build1 publisher
Charging 10 bps a side turns a 13.44 Sharpe into -40.13 on the same code revision
A cross-sectional reversal baseline on 15-minute Bybit perpetual bars won 67 of 76 out-of-sample windows before costs and none of them after. Charging the trading it requires puts breakeven near 2.5 bps per side.
Publishers:dev.to
Reality
- Evidence58
- Adoption
- Insufficient
- Hype gap−20
- Incentives20
- Confidence45