Strategies

SpotRangeAcceptanceRetests turned an FMZ essay about falsifiable trading decisions into a rule: after a Binance spot breakout on BCH, ETC or ATOM, wait for a confirmed retest of the frozen range boundary before trading the Hyperliquid perp. On 893 days of clean overlapping 4H data it closed 188 trades for -2.12% total return and a Sharpe of -0.26, averaging -0.026% per trade against the 0.15% floor. Most of the drag was modeled impact of $12.6k, which exceeded the roughly +0.42% pre-cost profit. That pre-cost profit came only from 2024 and the high-volatility regime, and ATOM and ETC lost money overall. The analyst abandoned it at backtest review after one iteration, citing negative expectancy and a signal with no measurable predictive power, so optimization and later stages were never reached.

AvaxSpotHedgedHyperliquidCarry hedged long Binance AVAX spot against a short Hyperliquid AVAX perpetual to collect persistent positive funding. It passed backtest review with an 'optimize' verdict: the hedged cycles worked as designed, funding was credited, and the 0.515% average trade return cleared the fee floor, though only 14 baskets supported a Sharpe of 0.18. After one iteration and optimization, the analyst found the carry had decayed. 2024 produced all the profit, 2025 lost money net, and there were no trades in 2026. The strategy was abandoned on the hard positive-years gate (1 of 3), with the analyst stating that costs were not the cause.

This run ported ChaoZhang's two-system Turtle Donchian breakout from FMZ to DOGEUSDT.OKX on internally aggregated 3H bars, keeping the source's default inputs and constants. Across 2 iterations, the full-history backtest produced +166% over 843 trades but a Sharpe of only 0.55, an average trade return of 0.145% (below the 0.15% floor), and an 88% drawdown, and five outlier trades accounted for all of the profit. The analyst abandoned it at backtest review before optimization, citing no edge after costs and a structural drawdown the tunables could not fix. The rejection covers only this DOGE/OKX 3H setup; the author's BTC configuration and Turtle breakouts in general were not tested.

NearHyperliquidFractalStepTrail tested a two-direction fractal breakout adaptation with stepped trailing protection in one iteration. It earned 9.259% across 423 closed campaigns with Sharpe 0.437, but average net campaign return was -0.221%. The largest winner supplied approximately 53% of net profit, while calm and normal volatility regimes lost money. Backtest review abandoned this configuration before optimization because its average percentage expectancy failed the review floor.

The strategy translated kalvey16’s previous-VWAP limit rules to ETH OKX five-minute trading with adapted position sizing. After one iteration, its full-history backtest produced 1,712 closed trades, a -43.04% return and Sharpe -1.57. Backtest review abandoned it for negative expectancy, including losses before execution costs, and found no justified optimization path because all parameters were frozen. Optimization, post-optimization analysis and risk review were not reached.

This run ported Freqtrade's AwesomeMacd unchanged to NEARUSDT spot on 1h bars, as a replication test rather than a predicted edge. The 6-year backtest shows the port follows the source rules, but the signal carried no information: 462 trades averaged 0.093% each, profit factor was 0.923, Sharpe was -0.59, and modeled impact drove the account to zero in December 2022. The backtest reviewer abandoned the run after one iteration because it was below the spot fee floor and lost money even before impact, so optimization and later stages were not reached. The reviewer also flagged an unverified engine issue for review: trades kept opening after the equity curve hit zero.

OkxAltSqueezeReleasePanelLS traded breakouts from low-percentile range compressions across five OKX alt perpetuals on 4H bars, with risk-parity sizing and ATR trailing stops. Its single full-history backtest made +18.0% over 825 trades, but Sharpe was only 0.30 with a confidence interval spanning zero, and per-trade return was 0.086%, under the 0.15% fee floor. Losing years in 2020, 2022 and 2023, a negative signal IC, and an edge concentrated in shorts led the backtest reviewer to abandon it on iteration 1 without optimization. The verdict rejects only this operationalization, not squeeze-release ideas in general.

This run ported Quantiacs' WMA/ROCP trend-following state machine onto a seven-name OKX USDT-perp basket, trading daily long/short with equal weights. On the first iteration's backtest the basket lost 15.57% over about 4.7 years, with 58 trades, profit factor 0.920, Sharpe 0.19 and a 64.31% drawdown. Price moves produced only a small gain, and funding costs turned the result into a loss. The analyst abandoned it at backtest review, before optimization, while noting that this does not reject the original Quantiacs strategy or every possible parameter variation.

After one iteration, the strategy tested funding-conditioned NEAR continuation on Hyperliquid with OKX price confirmation. Across 197 closed trades, it returned -1.979% with Sharpe -0.937 and average trade return -0.350%. Losses were concentrated in its 193 shorts, and funding credits did not rescue the economics. Backtest review recommended abandonment before optimization because no measured viable parameter region or implementation defect justified further search.

FreqtradeAdxSmasNearSpot replicated the Freqtrade AdxSmas rules (ADX-gated SMA3/6 cross, +10% ROI, -25% stop) on NEARUSDT 1h spot, and its trades matched that spec. Over about 6 years it made 745 trades with profit factor 0.80 and avg_trade_return_pct of -0.467%; before fees, the mean price-only return per trade was about -0.014%. At backtest review the analyst abandoned it for negative expectancy, noting that optimization would only replay a fully frozen configuration, so the optimization, analysis and risk stages were never run. The analyst also flagged a ledger anomaly for separate engine review: a -100% liquidation on a 1x cash account, and trades that kept printing P&L afterwards.

The Research Lead turned Benson's GARCH-quantile-regression idea into a long/short BCH perpetual strategy on Hyperliquid's 4H bars, trading reversals from fitted quantile bands. After 2 iterations the baseline backtest made 421 trades and returned -25.96% (Sharpe -1.76, profit factor 0.759). Costs swamped a modest gross edge, and the strategy lost in every year and volatility regime. The analyst abandoned it at the backtest review for negative expectancy, so optimization, risk review and promotion were never reached. The analyst noted that this rejects this particular version, not GARCH-quantile methods in general.

FaithfulXlmSpotAdxMomentum reached backtest review after one iteration as a fixed-parameter hourly XLM spot replication. Its 1,228 closed trades produced -8.93% net return and a -0.457 Sharpe, with average losses of about $297 versus average wins of $79 despite a 77.04% win rate. Backtest review abandoned it for negative expectancy, and no optimization or later review stages followed. The verdict rejects this instrument-specific replication, not ADXMomentum universally.

After one iteration, FmzUseqThirtySessionReversalBasket tested a fixed twelve-stock, 30-session ranking rule with five-session long-loser/short-winner baskets. All twelve input audits passed, but 1,437 completed baskets produced -63.64% return and Sharpe -0.229, with losses in every volatility tercile. Backtest review abandoned it before optimization because expectancy was negative, principally on the short side. This rejected the tested operationalization, without rejecting the source author's complete strategy or equity reversal generally.

The Research Lead tested a literal reading of Chio's VPVMA indicator as a long-only, three-sleeve ETF panel on DIA, QQQ and SPY. The baseline backtest made +148% over 24 years with Sharpe 0.33 and 0.204% per trade, so the backtest review sent it to optimization. Every one of the 59 walk-forward windows rejected the frozen parameter set for breaching the 30% drawdown constraint (actual 39.66%), and the analyst found zero signal information (IC -0.003) and a negative information ratio versus buy-and-hold. It was abandoned after one iteration. The verdict covers only this literal SVWMA operationalization, not the author's probable LVWMA intent.

KitchenSinkRidgeWeeklyLSUseq operationalized QuantRocket's TheKitchenSinkML framework without the fundamental, sector, VIX and TRIN data the platform lacks: a numpy ridge regression ranked 68 large caps weekly into a 10-long / 10-short dollar-neutral book. On a reliable sample of 3,597 closed positions it lost 7.9% with Sharpe -0.16, PF 0.973 and five of seven years negative; nearly all of its gains came in the 2022 rate-shock regime while the normal-volatility tercile lost 13.9%. The forecast's IC was -0.10, so at backtest review the analyst abandoned it before optimization (iteration 1) for negative expectancy unrelated to costs. The rejection covers only this operationalization, not the full source framework.

This strategy ported the FMZ SuperTrend 45/3 state machine to 15-minute BCHUSDT.OKX with 20%-of-equity sizing and no extra risk exits. The full-history backtest produced 5748 trades with a -0.375% average trade return, PF 0.66, Sharpe -1.94 and negative mean returns in every year, which confirmed QA's earlier sandbox concern (-0.466%, PF 0.556). The backtest-review gate abandoned it after one iteration for negative expectancy, and it never reached optimization, analysis or risk review. The verdict covers only this frozen BCH port, not the original BTC/USD strategy or SuperTrend in general. The reviewer also flagged ledger inconsistencies for the operator: trades continue after the 2021-02 liquidation, avg_holding_bars reads 0, and avg_position_pct is 33% against a 20% target.

This strategy turned Zhang's Model II filtered-spread Strategy C into a hedged PEP/KO daily pairs trade on split-adjusted (not dividend-adjusted) USEQ prices. It took three iterations, the last of which replaced frozen 1972-75 coefficients with a yearly causal refit. On the full 1992-2024 history it lost 2.74% over 107 baskets, with Sharpe -0.17, profit factor 0.81 and a signal IC of 0.002, and it lost in both the calm and stressed regimes. The backtest-review gate abandoned it before optimization for negative expectancy not explained by costs. That rejects only this platform version, not Zhang's dividend-adjusted results with simulation-selected boundaries.