公开档案方法论
研究
公开档案——已检验并关闭的策略。每张卡片：论点 → 数据 → 结果 → 根因 → 结论。格式参见 RESEARCH_REPORT_TEMPLATE.md（de Prado）。
策略正文暂以英文显示，中文翻译进行中。
如何阅读档案
我们发布的不是“成功故事”，而是严谨的零结果：为何大多数想法无法通过对试验次数与样本外分组的校正。有效策略在私有区。
全部策略
14 个已关闭策略 01Ride the Whale — detecting accumulation in the book detect a large trader building a position and step in ahead of them 164,902 events → MFE/MAE ≈ 1.0 (pure noise) 已关闭 02Informed Flow Detection volume passes without moving price → someone is absorbing/accumulating → price follows them 2,090 signals → MFE/MAE = 0.99 across all types 已关闭 037 Funding Exploits (on majors) systematically sweep 7 mechanics around funding/settlement looking for a structural edge 0 / 7 已关闭 04Spread Trading — Calendar / Basis / Cross-Asset trade perp-vs-quarterly spreads, the basis premium, and cointegrated pairs MMs hold the spread <1 bps; no pair is stably cointegrated 已关闭 05Astrology / Mercury Retrograde vs BTC lunar phases, Mercury retrograde and zodiac transits predict BTC zero edge across all 12 signs 已关闭 06Icebreaker — breakout momentum momentum at the breakout-bar close (mom-k0) selects continuation of the move 7/7 scorecard → turned out to be a 1-bar lookahead artifact (causally 3/7, CPCV −2.48) 已关闭 07Arbitrage (6 tracks) classic arbitrage: cross-exchange, CEX-DEX, on-chain pools, etc. 6 tracks tested — all dead 已关闭 08CVD / buy-sell classification (TIB·VIB·DIB·CVD) cumulative volume delta and buy/sell imbalance predict direction 461 signals, all |corr|<0.05, ML acc 47.5% (worse than random) 已关闭 09Cascade Tick Bars tick/imbalance bars catch the start of a liquidation cascade for a directional entry 3 days: WR 100% (false) → 90 days: WR 47%, net −0.10%/trade, Sharpe −3.4 已关闭 10TradFi Tick Shadow (NQ → BTC) after a strong NQ (Nasdaq) day, BTC catches up post-close 44 events / 180 days, follow rate 48% (random) 已关闭 11Signal Denoising (Wavelet + Kalman) denoising price (wavelet/Kalman) improves the directional entry standalone 0/8 validation (Kalman velocity is useful as a tool) 已关闭 12Denoised Big Move catch large moves on a denoised signal 0/8 validation — long-only beta on a bull market 已关闭 13Equity Market / PEAD / Micro-Cap port equity-market edges (post-earnings drift, microcaps) onto our stack PEAD ~0.1%/trade (negligible); US 8-K: costs = edge 已关闭 14News Event Trading (Strategy/Saylor BTC sale) trade the predictable reaction to major news events (BTC sales, etc.) N=2 in all history — not systematizable 已关闭
有效策略（LIVE/paper）在私有区，按需开放访问。
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