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E-07. Funding feasibility check — BTC (2026-07-13)

3,522 funding intervals: 7.94% annualized, but short holds rarely beat a 0.5% round-trip cost, so timing variants were dropped.

Original record: 2026-07-13 · 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-07. Funding feasibility check — BTC (2026-07-13)

  • 3,522 intervals (~2025-09-16): mean 0.0072%/8h, annualized 7.94%, positive 88.8%, longest negative streak 18 intervals (6 days).
  • Win rate of cumulative funding > round-trip cost (0.5%) by holding period: 3 days 0.2% / 7 days 3.1% / 14 days 12.0% / 30 days 58.0%
  • Verdict: timing variants killed immediately — costs structurally crush short-term turnover. Only long-holding variants are worth simulating (D-011).

Source and migration evidence

Source: backtest/docs/experiment-log.md#E-07

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.

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

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E-06. Sealed test opened 1 time — final vol_breakout verdict (2026-07-09)

Opening the sealed test a single time: Sharpe -1.417 and -7.45% against a preregistered pass line, so the volatility breakout strategy failed.

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archive / article

E-08. Funding carry simulation — BTC long holding (2026-07-13)

Long-hold BTC funding carry backtest: +8.41% train, +0.99% val, Sharpe ~1.7–2.0, but below a risk-free alternative, so the line was put on hold.

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