Moving average crossover (20/50) + weekly filter
The higher time frame's context is the view of the trail from above: trading with it, instead of looking only at the short chart, greatly raises the trade's probability.
Measured in crypto — Binance spot · 540 pairs, delisted ones included · 0.2% per round trip
- ✓invariance
- ✓costs
- ✓placebo
- ✓benchmark
- ✓out of sample
- ✓multiple testing
What was measured
How many of those trades actually count
What it paid, before any deductions
Why it passed
- the profit spread across the trades instead of coming from a handful
- the edge survived the broker's fee
- it paid more than entering on randomly drawn dates
- it paid more than buying and holding for the same stretch
- the result came back in the separated pieces of the data
- it survived the discount for having tested many versions
What this result does NOT say
- One market, one universe
- Measured on 540 spot cryptocurrency pairs, delisted ones included. It says nothing about futures, equities or indices, nor about how the same technique behaves in another market.
- One window of time, not every window
- The measured period runs from 2017-08-17 to 2026-07-28. A market moves through regimes, and a technique can work in one and fail in another — the card measures the regimes that fit inside this window, not the ones still to come.
- One cost structure
- The cost charged is 0.10% per leg, in and out. Anyone paying more than that gets a worse result, and anyone paying less gets a better one — the verdict holds for this fee.
- One exit rule
- The trade was closed by: the auditor's fixed horizon (10 bars). The same entry measured with a different exit is a different strategy, and can earn a different verdict — it happens in this archive.
- The number of trades is not the sample size
- There are 10,529 trades, but only 301 independent market episodes: a single move fires the technique across dozens of assets at once, and counting those as separate observations inflates any result. It is the smaller number that governs the arithmetic. With 301 episodes, what the data supports is a range from +1.09% to +3.38% per trade — the published average is the centre of it, not the exact measurement.
- Daily bars
- Measured at the daily close. Nothing here measures what happens inside the day, and an intraday technique is not auditable with this data.
Numbers and reproducibility
The six controls
| control | status | t | threshold | episodes |
|---|---|---|---|---|
| invariance | passed | — | — | — |
| costs | passed | 3.50 | 1.97 | 301 |
| placebo | passed | 3.86 | 1.97 | 301 |
| benchmark | passed | — | — | — |
| out of sample | passed | — | — | — |
| multiple testing | passed | — | — | — |
- invariance10529 signals across 750934 bars
- costsgross +2.236% · cost 0.200% · net +2.036% (t=3.50)
- placeboactual +2.036% · placebo -0.240% · excess +2.276% ± 0.589% (t=3.86 against a threshold of 1.97, 301 real groups, 526,450 sham dates, draw error ±0.026%)
- benchmarktechnique +2.04% · buy and hold (same horizon) +0.03% · excess +2.01%
- out of sampleasset half A: +2.044% (t=3.12, 288 episodes) · asset half B: +2.026% (t=3.15, 284 episodes) · liquid half (>= US$ 2,066,613/day): +1.869% (t=2.78, 297 episodes) · illiquid half: +2.225% (t=3.10, 264 episodes) · period 1/4 (2017-10-11 a 2022-04-27): +2.109% (t=2.15, 147 episodes) · period 2/4 (2022-04-28 a 2023-11-09): +1.334% (t=1.21, 56 episodes) · period 3/4 (2023-11-10 a 2025-05-05): +2.808% (t=2.10, 55 episodes) · period 4/4 (2025-05-06 a 2026-07-18): +1.892% (t=2.58, 45 episodes)
- multiple testing1 variation(s) tested · t=3.50 across 301 episodes (equivalent to t=3.49) · p≈0.0005 · false positives expected by chance ≈ 0.00
Reproducibility
- period
- 2017-08-17 to 2026-07-28
- assets that traded
- 540
- variations tested before this one
- 1
- gross per trade
- +2.24%
- net per trade
- +2.04%
- exit rule
- the auditor's fixed horizon (10 bars)
- horizon bars
- 10
- fee per leg
- 0.001
- episode days
- 10
- fast average
- 20
- slow average
- 50
- filter weeks
- 4
Binance spot klines (delisted pairs included) · collected from 2026-07-27 23:31 to 2026-07-28 14:29 · 540 assets · 750,934 bars · 2017-08-17 to 2026-07-28
Seed not recorded: audits before 2026-07-29 used 20260728 by convention in the code, and the value is not in the record.
Hypothesis, filed before the result
The isolable thesis of the third transcription: adding an INTERMEDIATE LEVEL to the cascade improves the result. The previous one tested two levels (a weekly filter over a daily entry) and the filter did separate, against my prediction. Now I test three: a weekly filter over a CHART PATTERN on the daily. Prediction filed beforehand, and this time in the technique's favour: I expect the filter to improve the t of the chart patterns too, because it has already improved it on four of four indicator techniques. A specific prediction that can fail: I expect NO filtered chart pattern to reach PASSED, because they die at the placebo and out of sample, and a direction filter does not fix replication.
filed on 2026-07-28, before the number existed
The original, as it was filed
A tese isolável da terceira transcrição: acrescentar um NÍVEL INTERMEDIÁRIO à cascata melhora o resultado. A anterior testou dois níveis (filtro semanal sobre entrada diária) e o filtro separou, contra a minha previsão. Agora testo três: filtro semanal sobre PADRÃO GRÁFICO no diário. Previsão registrada antes, e desta vez a favor da técnica: espero que o filtro melhore o t dos padrões gráficos também, porque ele já melhorou em quatro de quatro técnicas de indicador. Previsão específica que pode falhar: espero que NENHUM padrão gráfico filtrado chegue a APROVADO, porque eles morrem no placebo e no fora da amostra, e um filtro de direção não conserta replicação.
Pre-registration exists to keep prediction apart from rationalisation: written after the number, every hypothesis is right.