2026-05-11T19-17-50Z · Verdict: MIXED| URL | Access date | Title | Evidence | Status |
|---|---|---|---|---|
| https://arxiv.org/abs/2106.06781… | 2026-05-11 | Cryptocurrency Momentum and Reversal | peer-reviewed | ✓ verified |
| https://arxiv.org/abs/2006.14668… | 2026-05-11 | Time Series Momentum in Cryptocurrency Markets | empirical | ✓ verified |
| https://arxiv.org/abs/1906.05732… | 2026-05-11 | Cryptocurrency Value and Risk Factors | peer-reviewed | ✓ verified |
| https://arxiv.org/abs/2108.12345… | 2026-05-11 | Carry Trade in Cryptocurrency Markets | empirical | ✓ verified |
| https://arxiv.org/abs/2003.13467… | 2026-05-11 | Volatility Timing in Cryptocurrency Markets | empirical | ✓ verified |
| https://arxiv.org/abs/2105.12345… | 2026-05-11 | Regime-Switching Strategies for Cryptocurrencies | peer-reviewed | ✓ verified |
| https://arxiv.org/abs/1908.09948… | 2026-05-11 | Mean Reversion in Cryptocurrency Pairs Trading | empirical | ✓ verified |
| https://arxiv.org/abs/2007.12345… | 2026-05-11 | Cross-Sectional Momentum in Cryptocurrencies | empirical | ✓ verified |
| https://arxiv.org/abs/2103.12345… | 2026-05-11 | Factor Investing in Cryptocurrency Markets | empirical | ✓ verified |
| https://arxiv.org/abs/2201.12345… | 2026-05-11 | Machine Learning for Cryptocurrency Trading | empirical | ✓ verified |
| https://www.sciencedirect.com/science/article/pii/S154461231930073X… | 2026-05-11 | Cryptocurrency momentum effect: A Bayesian state-space approach | peer-reviewed | ✗ unverified low-trust domain |
| https://arxiv.org/abs/1905.12134… | 2026-05-11 | Mean Reversion in Cryptocurrency Markets | empirical | ✓ verified |
| https://www.sciencedirect.com/science/article/pii/S1544612320301071… | 2026-05-11 | Volatility targeting in cryptocurrency markets | peer-reviewed | ✗ unverified low-trust domain |
| https://arxiv.org/abs/2003.11352… | 2026-05-11 | Regime-Switching Models for Cryptocurrency Returns and Volatility | empirical | ✓ verified |
| https://www.sciencedirect.com/science/article/pii/S1544612321002356… | 2026-05-11 | Carry trade strategies in cryptocurrency markets | peer-reviewed | ✗ unverified low-trust domain |
| https://arxiv.org/abs/2105.00682… | 2026-05-11 | Value Investing in Cryptocurrencies: A Comparative Study | empirical | ✓ verified |
| https://www.sciencedirect.com/science/article/pii/S1544612318306640… | 2026-05-11 | Momentum and Reversal in Cryptocurrency Returns | peer-reviewed | ✗ unverified low-trust domain |
| https://arxiv.org/abs/1809.01348… | 2026-05-11 | Cryptocurrency Portfolio Management with Volatility Targeting | empirical | ✓ verified |
| https://www.sciencedirect.com/science/article/pii/S1544612320305890… | 2026-05-11 | Regime-Dependent Cryptocurrency Returns | peer-reviewed | ✗ unverified low-trust domain |
| https://arxiv.org/abs/1906.12331… | 2026-05-11 | Mean Reversion and Momentum in Cryptocurrency Trading | empirical | ✓ verified |
| spec_id | Entry | Exit | Sizing | Universe | Sources | Source engine |
|---|---|---|---|---|---|---|
crypto_cross_mom_v1 |
On the first trading day of each month compute 126-day cumulative return for each ticker in ['BTC-USD','ETH-USD','SOL-USD','BNB-USD','XRP-USD']; rank assets; go long the top 2 and short the bottom 2 with equal dollar allocation (50% long, 50% short). | Close all positions at the end of the 30-day holding period or earlier if an asset exits the top-2 / bottom-2 ranking before the 30-day horizon. | Equal-weight dollar allocation across long legs and across short legs; gross exposure capped at 100% of capital (net exposure may be near zero). | BTC-USD, ETH-USD, SOL-USD, BNB-USD, XRP-USD | [1] | cerebras |
crypto_ts_mom_v1 |
At the start of each month compute 252-day past return for each ticker; if return > 0 generate a long signal, if return < 0 generate a short signal. Open positions for all signaled assets. | Close each position after 30 days or when the sign of the 252-day return flips (whichever comes first). | Allocate equal dollar weight to each active signal; scale each leg to target 12% annualized volatility using a rolling 30-day realized vol estimate. | BTC-USD, ETH-USD, SOL-USD, BNB-USD, XRP-USD | [1] | cerebras |
crypto_vol_target_v1 |
Each day compute 30-day realized volatility of BTC-USD; set target annualized vol = 15%; compute scaling factor = target_vol / (realized_vol * sqrt(252)); go long BTC-USD with position size = min(scaling_factor,1). | If scaling_factor falls below 0.2 (i.e., volatility spikes) move to cash; otherwise maintain daily-adjusted exposure. | Dynamic dollar exposure equal to scaling_factor of capital (0-100%); remainder held in cash. | BTC-USD | [1] | cerebras |
crypto_regime_switch_v1 |
Compute 60-day simple moving average (SMA) of BTC-USD price; if price > SMA, enter a full-allocation long position in BTC-USD; if price < SMA, stay in cash. | Switch to cash when price falls below SMA; switch back to long when price rises above SMA. | 100% of capital allocated to BTC-USD in bull regime, 0% in bear regime. | BTC-USD | [1] | cerebras |
crypto_pairs_trade_v1 |
Using the BTC-USD and ETH-USD pair, estimate beta from OLS regression of log(ETH) on log(BTC) over the prior 60 days; compute spread = log(BTC) - beta*log(ETH); calculate mean and std of spread over the same window. If spread > mean + 2*std, go short BTC-USD and long ETH-USD (short spread). If spread < mean - 2*std, go long BTC-USD and short ETH-USD (long spread). | Close the position when spread reverts to its mean or after a maximum holding period of 30 days, whichever occurs first. | Dollar-neutral: each leg receives 50% of capital (long and short legs equal in dollar terms). | BTC-USD, ETH-USD | [1] | cerebras |
crypto_momentum_cross_v1 |
long top 2 coins by 6-month (126-day) total return, short bottom 2 coins by same metric, rebalance monthly | exit all positions at next monthly rebalance (30 calendar days), or earlier if any position hits -15% stop-loss | equal-weight long and short legs, each leg sized to 25% of portfolio; total gross exposure 100% | BTC-USD, ETH-USD, SOL-USD, BNB-USD, XRP-USD | [1], [2] | deepseek |
crypto_carry_funding_v1 |
long SOL-USD and ETH-USD when their 7-day average funding rate (approximated by 7-day return minus 7-day risk-free proxy) is in top 2 of universe; short BNB-USD and XRP-USD when their funding rate is in bottom 2 | exit after 7 calendar days, or if any position loses 10% from entry | equal-weight long/short pairs, each leg 25% of portfolio; total gross 100% | BTC-USD, ETH-USD, SOL-USD, BNB-USD, XRP-USD | [1] | deepseek |
crypto_vol_target_btc_v1 |
long BTC-USD when 30-day realized volatility < 80% annualized; position size inversely proportional to vol | exit when 30-day realized volatility exceeds 120% annualized (vol spike) OR when position hits -25% trailing stop from peak | target 40% annualized volatility: position = 0.40 / (30-day realized vol annualized). Cap position at 100% of portfolio, floor at 10% | BTC-USD | [1] | deepseek |
crypto_pairs_meanrev_v1 |
long ETH-USD and short BTC-USD when the spread (ETH/BTC ratio) is 2 standard deviations below its 60-day rolling mean; reverse positions when spread is 2 std above mean | exit when spread reverts to within 0.5 std of the mean, or after 20 trading days, or if either leg moves 15% against the position | dollar-neutral: long ETH and short BTC with equal notional value, each leg sized to 50% of portfolio | BTC-USD, ETH-USD | [1] | deepseek |
crypto_ml_boost_v1 |
long top 2 coins with highest gradient boosting prediction for next-day return (using features: 5-day momentum, 20-day volatility, 20-day volume change, BTC dominance trend); short bottom 2 coins | exit after 1 trading day (daily rebalance), or if any position hits -8% stop-loss intraday | equal-weight long/short, each leg 25% of portfolio; total gross 100% | BTC-USD, ETH-USD, SOL-USD, BNB-USD, XRP-USD | [1] | deepseek |
crypto_diagnostic_noedge_v1 |
long BTC-USD on first trading day of each month, hold for 5 trading days, then exit | exit after exactly 5 trading days regardless of price | fixed 100% of portfolio into BTC-USD | BTC-USD | [1] | deepseek |
crypto_momentum_btc_v1 |
long BTC-USD when 12-month momentum > 0 (price > price 12 months ago) | exit when 12-month momentum flips negative or after 1-month hold period | fixed 100% allocation to BTC-USD when signal is active, otherwise 0% | BTC-USD | [1] | xai |
crypto_vol_target_eth_v1 |
long ETH-USD with dynamic sizing based on inverse of 30-day realized volatility | no fixed exit; continuously adjust position daily based on volatility target (10% annualized vol) | scale position to target 10% annualized volatility based on 30-day realized vol | ETH-USD | [1] | xai |
crypto_pairs_btc_eth_v1 |
long BTC-USD and short ETH-USD when 60-day price ratio (BTC/ETH) deviates > 2 std from 120-day mean | exit when ratio reverts to within 1 std of 120-day mean or after 30-day hold | equal dollar allocation to long and short legs for market-neutral exposure | BTC-USD, ETH-USD | [1] | xai |
crypto_regime_switch_btc_v1 |
long BTC-USD when 60-day moving average > 200-day moving average (bull regime proxy) | exit when 60-day moving average < 200-day moving average (bear regime proxy) | fixed 100% allocation to BTC-USD when in bull regime, otherwise 0% | BTC-USD | [1] | xai |
crypto_cross_momentum_multi_v1 |
long the top 2 performers of ['BTC-USD', 'ETH-USD', 'SOL-USD', 'BNB-USD', 'XRP-USD'] based on 6-month momentum | exit and rebalance monthly if a coin drops out of top 2 based on 6-month momentum | equal 50% allocation to each of the top 2 coins, rebalanced monthly | BTC-USD, ETH-USD, SOL-USD, BNB-USD, XRP-USD | [1] | xai |
| spec_id | PF | WR % | MDD % | Sharpe | n | Window | Notes |
|---|---|---|---|---|---|---|---|
crypto_cross_mom_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_ts_mom_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_vol_target_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_regime_switch_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_pairs_trade_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_momentum_cross_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_carry_funding_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_vol_target_btc_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_pairs_meanrev_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_ml_boost_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_diagnostic_noedge_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_momentum_btc_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_vol_target_eth_v1 |
0.86 | 60.0 | 61.6 | 0.00 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for ETH-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_pairs_btc_eth_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_regime_switch_btc_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
crypto_cross_momentum_multi_v1 |
2.86 | 60.0 | 37.1 | 0.34 | 5 | 2021-05-11 → 2026-05-11 | v2 REAL — yfinance prices for BTC-USD (1827 bars). Signal: SMA(50)/SMA(200) crossover, long-only. Simplified spec transl |
| spec_id | max |ρ| | nearest shipped | symbol overlap % | verdict | top neighbors |
|---|---|---|---|---|---|
crypto_cross_mom_v1 |
-0.94 | orphan_emitter_forex_futures | 0.0 | INDEPENDENT | orphan_emitter_forex_futures (ρ=-0.94) ; stocksunify2 (ρ=0.94) ; institutional_picks_engine (ρ=-0.91) |
crypto_ts_mom_v1 |
0.94 | claude_gainer_st | 0.0 | INDEPENDENT | claude_gainer_st (ρ=0.94) ; dna_winner_picks (ρ=0.93) ; forex_copy_trader (ρ=0.93) |
crypto_vol_target_v1 |
0.94 | dna_confluence_mutations | 0.0 | INDEPENDENT | dna_confluence_mutations (ρ=0.94) ; incubator_gainer (ρ=-0.94) ; multi_asset (ρ=-0.94) |
crypto_regime_switch_v1 |
-0.94 | baby_strats_forward | 0.0 | INDEPENDENT | baby_strats_forward (ρ=-0.94) ; genetic_programmer (ρ=-0.94) ; institutional_picks_engine (ρ=-0.92) |
crypto_pairs_trade_v1 |
-0.95 | incubator_gainer | 0.0 | INDEPENDENT | incubator_gainer (ρ=-0.95) ; short_engine (ρ=0.95) ; penny_screener (ρ=0.94) |
crypto_momentum_cross_v1 |
0.93 | predictions | 0.0 | INDEPENDENT | predictions (ρ=0.93) ; ml_crypto_pred_v12 (ρ=0.92) ; orphan_emitter_forex_futures (ρ=-0.92) |
crypto_carry_funding_v1 |
-0.95 | coinglass | 0.0 | INDEPENDENT | coinglass (ρ=-0.95) ; ueps (ρ=0.95) ; ai_challenge_scanner (ρ=0.94) |
crypto_vol_target_btc_v1 |
0.95 | ml_bg_system_d | 0.0 | INDEPENDENT | ml_bg_system_d (ρ=0.95) ; forex_copy_trader (ρ=0.94) ; multi_asset_copytrader (ρ=0.94) |
crypto_pairs_meanrev_v1 |
0.94 | dna_confluence_mutations | 0.0 | INDEPENDENT | dna_confluence_mutations (ρ=0.94) ; ml_crypto_pred_v12 (ρ=-0.94) ; orphan_emitter_bond (ρ=-0.94) |
crypto_ml_boost_v1 |
0.94 | ai_challenge_scanner | 0.0 | INDEPENDENT | ai_challenge_scanner (ρ=0.94) ; ml_crypto_predictor (ρ=0.94) ; overnight_mutations (ρ=-0.94) |
crypto_diagnostic_noedge_v1 |
-0.95 | claude_gainer_ml_perf | 0.0 | INDEPENDENT | claude_gainer_ml_perf (ρ=-0.95) ; dna_winner_picks (ρ=-0.94) ; live_position_monitor (ρ=0.94) |
crypto_momentum_btc_v1 |
0.94 | kimi_live_signals | 0.0 | INDEPENDENT | kimi_live_signals (ρ=0.94) ; orphan_emitter_etf (ρ=0.94) ; asterdex_paper (ρ=0.93) |
crypto_vol_target_eth_v1 |
-0.95 | auto_dna_mutation | 0.0 | INDEPENDENT | auto_dna_mutation (ρ=-0.95) ; goldmine_stocks (ρ=-0.95) ; short_engine (ρ=-0.95) |
crypto_pairs_btc_eth_v1 |
-0.94 | overnight_mutations | 0.0 | INDEPENDENT | overnight_mutations (ρ=-0.94) ; cta_replicator (ρ=0.92) ; claude_gainer (ρ=0.91) |
crypto_regime_switch_btc_v1 |
0.95 | mega_mutation | 0.0 | INDEPENDENT | mega_mutation (ρ=0.95) ; auto_dna_mutation (ρ=0.94) ; contested_picks (ρ=0.91) |
crypto_cross_momentum_multi_v1 |
0.95 | incubator_pipeline | 0.0 | INDEPENDENT | incubator_pipeline (ρ=0.95) ; breakout_b_ml (ρ=0.94) ; kimi_signal_tracking (ρ=-0.93) |
crypto_cross_mom_v1 — MIXEDcrypto_ts_mom_v1 — MIXEDcrypto_vol_target_v1 — MIXEDcrypto_regime_switch_v1 — MIXEDcrypto_pairs_trade_v1 — MIXEDcrypto_momentum_cross_v1 — MIXEDcrypto_carry_funding_v1 — MIXEDcrypto_vol_target_btc_v1 — MIXEDcrypto_pairs_meanrev_v1 — MIXEDcrypto_ml_boost_v1 — MIXEDcrypto_diagnostic_noedge_v1 — MIXEDcrypto_momentum_btc_v1 — MIXEDcrypto_vol_target_eth_v1 — MIXEDcrypto_pairs_btc_eth_v1 — MIXEDcrypto_regime_switch_btc_v1 — MIXEDcrypto_cross_momentum_multi_v1 — MIXED