Every study here is graded the same way — how vyx tests a signal.
Studies
A trading idea graded against real market events, beside what chance catches, then on history it never saw.
Do lagging crypto coins catch up when Bitcoin moves? 798 sharp BTC moves on 5-minute bars
Yes, a little, and not by enough to pay for the trade over the half hour a laggard trader usually holds. After Bitcoin moved 2 standard deviations or more in 15 minutes, the crypto coins that normally follow it but had not yet beat the rest of the market by +4.9 bp over the next 30 minutes on the window the rule was picked on, and by +4.7 bp on an earlier window no test had seen, against about 10 bp for a market-order round trip. Coins much further behind did no better: −3.7 bp and +1.3 bp.
Is crypto trending or chopping this month? 10 months of 4-hour data say you can't tell in advance
Crypto alternates between trend months and chop months, and nothing we could see in advance told them apart. On 4-hour bars across the top 100 Hyperliquid markets, momentum won 5 of 10 months and mean reversion the other 5 (the clear trend months by z 2.8–7.9). The best market-wide read, breadth, called all 5 months it was fitted on right and still made −0.2% of risk per setup against +5.3% for always trading momentum; on months it never saw, −1.0% against +0.9%, and −9.5% against −1.4%. Even a perfect hindsight month-picker would have added only 1.7 points.
Which crypto markets break out next? Five signals tested against 124 pump onsets, the survivors on 153 more
The sharpest clue of the five we tested is a market already beating BTC while it sits under its 24-hour high: it lit before 66% of 124 pump onsets, where chance caught 35–49%, and on 153 onsets it never saw, each time it switched on a pump followed within 6 hours 2.5× as often as after a random hour. Volume spikes and rising open interest caught no more pumps than chance.