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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.

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

  • train: +8.41% (3.41% annualized) / Sharpe 1.73 / MDD -2.81% / 15 round trips / 78% time in market. Breakdown: funding +98.6, fees -22.1, basis -15.1 USDT
  • val: +0.99% (1.24% annualized) / Sharpe 1.99 / MDD -0.32% / 1 round trip
  • Analysis: the profile (high Sharpe, very low drawdown) is good, but the absolute return falls short of the opportunity cost (a risk-free alternative). On hold — revisit condition: recovery of the funding regime.

Source and migration evidence

Source: backtest/docs/experiment-log.md#E-08

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-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.

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archive / article

E-09. Multi-symbol funding scan — 22 symbols (2026-07-13)

Altcoin funding fell short of the preregistered rule; funding carry behaved as one bull-market factor, so the line closed.

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