jgrusewski f4bd1e2432 research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated ...

- crypto_mft_xsec / mft_*: intraday/MFT XS price edge FALSIFIED (fee-trap)
- crypto_cascade_reversion: liquidation-cascade reversion FALSIFIED (continuation)
- crypto_trend_sizing: TS-trend return-engine reconfirmed (Sharpe ~1.25)
- crypto_stablecoin_dislocation/harden/intraday: short-rich peg-reversion VALIDATED (bounded, uncorrelated); long-cheap = death-spiral trap

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

2026-06-21 10:40:34 +02:00

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cross_exchange_funding.py

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cross_venue_funding.py

feat(crypto): cross-venue harness -> hysteresis (deployable) + deep full-year history

2026-06-07 18:58:24 +02:00

crypto_cascade_reversion.py

research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated

2026-06-21 10:40:34 +02:00

crypto_funding_harvest.py

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crypto_funding_liveness.py

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crypto_funding_oos.py

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crypto_funding_paper.py

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crypto_mft_xsec.py

research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated

2026-06-21 10:40:34 +02:00

crypto_stablecoin_dislocation.py

research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated

2026-06-21 10:40:34 +02:00

crypto_stablecoin_harden.py

research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated

2026-06-21 10:40:34 +02:00

crypto_stablecoin_intraday.py

research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated

2026-06-21 10:40:34 +02:00

crypto_sweep.py

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crypto_trend_sizing.py

research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated

2026-06-21 10:40:34 +02:00

energy_battery_gate.py

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energy_capture_gate2.py

result(crypto): cross-venue funding arb PASSES clean OOS (the breakthrough)

2026-06-07 19:08:08 +02:00

energy_capture_gate.py

result(crypto): cross-venue funding arb PASSES clean OOS (the breakthrough)

2026-06-07 19:08:08 +02:00

energy_intraday_gate.py

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equity_cohort_challenge.py

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equity_factor_gate.py

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equity_lowvol_detail.py

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equity_lowvol_gauntlet.py

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equity_vrp2.py

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equity_vrp3.py

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equity_vrp.py

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fetch_caiso.py

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fetch_crypto_pit.py

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fetch_crypto.py

result(crypto): cross-venue funding arb PASSES clean OOS (the breakthrough)

2026-06-07 19:08:08 +02:00

fetch_daily.py

feat(surfer): fxhnt combined-book forward-track cron + dynamic fetch END

2026-06-14 00:09:40 +02:00

fetch_earnings.py

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fetch_equities.py

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fetch_es_1m.py

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fetch_more_futures.py

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fetch_xsp.py

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fetch_xvenue_hist2.py

feat(crypto): cross-venue harness -> hysteresis (deployable) + deep full-year history

2026-06-07 18:58:24 +02:00

fetch_xvenue_hist.py

research(crypto): cross-venue funding arb survives net-of-cost with hysteresis

2026-06-07 18:33:28 +02:00

floor_experiment.py

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fng_gate.py

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fxhnt_forward_cron.sh

fix(surfer): futures fetch weekly (Sunday only) in forward-track cron — cost control

2026-06-14 00:11:00 +02:00

growth_discipline_backtest.py

backtest: growth-discipline multi-premia (QQQ core + trend sleeve + book)

2026-06-08 09:42:30 +02:00

growth_discipline_paper.py

feat: growth-discipline forward-tracker (NAV sim, alongside the live book)

2026-06-08 09:45:35 +02:00

growth_fusion_backtest.py

backtest: fusion (regime-adaptive QQQ<->crisis-alpha) FAILS OOS, keep static GD

2026-06-08 23:01:04 +02:00

ibkr_paper_book.py

feat(ibkr-bot): mini test mode — validate paper env + order routing with 1 share

2026-06-07 22:59:27 +02:00

mft_4h_harden.py

research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated

2026-06-21 10:40:34 +02:00

mft_harden_v2.py

research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated

2026-06-21 10:40:34 +02:00

mft_horizon_sweep.py

research(surfer): crypto edge-falsification probes — intraday/cascade dead, stablecoin peg-reversion validated

2026-06-21 10:40:34 +02:00

mft_quality_test.py

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micro_gate.py

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momentum_robustness.py

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multiasset_futures.py

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multisignal_combine.py

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multisignal_walkforward.py

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multistrat_book_v2.py

result: hedge-fund reframe -> moat is cheap leverage, not the strategy

2026-06-07 19:48:46 +02:00

multistrat_book_v3.py

result: hedge-fund reframe -> moat is cheap leverage, not the strategy

2026-06-07 19:48:46 +02:00

multistrat_book.py

result: hedge-fund reframe -> moat is cheap leverage, not the strategy

2026-06-07 19:48:46 +02:00

multistrat_bot.py

fix: broker-data sanity-check + drop incomplete intraday bar (two live-only bugs)

2026-06-08 16:01:04 +02:00

multistrat_dd.py

add: drawdown-profile analysis tool (multistrat_dd.py)

2026-06-08 16:11:06 +02:00

multistrat_etf_backtest.py

backtest: deployable ETF book Sharpe +1.20, maxDD -5.4%, every year positive (beats 60/40)

2026-06-07 20:28:37 +02:00

multistrat_etf_expanded.py

test: diversification maxed in base-6; more streams dilute (they're beta-repackaging)

2026-06-07 20:50:27 +02:00

multistrat_longhist.py

test: multi-strat 20yr robust (survived 2008/2020/2022) + bootstrap CI (p5 +0.62)

2026-06-07 21:47:32 +02:00

multistrat_paper.py

fix: broker-data sanity-check + drop incomplete intraday bar (two live-only bugs)

2026-06-08 16:01:04 +02:00

multistrat_vol_test.py

test: ML vol-nowcaster (Mamba2/CfC/TLOB proxy) doesn't help risk layer

2026-06-07 20:14:25 +02:00

multistrat.py

result: hedge-fund reframe -> moat is cheap leverage, not the strategy

2026-06-07 19:48:46 +02:00

news_sentiment_test.py

test: FinBERT news-sentiment (real LLM, real FNSPID data) -> dead for retail

2026-06-07 21:13:54 +02:00

pead_gate.py

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pead_real.py

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phase1_signals.py

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pit_realism.py

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pit_sweep.py

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portfolio_harvest2.py

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portfolio_harvest3.py

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portfolio_harvest.py

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reflexivity_test.py

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research_ab.py

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research_book.py

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research_capacity.py

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research_diversifier.py

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signal_sweep.py

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sixtyforty_paper.py

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strategy_compare.py

doc+tool: CAGR-maximizer reference plan + side-by-side strategy comparison

2026-06-08 08:34:49 +02:00

surfer_poc.py

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vrp_diversifier.py

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vrp_tail.py

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xcorr_leadlag.py

test: cross-market connectedness = diversification, not alpha

2026-06-07 20:46:38 +02:00

xvenue_sim2.py

research(crypto): cross-venue funding arb survives net-of-cost with hysteresis

2026-06-07 18:33:28 +02:00

xvenue_sim3.py

research(crypto): cross-venue funding arb survives net-of-cost with hysteresis

2026-06-07 18:33:28 +02:00

xvenue_sim_oos2.py

correction(crypto): cross-venue arb is MARGINAL not breakthrough (honest fixed-pair OOS)

2026-06-07 19:10:13 +02:00

xvenue_sim_oos.py

test(crypto): clean OOS for cross-venue arb (IS-pick config -> OOS-blind apply)

2026-06-07 19:03:30 +02:00

xvenue_sim.py

research(crypto): cross-venue funding arb survives net-of-cost with hysteresis

2026-06-07 18:33:28 +02:00