Active research

Digital assets

Asset-specific hourly research across BTC, ETH and SOL, with final-fold outcomes and validation questions kept together.

Research status
Asset-specific historical research
Research scope
Asset-specific · 1-hour research

Validation

BTC, ETH and SOL are tested separately on unseen hourly periods, changing market conditions and harder cost assumptions. Asset-level stability is unresolved: the displayed final-fold paths all finish below their reset value.

Strict out-of-sample evidence

The final test period.

BTC, ETH and SOL are reset to 100 over their common final-fold period so their distinct outcomes remain directly comparable.

Verified walk-forward figure unavailable.

Coverage and next evidence

The archive contains hourly prices for eighteen liquid pairs; the BTC/ETH/SOL feature layer has narrower coverage and different freshness. Sources must be aligned and current before a test. The next research decision depends on fold dispersion and survival under conservative execution assumptions.

Digital exposure is monitored within a broader paper portfolio. It is not yet isolated and reconciled into a standalone public paper series.

Research by PSIM · Ask about this work