← Research

Why an edge should exist / hypothesis

Large events (Strategy sold 32 BTC, −6% in a week) produce a predictable reaction.

Construction

Short into/after the event is published.

Test data

N=2 comparable events.

Results

The weekend short caught the tail of one (entry $61.8k, but a Sunday reversal → −1.62%). The main move happens within minutes of publication; retail is late.

Validation

N=2 — no statistics.

Root cause

Too rare; latency vs algo funds; OTC volumes are invisible on-chain.

Verdict

Not actionable.

Source

archive/NEWS_EVENT_TRADING_RESEARCH.md