ETH Reddit Mentions | ChartExchange

Been doing this for a while now — pre-register the rule, lock the cost model and decision threshold before touching data, correct for multiple comparisons whenever I'm testing more than one variant/asset/parameter at once. Figured it's time to actually lay out what's come out of it instead of posting each one separately.
Short version: eight of nine falsified outright. The ninth is sitting in a forward test right now, waiting on real data instead of anything I could've peeked at.
Started with the boring stuff — Friday close to Monday open fade on BTC futures, four different variants of it (ATR filters, weekend gap sizing, that kind of thing). Dead on arrival once you correct for testing four things at once. Same story with a standard vol-breakout setup, and with SMT divergence across gold, silver, BTC, SOL — ran four separate pre-registered versions of that one too, all four failed.
The SMC/ICT signal family was probably the most thorough falsification of the bunch — sweep, absorption, cascade, fair value gaps, opening window bias, tested on actual tick data instead of bars. Gross price moves were something like 7-10x smaller than round-trip cost across almost every setup. There was one cell that looked interesting (a cascade variant, BUY plus rising open interest at the 1-minute mark) but it was one cell out of over 30 tested, and it only showed up in one regime, so I'm not calling that a finding, just noting it exists.
Funding rate carry was the one where the "why" mattered more than the topline number. BTC and ETH just can't clear the cost floor, funding income never gets close. SOL was different though — in-sample the funding actually beat the cost floor, 0.55% vs a 0.48% floor. Should've worked. Didn't, because basis drift between the two legs ate the difference and it ended up net negative anyway. Two totally different ways to die.
Then there's the session-timing stuff, which took up most of the last few weeks. Gold vs dollar index divergence in the first two hours of London or NY — pooled test wasn't confirmed, came in at p=0.13 against a 0.10 bar. Splitting it open showed London was basically noise (looked great at 5 minutes, completely gone by 15), NY held up better across timeframes but that wasn't the headline test so I'm not claiming it as one.
Followed that up properly though. Locked NY-only as the actual headline this time, and made the confirmation period strictly forward — meaning everything I'd already looked at, including data from the first study, got reclassified as discovery-only and thrown out for confirmation purposes. Before any forward data even existed I ran the same exact rule on silver instead of gold, just to sanity check the mechanism. Came back p=0.0005 in the opposite direction. Not exactly a great sign for the gold version, but at least I found that out before wasting months waiting on it.
Then tried to formalize the "6 ICT session profiles" thing everyone posts screenshots of — Asia/London/NY blocks, turned each profile into an actual numeric rule instead of vibes, tested on BTC/SOL/XAU/XAG across three different threshold settings, 72 cells total once you multiply it out. Nothing survives Bonferroni. Lowest p-value in the entire sweep was 0.0025, which sounds good until you remember it's one cell out of 72.
Last one reused the same data to test something narrower — the Range/Manipulation/Expansion three-candle idea, two specific timing setups. This one's almost funny in how rare the setup actually is: even with the loosest thresholds I tried, 90%+ of days matched neither scenario. Under strict thresholds it's north of 99%. So beyond just failing the significance test, there's barely enough sample to ever say anything meaningful about it in the first place.
The thing that keeps nagging me across three of these now, using three completely different signal constructions: silver does not behave like gold. Opposite sign in the forward test, worst performer across all 72 cells in the profile study, negative in 7 of 8 cells in the reversal-day one. I've stopped assuming XAU and XAG are interchangeable for anything session-timing related, because apparently they're not.
All the repos (pre-registration docs, data collection scripts, the analysis code, raw results) are linked from my profile.

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