Quant Mashup - Strat ProofEmail summaries are back. Get the Quant Mashup delivered to your inbox every 1-3 days. Never more than one email per day. No spam and no sharing your address. Look for the email link in the header and sidebar. - Mike I built paper-spec crypto strategy on 5.8 years of data. It's lost money every year since 2024 [Strat Proof]The literature on crypto quant trading keeps citing cross-sectional momentum as a durable edge with Sharpe around 1.1 to 1.5. I built exactly the paper spec, ran it against 303 weekly rebalances across 10 majors, no parameter tuning, no regime filters, no cheating. Annualized Sharpe came out at(...) I paper-traded 22 popular crypto strategies on real fees for 10 days. Here's the data. [Strat Proof]Why I'm publishing this I wanted to build a trading bot like a lot of people did once Claude integrated with TradingView. Took the leap, my strategies kept failing, and the backtests kept being way too optimistic compared to what happened when I actually ran them. Started digging into why. This(...)