One-file PoC of the validated crypto XS-momentum edge. ONE shared compute_weights()
drives backtest AND live (no skew); no lookahead; funding-as-PnL; sqrt-impact cost.
Backtest reproduces research (gross +0.83, net +0.43@$20M, capacity curve, turnover
9.8%). Regime diagnostic = clean NEGATIVE (no feature predicts momentum favorability,
IC~0 IS/OOS) -> de Prado meta-labeling/regime overlay empirically unwarranted, runs
flat-sized. Paper mode = live forward-test (Binance ASCII perps, market-neutral book,
intended trades + paper PnL persisted). Python is the right tool for weekly crypto MFT;
foxhunt Rust/CUDA is HFT-ES-specific (concepts reused, plumbing not).
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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