Big BotsResearch

Research reports

Backtests & strategy notes · newest first · 12 report(s)

● LIVE · daily

Momentum shortlist (live)

Top momentum names above the $5M/day liquidity floor, with regime gate. Refreshed after each close.

HVF / iHVF Breakout — Backtest Report ⚠️ NOT a validated systematic edge — 2026-06-29

(hvfradar.py) — enter on the break through H3 (bullish HVF) or L3 (bearish

HVF Radar — Hunt Volatility Funnel scanner (crypto) — 2026-06-27

A new live page that scans the crypto universe for Hunt Volatility Funnel

CryptoCross Radar — symbol hover tooltip (rank / market cap / 24h) — 2026-06-24

Small feature on the Crypto Cross Radar page (/root/cryptobots/cryptocrossradar.py, Flask on

US Small/Mid-Cap Universe Build — 2026-06-19

The surviving idea from the flag-rider work (shelved June 10) is cross-sectional

Momentum Research Log — 2026-06-19

A working log of the session: data-integrity fixes, a parameter sweep, a

Cross-Sectional Momentum (Long-Only, No Gearing) — 2026-06-14

Recent winners keep winning: each week buy the 8 strongest US names by

Volatility-Scaled Sizing on the Momentum Strategy — Backtest Report ✅ IMPROVES

2026-06-12top20-universe-and-april-whipsaw.md (the April whipsaw diagnosis).

Top-20 Universe & the April Whipsaw — Diagnostic + Backtest ⛔ top-20 FAILS

The passing strategy (regime-gated long/short 21-day momentum, top-100 PIT universe)

Skip-the-Parabolic Long Filter — Backtest Report ⛔ REJECTED (overfit)

After vol-scaling, the residual bad month was April 2026 −13%, driven by the long leg

Intra-Week Risk Controls (4h replay) — Backtest Report ⛔ REJECTED (both hurt)

Weekly rebalancing holds positions through whatever happens mid-week. Does adding

Top-10 Universe Momentum — Backtest Report ⛔ FAILS out-of-sample

Requested: redo the momentum backtest using only coins that have been in the top 10, trading a

Cross-Sectional Momentum on 1d Crypto — Backtest Report

Project mission: find a trading strategy with positive expectancy after costs. The prior