in the pipeline.

BbRsiGoldGridPortLS was submitted at the user's request as a faithful translation of the BBRSI MT5 expert onto Binance's gold perpetual (5m bars, about 9.5 months of history). The hypothesis itself noted that the default averaging/martingale grid belongs to a family that earlier lessons report as dead, and it pre-registered a grid-OFF variant as the only form considered potentially viable. The strategy never got through coding: after 2 iterations the pipeline abandoned it with 'coding_stuck_3_timeouts'. No backtest, optimization or analyst verdict was produced, so the idea itself was never tested.

This hypothesis ported geraked's AFAOSMD expert from NZDCAD FX to ETHUSDT.OKX 30m as a contrarian signal strategy with a trailing stop and a 1.1x averaging grid of up to 20 levels. A partial NautilusTrader implementation, AfaosmdEthOkxReverseGrid, was drafted. After 2 iterations the coding stage timed out three times and the run was abandoned with reason 'coding_stuck_3_timeouts'. No backtest, optimization, analyst or risk review took place, so the edge was never tested.

XrpCmTrendPullbackContinuationLS turned the 'one wave, three folds' band sub-module of an FMZ composite CTA system into a single-instrument, pure-OHLCV strategy on the XRP COIN-M inverse perpetual. It traded counter-moves inside an established 20-day trend, in the trend's direction, and was expected to be flat about 65-70% of the time. Across 3 iterations the strategy never got through verification: it was abandoned for 'verifying_stuck_3_timeouts', with no backtest, optimization, or analyst verdict. Its trading edge was therefore never tested.