QuantProp. Analyze a trade file ↗
Home / Research archive / Coinback research archive
coinback / Experiment result

E-02. Strategy 1 (RSI mean reversion) defaults, train (2026-07-08)

RSI + Bollinger + trend filter defaults on BTC 1h train: -8.88%, Sharpe -0.333 and only 29 trades in 2.4 years.

Original record: 2026-07-08 · Migrated: 2026-10-27 · Translated from Korean: 2026-10-27
A historical record, not rerun in this migration.

The figures, hypotheses and verdicts of the time are preserved. A past positive result or candidate mention does not mean validated profitability today or a live-trading recommendation. Validation periods that were already used are not treated as new independent validation.

This is an English translation of a preserved Korean original. It describes conditions at the time of writing, not current provider specifications, costs or regulations. Phrases in the original about blocking or avoiding losses interpret simulated experiments and are not realized account results. Statistical trial counts differ from the number of independent strategies or CSV rows.

E-02. Strategy 1 (RSI mean reversion) defaults, train (2026-07-08)

  • Result: total -8.88% / Sharpe -0.333 / MDD -15.36% / 29 trades / costs equal to 6.29% of total P&L
  • Analysis: no edge at default parameters (as expected — a saturated strategy). 29 trades in 2.4 years is too small a sample for any statistical conclusion. The 3-part entry condition (oversold + lower band + uptrend) is structurally sparse. MDD already brushed the account kill threshold (-15%) — evidence that the kill threshold binds at realistic levels.

Source and migration evidence

Source: backtest/docs/experiment-log.md#E-02

Original SHA-256: 069c4aaaf53a20930ca8d94ba6365b4ce2b6bc560171d662a4c179ea55a6857c

Raw data and account information are not part of the public package. The original results do not replace statistical or scientific revalidation. The English text is a translation; numbers, tables and charts are carried over unchanged.

Linked records

Evidence and follow-up records

archive / hub

Coinback research archive

E-01 through E-25 and the surrounding research record, including execution-cost, funding, maker replay and liquidation-data diagnostics.

READ THE EVIDENCE
archive / hub

The record behind the research.

Stockback and Coinback research records in English, translated from the Korean originals and preserved with source hashes and explicit historical context.

READ THE EVIDENCE
methodology / hub

Evidence has a chain of custody.

Every result should tell you what was known, what was assumed, and what remains untested.

READ THE EVIDENCE
policy / policy

The assumptions belong beside the result.

Research, education and tools are not personalized investment advice.

READ THE EVIDENCE
archive / article

E-01. Data collection and sealing (2026-07-07)

4 years of BTCUSDT futures at 4 resolutions with 0 gaps, 0 duplicates and a sha256-sealed train/val/test split.

READ THE EVIDENCE
archive / article

E-03. Strategy 1 grid + walk-forward (2026-07-09)

81-combination grid and 32-window walk-forward: OOS Sharpe 0.177, below the 0.5 kill line, so the strategy was discarded.

READ THE EVIDENCE