Signal Independence Audit

Pre-hyperopt screening framework for testing whether a candidate signal adds information over a baseline. Methodology + crypto case study.

View on GitHub

Note: This is the canonical Markdown source. The published version is hosted at https://hallengray.github.io/signal-independence-audit/BLOG_POST.html (GitHub Pages auto-resolves the relative ./case-study/*.md links to the corresponding Pages-rendered HTML).

Four crypto strategy failures, and the tool that caught one in 3 seconds

Or: what happens when you bring software-engineering ADR discipline to retail quant research, then watch it produce an honest negative result.

Hook

Most retail quant content reads “I found a strategy that backtests well.” This post is the inverse.

Over four phases of work on BTC/USDT and ETH/USDT spot at the 4-hour timeframe, four different strategies were tested against pre-committed criteria: Sharpe > 1.0 AND profit factor > 1.4 out-of-sample. All four failed. The bar was never lowered.…