← All recordsSW-0041 · Crypto · 2019-02-01 to 2025-06-30
Vol-scaled cross-sectional momentum
Did not pass
45Versions testedevery combination, fixed in advance
+1.04Best versionreturn adjusted for risk, per year
+0.77Luck alonewhat the best scores if nothing works
0.745Scorehas to reach 0.950
Result against chance
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
Every version tested, worst to best. The box holds the middle half. Showing only the best bar is how noise gets sold as skill. 87% of versions finished above zero.
Sealed on the Bitcoin blockchain before the test ran. sha256 e6aad840fe4b3a4f15c0673cce445fc137638e25065abc3fc2fb40ee2bc784e3