← All recordsSW-0009 · Crypto · 2017-09-01 to 2025-06-30

Volatility-filtered momentum

Did not pass
360Versions testedevery combination, fixed in advance
+0.96Best versionreturn adjusted for risk, per year
+1.80Luck alonewhat the best scores if nothing works
0.010Scorehas to reach 0.950

Result against chance

Best version found+0.96What luck alone gives+1.80Smallest edge visible+2.68
If the best version cannot beat what luck alone produces from the same number of tries, there is nothing there. The third bar is the smallest real edge this test could have detected: anything below it is invisible to the test, and that limit is stated rather than hidden.

Spread across every version

-2.59median -0.13+0.96zero
Every version tested, worst to best. The box holds the middle half. Showing only the best bar is how noise gets sold as skill. 38% of versions finished above zero.
Sealed on the Bitcoin blockchain before the test ran.
sha256 3ea145e90bdf0d3a054541c0db7921ea57cb979ede800bf880d55815c5edc28b
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