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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.

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

  • Altcoin median annualized 7.08% vs BTC 7.94% (fails the +3%p rule), and the 30-day > cost win rate is also worse → carry line closed (D-012, automatic verdict by preregistered rule)
  • Top: WIF 19.9% (a legacy of 33% in 2024), ARB 11.3%, FIL 10.4%. Bottom: ENA -20.3%, SOL -6.6% (-65.9% in 2022).
  • Key observation: funding carry is a single factor where symbol diversification does not help — every symbol 11~16% in 2024, every symbol 2~6% in 2025. It is one bet on bull-market leverage demand. Picking the top symbols after the fact is cherry-picking, and the preregistered rule blocks it.

Source and migration evidence

Source: backtest/docs/experiment-log.md#E-09

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-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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E-10. Cascade proxy — rejected (2026-07-13)

A volume-spike, sharp-drop and recovery-wick proxy on 4 years of 1-minute BTC data: all 12 combinations negative in train, rejected.

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