Public sample — deliverable format
Pre-registered daily BTC/USDT trend hypothesis (Donchian + ATR trail, long-only, EMA filter). Archived lab report: H001_20260810T082405Z (Aug 2026). This page shows the report structure a buyer receives — applied here to my own failed experiment, not a client strategy.
I assess whether the tests and evidence you provide support the result. I do not rerun the strategy, generate new statistical tests, optimize it, or certify profitability.
This document is methodological risk screening on materials provided (here: an archived lab report). It is not investment advice, a recommendation to buy or sell any instrument, or permission to trade. It does not certify absence of leakage or reproduce a full backtest. Past backtest results do not predict future performance.
H001 tested a pre-registered daily BTC/USDT long-only trend rule with walk-forward out-of-sample segments and a documented null test (100 permutations; pass if combined OOS PnL exceeds the 95th percentile of the null distribution). Combined OOS metrics look acceptable on headline PnL and expectancy, but pre-registered gates failed on null test and minimum trade count.
Evidence verdict: Insufficient
| Item | Received | Notes |
|---|---|---|
| Trades / results export | Yes | From archived lab report H001_20260810T082405Z |
| Rules / assumptions | Yes | Pre-registered hypothesis summary (Donchian + ATR trail, long-only, EMA filter) |
| Code / notebook (static) | Not provided | Not included in this public sample |
| OOS definition stated | Yes | Walk-forward: 730 train / 180 test bars, step 180 |
| Null / permutation results | Yes | Documented in report: 100 permutations; 95th percentile threshold 455.5 |
| Check | Rating | Comment |
|---|---|---|
| Data timing vs signal (leakage) | Not assessed | Public OHLCV only in sample; no separate leakage audit documented |
| Costs & slippage realism | Partial | Pre-registered 10 bps fee + 5 bps slippage per side; not validated against live fills |
| IS/OOS or walk-forward integrity | Partial | Walk-forward defined; fold 7 had zero OOS trades |
| Parameter selection discipline | Partial | Parameters locked before OOS per lab protocol; not re-audited here |
| Multiple testing awareness | Not assessed | Not provided in public sample |
| Null / permutation / placebo | No | FAIL — observed 113.9 < threshold 455.5; null mean 148.8 |
| Sample size / trade count | No | 13 combined OOS trades < 15 minimum gate |
| Period robustness | Partial | fold_1 negative expectancy (−6.51/trade) while other folds positive |
| Backtest vs plausible execution | Partial | Daily Binance spot; fixed bps only — execution gap remains |
5.1 Data & leakage
Symbol: BTC/USDT · 1d · Binance spot (public OHLCV). Leakage risk not separately assessed in this public sample.
5.2 Costs & execution assumptions
Pre-registered cost model: 10 bps fee + 5 bps slippage per side. No live execution data provided.
5.3 OOS / walk-forward
Walk-forward: 730 train / 180 test bars, step 180. Combined OOS: 13 trades; expectancy 8.76 per trade (currency units on 1,000 start); total OOS PnL 113.92; win rate 46.15%; profit factor 2.48; max drawdown −1.95% on trade equity path. Gates oos_expectancy_gt_0 and oos_total_pnl_gt_0: PASS.
5.4 Statistics & null tests
Null test (as documented in report): 100 permutations; pass if combined OOS PnL > 95th percentile of null. Observed 113.9 < threshold 455.5; null mean 148.8 — FAIL. Backtest Evidence assessed this documented test; it did not generate or rerun permutations for this sample.
5.5 Robustness & limitations
Sample gate: 13 < 15 required trades — FAIL. Period mix is unstable (fold_1 negative). This review does not certify profitability or absence of overfitting.
Hypothesis (pre-register before running): New hypothesis ID — do not tune H001 parameters on this OOS.
Change vs current backtest: Either archive H001 or open a new pre-registered variant (e.g. longer history requirement before any paper trading).
Success / fail gates (measurable): Same pre-registered null bar and ≥ 15 OOS trades before any paper trading — still no live capital until all gates pass.
Explicitly out of scope: Parameter optimization on H001 OOS; live deployment; signal service.
Not applicable — public educational sample. Paid reviews include one async clarification round by email.
For paid client reviews: working copies of your files are deleted within 14 days of final report delivery unless you request earlier deletion. See FAQ and Privacy.
This public sample uses only metrics copied from an archived lab report — no client files were uploaded.
Educational sample based on a failed personal lab experiment. Numbers are copied from the archived report only. Not a recommendation to trade any strategy.
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