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E-22. RSI 24h maker pilot on official AggTrade data, 24 signals (2026-07-15)

24-signal pilot replaying limit orders on checksum-verified Binance AggTrade data: 12 scenarios, 0 passes, expanded to 200 signals as E-23.

Original record: 2026-07-15 · 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-22. RSI 24h maker pilot on official AggTrade data, 24 signals (2026-07-15)

  • From 369 training signals, 24 were chosen evenly in time order without looking at outcomes. Official Binance daily AggTrade CHECKSUMs were verified; only the 20-minute order window and the 60-second markout were cached.
  • offset 0/0.05/0.10 ATR × F0/F1/F2 queue 1/5BTC = 12 runs, pass 0.
  • Even the best, F0 offset0, had 23/24 fills and -0.17193%/signal. Because a small sample could reverse, the parameters were left unchanged and the test was registered for expansion to 200 signals as E-23.

Source and migration evidence

Source: backtest/docs/experiment-log.md#E-22

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-21. The same 6 families with long holds 6h/12h/24h + funding (2026-07-15)

36 runs extending holds to 6h/12h/24h with real BTC funding: the best was gross +0.19% per signal but negative after costs; promotion refused.

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E-23. RSI 24h maker official AggTrade expansion to 200 signals (2026-07-15)

Expanding a Binance AggTrade limit-order replay to 200 signals: 6/9 scenarios passed the pilot, long/short asymmetry carried to independent val.

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