We tested textbook technical patterns and standard indicators across liquid markets with zero cherry-picking. Full interactive tables are open to everyone under Open Research:
1. Candlestick Pattern Study (/research/candlestick-patterns)
- We audited 22 classic candlestick patterns across daily market series.
- Finding: The vast majority of standalone candlestick patterns show no statistical edge after fees, and several textbook continuation/reversal patterns actually work inversely (mean-reverting) in crypto markets.
- Why? A single bar's geometry carries almost no signal without conditioning on the broader regime state (Hurst exponent, volatility compression, or higher-timeframe trend).
2. Indicator Information Coefficient Study (/research/indicators)
- We measured Spearman rank IC across +1, +5, +10, and +20 bar forward horizons.
- Volatility-normalized z-scores, Donchian/Keltner compression breakouts, and volume-weighted order-flow proxies consistently outperform raw moving-average crossovers.
Use this category to share your own event studies, tail-risk audits, and methodology questions.
Cross-market breadth tracking, news event-study attribution (+1h/+4h/+24h abnormal returns), and macro calendar intelligence.
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