← All recordsSW-0039 · Crypto · 2019-02-01 to 2025-06-30

Cross-sectional momentum

Did not pass
45Versions testedevery combination, fixed in advance
+0.97Best versionreturn adjusted for risk, per year
+0.86Luck alonewhat the best scores if nothing works
0.605Scorehas to reach 0.950

Result against chance

Best version found+0.97What luck alone gives+0.86Smallest edge visible+1.95
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

-0.62median +0.40+0.97zero
Every version tested, worst to best. The box holds the middle half. Showing only the best bar is how noise gets sold as skill. 82% of versions finished above zero.
Sealed on the Bitcoin blockchain before the test ran.
sha256 ae0a502318589e6605f6179ce316ce99ad9315fce590889a8aafe7983497257b
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